# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-26-000138
**Filing Date:** 2026-4
**Character Count:** 656385
**Document Hash:** d3f3a3552a97cdfaef038ee7505d9cc7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-26-000138.hdr.sgml**: 20260401

**ACCESSION NUMBER**: 0000826644-26-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260401

**DATE AS OF CHANGE**: 20260401

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 26826072

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

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

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

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

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

## Series and Classes Contracts Data

### Invesco Global Strategic Income Fund (Series ID: S000064708)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209625 | Class R6     |  |
| C000209626 | Class R5     |  |
| C000209627 | Class A      |  |
| C000209628 | Class R      |  |
| C000209629 | Class C      |  |
| C000209630 | Class Y      |  |

## Nport-Ex

**Consolidated Schedule of Investments** 

*January 31, 2026*

*(Unaudited)*

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

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Dollar Denominated Bonds & Notes–30.02%** | **U.S. Dollar Denominated Bonds & Notes–30.02%** | **U.S. Dollar Denominated Bonds & Notes–30.02%** | **U.S. Dollar Denominated Bonds & Notes–30.02%** |
| **Argentina–0.71%** | **Argentina–0.71%** | **Argentina–0.71%** | **Argentina–0.71%** |
| &nbsp;&nbsp;&nbsp; Argentine Republic Government <br> International Bond, | &nbsp;&nbsp;&nbsp; Argentine Republic Government <br> International Bond, |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/09/2030<sup>(a)</sup> <br>|  | $3265920 | &nbsp;&nbsp; $2771133 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/09/2041<sup>(a)</sup> <br>|  | 5400000 | &nbsp;&nbsp; 3917700 |
| &nbsp;&nbsp;&nbsp; Vista Energy Argentina S.A.U., <br> 7.63%, 12/10/2035<sup>(b)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1803600 |
| YPF S.A., | YPF S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 07/21/2027<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 808661 |
| &nbsp;&nbsp;&nbsp; 8.75%, 09/11/2031<sup>(b)</sup> <br>|  | 3276000 | &nbsp;&nbsp; 3390539 |
|  |  |  | &nbsp;&nbsp; 12691633 |
| **Belgium–0.23%** | **Belgium–0.23%** | **Belgium–0.23%** | **Belgium–0.23%** |
| &nbsp;&nbsp;&nbsp; Telenet Finance Luxembourg <br> Notes S.a.r.l., 5.50%, <br> 03/01/2028<sup>(b)</sup> <br>|  | 4200000 | &nbsp;&nbsp; 4199440 |
| **Brazil–0.91%** | **Brazil–0.91%** | **Brazil–0.91%** | **Brazil–0.91%** |
| &nbsp;&nbsp;&nbsp; Arcos Dorados B.V., 6.38%, <br> 01/29/2032<sup>(b)</sup> <br>|  | 3145000 | &nbsp;&nbsp; 3303822 |
| &nbsp;&nbsp;&nbsp; Minerva (Luxembourg) S.A., <br> 8.88%, 09/13/2033<sup>(b)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1967710 |
| Petrobras Global Finance B.V., | Petrobras Global Finance B.V., |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/03/2033<sup>(c)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1880505 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/10/2036 |  | 1875000 | &nbsp;&nbsp; 1844531 |
| &nbsp;&nbsp;&nbsp; Sitios Latinoamerica S.A.B. de <br> C.V., 5.38%, <br> 04/04/2032<sup>(b)(c)</sup> <br>|  | 4745000 | &nbsp;&nbsp; 4788806 |
| &nbsp;&nbsp;&nbsp; Vale Overseas Ltd., 6.00%, <br> 02/25/2056<sup>(b)(d)</sup> <br>|  | 2520000 | &nbsp;&nbsp; 2532600 |
|  |  |  | &nbsp;&nbsp; 16317974 |
| **Canada–2.24%** | **Canada–2.24%** | **Canada–2.24%** | **Canada–2.24%** |
| &nbsp;&nbsp;&nbsp; Bell Canada, 6.88%, <br> 09/15/2055<sup>(d)</sup> <br>|  | 2369000 | &nbsp;&nbsp; 2455997 |
| &nbsp;&nbsp;&nbsp; Brookfield Infrastructure <br> Finance ULC, 6.75%, <br> 03/15/2055<sup>(d)</sup> <br>|  | 2008000 | &nbsp;&nbsp; 2027546 |
| &nbsp;&nbsp;&nbsp; Constellation Software, Inc., <br> 5.16%, 02/16/2029<sup>(b)(c)</sup> <br>|  | 1247000 | &nbsp;&nbsp; 1269250 |
| Element Fleet Management Corp., | Element Fleet Management Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.64%, 03/13/2027<sup>(b)</sup> <br>|  | 7037000 | &nbsp;&nbsp; 7150276 |
| &nbsp;&nbsp;&nbsp; 6.32%, 12/04/2028<sup>(b)(c)</sup> <br>|  | 3671000 | &nbsp;&nbsp; 3869881 |
| &nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.38%, <br> 01/15/2083<sup>(c)(d)</sup> <br>|  | 7381000 | &nbsp;&nbsp; 7606104 |
| &nbsp;&nbsp;&nbsp; New Gold, Inc., 6.88%, <br> 04/01/2032<sup>(b)(c)</sup> <br>|  | 1433000 | &nbsp;&nbsp; 1523387 |
| &nbsp;&nbsp;&nbsp; Northriver Midstream Finance <br> L.P., 6.75%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 576000 | &nbsp;&nbsp; 586443 |
| RB Global Holdings, Inc., | RB Global Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2028<sup>(b)</sup> <br>|  | 850000 | &nbsp;&nbsp; 866856 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/2031<sup>(b)</sup> <br>|  | 318000 | &nbsp;&nbsp; 331877 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., <br> 7.00%, 04/15/2055<sup>(c)(d)</sup> <br>|  | 2190000 | &nbsp;&nbsp; 2272611 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian <br> Infrastructure Holdings <br> Ltd., 7.63%, <br> 03/01/2055<sup>(d)</sup> <br>|  | 3819000 | &nbsp;&nbsp; 3983782 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Canada–(continued)** | **Canada–(continued)** | **Canada–(continued)** | **Canada–(continued)** |
| &nbsp;&nbsp;&nbsp; TELUS Corp., 6.38%, <br> 06/09/2056<sup>(c)(d)</sup> <br>|  | $2178000 | &nbsp;&nbsp; $2201294 |
| &nbsp;&nbsp;&nbsp; Transcanada Trust, <br> Series 16-A, 5.88%, <br> 08/15/2076<sup>(d)</sup> <br>|  | 3609000 | &nbsp;&nbsp; 3619647 |
| &nbsp;&nbsp;&nbsp; Wrangler Holdco Corp., <br> 6.63%, 04/01/2032<sup>(b)</sup> <br>|  | 429000 | &nbsp;&nbsp; 446692 |
|  |  |  | &nbsp;&nbsp; 40211643 |
| **Cayman Islands–0.11%** | **Cayman Islands–0.11%** | **Cayman Islands–0.11%** | **Cayman Islands–0.11%** |
| &nbsp;&nbsp;&nbsp; Global Aircraft Leasing Co. <br> Ltd., 8.75%, <br> 09/01/2027<sup>(b)</sup> <br>|  | 1850000 | &nbsp;&nbsp; 1917305 |
| **Chile–0.60%** | **Chile–0.60%** | **Chile–0.60%** | **Chile–0.60%** |
| &nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones S.A., <br> 8.75%<sup>(b)(d)(e)</sup> <br>|  | 1725000 | &nbsp;&nbsp; 1863328 |
| &nbsp;&nbsp;&nbsp; Banco del Estado de Chile, <br> 7.95%<sup>(b)(d)(e)</sup> <br>|  | 1003000 | &nbsp;&nbsp; 1067503 |
| &nbsp;&nbsp;&nbsp; Chile Electricity Lux MPC II <br> S.a.r.l., 5.58%, <br> 10/20/2035<sup>(b)</sup> <br>|  | 1461370 | &nbsp;&nbsp; 1501450 |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile <br> S.A., | &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile <br> S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/10/2034<sup>(b)</sup> <br>|  | 4885000 | &nbsp;&nbsp; 4962183 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/22/2056<sup>(b)(d)</sup> <br>|  | 1400000 | &nbsp;&nbsp; 1399104 |
|  |  |  | &nbsp;&nbsp; 10793568 |
| **China–0.11%** | **China–0.11%** | **China–0.11%** | **China–0.11%** |
| &nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd., <br> Conv., 0.00%, <br> 09/15/2030<sup>(b)(f)(g)</sup> <br>|  | 165000 | &nbsp;&nbsp; 185009 |
| &nbsp;&nbsp;&nbsp; Prosus N.V., 3.68%, <br> 01/21/2030<sup>(b)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1735255 |
|  |  |  | &nbsp;&nbsp; 1920264 |
| **Colombia–0.38%** | **Colombia–0.38%** | **Colombia–0.38%** | **Colombia–0.38%** |
| Ecopetrol S.A., | Ecopetrol S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 01/19/2029 |  | 4600000 | &nbsp;&nbsp; 4930984 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/2032 |  | 1930000 | &nbsp;&nbsp; 1983023 |
|  |  |  | &nbsp;&nbsp; 6914007 |
| **Dominican Republic–0.22%** | **Dominican Republic–0.22%** | **Dominican Republic–0.22%** | **Dominican Republic–0.22%** |
| &nbsp;&nbsp;&nbsp; Aeropuertos Dominicanos <br> Siglo XXI S.A., 7.00%, <br> 06/30/2034<sup>(b)</sup> <br>|  | 2055000 | &nbsp;&nbsp; 2157288 |
| &nbsp;&nbsp;&nbsp; Dominican Republic International <br> Bond, | &nbsp;&nbsp;&nbsp; Dominican Republic International <br> Bond, |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/2030<sup>(b)</sup> <br>|  | 720000 | &nbsp;&nbsp; 703260 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/23/2032<sup>(b)</sup> <br>|  | 1200000 | &nbsp;&nbsp; 1151676 |
|  |  |  | &nbsp;&nbsp; 4012224 |
| **Egypt–0.15%** | **Egypt–0.15%** | **Egypt–0.15%** | **Egypt–0.15%** |
| &nbsp;&nbsp;&nbsp; Egypt Government <br> International Bond, <br> 8.63%, 02/04/2030<sup>(b)</sup> <br>|  | 2415000 | &nbsp;&nbsp; 2636017 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Finland–0.56%** | **Finland–0.56%** | **Finland–0.56%** | **Finland–0.56%** |
| &nbsp;&nbsp;&nbsp; Nordea Bank Abp, <br> 6.63%<sup>(b)(d)(e)</sup> <br>|  | $10000000 | &nbsp;&nbsp; $10026510 |
| **France–0.33%** | **France–0.33%** | **France–0.33%** | **France–0.33%** |
| &nbsp;&nbsp;&nbsp; Electricite de France S.A., <br> 9.13%<sup>(b)(c)(d)(e)</sup> <br>|  | 2334000 | &nbsp;&nbsp; 2763844 |
| &nbsp;&nbsp;&nbsp; Forvia SE, 8.00%, <br> 06/15/2030<sup>(b)(c)</sup> <br>|  | 644000 | &nbsp;&nbsp; 687856 |
| Iliad Holding S.A.S., | Iliad Holding S.A.S., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/2028<sup>(b)</sup> <br>|  | 143000 | &nbsp;&nbsp; 144750 |
| &nbsp;&nbsp;&nbsp; 8.50%, 04/15/2031<sup>(b)</sup> <br>|  | 1466000 | &nbsp;&nbsp; 1570738 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/2032<sup>(b)</sup> <br>|  | 82000 | &nbsp;&nbsp; 84149 |
| &nbsp;&nbsp;&nbsp; Opal Bidco SAS, 6.50%, <br> 03/31/2032<sup>(b)</sup> <br>|  | 585000 | &nbsp;&nbsp; 597321 |
|  |  |  | &nbsp;&nbsp; 5848658 |
| **Germany–0.29%** | **Germany–0.29%** | **Germany–0.29%** | **Germany–0.29%** |
| &nbsp;&nbsp;&nbsp; Bayer US Finance LLC, <br> 6.13%, 11/21/2026<sup>(b)</sup> <br>|  | 4573000 | &nbsp;&nbsp; 4638395 |
| &nbsp;&nbsp;&nbsp; Cerdia Finanz GmbH, 9.38%, <br> 10/03/2031<sup>(b)</sup> <br>|  | 579000 | &nbsp;&nbsp; 591865 |
|  |  |  | &nbsp;&nbsp; 5230260 |
| **Greece–0.04%** | **Greece–0.04%** | **Greece–0.04%** | **Greece–0.04%** |
| &nbsp;&nbsp;&nbsp; Danaos Corp., 6.88%, <br> 10/15/2032<sup>(b)</sup> <br>|  | 642000 | &nbsp;&nbsp; 663527 |
| **Guatemala–0.08%** | **Guatemala–0.08%** | **Guatemala–0.08%** | **Guatemala–0.08%** |
| &nbsp;&nbsp;&nbsp; Energuate Trust 2.0, 6.35%, <br> 09/15/2035<sup>(b)</sup> <br>|  | 1440000 | &nbsp;&nbsp; 1440204 |
| **Hong Kong–0.03%** | **Hong Kong–0.03%** | **Hong Kong–0.03%** | **Hong Kong–0.03%** |
| &nbsp;&nbsp;&nbsp; Melco Resorts Finance Ltd., <br> 6.50%, 09/24/2033<sup>(b)(c)</sup> <br>|  | 600000 | &nbsp;&nbsp; 599122 |
| **India–0.87%** | **India–0.87%** | **India–0.87%** | **India–0.87%** |
| &nbsp;&nbsp;&nbsp; GMR Hyderabad International <br> Airport Ltd., 4.25%, <br> 10/27/2027<sup>(b)</sup> <br>|  | 4650000 | &nbsp;&nbsp; 4602071 |
| Muthoot Finance Ltd., | Muthoot Finance Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/14/2028<sup>(b)</sup> <br>|  | 3650000 | &nbsp;&nbsp; 3740750 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/23/2029<sup>(b)</sup> <br>|  | 7200000 | &nbsp;&nbsp; 7371969 |
|  |  |  | &nbsp;&nbsp; 15714790 |
| **Ireland–0.27%** | **Ireland–0.27%** | **Ireland–0.27%** | **Ireland–0.27%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust, 6.95%, <br> 03/10/2055<sup>(d)</sup> <br>|  | 619000 | &nbsp;&nbsp; 648251 |
| &nbsp;&nbsp;&nbsp; BB Blue Financing DAC, <br> Series A1, 4.40%, <br> 09/20/2037<br>|  | 1750000 | &nbsp;&nbsp; 1703291 |
| &nbsp;&nbsp;&nbsp; GGAM Finance Ltd., 6.88%, <br> 04/15/2029<sup>(b)</sup> <br>|  | 1237000 | &nbsp;&nbsp; 1282875 |
| &nbsp;&nbsp;&nbsp; Phoenix Aviation Capital Ltd., <br> 9.25%, 07/15/2030<sup>(b)</sup> <br>|  | 177000 | &nbsp;&nbsp; 185639 |
| &nbsp;&nbsp;&nbsp; TrueNoord Capital DAC, <br> 8.75%, 03/01/2030<sup>(b)(c)</sup> <br>|  | 910000 | &nbsp;&nbsp; 960414 |
|  |  |  | &nbsp;&nbsp; 4780470 |
| **Israel–0.04%** | **Israel–0.04%** | **Israel–0.04%** | **Israel–0.04%** |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands III B.V., <br> 4.10%, 10/01/2046<br>|  | 850000 | &nbsp;&nbsp; 650928 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Italy–0.12%** | **Italy–0.12%** | **Italy–0.12%** | **Italy–0.12%** |
| FiberCop S.p.A., | FiberCop S.p.A., |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/2034<sup>(b)(c)</sup> <br>|  | $1025000 | &nbsp;&nbsp; $1000495 |
| &nbsp;&nbsp;&nbsp; 7.20%, 07/18/2036<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 608592 |
| &nbsp;&nbsp;&nbsp; Telecom Italia Capital S.A., <br> 6.38%, 11/15/2033<sup>(c)</sup> <br>|  | 595000 | &nbsp;&nbsp; 624801 |
|  |  |  | &nbsp;&nbsp; 2233888 |
| **Japan–0.25%** | **Japan–0.25%** | **Japan–0.25%** | **Japan–0.25%** |
| &nbsp;&nbsp;&nbsp; Kioxia Holdings Corp., 6.63%, <br> 07/24/2033<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 627065 |
| &nbsp;&nbsp;&nbsp; RLGH Finance Bermuda Ltd., <br> 6.75%, 07/02/2035<sup>(b)</sup> <br>|  | 3600000 | &nbsp;&nbsp; 3812006 |
|  |  |  | &nbsp;&nbsp; 4439071 |
| **Macau–0.51%** | **Macau–0.51%** | **Macau–0.51%** | **Macau–0.51%** |
| MGM China Holdings Ltd., | MGM China Holdings Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/15/2026<sup>(b)</sup> <br>|  | 4250000 | &nbsp;&nbsp; 4253435 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/2027<sup>(b)</sup> <br>|  | 2960000 | &nbsp;&nbsp; 2949375 |
| &nbsp;&nbsp;&nbsp; Studio City Finance Ltd., <br> 5.00%, 01/15/2029<sup>(b)(c)</sup> <br>|  | 736000 | &nbsp;&nbsp; 713677 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd., 6.75%, <br> 02/15/2034<sup>(b)(c)</sup> <br>|  | 1260000 | &nbsp;&nbsp; 1278294 |
|  |  |  | &nbsp;&nbsp; 9194781 |
| **Mexico–1.08%** | **Mexico–1.08%** | **Mexico–1.08%** | **Mexico–1.08%** |
| &nbsp;&nbsp;&nbsp; Banco Mercantil del Norte <br> S.A., 8.38%<sup>(b)(d)(e)</sup> <br>|  | 1850000 | &nbsp;&nbsp; 1996899 |
| &nbsp;&nbsp;&nbsp; BBVA Bancomer S.A., 7.63%, <br> 02/11/2035<sup>(b)(d)</sup> <br>|  | 4320000 | &nbsp;&nbsp; 4569447 |
| &nbsp;&nbsp;&nbsp; CEMEX S.A.B. de C.V., <br> 5.13%<sup>(b)(d)(e)</sup> <br>|  | 2487000 | &nbsp;&nbsp; 2484508 |
| &nbsp;&nbsp;&nbsp; Mexico Government <br> International Bond, <br> Series 10, 5.63%, <br> 09/22/2035<br>|  | 442000 | &nbsp;&nbsp; 433823 |
| &nbsp;&nbsp;&nbsp; Nemak S.A.B. de C.V., 3.63%, <br> 06/28/2031<sup>(b)</sup> <br>|  | 3064000 | &nbsp;&nbsp; 2669469 |
| Petroleos Mexicanos, | Petroleos Mexicanos, |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/2029 |  | 6400000 | &nbsp;&nbsp; 6875719 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/2035 |  | 310000 | &nbsp;&nbsp; 295569 |
|  |  |  | &nbsp;&nbsp; 19325434 |
| **Netherlands–0.39%** | **Netherlands–0.39%** | **Netherlands–0.39%** | **Netherlands–0.39%** |
| ING Groep N.V., 5.75%<sup>(d)(e)</sup> <br>|  | 7000000 | &nbsp;&nbsp; 7046126 |
| **Panama–0.09%** | **Panama–0.09%** | **Panama–0.09%** | **Panama–0.09%** |
| &nbsp;&nbsp;&nbsp; Telecomunicaciones Digitales <br> S.A., 4.50%, <br> 01/30/2030<sup>(b)</sup> <br>|  | 1750000 | &nbsp;&nbsp; 1668272 |
| **Peru–0.19%** | **Peru–0.19%** | **Peru–0.19%** | **Peru–0.19%** |
| &nbsp;&nbsp;&nbsp; Compania de Minas <br> Buenaventura S.A.A., <br> 6.80%, 02/04/2032<sup>(b)</sup> <br>|  | 1990000 | &nbsp;&nbsp; 2076118 |
| &nbsp;&nbsp;&nbsp; Orazul Energy Peru S.A., <br> 6.25%, 09/17/2032<sup>(b)</sup> <br>|  | 1359000 | &nbsp;&nbsp; 1373627 |
|  |  |  | &nbsp;&nbsp; 3449745 |
| **Serbia–0.10%** | **Serbia–0.10%** | **Serbia–0.10%** | **Serbia–0.10%** |
| &nbsp;&nbsp;&nbsp; Telecommunications Co. <br> Telekom Srbija AD <br> Belgrade, 7.00%, <br> 10/28/2029<sup>(b)</sup> <br>|  | 1877000 | &nbsp;&nbsp; 1889346 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Spain–0.21%** | **Spain–0.21%** | **Spain–0.21%** | **Spain–0.21%** |
| Repsol E&P Capital Markets US LLC, | Repsol E&P Capital Markets US LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.81%, 09/16/2028<sup>(b)</sup> <br>|  | $1371000 | &nbsp;&nbsp; $1387172 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/16/2030<sup>(b)</sup> <br>|  | 1392000 | &nbsp;&nbsp; 1413839 |
| &nbsp;&nbsp;&nbsp; 5.98%, 09/16/2035<sup>(b)</sup> <br>|  | 900000 | &nbsp;&nbsp; 919229 |
|  |  |  | &nbsp;&nbsp; 3720240 |
| **Switzerland–0.51%** | **Switzerland–0.51%** | **Switzerland–0.51%** | **Switzerland–0.51%** |
| &nbsp;&nbsp;&nbsp; Argentum Netherlands B.V. <br> for Swiss Re Ltd., 5.63%, <br> 08/15/2052<sup>(b)(d)</sup> <br>|  | 460000 | &nbsp;&nbsp; 466752 |
| &nbsp;&nbsp;&nbsp; Credit Suisse Group AG, <br> 6.25%<sup>(b)(d)(e)(h)(i)</sup> <br>|  | 7385000 | &nbsp;&nbsp; 2102879 |
| &nbsp;&nbsp;&nbsp; Zurich Finance Ireland <br> Designated Activity Co., <br> 3.00%, 04/19/2051<sup>(b)(d)</sup> <br>|  | 7200000 | &nbsp;&nbsp; 6565341 |
|  |  |  | &nbsp;&nbsp; 9134972 |
| **Thailand–0.08%** | **Thailand–0.08%** | **Thailand–0.08%** | **Thailand–0.08%** |
| &nbsp;&nbsp;&nbsp; GC Treasury Center Co. Ltd., <br> 6.50%<sup>(b)(d)(e)</sup> <br>|  | 1461000 | &nbsp;&nbsp; 1476836 |
| **Turkey–0.10%** | **Turkey–0.10%** | **Turkey–0.10%** | **Turkey–0.10%** |
| &nbsp;&nbsp;&nbsp; Akbank Turk A.S., 7.88%, <br> 09/04/2035<sup>(b)(d)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1850879 |
| **United Kingdom–2.36%** | **United Kingdom–2.36%** | **United Kingdom–2.36%** | **United Kingdom–2.36%** |
| &nbsp;&nbsp;&nbsp; Aberdeen Group PLC, 4.25%, <br> 06/30/2028<sup>(b)</sup> <br>|  | 1825000 | &nbsp;&nbsp; 1802963 |
| &nbsp;&nbsp;&nbsp; B.A.T. Capital Corp., 6.00%, <br> 02/20/2034<br>|  | 2730000 | &nbsp;&nbsp; 2923213 |
| &nbsp;&nbsp;&nbsp; Barclays Bank PLC, <br> 6.28%<sup>(d)(e)</sup> <br>|  | 9030000 | &nbsp;&nbsp; 9543355 |
| &nbsp;&nbsp;&nbsp; Beazley Insurance DAC, <br> 5.50%, 09/10/2029<sup>(b)</sup> <br>|  | 2880000 | &nbsp;&nbsp; 2956474 |
| &nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC, 4.25%, <br> 11/23/2081<sup>(b)(d)</sup> <br>|  | 10850000 | &nbsp;&nbsp; 10809174 |
| &nbsp;&nbsp;&nbsp; California Buyer Ltd./Atlantica <br> Sustainable Infrastructure <br> PLC, 6.38%, <br> 02/15/2032<sup>(b)</sup> <br>|  | 935000 | &nbsp;&nbsp; 933405 |
| &nbsp;&nbsp;&nbsp; Hiscox Ltd., 7.00%, <br> 06/11/2036<sup>(b)(d)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1938713 |
| &nbsp;&nbsp;&nbsp; Howden UK Refinance 2 PLC, <br> 8.13%, 02/15/2032<br>|  | 364000 | &nbsp;&nbsp; 371286 |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, <br> 6.75%<sup>(d)(e)</sup> <br>|  | 5200000 | &nbsp;&nbsp; 5243633 |
| &nbsp;&nbsp;&nbsp; M&G PLC, 6.50%, <br> 10/20/2048<sup>(b)(d)</sup> <br>|  | 925000 | &nbsp;&nbsp; 963734 |
| &nbsp;&nbsp;&nbsp; Virgin Media Secured Finance <br> PLC, 5.50%, <br> 05/15/2029<sup>(b)(c)</sup> <br>|  | 1344000 | &nbsp;&nbsp; 1326309 |
| &nbsp;&nbsp;&nbsp; VMED O2 UK Financing I PLC, <br> 6.75%, 01/15/2033<sup>(b)</sup> <br>|  | 674000 | &nbsp;&nbsp; 658100 |
| &nbsp;&nbsp;&nbsp; Vodafone Group PLC, 4.13%, <br> 06/04/2081<sup>(d)</sup> <br>|  | 1348000 | &nbsp;&nbsp; 1269057 |
| &nbsp;&nbsp;&nbsp; Weir Group, Inc., 5.35%, <br> 05/06/2030<sup>(b)</sup> <br>|  | 1568000 | &nbsp;&nbsp; 1610202 |
|  |  |  | &nbsp;&nbsp; 42349618 |
| **United States–15.78%** | **United States–15.78%** | **United States–15.78%** | **United States–15.78%** |
| &nbsp;&nbsp;&nbsp; 1261229 BC Ltd., 10.00%, <br> 04/15/2032<sup>(b)</sup> <br>|  | 620000 | &nbsp;&nbsp; 636902 |
| &nbsp;&nbsp;&nbsp; Acadia Healthcare Co., Inc., <br> 7.38%, 03/15/2033<sup>(b)(c)</sup> <br>|  | 331000 | &nbsp;&nbsp; 327374 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Acrisure LLC/Acrisure <br> Finance, Inc., 7.50%, <br> 11/06/2030<sup>(b)</sup> <br>|  | $555000 | &nbsp;&nbsp; $574895 |
| &nbsp;&nbsp;&nbsp; AECOM, 6.00%, <br> 08/01/2033<sup>(b)</sup> <br>|  | 612000 | &nbsp;&nbsp; 627365 |
| &nbsp;&nbsp;&nbsp; AES Corp. (The), 7.60%, <br> 01/15/2055<sup>(d)</sup> <br>|  | 5140000 | &nbsp;&nbsp; 5214859 |
| &nbsp;&nbsp;&nbsp; Air Lease Corp., Series B, <br> 4.65%<sup>(d)(e)</sup> <br>|  | 663000 | &nbsp;&nbsp; 662099 |
| Aircastle Ltd., 5.25%<sup>(b)(d)(e)</sup> <br>|  | 653000 | &nbsp;&nbsp; 654332 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings <br> Intermediate LLC/Alliant <br> Holdings Co-Issuer, 7.00%, <br> 01/15/2031<sup>(b)</sup> <br>|  | 897000 | &nbsp;&nbsp; 930550 |
| Allison Transmission, Inc., | Allison Transmission, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/30/2031<sup>(b)</sup> <br>|  | 1369000 | &nbsp;&nbsp; 1291147 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/2033<sup>(b)</sup> <br>|  | 322000 | &nbsp;&nbsp; 326743 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage <br> Loyalty IP Ltd., | &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage <br> Loyalty IP Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/2026<sup>(b)</sup> <br>|  | 687510 | &nbsp;&nbsp; 688337 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(b)</sup> <br>|  | 607000 | &nbsp;&nbsp; 613610 |
| &nbsp;&nbsp;&nbsp; American Axle & <br> Manufacturing, Inc., <br> 7.75%, 10/15/2033<sup>(b)(c)</sup> <br>|  | 641000 | &nbsp;&nbsp; 659760 |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals LLC, <br> 6.88%, 08/01/2032<sup>(b)</sup> <br>|  | 680000 | &nbsp;&nbsp; 716869 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners <br> L.P./Antero Midstream Finance <br> Corp., | &nbsp;&nbsp;&nbsp; Antero Midstream Partners <br> L.P./Antero Midstream Finance <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/2032<sup>(b)</sup> <br>|  | 577000 | &nbsp;&nbsp; 599738 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/2034<sup>(b)</sup> <br>|  | 677000 | &nbsp;&nbsp; 684201 |
| AP Grange Holdings LLC, | AP Grange Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/20/2045<sup>(b)</sup> <br>|  | 487000 | &nbsp;&nbsp; 517437 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/20/2045 |  | 37352 | &nbsp;&nbsp; 37352 |
| &nbsp;&nbsp;&nbsp; Ares Capital Corp., 5.88%, <br> 03/01/2029<sup>(c)</sup> <br>|  | 4550000 | &nbsp;&nbsp; 4670006 |
| &nbsp;&nbsp;&nbsp; Asurion LLC and Asurion Co-Issuer, <br> Inc., | &nbsp;&nbsp;&nbsp; Asurion LLC and Asurion Co-Issuer, <br> Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 12/31/2032<sup>(b)</sup> <br>|  | 646000 | &nbsp;&nbsp; 675364 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/01/2034<sup>(b)</sup> <br>|  | 314000 | &nbsp;&nbsp; 317737 |
| &nbsp;&nbsp;&nbsp; Beignet Investor LLC, 6.58%, <br> 05/30/2049<sup>(b)</sup> <br>|  | 622000 | &nbsp;&nbsp; 648075 |
| &nbsp;&nbsp;&nbsp; Berry Global, Inc., 5.65%, <br> 01/15/2034<sup>(c)</sup> <br>|  | 2019000 | &nbsp;&nbsp; 2108166 |
| &nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc., <br> 5.50%, 02/15/2034<sup>(b)</sup> <br>|  | 241000 | &nbsp;&nbsp; 241969 |
| &nbsp;&nbsp;&nbsp; BP Capital Markets PLC, <br> 4.88%<sup>(c)(d)(e)</sup> <br>|  | 1315000 | &nbsp;&nbsp; 1305978 |
| &nbsp;&nbsp;&nbsp; Bread Financial Holdings, Inc., <br> 8.38%, 06/15/2035<sup>(b)(d)</sup> <br>|  | 300000 | &nbsp;&nbsp; 308108 |
| &nbsp;&nbsp;&nbsp; Brink's Co. (The), 6.75%, <br> 06/15/2032<sup>(b)(c)</sup> <br>|  | 1203000 | &nbsp;&nbsp; 1253326 |
| &nbsp;&nbsp;&nbsp; Bristow Group, Inc., 6.75%, <br> 02/01/2033<sup>(b)</sup> <br>|  | 657000 | &nbsp;&nbsp; 665006 |
| &nbsp;&nbsp;&nbsp; Brundage-Bone Concrete <br> Pumping Holdings, Inc., <br> 7.50%, 02/01/2032<sup>(b)(c)</sup> <br>|  | 627000 | &nbsp;&nbsp; 631521 |
| &nbsp;&nbsp;&nbsp; Carriage Services, Inc., <br> 4.25%, 05/15/2029<sup>(b)</sup> <br>|  | 1021000 | &nbsp;&nbsp; 983883 |
| &nbsp;&nbsp;&nbsp; Carvana Co., 14.00% PIK <br> Rate, 9.00% Cash Rate, <br> 06/01/2031<sup>(b)(c)(j)</sup> <br>|  | 574590 | &nbsp;&nbsp; 632605 |
| &nbsp;&nbsp;&nbsp; Caturus Energy LLC, 8.50%, <br> 02/15/2030<sup>(b)</sup> <br>|  | 915000 | &nbsp;&nbsp; 954633 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings <br> Capital Corp., | &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings <br> Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/2029<sup>(b)</sup> <br>|  | $511000 | &nbsp;&nbsp; $505604 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/2030<sup>(b)</sup> <br>|  | 4399000 | &nbsp;&nbsp; 4205162 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030<sup>(b)(c)</sup> <br>|  | 3710000 | &nbsp;&nbsp; 3489611 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/2032<sup>(b)(c)</sup> <br>|  | 896000 | &nbsp;&nbsp; 819110 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/2032 |  | 736000 | &nbsp;&nbsp; 661117 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/2033<sup>(b)(c)</sup> <br>|  | 764000 | &nbsp;&nbsp; 669117 |
| Celanese US Holdings LLC, | Celanese US Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/15/2033<sup>(c)</sup> <br>|  | 451000 | &nbsp;&nbsp; 477398 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/2034 |  | 168000 | &nbsp;&nbsp; 171064 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc., <br> 6.70%, 05/15/2055<sup>(d)</sup> <br>|  | 7200000 | &nbsp;&nbsp; 7397359 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The), <br> 6.20%, 11/17/2029<sup>(d)</sup> <br>|  | 3963000 | &nbsp;&nbsp; 4188072 |
| &nbsp;&nbsp;&nbsp; CHC Group LLC, 11.75%, <br> 09/01/2030<sup>(b)</sup> <br>|  | 474000 | &nbsp;&nbsp; 456065 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc., <br> 5.65%, 04/15/2034<br>|  | 2036000 | &nbsp;&nbsp; 2111739 |
| &nbsp;&nbsp;&nbsp; Cipher Compute LLC, 7.13%, <br> 11/15/2030<sup>(b)</sup> <br>|  | 633000 | &nbsp;&nbsp; 653041 |
| &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US <br> Finance Co., | &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US <br> Finance Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/2030<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 837333 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/2032<sup>(b)</sup> <br>|  | 118000 | &nbsp;&nbsp; 122208 |
| &nbsp;&nbsp;&nbsp; Clarivate Science Holdings <br> Corp., 4.88%, <br> 07/01/2029<sup>(b)(c)</sup> <br>|  | 905000 | &nbsp;&nbsp; 778680 |
| Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/2029<sup>(b)</sup> <br>|  | 156000 | &nbsp;&nbsp; 162215 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/2032<sup>(b)(c)</sup> <br>|  | 459000 | &nbsp;&nbsp; 471616 |
| Cloud Software Group, Inc., | Cloud Software Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 09/30/2029<sup>(b)</sup> <br>|  | 350000 | &nbsp;&nbsp; 353833 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/2032<sup>(b)(c)</sup> <br>|  | 547000 | &nbsp;&nbsp; 556900 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings, <br> Inc., | &nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings, <br> Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 04/15/2030<sup>(b)(c)</sup> <br>|  | 318000 | &nbsp;&nbsp; 318495 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/2032<sup>(b)</sup> <br>|  | 315000 | &nbsp;&nbsp; 317676 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp., 6.50%, <br> 06/01/2055<sup>(d)</sup> <br>|  | 6859000 | &nbsp;&nbsp; 7087638 |
| Community Health Systems, Inc., | Community Health Systems, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2030<sup>(b)(c)</sup> <br>|  | 339000 | &nbsp;&nbsp; 319904 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/2031<sup>(b)</sup> <br>|  | 354000 | &nbsp;&nbsp; 317815 |
| &nbsp;&nbsp;&nbsp; Comstock Resources, Inc., <br> 6.75%, 03/01/2029<sup>(b)</sup> <br>|  | 607000 | &nbsp;&nbsp; 611244 |
| CoreWeave, Inc., | CoreWeave, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/2030<sup>(b)</sup> <br>|  | 137000 | &nbsp;&nbsp; 135044 |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/2031<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 194702 |
| &nbsp;&nbsp;&nbsp; Cougar JV Subsidiary LLC, <br> 8.00%, 05/15/2032<sup>(b)</sup> <br>|  | 588000 | &nbsp;&nbsp; 628770 |
| &nbsp;&nbsp;&nbsp; Cousins Properties L.P., <br> 5.25%, 07/15/2030<br>|  | 4045000 | &nbsp;&nbsp; 4154326 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp., 6.75%, <br> 12/10/2054<sup>(c)(d)</sup> <br>|  | 1090000 | &nbsp;&nbsp; 1133669 |
| DaVita, Inc., | DaVita, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/2032<sup>(b)</sup> <br>|  | 285000 | &nbsp;&nbsp; 293751 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/2033<sup>(b)</sup> <br>|  | 305000 | &nbsp;&nbsp; 313274 |
| &nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp., 6.20%, <br> 07/15/2030<br>|  | 7515000 | &nbsp;&nbsp; 8023496 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC, <br> 8.88%, 02/01/2030<sup>(b)</sup> <br>|  | 158000 | &nbsp;&nbsp; 160174 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv <br> Financing Co-Obligor, Inc., | &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv <br> Financing Co-Obligor, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/2027<sup>(b)</sup> <br>|  | $125000 | &nbsp;&nbsp; $125673 |
| &nbsp;&nbsp;&nbsp; 10.00%, 02/15/2031<sup>(b)</sup> <br>|  | 81000 | &nbsp;&nbsp; 83502 |
| &nbsp;&nbsp;&nbsp; Discovery <br> Communications LLC, <br> 4.13%, 05/15/2029<br>|  | 667000 | &nbsp;&nbsp; 648484 |
| &nbsp;&nbsp;&nbsp; Diversified Healthcare Trust, <br> 7.25%, 10/15/2030<sup>(b)</sup> <br>|  | 632000 | &nbsp;&nbsp; 651718 |
| &nbsp;&nbsp;&nbsp; Endo Finance Holdings, Inc., <br> 8.50%, 04/15/2031<sup>(b)</sup> <br>|  | 583000 | &nbsp;&nbsp; 617605 |
| Energy Transfer L.P., | Energy Transfer L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/2054<sup>(d)</sup> <br>|  | 2105000 | &nbsp;&nbsp; 2250626 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/2054<sup>(d)</sup> <br>|  | 10852000 | &nbsp;&nbsp; 11242119 |
| EnerSys, | EnerSys, |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/2027<sup>(b)</sup> <br>|  | 605000 | &nbsp;&nbsp; 601079 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/2032<sup>(b)</sup> <br>|  | 286000 | &nbsp;&nbsp; 296580 |
| &nbsp;&nbsp;&nbsp; Enpro, Inc., 6.13%, <br> 06/01/2033<sup>(b)</sup> <br>|  | 1194000 | &nbsp;&nbsp; 1230738 |
| &nbsp;&nbsp;&nbsp; Entergy Corp., 7.13%, <br> 12/01/2054<sup>(c)(d)</sup> <br>|  | 5559000 | &nbsp;&nbsp; 5823153 |
| &nbsp;&nbsp;&nbsp; ESAB Corp., 6.25%, <br> 04/15/2029<sup>(b)</sup> <br>|  | 867000 | &nbsp;&nbsp; 891954 |
| &nbsp;&nbsp;&nbsp; Excelerate Energy L.P., <br> 8.00%, 05/15/2030<sup>(b)</sup> <br>|  | 578000 | &nbsp;&nbsp; 618406 |
| &nbsp;&nbsp;&nbsp; EZCORP, Inc., 7.38%, <br> 04/01/2032<sup>(b)(c)</sup> <br>|  | 1830000 | &nbsp;&nbsp; 1954025 |
| Fedex Freight Holding Co., Inc., | Fedex Freight Holding Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/2031<sup>(b)</sup> <br>|  | 1105000 | &nbsp;&nbsp; 1105162 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2036<sup>(b)</sup> <br>|  | 512000 | &nbsp;&nbsp; 507512 |
| &nbsp;&nbsp;&nbsp; FirstCash, Inc., 6.88%, <br> 03/01/2032<sup>(b)</sup> <br>|  | 617000 | &nbsp;&nbsp; 642144 |
| &nbsp;&nbsp;&nbsp; FMC Corp., 3.45%, <br> 10/01/2029<br>|  | 130000 | &nbsp;&nbsp; 116809 |
| &nbsp;&nbsp;&nbsp; Freedom Mortgage <br> Holdings LLC, 8.38%, <br> 04/01/2032<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 314032 |
| &nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc., <br> 4.63%, 08/01/2030<br>|  | 6660000 | &nbsp;&nbsp; 6714637 |
| &nbsp;&nbsp;&nbsp; General Motors Co., 6.80%, <br> 10/01/2027<sup>(c)</sup> <br>|  | 8383000 | &nbsp;&nbsp; 8716807 |
| &nbsp;&nbsp;&nbsp; Genesis Energy L.P./Genesis Energy <br> Finance Corp., | &nbsp;&nbsp;&nbsp; Genesis Energy L.P./Genesis Energy <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/15/2032<sup>(c)</sup> <br>|  | 438000 | &nbsp;&nbsp; 457319 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/2033 |  | 427000 | &nbsp;&nbsp; 445844 |
| &nbsp;&nbsp;&nbsp; Getty Images, Inc., 10.50%, <br> 11/15/2030<sup>(b)(c)</sup> <br>|  | 635000 | &nbsp;&nbsp; 643495 |
| &nbsp;&nbsp;&nbsp; GFL Environmental Holdings <br> (US), Inc., 5.50%, <br> 02/01/2034<sup>(b)</sup> <br>|  | 530000 | &nbsp;&nbsp; 531883 |
| &nbsp;&nbsp;&nbsp; Global Partners L.P./GLP <br> Finance Corp., 7.13%, <br> 07/01/2033<sup>(b)</sup> <br>|  | 615000 | &nbsp;&nbsp; 630379 |
| &nbsp;&nbsp;&nbsp; Gray Media, Inc., 9.63%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 174000 | &nbsp;&nbsp; 179526 |
| &nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock <br> Corp., 5.25%, <br> 06/01/2029<sup>(b)</sup> <br>|  | 650000 | &nbsp;&nbsp; 639885 |
| &nbsp;&nbsp;&nbsp; Greystar Real Estate <br> Partners LLC, 7.75%, <br> 09/01/2030<sup>(b)</sup> <br>|  | 236000 | &nbsp;&nbsp; 249216 |
| Group 1 Automotive, Inc., | Group 1 Automotive, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/2028<sup>(b)</sup> <br>|  | 1381000 | &nbsp;&nbsp; 1351223 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/2030<sup>(b)</sup> <br>|  | 589000 | &nbsp;&nbsp; 605725 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure <br> Capital, Inc., 8.00%, <br> 06/01/2056<sup>(d)</sup> <br>|  | $630000 | &nbsp;&nbsp; $660996 |
| &nbsp;&nbsp;&nbsp; Hawaiian Electric Co., Inc., <br> 6.00%, 10/01/2033<sup>(b)</sup> <br>|  | 950000 | &nbsp;&nbsp; 964897 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I L.P./Hilcorp <br> Finance Co., | &nbsp;&nbsp;&nbsp; Hilcorp Energy I L.P./Hilcorp <br> Finance Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/2030<sup>(b)</sup> <br>|  | 667000 | &nbsp;&nbsp; 656830 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/01/2033<sup>(b)</sup> <br>|  | 585000 | &nbsp;&nbsp; 607718 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating <br> Co., Inc., 5.88%, <br> 03/15/2033<sup>(b)</sup> <br>|  | 1170000 | &nbsp;&nbsp; 1201145 |
| &nbsp;&nbsp;&nbsp; Hologic, Inc., 3.25%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 658000 | &nbsp;&nbsp; 655978 |
| &nbsp;&nbsp;&nbsp; HUB International Ltd., <br> 7.25%, 06/15/2030<sup>(b)</sup> <br>|  | 853000 | &nbsp;&nbsp; 890450 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital America, <br> 4.90%, 06/23/2028<sup>(b)</sup> <br>|  | 7133000 | &nbsp;&nbsp; 7253053 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Information <br> Management Services, Inc., <br> 5.00%, 07/15/2032<sup>(b)</sup> <br>|  | 627000 | &nbsp;&nbsp; 600244 |
| Iron Mountain, Inc., | Iron Mountain, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(b)</sup> <br>|  | 1125000 | &nbsp;&nbsp; 1156679 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/2031<sup>(b)</sup> <br>|  | 658000 | &nbsp;&nbsp; 629241 |
| &nbsp;&nbsp;&nbsp; J.M. Smucker Co. (The), <br> 5.90%, 11/15/2028<br>|  | 3489000 | &nbsp;&nbsp; 3654180 |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, <br> Inc., | &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, <br> Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 492996 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/2032<sup>(b)</sup> <br>|  | 621000 | &nbsp;&nbsp; 632834 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/2033<sup>(b)</sup> <br>|  | 583000 | &nbsp;&nbsp; 606675 |
| &nbsp;&nbsp;&nbsp; Keurig Dr Pepper, Inc., <br> 4.35%, 05/15/2028<br>|  | 1661000 | &nbsp;&nbsp; 1668606 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., <br> 5.40%, 01/15/2027<br>|  | 2972000 | &nbsp;&nbsp; 3013675 |
| &nbsp;&nbsp;&nbsp; Lamar Media Corp., 4.88%, <br> 01/15/2029<br>|  | 1890000 | &nbsp;&nbsp; 1891200 |
| &nbsp;&nbsp;&nbsp; LCM Investments Holdings <br> II LLC, 8.25%, <br> 08/01/2031<sup>(b)</sup> <br>|  | 566000 | &nbsp;&nbsp; 596585 |
| Level 3 Financing, Inc., | Level 3 Financing, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/2033<sup>(b)</sup> <br>|  | 652000 | &nbsp;&nbsp; 672252 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/2034<sup>(b)</sup> <br>|  | 645167 | &nbsp;&nbsp; 668790 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/2036<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 281791 |
| Lithia Motors, Inc., | Lithia Motors, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/2030<sup>(b)</sup> <br>|  | 346000 | &nbsp;&nbsp; 347736 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/2031<sup>(b)(c)</sup> <br>|  | 650000 | &nbsp;&nbsp; 626060 |
| &nbsp;&nbsp;&nbsp; Lsf12 Helix Parent LLC, <br> 7.13%, 02/01/2033<sup>(b)</sup> <br>|  | 122000 | &nbsp;&nbsp; 122663 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc., <br> 10.00%, 10/15/2032<sup>(b)</sup> <br>|  | 114000 | &nbsp;&nbsp; 114000 |
| &nbsp;&nbsp;&nbsp; Mars, Inc., 4.80%, <br> 03/01/2030<sup>(b)(c)</sup> <br>|  | 1214000 | &nbsp;&nbsp; 1240708 |
| &nbsp;&nbsp;&nbsp; Mattel, Inc., 6.20%, <br> 10/01/2040<br>|  | 1807000 | &nbsp;&nbsp; 1841832 |
| &nbsp;&nbsp;&nbsp; Men's Wearhouse LLC (The), <br> 9.00%, 02/01/2031<sup>(b)</sup> <br>|  | 122000 | &nbsp;&nbsp; 126999 |
| &nbsp;&nbsp;&nbsp; MPT Operating Partnership <br> L.P./MPT Finance Corp., <br> 8.50%, 02/15/2032<sup>(b)</sup> <br>|  | 113000 | &nbsp;&nbsp; 121129 |
| Nationstar Mortgage Holdings, Inc., | Nationstar Mortgage Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/2029<sup>(b)</sup> <br>|  | 546000 | &nbsp;&nbsp; 552763 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/2032<sup>(b)</sup> <br>|  | 576000 | &nbsp;&nbsp; 576000 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| Navient Corp., | Navient Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 9.38%, 07/25/2030 |  | $205000 | &nbsp;&nbsp; $220894 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/2032 |  | 709000 | &nbsp;&nbsp; 716495 |
| &nbsp;&nbsp;&nbsp; NESCO Holdings II, Inc., <br> 5.50%, 04/15/2029<sup>(b)(c)</sup> <br>|  | 623000 | &nbsp;&nbsp; 614287 |
| &nbsp;&nbsp;&nbsp; New Enterprise Stone & Lime <br> Co., Inc., 5.25%, <br> 07/15/2028<sup>(b)</sup> <br>|  | 599000 | &nbsp;&nbsp; 599613 |
| Newell Brands, Inc., | Newell Brands, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/2029 |  | 288000 | &nbsp;&nbsp; 288548 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/2030<sup>(c)</sup> <br>|  | 635000 | &nbsp;&nbsp; 628288 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc., 6.75%, <br> 06/15/2054<sup>(c)(d)</sup> <br>|  | 4614000 | &nbsp;&nbsp; 4904807 |
| OneMain Finance Corp., | OneMain Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/2029 |  | 554000 | &nbsp;&nbsp; 571743 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/2030 |  | 149000 | &nbsp;&nbsp; 140180 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/2031 |  | 278000 | &nbsp;&nbsp; 288272 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2032 |  | 525000 | &nbsp;&nbsp; 537230 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/2032<sup>(c)</sup> <br>|  | 375000 | &nbsp;&nbsp; 388819 |
| ONEOK, Inc., | ONEOK, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/2026 |  | 2947000 | &nbsp;&nbsp; 2978028 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/2053 |  | 3698000 | &nbsp;&nbsp; 3894619 |
| Osaic Holdings, Inc., | Osaic Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/2032<sup>(b)</sup> <br>|  | 342000 | &nbsp;&nbsp; 354678 |
| &nbsp;&nbsp;&nbsp; Series JAN, 6.75%, <br> 08/01/2032<sup>(b)</sup> <br>|  | 268000 | &nbsp;&nbsp; 277758 |
| &nbsp;&nbsp;&nbsp; Paramount Global, 2.90%, <br> 01/15/2027<br>|  | 3852000 | &nbsp;&nbsp; 3792288 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, <br> Inc., 4.25%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 310000 | &nbsp;&nbsp; 298499 |
| &nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> L.P./PTL Finance Corp., <br> 6.05%, 08/01/2028<sup>(b)</sup> <br>|  | 7383000 | &nbsp;&nbsp; 7696379 |
| &nbsp;&nbsp;&nbsp; PetSmart LLC/PetSmart <br> Finance Corp., 7.50%, <br> 09/15/2032<sup>(b)</sup> <br>|  | 625000 | &nbsp;&nbsp; 641294 |
| Phinia, Inc., | Phinia, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/2029<sup>(b)</sup> <br>|  | 256000 | &nbsp;&nbsp; 264954 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/2032<sup>(b)(c)</sup> <br>|  | 324000 | &nbsp;&nbsp; 337533 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, <br> Inc. (The), 6.62%, <br> 10/20/2027<sup>(d)</sup> <br>|  | 5593000 | &nbsp;&nbsp; 5696879 |
| &nbsp;&nbsp;&nbsp; Prairie Acquiror L.P., 9.00%, <br> 08/01/2029<sup>(b)</sup> <br>|  | 173000 | &nbsp;&nbsp; 179555 |
| &nbsp;&nbsp;&nbsp; Provident Funding Associates <br> L.P./PFG Finance Corp., <br> 9.75%, 09/15/2029<sup>(b)</sup> <br>|  | 848000 | &nbsp;&nbsp; 890116 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc., 6.65%, <br> 09/15/2055<sup>(d)</sup> <br>|  | 723000 | &nbsp;&nbsp; 746759 |
| &nbsp;&nbsp;&nbsp; RHP Hotel Properties L.P./RHP <br> Finance Corp., 6.50%, <br> 06/15/2033<sup>(b)(c)</sup> <br>|  | 592000 | &nbsp;&nbsp; 613941 |
| &nbsp;&nbsp;&nbsp; RLJ Lodging Trust L.P., <br> 4.00%, 09/15/2029<sup>(b)(c)</sup> <br>|  | 651000 | &nbsp;&nbsp; 619817 |
| &nbsp;&nbsp;&nbsp; Rocket Cos., Inc., 6.13%, <br> 08/01/2030<sup>(b)</sup> <br>|  | 599000 | &nbsp;&nbsp; 613618 |
| &nbsp;&nbsp;&nbsp; Roller Bearing Co. of America, <br> Inc., 4.38%, <br> 10/15/2029<sup>(b)</sup> <br>|  | 981000 | &nbsp;&nbsp; 967262 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Saks Global Enterprises LLC, <br> 11.00%, <br> 12/15/2029<sup>(b)(h)</sup> <br>|  | $339720 | &nbsp;&nbsp; $1699 |
| &nbsp;&nbsp;&nbsp; Seagate Data Storage Technology <br> Pte. Ltd., | &nbsp;&nbsp;&nbsp; Seagate Data Storage Technology <br> Pte. Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/2031<sup>(b)</sup> <br>|  | 1069000 | &nbsp;&nbsp; 1019495 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/01/2032<sup>(b)</sup> <br>|  | 1512800 | &nbsp;&nbsp; 1711143 |
| Sempra, | Sempra, |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/2052<sup>(d)</sup> <br>|  | 10842000 | &nbsp;&nbsp; 10748840 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/2056<sup>(c)(d)</sup> <br>|  | 2088000 | &nbsp;&nbsp; 2137080 |
| &nbsp;&nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.75%, 02/15/2031<sup>(b)(c)</sup> <br>|  | 650000 | &nbsp;&nbsp; 610217 |
| &nbsp;&nbsp;&nbsp; SGUS LLC, 11.00%, <br> 12/15/2029<sup>(b)(h)</sup> <br>|  | 165280 | &nbsp;&nbsp; 5372 |
| &nbsp;&nbsp;&nbsp; Sinclair Television Group, Inc., <br> 8.13%, 02/15/2033<sup>(b)</sup> <br>|  | 117000 | &nbsp;&nbsp; 121091 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment <br> Corp./Six Flags Theme <br> Parks, Inc./Canada's <br> Wonderland Co., 6.63%, <br> 05/01/2032<sup>(b)</sup> <br>|  | 640000 | &nbsp;&nbsp; 654322 |
| &nbsp;&nbsp;&nbsp; Solventum Corp., 5.45%, <br> 02/25/2027<br>|  | 1556000 | &nbsp;&nbsp; 1578604 |
| &nbsp;&nbsp;&nbsp; Southern Co. (The), <br> Series 21-A, 3.75%, <br> 09/15/2051<sup>(d)</sup> <br>|  | 5367000 | &nbsp;&nbsp; 5346631 |
| &nbsp;&nbsp;&nbsp; SS&C Technologies, Inc., <br> 5.50%, 09/30/2027<sup>(b)</sup> <br>|  | 608000 | &nbsp;&nbsp; 607830 |
| &nbsp;&nbsp;&nbsp; Starz Capital Holdings 1, Inc., <br> 6.00%, 04/15/2030<sup>(b)</sup> <br>|  | 682000 | &nbsp;&nbsp; 640227 |
| State Street Corp., | State Street Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series I, 6.70%<sup>(c)(d)(e)</sup> <br>|  | 3415000 | &nbsp;&nbsp; 3544234 |
| &nbsp;&nbsp;&nbsp; 6.45%<sup>(d)(e)</sup> <br>|  | 8733000 | &nbsp;&nbsp; 9053754 |
| &nbsp;&nbsp;&nbsp; Summit Midstream <br> Holdings LLC, 8.63%, <br> 10/31/2029<sup>(b)(c)</sup> <br>|  | 582000 | &nbsp;&nbsp; 608388 |
| Sunoco L.P., | Sunoco L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/15/2031<sup>(b)</sup> <br>|  | 86000 | &nbsp;&nbsp; 86568 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/2033<sup>(b)</sup> <br>|  | 474000 | &nbsp;&nbsp; 486461 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/2034<sup>(b)</sup> <br>|  | 504000 | &nbsp;&nbsp; 505579 |
| &nbsp;&nbsp;&nbsp; 7.88%<sup>(b)(d)(e)</sup> <br>|  | 188000 | &nbsp;&nbsp; 193760 |
| Tenet Healthcare Corp., | Tenet Healthcare Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/2031 |  | 883000 | &nbsp;&nbsp; 917709 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/2032<sup>(b)</sup> <br>|  | 1622000 | &nbsp;&nbsp; 1639461 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/2033<sup>(b)</sup> <br>|  | 53000 | &nbsp;&nbsp; 54564 |
| &nbsp;&nbsp;&nbsp; Tidewater, Inc., 9.13%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 584000 | &nbsp;&nbsp; 632113 |
| TransDigm, Inc., | TransDigm, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/2028<sup>(b)</sup> <br>|  | 3600000 | &nbsp;&nbsp; 3665084 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/2029<sup>(b)</sup> <br>|  | 1970000 | &nbsp;&nbsp; 2028263 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/2033<sup>(b)</sup> <br>|  | 138000 | &nbsp;&nbsp; 140694 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/31/2034<sup>(b)(c)</sup> <br>|  | 600000 | &nbsp;&nbsp; 620366 |
| &nbsp;&nbsp;&nbsp; Transocean International Ltd., <br> 7.88%, 10/15/2032<sup>(b)</sup> <br>|  | 639000 | &nbsp;&nbsp; 674341 |
| &nbsp;&nbsp;&nbsp; U.S. International <br> Development Finance <br> Corp., Series 4, 3.13%, <br> 04/15/2028<br>|  | 1120000 | &nbsp;&nbsp; 1102774 |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc., <br> 5.38%, 03/01/2031<br>|  | 1584000 | &nbsp;&nbsp; 1601711 |
| &nbsp;&nbsp;&nbsp; United AirLines, Inc., 4.38%, <br> 04/15/2026<sup>(b)</sup> <br>|  | 3664000 | &nbsp;&nbsp; 3663384 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Uniti Group L.P./Uniti Group <br> Finance 2019, Inc./CSL <br> Capital LLC, 8.63%, <br> 06/15/2032<sup>(b)</sup> <br>|  | $104000 | &nbsp;&nbsp; $105096 |
| &nbsp;&nbsp;&nbsp; Uniti Services LLC, 7.50%, <br> 10/15/2033<sup>(b)</sup> <br>|  | 550000 | &nbsp;&nbsp; 568122 |
| Univision Communications, Inc., | Univision Communications, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/15/2028<sup>(b)</sup> <br>|  | 330000 | &nbsp;&nbsp; 340750 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/2032<sup>(b)</sup> <br>|  | 255000 | &nbsp;&nbsp; 274667 |
| &nbsp;&nbsp;&nbsp; Vail Resorts, Inc., 5.63%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 625000 | &nbsp;&nbsp; 635062 |
| &nbsp;&nbsp;&nbsp; Velocity Commercial <br> Capital LLC, 9.38%, <br> 02/15/2031<sup>(b)</sup> <br>|  | 667000 | &nbsp;&nbsp; 677839 |
| Venture Global LNG, Inc., | Venture Global LNG, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/2032<sup>(b)(c)</sup> <br>|  | 978000 | &nbsp;&nbsp; 1034647 |
| &nbsp;&nbsp;&nbsp; 9.00%<sup>(b)(c)(d)(e)</sup> <br>|  | 760000 | &nbsp;&nbsp; 669061 |
| &nbsp;&nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC, | &nbsp;&nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/2030<sup>(b)</sup> <br>|  | 384000 | &nbsp;&nbsp; 395432 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/2034<sup>(b)</sup> <br>|  | 238000 | &nbsp;&nbsp; 247108 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/2036<sup>(b)</sup> <br>|  | 654000 | &nbsp;&nbsp; 685869 |
| &nbsp;&nbsp;&nbsp; Versant Media Group, Inc., <br> 7.25%, 01/30/2031<sup>(b)(c)</sup> <br>|  | 628000 | &nbsp;&nbsp; 643985 |
| &nbsp;&nbsp;&nbsp; Viatris, Inc., 3.85%, <br> 06/22/2040<br>|  | 2254000 | &nbsp;&nbsp; 1736229 |
| &nbsp;&nbsp;&nbsp; Viking Cruises Ltd., 5.88%, <br> 10/15/2033<sup>(b)</sup> <br>|  | 946000 | &nbsp;&nbsp; 959492 |
| Vistra Corp., | Vistra Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 8.88%<sup>(b)(d)(e)</sup> <br>|  | 915000 | &nbsp;&nbsp; 1005342 |
| &nbsp;&nbsp;&nbsp; 8.00%<sup>(b)(d)(e)</sup> <br>|  | 296000 | &nbsp;&nbsp; 301651 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/2027<sup>(b)</sup> <br>|  | 817000 | &nbsp;&nbsp; 817966 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/2032<sup>(b)</sup> <br>|  | 1057000 | &nbsp;&nbsp; 1111171 |
| &nbsp;&nbsp;&nbsp; VoltaGrid LLC, 7.38%, <br> 11/01/2030<sup>(b)</sup> <br>|  | 1297000 | &nbsp;&nbsp; 1314349 |
| &nbsp;&nbsp;&nbsp; Voyager Parent LLC, 9.25%, <br> 07/01/2032<sup>(b)</sup> <br>|  | 573000 | &nbsp;&nbsp; 609013 |
| &nbsp;&nbsp;&nbsp; Walker & Dunlop, Inc., 6.63%, <br> 04/01/2033<sup>(b)(c)</sup> <br>|  | 580000 | &nbsp;&nbsp; 594885 |
| WarnerMedia Holdings, Inc., | WarnerMedia Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/2032<sup>(c)</sup> <br>|  | 210000 | &nbsp;&nbsp; 185062 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2042 |  | 437000 | &nbsp;&nbsp; 308085 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/15/2052 |  | 194000 | &nbsp;&nbsp; 129423 |
| &nbsp;&nbsp;&nbsp; WULF Compute LLC, 7.75%, <br> 10/15/2030<sup>(b)(c)</sup> <br>|  | 625000 | &nbsp;&nbsp; 652469 |
|  |  |  | &nbsp;&nbsp; 283438821 |
| **Uzbekistan–0.08%** | **Uzbekistan–0.08%** | **Uzbekistan–0.08%** | **Uzbekistan–0.08%** |
| &nbsp;&nbsp;&nbsp; Navoi Mining and Metallurgical <br> Combinat, 6.70%, <br> 10/17/2028<sup>(b)</sup> <br>|  | 1380000 | &nbsp;&nbsp; 1432031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $537,014,881) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $537,014,881) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $537,014,881) | &nbsp;&nbsp; 539218604 |
| **Non-U.S. Dollar Denominated Bonds & Notes–21.07%**<sup>(k)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–21.07%**<sup>(k)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–21.07%**<sup>(k)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–21.07%**<sup>(k)</sup>  |
| **Argentina–0.46%** | **Argentina–0.46%** | **Argentina–0.46%** | **Argentina–0.46%** |
| &nbsp;&nbsp;&nbsp; Argentina Treasury Bond, <br> 29.50%, 04/27/2027<sup>(f)</sup> <br>| ARS | 10335000000 | &nbsp;&nbsp; 8289429 |
| **Australia–1.08%** | **Australia–1.08%** | **Australia–1.08%** | **Australia–1.08%** |
| &nbsp;&nbsp;&nbsp; Queensland Treasury Corp., <br> 5.25%, 08/13/2038<sup>(b)</sup> <br>| AUD | 11300000 | &nbsp;&nbsp; 7620577 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Australia–(continued)** | **Australia–(continued)** | **Australia–(continued)** | **Australia–(continued)** |
| &nbsp;&nbsp;&nbsp; Treasury Corporation of <br> Victoria, 5.50%, <br> 11/17/2026<br>| AUD | 16605000 | &nbsp;&nbsp; $11690087 |
|  |  |  | &nbsp;&nbsp; 19310664 |
| **Brazil–6.11%** | **Brazil–6.11%** | **Brazil–6.11%** | **Brazil–6.11%** |
| Brazil Notas do Tesouro Nacional, | Brazil Notas do Tesouro Nacional, |  |  |
| &nbsp;&nbsp;&nbsp; Class NTNF, 10.00%, <br> 01/01/2031<br>| BRL | 523000000 | &nbsp;&nbsp; 89627263 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, <br> 05/15/2055<br>| BRL | 26010000 | &nbsp;&nbsp; 20119231 |
|  |  |  | &nbsp;&nbsp; 109746494 |
| **Canada–0.65%** | **Canada–0.65%** | **Canada–0.65%** | **Canada–0.65%** |
| &nbsp;&nbsp;&nbsp; Province of Ontario, 5.85%, <br> 03/08/2033<br>| CAD | 13800000 | &nbsp;&nbsp; 11640079 |
| **Czech Republic–0.27%** | **Czech Republic–0.27%** | **Czech Republic–0.27%** | **Czech Republic–0.27%** |
| &nbsp;&nbsp;&nbsp; CPI Property Group S.A., <br> 4.88%<sup>(b)(d)(e)</sup> <br>| EUR | 4100000 | &nbsp;&nbsp; 4779765 |
| **France–2.30%** | **France–2.30%** | **France–2.30%** | **France–2.30%** |
| &nbsp;&nbsp;&nbsp; BNP Paribas S.A., 2.00%, <br> 05/24/2031<sup>(b)(d)</sup> <br>| GBP | 7300000 | &nbsp;&nbsp; 9911062 |
| BPCE S.A., | BPCE S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/25/2035<sup>(b)(d)</sup> <br>| EUR | 8700000 | &nbsp;&nbsp; 10916815 |
| &nbsp;&nbsp;&nbsp; Series NC5, 1.50%, <br> 01/13/2042<sup>(b)(d)</sup> <br>| EUR | 3000000 | &nbsp;&nbsp; 3521934 |
| &nbsp;&nbsp;&nbsp; CMA CGM S.A., 4.88%, <br> 01/15/2032<sup>(b)</sup> <br>| EUR | 575000 | &nbsp;&nbsp; 667542 |
| Electricite de France S.A., | Electricite de France S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%<sup>(b)(d)(e)</sup> <br>| EUR | 2600000 | &nbsp;&nbsp; 3381105 |
| &nbsp;&nbsp;&nbsp; 7.38%<sup>(b)(d)(e)</sup> <br>| GBP | 3700000 | &nbsp;&nbsp; 5320070 |
| &nbsp;&nbsp;&nbsp; 4.38%<sup>(b)(d)(e)</sup> <br>| EUR | 2600000 | &nbsp;&nbsp; 3089395 |
| &nbsp;&nbsp;&nbsp; La Banque Postale, <br> 3.88%<sup>(b)(d)(e)</sup> <br>| EUR | 3800000 | &nbsp;&nbsp; 4508495 |
|  |  |  | &nbsp;&nbsp; 41316418 |
| **Germany–0.63%** | **Germany–0.63%** | **Germany–0.63%** | **Germany–0.63%** |
| &nbsp;&nbsp;&nbsp; Hannover Rueck SE, 5.88%, <br> 08/26/2043<sup>(b)(d)</sup> <br>| EUR | 3700000 | &nbsp;&nbsp; 4958979 |
| &nbsp;&nbsp;&nbsp; Norddeutsche Landesbank - <br> Girozentrale, 4.38%, <br> 12/10/2035<sup>(b)(d)</sup> <br>| EUR | 3800000 | &nbsp;&nbsp; 4603018 |
| &nbsp;&nbsp;&nbsp; Volkswagen International <br> Finance N.V., 4.63%<sup>(b)(d)(e)</sup> <br>| EUR | 1440000 | &nbsp;&nbsp; 1710667 |
|  |  |  | &nbsp;&nbsp; 11272664 |
| **Greece–0.13%** | **Greece–0.13%** | **Greece–0.13%** | **Greece–0.13%** |
| &nbsp;&nbsp;&nbsp; Eurobank S.A., 5.88%, <br> 11/28/2029<sup>(b)(d)</sup> <br>| EUR | 1825000 | &nbsp;&nbsp; 2338712 |
| **India–0.39%** | **India–0.39%** | **India–0.39%** | **India–0.39%** |
| &nbsp;&nbsp;&nbsp; India Government Bond, <br> 7.09%, 08/05/2054<br>| INR | 675000000 | &nbsp;&nbsp; 7071578 |
| **Ivory Coast–0.15%** | **Ivory Coast–0.15%** | **Ivory Coast–0.15%** | **Ivory Coast–0.15%** |
| &nbsp;&nbsp;&nbsp; Ivory Coast Government <br> International Bond, <br> 5.25%, 03/22/2030<sup>(b)</sup> <br>| EUR | 2300000 | &nbsp;&nbsp; 2779110 |
| **Mexico–5.16%** | **Mexico–5.16%** | **Mexico–5.16%** | **Mexico–5.16%** |
| &nbsp;&nbsp;&nbsp; Mexican Bonos, Series M, <br> 8.50%, 02/28/2030<br>| MXN | 1241000000 | &nbsp;&nbsp; 71896101 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Mexico–(continued)** | **Mexico–(continued)** | **Mexico–(continued)** | **Mexico–(continued)** |
| &nbsp;&nbsp;&nbsp; Mexican Udibonos, Series S, <br> 4.00%, 08/30/2029<br>| MXN | 364737492 | &nbsp;&nbsp; $20688477 |
|  |  |  | &nbsp;&nbsp; 92584578 |
| **Netherlands–0.03%** | **Netherlands–0.03%** | **Netherlands–0.03%** | **Netherlands–0.03%** |
| &nbsp;&nbsp;&nbsp; Sunrise FinCo I B.V., 4.63%, <br> 05/15/2032(Acquired <br> 05/21/2025-05/28/2025; <br> Cost $595,879)<sup>(b)(l)</sup> <br>| EUR | 525000 | &nbsp;&nbsp; 630809 |
| **South Africa–2.35%** | **South Africa–2.35%** | **South Africa–2.35%** | **South Africa–2.35%** |
| &nbsp;&nbsp;&nbsp; Republic of South Africa <br> Government Bond, | &nbsp;&nbsp;&nbsp; Republic of South Africa <br> Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2040, 9.00%, <br> 01/31/2040<br>| ZAR | 315000000 | &nbsp;&nbsp; 19989392 |
| &nbsp;&nbsp;&nbsp; Series 2048, 8.75%, <br> 02/28/2048<br>| ZAR | 361910000 | &nbsp;&nbsp; 22138545 |
|  |  |  | &nbsp;&nbsp; 42127937 |
| **Spain–0.26%** | **Spain–0.26%** | **Spain–0.26%** | **Spain–0.26%** |
| &nbsp;&nbsp;&nbsp; Telefonica Europe, B.V., <br> 6.75%<sup>(b)(d)(e)</sup> <br>| EUR | 3600000 | &nbsp;&nbsp; 4763035 |
| **Supranational–0.11%** | **Supranational–0.11%** | **Supranational–0.11%** | **Supranational–0.11%** |
| &nbsp;&nbsp;&nbsp; African Development Bank, <br> 0.00%, 01/17/2050<sup>(g)</sup> <br>| ZAR | 222000000 | &nbsp;&nbsp; 1803922 |
| &nbsp;&nbsp;&nbsp; International Finance Corp., <br> 0.00%, 02/15/2029<sup>(b)(g)</sup> <br>| TRY | 10300000 | &nbsp;&nbsp; 104534 |
|  |  |  | &nbsp;&nbsp; 1908456 |
| **United Kingdom–0.44%** | **United Kingdom–0.44%** | **United Kingdom–0.44%** | **United Kingdom–0.44%** |
| &nbsp;&nbsp;&nbsp; United Kingdom Gilt, 4.38%, <br> 07/31/2054<sup>(b)</sup> <br>| GBP | 6680000 | &nbsp;&nbsp; 7920719 |
| **United States–0.55%** | **United States–0.55%** | **United States–0.55%** | **United States–0.55%** |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co. LLC, <br> 6.86%, 06/05/2026<br>| GBP | 7200000 | &nbsp;&nbsp; 9924840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $362,736,893) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $362,736,893) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $362,736,893) | &nbsp;&nbsp; 378405287 |
| **Asset-Backed Securities–15.02%** | **Asset-Backed Securities–15.02%** | **Asset-Backed Securities–15.02%** | **Asset-Backed Securities–15.02%** |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A3, <br> 5.75%, 05/27/2069<sup>(b)</sup> <br>|  | $2063810 | &nbsp;&nbsp; 2080941 |
| &nbsp;&nbsp;&nbsp; Series 2024-12, Class A2, <br> 5.86%, 10/25/2069<sup>(b)</sup> <br>|  | 639878 | &nbsp;&nbsp; 647337 |
| &nbsp;&nbsp;&nbsp; Series 2024-12, Class A3, <br> 6.01%, 10/25/2069<sup>(b)</sup> <br>|  | 1038861 | &nbsp;&nbsp; 1051315 |
| &nbsp;&nbsp;&nbsp; Series 2025-6, Class A3, <br> 5.92%, 04/25/2070<sup>(b)</sup> <br>|  | 2475426 | &nbsp;&nbsp; 2507360 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate <br> Mortgage Trust, <br> Series 2006-1, Class A1, <br> 0.65% (1 yr. U.S. Treasury <br> Yield Curve Rate + 2.25%), <br> 02/25/2036<sup>(m)</sup> <br>|  | 8276 | &nbsp;&nbsp; 8024 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, <br> Series 2018-B1, Class XA, <br> IO, 0.52%, <br> 01/15/2051<sup>(n)</sup> <br>|  | 8216143 | &nbsp;&nbsp; 77808 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| BRAVO Residential Funding Trust, | BRAVO Residential Funding Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM7, <br> Class A1, 7.13%, <br> 09/25/2063<sup>(b)</sup> <br>|  | $2087484 | &nbsp;&nbsp; $2114521 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM7, <br> Class A2, 7.38%, <br> 09/25/2063<sup>(b)</sup> <br>|  | 2936690 | &nbsp;&nbsp; 2977135 |
| &nbsp;&nbsp;&nbsp; CD Mortgage Trust, <br> Series 2017-CD6, <br> Class XA, IO, 0.87%, <br> 11/13/2050<sup>(n)</sup> <br>|  | 3811631 | &nbsp;&nbsp; 42034 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial <br> Mortgage Trust, <br> Series 2017-C4, Class XA, <br> IO, 0.97%, 10/12/2050<sup>(n)</sup> <br>|  | 11506617 | &nbsp;&nbsp; 149356 |
| Citigroup Mortgage Loan Trust, | Citigroup Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-AR1, <br> Class 1A1, 6.56% (1 yr. <br> U.S. Treasury Yield Curve <br> Rate + 2.40%), <br> 10/25/2035<sup>(m)</sup> <br>|  | 61909 | &nbsp;&nbsp; 60135 |
| &nbsp;&nbsp;&nbsp; Series 2025-2, Class A10, <br> 6.00%, 02/25/2055<sup>(b)(o)</sup> <br>|  | 1569792 | &nbsp;&nbsp; 1594318 |
| &nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan <br> Trust, Inc., Series 2005-2, <br> Class 1A3, 2.82%, <br> 05/25/2035<sup>(o)</sup> <br>|  | 283374 | &nbsp;&nbsp; 277495 |
| &nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust, <br> Series 2024-INV1, <br> Class A3, 6.48%, <br> 12/25/2068<sup>(b)</sup> <br>|  | 730362 | &nbsp;&nbsp; 737243 |
| &nbsp;&nbsp;&nbsp; Countrywide Home Loans Mortgage <br> Pass-Through Trust, | &nbsp;&nbsp;&nbsp; Countrywide Home Loans Mortgage <br> Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-17, <br> Class 1A8, 5.50%, <br> 09/25/2035<br>|  | 212463 | &nbsp;&nbsp; 211754 |
| &nbsp;&nbsp;&nbsp; Series 2005-J4, Class A7, <br> 5.50%, 11/25/2035<br>|  | 385146 | &nbsp;&nbsp; 317092 |
| &nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity <br> Loan Trust, Series 2006-H, <br> Class 2A1A, 6.65% (1 mo. <br> Term SOFR + 0.26%), <br> 11/15/2036<sup>(m)</sup> <br>|  | 16363 | &nbsp;&nbsp; 14805 |
| FREMF Mortgage Trust, | FREMF Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-K62, Class B, <br> 3.88%, 01/25/2050<sup>(b)(o)</sup> <br>|  | 840000 | &nbsp;&nbsp; 834883 |
| &nbsp;&nbsp;&nbsp; Series 2016-K54, Class C, <br> 4.14%, 04/25/2048<sup>(b)(o)</sup> <br>|  | 4190000 | &nbsp;&nbsp; 4177107 |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-INV3, <br> Class A17, 6.50%, <br> 09/25/2054<sup>(b)(o)</sup> <br>|  | 329869 | &nbsp;&nbsp; 337757 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, <br> Class A1, 5.60%, <br> 04/25/2070<sup>(b)</sup> <br>|  | 1961170 | &nbsp;&nbsp; 1988706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities <br> Trust, | &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, <br> Class A1, 5.25% (30 Day <br> Average SOFR + 1.55%), <br> 10/25/2055<sup>(b)(m)</sup> <br>|  | $1195013 | &nbsp;&nbsp; $1202434 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, <br> Class M1, 5.75% (30 Day <br> Average SOFR + 2.05%), <br> 10/25/2055<sup>(b)(m)</sup> <br>|  | 710000 | &nbsp;&nbsp; 718245 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, <br> Class A1, 5.14%, <br> 11/25/2065<sup>(b)</sup> <br>|  | 4806864 | &nbsp;&nbsp; 4835465 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, <br> Class A2, 5.31%, <br> 10/25/2065<sup>(b)</sup> <br>|  | 1875948 | &nbsp;&nbsp; 1887681 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, <br> Class A3, 5.46%, <br> 10/25/2065<sup>(b)</sup> <br>|  | 1875948 | &nbsp;&nbsp; 1887649 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, <br> Class A2, 5.34%, <br> 11/25/2065<sup>(b)</sup> <br>|  | 1201716 | &nbsp;&nbsp; 1210582 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, <br> Class A1, 4.90%, <br> 05/25/2056<sup>(b)</sup> <br>|  | 2080000 | &nbsp;&nbsp; 2086173 |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, <br> Series 2005-AR4, <br> Class 6A1, 5.00%, <br> 07/25/2035<sup>(o)</sup> <br>|  | 19243 | &nbsp;&nbsp; 18518 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust, <br> Series 2025-2A, Class A, <br> 4.54%, 05/25/2044<sup>(b)</sup> <br>|  | 1104060 | &nbsp;&nbsp; 1108591 |
| J.P. Morgan Mortgage Trust, | J.P. Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, <br> Class A2, 5.16%, <br> 03/25/2066<sup>(b)</sup> <br>|  | 2085289 | &nbsp;&nbsp; 2092533 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, <br> Class A3, 5.26%, <br> 03/25/2066<sup>(b)</sup> <br>|  | 2085289 | &nbsp;&nbsp; 2089722 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, <br> Class A1, 4.91%, <br> 06/25/2056<sup>(b)</sup> <br>|  | 7500000 | &nbsp;&nbsp; 7524005 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, <br> Class A1, 4.96%, <br> 06/25/2056<sup>(b)</sup> <br>|  | 3700000 | &nbsp;&nbsp; 3711797 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1, <br> Class M1, 5.73%, <br> 06/25/2056<sup>(b)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1505558 |
| &nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust, <br> Series 2007-A1, <br> Class 5A1, 5.04%, <br> 07/25/2035<sup>(o)</sup> <br>|  | 20764 | &nbsp;&nbsp; 20724 |
| &nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage <br> Securities Trust, <br> Series 2014-C24, Class B, <br> 4.12%, 11/15/2047<sup>(o)</sup> <br>|  | 1655000 | &nbsp;&nbsp; 1571196 |
| &nbsp;&nbsp;&nbsp; MASTR Asset Backed <br> Securities Trust, <br> Series 2006-WMC3, <br> Class A3, 3.99% (1 mo. <br> Term SOFR + 0.31%), <br> 08/25/2036<sup>(m)</sup> <br>|  | 2756174 | &nbsp;&nbsp; 929658 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, <br> Series 2017-HR2, <br> Class XA, IO, 0.85%, <br> 12/15/2050<sup>(n)</sup> <br>|  | 3891331 | &nbsp;&nbsp; 49218 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Re-REMIC <br> Trust, Series 2012-R3, <br> Class 1B, 6.00%, <br> 11/26/2036<sup>(b)(o)</sup> <br>|  | $4666731 | &nbsp;&nbsp; $4175227 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential <br> Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp; Morgan Stanley Residential <br> Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, <br> Class A3, 6.00%, <br> 10/25/2069<sup>(b)</sup> <br>|  | 1549768 | &nbsp;&nbsp; 1567189 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, <br> Class A3, 6.14%, <br> 11/25/2069<sup>(b)</sup> <br>|  | 2248945 | &nbsp;&nbsp; 2283164 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM1, <br> Class A2, 6.41%, <br> 12/25/2068<sup>(b)</sup> <br>|  | 1558775 | &nbsp;&nbsp; 1576850 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, <br> Class A3, 6.79%, <br> 05/25/2069<sup>(b)</sup> <br>|  | 2531570 | &nbsp;&nbsp; 2571686 |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM7, <br> Class A3, 5.70%, <br> 08/25/2062<sup>(b)</sup> <br>|  | 621601 | &nbsp;&nbsp; 622242 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM7, <br> Class A2, 5.70%, <br> 08/25/2062<sup>(b)</sup> <br>|  | 1195387 | &nbsp;&nbsp; 1195913 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class A1, 5.48%, <br> 07/25/2064<sup>(b)</sup> <br>|  | 407983 | &nbsp;&nbsp; 411754 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class A2, 5.78%, <br> 07/25/2064<sup>(b)</sup> <br>|  | 870578 | &nbsp;&nbsp; 879368 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class A3, 5.83%, <br> 07/25/2064<sup>(b)</sup> <br>|  | 433683 | &nbsp;&nbsp; 437805 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class M1, 5.93%, <br> 07/25/2064<sup>(b)(o)</sup> <br>|  | 690000 | &nbsp;&nbsp; 693961 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM18, <br> Class A3, 5.87%, <br> 10/25/2064<sup>(b)</sup> <br>|  | 1903277 | &nbsp;&nbsp; 1921066 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE2, <br> Class A1, 5.15% (30 Day <br> Average SOFR + 1.45%), <br> 08/25/2055<sup>(b)(m)</sup> <br>|  | 4148336 | &nbsp;&nbsp; 4177804 |
| PMT Loan Trust, | PMT Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-INV1, <br> Class A7, 6.00%, <br> 01/25/2060<sup>(b)(o)</sup> <br>|  | 825966 | &nbsp;&nbsp; 841851 |
| &nbsp;&nbsp;&nbsp; Series 2025-INV6, <br> Class A8, 6.00%, <br> 06/25/2056<sup>(b)(o)</sup> <br>|  | 488042 | &nbsp;&nbsp; 496010 |
| Rate Mortgage Trust, | Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-J3, Class A2, <br> 5.50%, 10/25/2054<sup>(b)(o)</sup> <br>|  | 783238 | &nbsp;&nbsp; 791608 |
| &nbsp;&nbsp;&nbsp; Series 2025-J2, Class A5, <br> 5.50%, 07/25/2055<sup>(b)(o)</sup> <br>|  | 4248429 | &nbsp;&nbsp; 4272618 |
| RCKT Mortgage Trust, | RCKT Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-CES5, <br> Class A1A, 5.69%, <br> 05/25/2055<sup>(b)</sup> <br>|  | 672213 | &nbsp;&nbsp; 682469 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES5, <br> Class A1B, 5.84%, <br> 05/25/2055<sup>(b)</sup> <br>|  | 1764559 | &nbsp;&nbsp; 1792910 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES6, <br> Class A1A, 5.47%, <br> 06/25/2055<sup>(b)</sup> <br>|  | 987447 | &nbsp;&nbsp; 999216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Residential Accredit Loans, <br> Inc. Trust, Series 2006-<br> QS13, Class 1A8, 6.00%, <br> 09/25/2036<br>|  | $17696 | &nbsp;&nbsp; $14274 |
| SBNA Auto Receivables Trust, | SBNA Auto Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SF1, Class B, <br> 5.12%, 03/17/2031<sup>(b)</sup> <br>|  | 72425 | &nbsp;&nbsp; 72450 |
| &nbsp;&nbsp;&nbsp; Series 2025-SF1, Class C, <br> 5.14%, 04/15/2031<sup>(b)</sup> <br>|  | 700000 | &nbsp;&nbsp; 702289 |
| &nbsp;&nbsp;&nbsp; Series 2025-SF1, Class D, <br> 5.34%, 09/15/2031<sup>(b)</sup> <br>|  | 700000 | &nbsp;&nbsp; 704015 |
| &nbsp;&nbsp;&nbsp; Sequoia Mortgage Trust, <br> Series 2025-8, Class A4, <br> 5.50%, 09/25/2055<sup>(b)(o)</sup> <br>|  | 3643871 | &nbsp;&nbsp; 3672678 |
| &nbsp;&nbsp;&nbsp; Sonic Capital LLC, <br> Series 2020-1A, Class A2I, <br> 3.85%, 01/20/2050<sup>(b)</sup> <br>|  | 2151771 | &nbsp;&nbsp; 2132875 |
| &nbsp;&nbsp;&nbsp; Switch ABS Issuer LLC, <br> Series 2025-2A, <br> Class A22, 5.37%, <br> 10/25/2055<sup>(b)</sup> <br>|  | 2880000 | &nbsp;&nbsp; 2867285 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage <br> Trust, Series 2017-C5, <br> Class XA, IO, 1.09%, <br> 11/15/2050<sup>(n)</sup> <br>|  | 5373814 | &nbsp;&nbsp; 68513 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers <br> Issuer LLC, Series 2025-<br> 2A, Class A2, 5.24%, <br> 11/15/2055<sup>(b)</sup> <br>|  | 2520000 | &nbsp;&nbsp; 2505389 |
| &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through <br> Ctfs. Trust, Series 2003-<br> AR10, Class A7, 5.69%, <br> 10/25/2033<sup>(o)</sup> <br>|  | 18266 | &nbsp;&nbsp; 17671 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial <br> Mortgage Trust, <br> Series 2017-C42, <br> Class XA, IO, 0.82%, <br> 12/15/2050<sup>(n)</sup> <br>|  | 5240181 | &nbsp;&nbsp; 68157 |
| &nbsp;&nbsp;&nbsp; Westlake Automobile Receivables <br> Trust, | &nbsp;&nbsp;&nbsp; Westlake Automobile Receivables <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class D, <br> 5.21%, 04/15/2030<sup>(b)</sup> <br>|  | 3500000 | &nbsp;&nbsp; 3548197 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class C, <br> 4.37%, 06/16/2031<sup>(b)</sup> <br>|  | 3650000 | &nbsp;&nbsp; 3654864 |
| &nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage <br> Trust, Series 2013-C14, <br> Class AS, 3.49%, <br> 06/15/2046<br>|  | 178114 | &nbsp;&nbsp; 175099 |
| Alba PLC, | Alba PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1, Class F, <br> 7.15% (SONIA + 3.37%), <br> 03/17/2039<sup>(b)(k)(m)</sup> <br>| GBP | 1271495 | &nbsp;&nbsp; 1616452 |
| &nbsp;&nbsp;&nbsp; Series 2006-2, Class F, <br> 7.15% (SONIA + 3.37%), <br> 12/15/2038<sup>(b)(k)(m)</sup> <br>| GBP | 833976 | &nbsp;&nbsp; 1046822 |
| Auburn 15 PLC, | Auburn 15 PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series E, 5.73% (SONIA + <br> 2.00%), <br> 07/20/2045<sup>(b)(k)(m)</sup> <br>| GBP | 1401000 | &nbsp;&nbsp; 1889781 |
| &nbsp;&nbsp;&nbsp; Series F, 6.23% (SONIA + <br> 2.50%), <br> 07/20/2045<sup>(b)(k)(m)</sup> <br>| GBP | 1666000 | &nbsp;&nbsp; 2248743 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Eurosail PLC, | Eurosail PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-2X, <br> Class E1C, 7.15% (SONIA + <br> 3.37%), <br> 12/15/2044<sup>(b)(k)(m)</sup> <br>| GBP | 5550000 | &nbsp;&nbsp; $6909775 |
| &nbsp;&nbsp;&nbsp; Series 2006-4X, <br> Class E1C, 6.91% (SONIA + <br> 3.12%), <br> 12/10/2044<sup>(b)(k)(m)</sup> <br>| GBP | 4135722 | &nbsp;&nbsp; 5034769 |
| &nbsp;&nbsp;&nbsp; Series 2006-2X, <br> Class D1A, 2.90% (3 mo. <br> EURIBOR + 0.80%), <br> 12/15/2044<sup>(b)(k)(m)</sup> <br>| EUR | 6300000 | &nbsp;&nbsp; 7027235 |
| Eurosail-UK NC PLC, | Eurosail-UK NC PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1X, <br> Class D1C, 4.79% (SONIA + <br> 1.01%), <br> 03/13/2045<sup>(b)(k)(m)</sup> <br>| GBP | 1750000 | &nbsp;&nbsp; 2107614 |
| &nbsp;&nbsp;&nbsp; Series 2007-1X, <br> Class D1A, 2.94% (3 mo. <br> EURIBOR + 0.84%), <br> 03/13/2045<sup>(b)(k)(m)</sup> <br>| EUR | 2800000 | &nbsp;&nbsp; 2870336 |
| &nbsp;&nbsp;&nbsp; Eurosail-UK NP PLC, <br> Series 2007-2X, <br> Class D1A, 2.90% (3 mo. <br> EURIBOR + 0.80%), <br> 03/13/2045<sup>(b)(k)(m)</sup> <br>| EUR | 8400000 | &nbsp;&nbsp; 8887392 |
| Frontier Mortgage Funding PLC, | Frontier Mortgage Funding PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class E, <br> 6.23% (SONIA + 2.50%), <br> 12/20/2066<sup>(b)(k)(m)</sup> <br>| GBP | 2000000 | &nbsp;&nbsp; 2741224 |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class F, <br> 7.23% (SONIA + 3.50%), <br> 12/20/2066<sup>(b)(k)(m)</sup> <br>| GBP | 1000000 | &nbsp;&nbsp; 1370630 |
| &nbsp;&nbsp;&nbsp; Great Hall Mortgages No. 1 <br> PLC, Series 2007-2X, <br> Class EB, 5.81% (3 mo. <br> EURIBOR + 3.75%), <br> 06/18/2039<sup>(b)(k)(m)</sup> <br>| EUR | 4570000 | &nbsp;&nbsp; 5424122 |
| Jupiter Mortgage No.1 PLC, | Jupiter Mortgage No.1 PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 1A, Class ER, 7.74% <br> (SONIA + 4.00%), <br> 07/20/2055<sup>(b)(k)(m)</sup> <br>| GBP | 3070000 | &nbsp;&nbsp; 4211022 |
| &nbsp;&nbsp;&nbsp; Series 1A, Class FR, 8.74% <br> (SONIA + 5.00%), <br> 07/20/2055<sup>(b)(k)(m)</sup> <br>| GBP | 1897000 | &nbsp;&nbsp; 2602027 |
| Ludgate Funding PLC, | Ludgate Funding PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1, Class MA, <br> 4.10% (SONIA + 0.36%), <br> 01/01/2061<sup>(b)(k)(m)</sup> <br>| GBP | 2002435 | &nbsp;&nbsp; 2613824 |
| &nbsp;&nbsp;&nbsp; Series 2006-1X, <br> Class A2A, 4.13% (SONIA <br> + 0.31%), <br> 12/01/2060<sup>(b)(k)(m)</sup> <br>| GBP | 4545403 | &nbsp;&nbsp; 6138960 |
| &nbsp;&nbsp;&nbsp; Mortgage Funding PLC, <br> Series 2008-1, Class B2, <br> 7.10% (SONIA + 3.32%), <br> 03/13/2046<sup>(b)(k)(m)</sup> <br>| GBP | 14462095 | &nbsp;&nbsp; 18339831 |
| Newday Funding Master Issuer PLC, | Newday Funding Master Issuer PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1X, Class E, <br> 0.00% (SONIA + 3.30%), <br> 04/15/2033<sup>(b)(g)(k)(m)</sup> <br>| GBP | 3490000 | &nbsp;&nbsp; 4837625 |
| &nbsp;&nbsp;&nbsp; Series 2024-3X, Class E, <br> 7.48% (SONIA + 3.75%), <br> 11/15/2032<sup>(b)(k)(m)</sup> <br>| GBP | 2475000 | &nbsp;&nbsp; 3455274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Newgate Funding PLC, | Newgate Funding PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-2, Class CB, <br> 2.45% (3 mo. EURIBOR + <br> 0.43%), <br> 12/01/2050<sup>(b)(k)(m)</sup> <br>| EUR | 1009107 | &nbsp;&nbsp; $1110075 |
| &nbsp;&nbsp;&nbsp; Series 2007-3X, Class CB, <br> 3.60% (3 mo. EURIBOR + <br> 1.50%), <br> 12/15/2050<sup>(b)(k)(m)</sup> <br>| EUR | 648011 | &nbsp;&nbsp; 740683 |
| Pavillion Consumer PLC, | Pavillion Consumer PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, <br> 5.33% (SONIA + 1.60%), <br> 01/25/2036<sup>(b)(k)(m)</sup> <br>| GBP | 7200000 | &nbsp;&nbsp; 9872142 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class D, <br> 5.63% (SONIA + 1.90%), <br> 01/25/2036<sup>(b)(k)(m)</sup> <br>| GBP | 3600000 | &nbsp;&nbsp; 4917741 |
| &nbsp;&nbsp;&nbsp; Towd Point Mortgage Funding 2024 <br> - Granite 6 PLC, | &nbsp;&nbsp;&nbsp; Towd Point Mortgage Funding 2024 <br> - Granite 6 PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-GR6X, Class F, <br> 8.24% (SONIA + 4.50%), <br> 07/20/2053<sup>(b)(k)(m)</sup> <br>| GBP | 1380000 | &nbsp;&nbsp; 1891379 |
| &nbsp;&nbsp;&nbsp; Series 2024-GR6A, <br> Class F, 8.24% (SONIA + <br> 4.50%), <br> 07/20/2053<sup>(b)(k)(m)</sup> <br>| GBP | 2126000 | &nbsp;&nbsp; 2913820 |
| &nbsp;&nbsp;&nbsp; Series 2024-GR6X, Class E, <br> 7.24% (SONIA + 3.50%), <br> 07/20/2053<sup>(b)(k)(m)</sup> <br>| GBP | 1980000 | &nbsp;&nbsp; 2721905 |
| &nbsp;&nbsp;&nbsp; Towd Point Mortgage Funding <br> 2024 - Granite 7 PLC, <br> Series 2024-GR7X, Class E, <br> 6.98% (SONIA + 3.25%), <br> 04/20/2051<sup>(b)(k)(m)</sup> <br>| GBP | 1555000 | &nbsp;&nbsp; 2131419 |
| &nbsp;&nbsp;&nbsp; Prosil Acquisition S.A., <br> Series 2019-1, Class A, <br> 4.03% (3 mo. EURIBOR + <br> 2.00%), <br> 10/31/2039<sup>(b)(k)(m)</sup> <br>| EUR | 2470131 | &nbsp;&nbsp; 2405376 |
| &nbsp;&nbsp;&nbsp; SC Germany S.A. <br> Compartment Consumer, <br> Series 2021-1, Class E, <br> 4.79% (1 mo. EURIBOR + <br> 2.80%), <br> 11/14/2035<sup>(b)(k)(m)</sup> <br>| EUR | 7047113 | &nbsp;&nbsp; 8307341 |
| &nbsp;&nbsp;&nbsp; Alhambra SME Funding DAC, <br> Series 2019-1, Class D, <br> 11.20% (1 mo. EURIBOR + <br> 9.25%), <br> 11/30/2028<sup>(b)(k)(m)</sup> <br>| EUR | 98679 | &nbsp;&nbsp; 109516 |
| Hera Financing DAC, | Hera Financing DAC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, <br> 6.81% (SONIA + 2.95%), <br> 11/17/2034<sup>(b)(k)(m)</sup> <br>| GBP | 3105176 | &nbsp;&nbsp; 4277126 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, <br> 7.61% (SONIA + 3.75%), <br> 11/17/2034<sup>(b)(k)(m)</sup> <br>| GBP | 1774386 | &nbsp;&nbsp; 2444081 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br> 5.76% (SONIA + 1.90%), <br> 11/17/2034<sup>(b)(k)(m)</sup> <br>| GBP | 2217983 | &nbsp;&nbsp; 3053715 |
| &nbsp;&nbsp;&nbsp; Last Mile Logistics Pan Euro <br> Finance DAC, Series E, <br> 4.76% (3 mo. EURIBOR + <br> 2.70%), <br> 08/17/2033<sup>(b)(k)(m)</sup> <br>| EUR | 5386463 | &nbsp;&nbsp; 6383131 |
| &nbsp;&nbsp;&nbsp; IM Pastor 4, FTA, Series B, <br> 2.23% (3 mo. EURIBOR + <br> 0.19%), <br> 03/22/2044<sup>(b)(k)(m)</sup> <br>| EUR | 2300000 | &nbsp;&nbsp; 1977159 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Santander Consumo 8 Fondo <br> de Titulizacion, Series 8E, <br> 6.53% (3 mo. EURIBOR + <br> 4.50%), <br> 01/21/2040<sup>(b)(k)(m)</sup> <br>| EUR | 4500000 | &nbsp;&nbsp; $5395623 |
| Fideicomiso Dorrego Y Libertador, | Fideicomiso Dorrego Y Libertador, |  |  |
| &nbsp;&nbsp;&nbsp; Series 1A, 2.00%, <br> 12/31/2043<sup>(i)</sup> <br>|  | $7698968 | &nbsp;&nbsp; 6679625 |
| &nbsp;&nbsp;&nbsp; 0.00%, 12/31/2043<sup>(i)(k)</sup> <br>| ARS | 83227881 | &nbsp;&nbsp; 54646 |
| &nbsp;&nbsp;&nbsp; Fideicomiso Financiero <br> Invernea Proteina 2, Serie <br> II, 0.00%, <br> 08/25/2032<sup>(i)(k)(o)</sup> <br>| ARS | 311500000 | &nbsp;&nbsp; 1736111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $267,733,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $267,733,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $267,733,140) | &nbsp;&nbsp; 269747414 |
| **U.S. Treasury Securities–10.54%** | **U.S. Treasury Securities–10.54%** | **U.S. Treasury Securities–10.54%** | **U.S. Treasury Securities–10.54%** |
| **U.S. Treasury Bills–6.14%** | **U.S. Treasury Bills–6.14%** | **U.S. Treasury Bills–6.14%** | **U.S. Treasury Bills–6.14%** |
| &nbsp;&nbsp;&nbsp; 3.56 - 4.14%, <br> 05/14/2026<sup>(p)(q)(r)</sup> <br>|  | $110193802 | &nbsp;&nbsp; 110300649 |
| **U.S. Treasury Bonds–4.40%** | **U.S. Treasury Bonds–4.40%** | **U.S. Treasury Bonds–4.40%** | **U.S. Treasury Bonds–4.40%** |
| 5.50%, 08/15/2028 |  | 79247206 | &nbsp;&nbsp; 79039626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $189,441,008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $189,441,008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $189,441,008) | &nbsp;&nbsp; 189340275 |
| **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–6.98%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–6.98%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–6.98%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–6.98%** |
| Fannie Mae Grantor Trust, | Fannie Mae Grantor Trust, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>0.63%, 11/25/2040<sup>(n)</sup> <br>|  | 1317031 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp; 0.37%, 12/25/2041<sup>(n)</sup> <br>|  | 7981617 | &nbsp;&nbsp; 48968 |
| Fannie Mae Interest STRIPS, | Fannie Mae Interest STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>6.50%, 04/25/2029 - <br> 07/25/2032<sup>(s)</sup> <br>|  | 448440 | &nbsp;&nbsp; 46462 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/25/2029<sup>(s)</sup> <br>|  | 17021 | &nbsp;&nbsp; 1564 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/25/2032 - <br> 08/25/2035<sup>(s)</sup> <br>|  | 589804 | &nbsp;&nbsp; 68745 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/25/2033 - <br> 06/25/2035<sup>(s)</sup> <br>|  | 516277 | &nbsp;&nbsp; 65715 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Fannie Mae REMICs, | Fannie Mae REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>3.79% (7.60% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/25/2026<sup>(m)(s)</sup> <br>|  | $2117 | &nbsp;&nbsp; $15 |
| &nbsp;&nbsp;&nbsp; 4.08% (7.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/18/2031 - <br> 12/18/2031<sup>(m)(s)</sup> <br>|  | 61213 | &nbsp;&nbsp; 5812 |
| &nbsp;&nbsp;&nbsp; 4.09% (7.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/25/2031<sup>(m)(s)</sup> <br>|  | 1224 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp; 4.14% (7.95% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2032<sup>(m)(s)</sup> <br>|  | 15049 | &nbsp;&nbsp; 1335 |
| &nbsp;&nbsp;&nbsp; 4.18% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/18/2032<sup>(m)(s)</sup> <br>|  | 28521 | &nbsp;&nbsp; 2860 |
| &nbsp;&nbsp;&nbsp; 4.29% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2032 - <br> 04/25/2032<sup>(m)(s)</sup> <br>|  | 41555 | &nbsp;&nbsp; 4122 |
| &nbsp;&nbsp;&nbsp; 3.19% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032<sup>(m)(s)</sup> <br>|  | 18331 | &nbsp;&nbsp; 1465 |
| &nbsp;&nbsp;&nbsp; 3.99% (7.80% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032<sup>(m)(s)</sup> <br>|  | 13614 | &nbsp;&nbsp; 1456 |
| &nbsp;&nbsp;&nbsp; 4.19% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/25/2032 - <br> 09/25/2032<sup>(m)(s)</sup> <br>|  | 55108 | &nbsp;&nbsp; 5568 |
| &nbsp;&nbsp;&nbsp; 4.28% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/18/2032<sup>(m)(s)</sup> <br>|  | 43075 | &nbsp;&nbsp; 3657 |
| &nbsp;&nbsp;&nbsp; 4.39% (8.20% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2033<sup>(m)(s)</sup> <br>|  | 186140 | &nbsp;&nbsp; 17985 |
| &nbsp;&nbsp;&nbsp; 4.44% (8.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/25/2033 - <br> 05/25/2033<sup>(m)(s)</sup> <br>|  | 101116 | &nbsp;&nbsp; 14613 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/25/2033 - <br> 04/25/2033<sup>(s)</sup> <br>|  | 254489 | &nbsp;&nbsp; 33624 |
| &nbsp;&nbsp;&nbsp; 3.74% (7.55% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2033<sup>(m)(s)</sup> <br>|  | 82055 | &nbsp;&nbsp; 9497 |
| &nbsp;&nbsp;&nbsp; 2.24% (6.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2035 - <br> 07/25/2038<sup>(m)(s)</sup> <br>|  | 80073 | &nbsp;&nbsp; 5895 |
| &nbsp;&nbsp;&nbsp; 2.94% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2035 - <br> 05/25/2035<sup>(m)(s)</sup> <br>|  | 60095 | &nbsp;&nbsp; 2268 |
| &nbsp;&nbsp;&nbsp; 2.79% (6.60% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/25/2035<sup>(m)(s)</sup> <br>|  | 146767 | &nbsp;&nbsp; 6862 |
| &nbsp;&nbsp;&nbsp; 2.89% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/25/2035<sup>(m)(s)</sup> <br>|  | 277534 | &nbsp;&nbsp; 24275 |
| &nbsp;&nbsp;&nbsp; 3.42% (7.23% - (30 Day <br> Average SOFR + 0.11%)), <br> 09/25/2036<sup>(m)(s)</sup> <br>|  | 280990 | &nbsp;&nbsp; 14992 |
| &nbsp;&nbsp;&nbsp; 2.73% (6.54% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/25/2037<sup>(m)(s)</sup> <br>|  | 575931 | &nbsp;&nbsp; 45142 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/2041<sup>(s)</sup> <br>|  | $403646 | &nbsp;&nbsp; $29665 |
| &nbsp;&nbsp;&nbsp; 2.74% (6.55% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2041<sup>(m)(s)</sup> <br>|  | 75475 | &nbsp;&nbsp; 6580 |
| &nbsp;&nbsp;&nbsp; 2.34% (6.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/25/2042<sup>(m)(s)</sup> <br>|  | 267456 | &nbsp;&nbsp; 28551 |
| &nbsp;&nbsp;&nbsp; 1.80% (30 Day Average <br> SOFR + 5.50%), <br> 09/25/2054<sup>(m)(s)</sup> <br>|  | 49412374 | &nbsp;&nbsp; 1750522 |
| &nbsp;&nbsp;&nbsp; 2.10% (30 Day Average <br> SOFR + 5.80%), <br> 01/25/2055<sup>(m)(s)</sup> <br>|  | 36834720 | &nbsp;&nbsp; 1631863 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/25/2028 - <br> 04/25/2029<br>|  | 21406 | &nbsp;&nbsp; 21730 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/25/2031 - <br> 01/25/2032<br>|  | 44532 | &nbsp;&nbsp; 45869 |
| &nbsp;&nbsp;&nbsp; 4.81% (30 Day Average <br> SOFR + 1.11%), <br> 04/25/2032 - <br> 12/25/2032<sup>(m)</sup> <br>|  | 48482 | &nbsp;&nbsp; 49055 |
| &nbsp;&nbsp;&nbsp; 4.32% (30 Day Average <br> SOFR + 0.61%), <br> 10/18/2032<sup>(m)</sup> <br>|  | 18735 | &nbsp;&nbsp; 18751 |
| &nbsp;&nbsp;&nbsp; 4.31% (30 Day Average <br> SOFR + 0.61%), <br> 12/25/2032<sup>(m)</sup> <br>|  | 33811 | &nbsp;&nbsp; 33832 |
| &nbsp;&nbsp;&nbsp; 4.21% (30 Day Average <br> SOFR + 0.51%), <br> 11/25/2033<sup>(m)</sup> <br>|  | 16881 | &nbsp;&nbsp; 16858 |
| &nbsp;&nbsp;&nbsp; 10.59% (24.57% - (3.67 <br> x (30 Day Average SOFR + <br> 0.11%))), 03/25/2036<sup>(m)</sup> <br>|  | 88113 | &nbsp;&nbsp; 104341 |
| &nbsp;&nbsp;&nbsp; 10.22% (24.20% - (3.67 <br> x (30 Day Average SOFR + <br> 0.11%))), 06/25/2036<sup>(m)</sup> <br>|  | 78797 | &nbsp;&nbsp; 88481 |
| &nbsp;&nbsp;&nbsp; 4.75% (30 Day Average <br> SOFR + 1.05%), <br> 06/25/2037<sup>(m)</sup> <br>|  | 47980 | &nbsp;&nbsp; 48641 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/2041 |  | 61091 | &nbsp;&nbsp; 58827 |
| Federal Home Loan Mortgage Corp., | Federal Home Loan Mortgage Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 08/01/2031 |  | 11497 | &nbsp;&nbsp; 11887 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/2052 - <br> 03/01/2053<sup>(q)</sup> <br>|  | 27814927 | &nbsp;&nbsp; 27955553 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/2052 |  | 19388009 | &nbsp;&nbsp; 19165048 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association, | &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association, |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/01/2033 |  | 5119 | &nbsp;&nbsp; 5279 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/2033 |  | 8868 | &nbsp;&nbsp; 9269 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/2035 - <br> 03/01/2053<sup>(q)</sup> <br>|  | 27145821 | &nbsp;&nbsp; 27673890 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/2052 |  | 15516287 | &nbsp;&nbsp; 15317530 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/2054 |  | 5466941 | &nbsp;&nbsp; 5507668 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., | &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., |  |  |
| &nbsp;&nbsp;&nbsp; Series K735, Class X1, IO, <br> 0.96%, 05/25/2026<sup>(n)</sup> <br>|  | 5043903 | &nbsp;&nbsp; 7964 |
| &nbsp;&nbsp;&nbsp; Series K093, Class X1, IO, <br> 0.94%, 05/25/2029<sup>(n)</sup> <br>|  | 41801506 | &nbsp;&nbsp; 1080807 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Freddie Mac STRIPS, | Freddie Mac STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>7.00%, 04/01/2027 - <br> 04/01/2030<sup>(s)</sup> <br>|  | $50103 | &nbsp;&nbsp; $3951 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/2028 - <br> 06/01/2031<sup>(s)</sup> <br>|  | 14767 | &nbsp;&nbsp; 1385 |
| &nbsp;&nbsp;&nbsp; 7.50%, 12/15/2029<sup>(s)</sup> <br>|  | 19875 | &nbsp;&nbsp; 1817 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/2032<sup>(s)</sup> <br>|  | 39482 | &nbsp;&nbsp; 4519 |
| Freddie Mac REMICs, | Freddie Mac REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/2028 - <br> 06/15/2032<br>|  | 29806 | &nbsp;&nbsp; 31038 |
| &nbsp;&nbsp;&nbsp; 4.27% (30 Day Average <br> SOFR + 0.56%), <br> 02/15/2029<sup>(m)</sup> <br>|  | 2260 | &nbsp;&nbsp; 2260 |
| &nbsp;&nbsp;&nbsp; 4.47% (30 Day Average <br> SOFR + 0.76%), <br> 07/15/2029<sup>(m)</sup> <br>|  | 2943 | &nbsp;&nbsp; 2950 |
| &nbsp;&nbsp;&nbsp; 4.82% (30 Day Average <br> SOFR + 1.11%), <br> 02/15/2032 - <br> 03/15/2032<sup>(m)</sup> <br>|  | 96785 | &nbsp;&nbsp; 97899 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/2032 |  | 29128 | &nbsp;&nbsp; 28786 |
| &nbsp;&nbsp;&nbsp; 4.32% (30 Day Average <br> SOFR + 0.61%), <br> 01/15/2033<sup>(m)</sup> <br>|  | 3076 | &nbsp;&nbsp; 3077 |
| &nbsp;&nbsp;&nbsp; 10.74% (24.75% - (3.67 <br> x (30 Day Average SOFR + <br> 0.11%))), 08/15/2035<sup>(m)</sup> <br>|  | 60762 | &nbsp;&nbsp; 71705 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/2038 |  | 37663 | &nbsp;&nbsp; 36336 |
| &nbsp;&nbsp;&nbsp; IO, <br>7.00%, 03/15/2028 - <br> 04/15/2028<sup>(s)</sup> <br>|  | 8326 | &nbsp;&nbsp; 416 |
| &nbsp;&nbsp;&nbsp; 4.28% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/15/2029<sup>(m)(s)</sup> <br>|  | 17714 | &nbsp;&nbsp; 1017 |
| &nbsp;&nbsp;&nbsp; 5.13% (8.95% - (30 Day <br> Average SOFR + 0.11%)), <br> 08/15/2029<sup>(m)(s)</sup> <br>|  | 3054 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp; 3.23% (7.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/15/2033<sup>(m)(s)</sup> <br>|  | 121447 | &nbsp;&nbsp; 8157 |
| &nbsp;&nbsp;&nbsp; 2.88% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/15/2035<sup>(m)(s)</sup> <br>|  | 213209 | &nbsp;&nbsp; 13557 |
| &nbsp;&nbsp;&nbsp; 2.93% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/15/2035<sup>(m)(s)</sup> <br>|  | 12237 | &nbsp;&nbsp; 755 |
| &nbsp;&nbsp;&nbsp; 2.90% (6.72% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2035<sup>(m)(s)</sup> <br>|  | 331673 | &nbsp;&nbsp; 26119 |
| &nbsp;&nbsp;&nbsp; 2.33% (6.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/15/2035<sup>(m)(s)</sup> <br>|  | 128741 | &nbsp;&nbsp; 6472 |
| &nbsp;&nbsp;&nbsp; 3.18% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2037<sup>(m)(s)</sup> <br>|  | 66194 | &nbsp;&nbsp; 6840 |
| &nbsp;&nbsp;&nbsp; 2.18% (6.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/15/2038<sup>(m)(s)</sup> <br>|  | 37576 | &nbsp;&nbsp; 3280 |
| &nbsp;&nbsp;&nbsp; 2.25% (6.07% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2038<sup>(m)(s)</sup> <br>|  | 126466 | &nbsp;&nbsp; 9983 |
| &nbsp;&nbsp;&nbsp; 2.43% (6.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2039<sup>(m)(s)</sup> <br>|  | 54802 | &nbsp;&nbsp; 4961 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; 2.30% (30 Day Average <br> SOFR + 6.00%), <br> 04/25/2054<sup>(m)(s)</sup> <br>|  | $24753064 | &nbsp;&nbsp; $1351616 |
| &nbsp;&nbsp;&nbsp; 2.10% (30 Day Average <br> SOFR + 5.80%), <br> 02/25/2055 - <br> 08/25/2055<sup>(m)(s)</sup> <br>|  | 78682234 | &nbsp;&nbsp; 3723065 |
| &nbsp;&nbsp;&nbsp; 1.42% (30 Day Average <br> SOFR + 5.12%), <br> 03/25/2055<sup>(m)(s)</sup> <br>|  | 54810047 | &nbsp;&nbsp; 1782790 |
| &nbsp;&nbsp;&nbsp; 1.45% (30 Day Average <br> SOFR + 5.15%), <br> 03/25/2055<sup>(m)(s)</sup> <br>|  | 54787368 | &nbsp;&nbsp; 2149889 |
| &nbsp;&nbsp;&nbsp; 2.25% (30 Day Average <br> SOFR + 5.95%), <br> 04/25/2055<sup>(m)(s)</sup> <br>|  | 69014368 | &nbsp;&nbsp; 3484653 |
| &nbsp;&nbsp;&nbsp; 1.34% (30 Day Average <br> SOFR + 5.03%), <br> 05/25/2055<sup>(m)(s)</sup> <br>|  | 83813334 | &nbsp;&nbsp; 2465017 |
| &nbsp;&nbsp;&nbsp; 1.40% (30 Day Average <br> SOFR + 5.10%), <br> 08/25/2055<sup>(m)(s)</sup> <br>|  | 41022031 | &nbsp;&nbsp; 1470521 |
| &nbsp;&nbsp;&nbsp; Government National Mortgage <br> Association, | &nbsp;&nbsp;&nbsp; Government National Mortgage <br> Association, |  |  |
| &nbsp;&nbsp;&nbsp; ARM, 5.38% (1 yr. <br> U.S. Treasury Yield Curve <br> Rate + 1.50%), <br> 07/20/2027<sup>(m)</sup> <br>|  | 144 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/2028 - <br> 01/20/2030<br>|  | 33212 | &nbsp;&nbsp; 33735 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/15/2028 - <br> 09/15/2028<br>|  | 21645 | &nbsp;&nbsp; 22041 |
| &nbsp;&nbsp;&nbsp; IO, <br>2.76% (6.55% - (1 mo. <br> Term SOFR + 0.11%)), <br> 04/16/2037<sup>(m)(s)</sup> <br>|  | 215600 | &nbsp;&nbsp; 11583 |
| &nbsp;&nbsp;&nbsp; 2.86% (6.65% - (1 mo. <br> Term SOFR + 0.11%)), <br> 04/16/2041<sup>(m)(s)</sup> <br>|  | 310664 | &nbsp;&nbsp; 20698 |
| &nbsp;&nbsp;&nbsp; 1.20% (30 Day Average <br> SOFR + 4.90%), <br> 10/20/2054<sup>(m)(s)</sup> <br>|  | 23458945 | &nbsp;&nbsp; 650953 |
| &nbsp;&nbsp;&nbsp; 0.54% (30 Day Average <br> SOFR + 4.24%), <br> 04/20/2055<sup>(m)(s)</sup> <br>|  | 54843159 | &nbsp;&nbsp; 694380 |
| &nbsp;&nbsp;&nbsp; 0.65% (30 Day Average <br> SOFR + 4.35%), <br> 04/20/2055<sup>(m)(s)</sup> <br>|  | 91068661 | &nbsp;&nbsp; 1484064 |
| &nbsp;&nbsp;&nbsp; 0.75% (30 Day Average <br> SOFR + 4.45%), <br> 07/20/2055<sup>(m)(s)</sup> <br>|  | 69912242 | &nbsp;&nbsp; 902469 |
| &nbsp;&nbsp;&nbsp; 2.20% (30 Day Average <br> SOFR + 5.90%), <br> 07/20/2055<sup>(m)(s)</sup> <br>|  | 35256293 | &nbsp;&nbsp; 1379882 |
| &nbsp;&nbsp;&nbsp; 0.70% (30 Day Average <br> SOFR + 4.40%), <br> 08/20/2055<sup>(m)(s)</sup> <br>|  | 212138762 | &nbsp;&nbsp; 2282083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $133,974,737) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $133,974,737) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $133,974,737) | &nbsp;&nbsp; 125378991 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Agency Credit Risk Transfer Notes–4.75%** | **Agency Credit Risk Transfer Notes–4.75%** | **Agency Credit Risk Transfer Notes–4.75%** | **Agency Credit Risk Transfer Notes–4.75%** |
| **United States–4.75%** | **United States–4.75%** | **United States–4.75%** | **United States–4.75%** |
| &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, | &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-R04, <br> Class 1M2, 6.80% (30 Day <br> Average SOFR + 3.10%), <br> 03/25/2042<sup>(b)(m)</sup> <br>|  | $6795000 | &nbsp;&nbsp; $6954844 |
| &nbsp;&nbsp;&nbsp; Series 2022-R08, <br> Class 1M2, 7.30% (30 Day <br> Average SOFR + 3.60%), <br> 07/25/2042<sup>(b)(m)</sup> <br>|  | 3150000 | &nbsp;&nbsp; 3266494 |
| &nbsp;&nbsp;&nbsp; Series 2023-R02, <br> Class 1M1, 6.00% (30 Day <br> Average SOFR + 2.30%), <br> 01/25/2043<sup>(b)(m)</sup> <br>|  | 762935 | &nbsp;&nbsp; 779627 |
| &nbsp;&nbsp;&nbsp; Series 2023-R03, <br> Class 2M1, 6.20% (30 Day <br> Average SOFR + 2.50%), <br> 04/25/2043<sup>(b)(m)</sup> <br>|  | 4960147 | &nbsp;&nbsp; 5010552 |
| &nbsp;&nbsp;&nbsp; Series 2023-R04, <br> Class 1M1, 6.00% (30 Day <br> Average SOFR + 2.30%), <br> 05/25/2043<sup>(b)(m)</sup> <br>|  | 1533354 | &nbsp;&nbsp; 1567274 |
| &nbsp;&nbsp;&nbsp; Series 2023-R06, <br> Class 1M1, 5.40% (30 Day <br> Average SOFR + 1.70%), <br> 07/25/2043<sup>(b)(m)</sup> <br>|  | 716014 | &nbsp;&nbsp; 719058 |
| &nbsp;&nbsp;&nbsp; Series 2023-R06, <br> Class 1M2, 6.40% (30 Day <br> Average SOFR + 2.70%), <br> 07/25/2043<sup>(b)(m)</sup> <br>|  | 1145000 | &nbsp;&nbsp; 1177654 |
| &nbsp;&nbsp;&nbsp; Series 2023-R06, <br> Class 1B1, 7.60% (30 Day <br> Average SOFR + 3.90%), <br> 07/25/2043<sup>(b)(m)</sup> <br>|  | 1310000 | &nbsp;&nbsp; 1385387 |
| &nbsp;&nbsp;&nbsp; Series 2023-R08, <br> Class 1M2, 6.20% (30 Day <br> Average SOFR + 2.50%), <br> 10/25/2043<sup>(b)(m)</sup> <br>|  | 655000 | &nbsp;&nbsp; 668401 |
| &nbsp;&nbsp;&nbsp; Series 2023-R08, <br> Class 1M1, 5.20% (30 Day <br> Average SOFR + 1.50%), <br> 10/25/2043<sup>(b)(m)</sup> <br>|  | 357563 | &nbsp;&nbsp; 358316 |
| &nbsp;&nbsp;&nbsp; Series 2024-R02, <br> Class 1M2, 5.50% (30 Day <br> Average SOFR + 1.80%), <br> 02/25/2044<sup>(b)(m)</sup> <br>|  | 6900000 | &nbsp;&nbsp; 6949897 |
| &nbsp;&nbsp;&nbsp; Series 2024-R03, <br> Class 2M2, 5.65% (30 Day <br> Average SOFR + 1.95%), <br> 03/25/2044<sup>(b)(m)</sup> <br>|  | 7070000 | &nbsp;&nbsp; 7153200 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA3, <br> Class M1B, STACR<sup>®</sup>, 6.60% <br> (30 Day Average SOFR + <br> 2.90%), <br> 04/25/2042<sup>(b)(m)</sup> <br>|  | $7000000 | &nbsp;&nbsp; $7163013 |
| &nbsp;&nbsp;&nbsp; Series 2022-HQA2, <br> Class M1, STACR<sup>®</sup>, 7.70% <br> (30 Day Average SOFR + <br> 4.00%), <br> 07/25/2042<sup>(b)(m)</sup> <br>|  | 3500000 | &nbsp;&nbsp; 3653403 |
| &nbsp;&nbsp;&nbsp; Series 2022-HQA3, <br> Class M1, STACR<sup>®</sup>, 7.25% <br> (30 Day Average SOFR + <br> 3.55%), <br> 08/25/2042<sup>(b)(m)</sup> <br>|  | 3500000 | &nbsp;&nbsp; 3641884 |
| &nbsp;&nbsp;&nbsp; Series 2022-HQA3, <br> Class M2, STACR<sup>®</sup>, 9.05% <br> (30 Day Average SOFR + <br> 5.35%), <br> 08/25/2042<sup>(b)(m)</sup> <br>|  | 3745000 | &nbsp;&nbsp; 3988169 |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA6, <br> Class M1, STACR<sup>®</sup>, 5.85% <br> (30 Day Average SOFR + <br> 2.15%), <br> 09/25/2042<sup>(b)(m)</sup> <br>|  | 236843 | &nbsp;&nbsp; 237879 |
| &nbsp;&nbsp;&nbsp; Series 2023-DNA1, <br> Class M1, STACR<sup>®</sup>, 5.80% <br> (30 Day Average SOFR + <br> 2.10%), <br> 03/25/2043<sup>(b)(m)</sup> <br>|  | 1367501 | &nbsp;&nbsp; 1384319 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA1, <br> Class M1, STACR<sup>®</sup>, 7.20% <br> (30 Day Average SOFR + <br> 3.50%), <br> 05/25/2043<sup>(b)(m)</sup> <br>|  | 6498100 | &nbsp;&nbsp; 6811781 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA2, <br> Class M1, STACR<sup>®</sup>, 5.70% <br> (30 Day Average SOFR + <br> 2.00%), 06/25/2043<sup>(b)(m)</sup> <br>|  | 410995 | &nbsp;&nbsp; 411803 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA2, <br> Class M1, STACR<sup>®</sup>, 7.05% <br> (30 Day Average SOFR + <br> 3.35%), 06/25/2043<sup>(b)(m)</sup> <br>|  | 2100000 | &nbsp;&nbsp; 2163699 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA3, <br> Class M2, STACR<sup>®</sup>, 7.05% <br> (30 Day Average SOFR + <br> 3.35%), 11/25/2043<sup>(b)(m)</sup> <br>|  | 6900000 | &nbsp;&nbsp; 7259490 |
| &nbsp;&nbsp;&nbsp; Series 2024-DNA1, <br> Class M2, STACR<sup>®</sup>, 5.65% <br> (30 Day Average SOFR + <br> 1.95%), 02/25/2044<sup>(b)(m)</sup> <br>|  | 3450000 | &nbsp;&nbsp; 3490880 |
| &nbsp;&nbsp;&nbsp; Series 2024-HQA1, <br> Class M2, STACR<sup>®</sup>, 5.70% <br> (30 Day Average SOFR + <br> 2.00%), <br> 03/25/2044<sup>(b)(m)</sup> <br>|  | 3719100 | &nbsp;&nbsp; 3765442 |
| &nbsp;&nbsp;&nbsp; Series 2024-DNA2, <br> Class M2, STACR<sup>®</sup>, 5.40% <br> (30 Day Average SOFR + <br> 1.70%), 05/25/2044<sup>(b)(m)</sup> <br>|  | 862500 | &nbsp;&nbsp; 867812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Series 2024-HQA2, <br> Class M2, STACR<sup>®</sup>, 5.50% <br> (30 Day Average SOFR + <br> 1.80%), 08/25/2044<sup>(b)(m)</sup> <br>|  | $3450000 | &nbsp;&nbsp; $3473587 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA2, <br> Class A1, STACR<sup>®</sup>, 4.80% <br> (30 Day Average SOFR + <br> 1.10%), 05/25/2045<sup>(b)(m)</sup> <br>|  | 1057000 | &nbsp;&nbsp; 1059891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $84,224,567) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $84,224,567) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $84,224,567) | &nbsp;&nbsp; 85363756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Common Stocks & Other Equity Interests–1.78%** | **Common Stocks & Other Equity Interests–1.78%** | **Common Stocks & Other Equity Interests–1.78%** | **Common Stocks & Other Equity Interests–1.78%** |
| **Argentina–1.77%** | **Argentina–1.77%** | **Argentina–1.77%** | **Argentina–1.77%** |
| Banco BBVA Argentina S.A. | Banco BBVA Argentina S.A. | 860393 | &nbsp;&nbsp; 6033065 |
| Banco Macro S.A., Class B | Banco Macro S.A., Class B | 938301 | &nbsp;&nbsp; 9929932 |
| &nbsp;&nbsp;&nbsp; Cresud S.A. Comercial Inmobiliaria <br> Financiera y Agropecuaria | &nbsp;&nbsp;&nbsp; Cresud S.A. Comercial Inmobiliaria <br> Financiera y Agropecuaria | 344638 | &nbsp;&nbsp; 482158 |
| &nbsp;&nbsp;&nbsp; Grupo Financiero Galicia S.A., <br> Class B | &nbsp;&nbsp;&nbsp; Grupo Financiero Galicia S.A., <br> Class B | 1987552 | &nbsp;&nbsp; 11412614 |
| Pampa Energia S.A., ADR<sup>(c)(t)</sup>  | Pampa Energia S.A., ADR<sup>(c)(t)</sup>  | 12000 | &nbsp;&nbsp; 1039680 |
| YPF S.A., Class D<sup>(t)</sup>  | YPF S.A., Class D<sup>(t)</sup>  | 69239 | &nbsp;&nbsp; 2858708 |
|  |  |  | &nbsp;&nbsp; 31756157 |
| **United States–0.01%** | **United States–0.01%** | **United States–0.01%** | **United States–0.01%** |
| ACNR Holdings, Inc. | ACNR Holdings, Inc. | 1116 | &nbsp;&nbsp; 119923 |
| Claire's Holdings LLC, Class S<sup>(i)</sup>  | Claire's Holdings LLC, Class S<sup>(i)</sup>  | 614 | &nbsp;&nbsp; 34 |
| McDermott International Ltd.<sup>(t)</sup>  | McDermott International Ltd.<sup>(t)</sup>  | 750 | &nbsp;&nbsp; 19605 |
| &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series A, Wts., expiring <br> 06/30/2027<sup>(i)(t)</sup>  | &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series A, Wts., expiring <br> 06/30/2027<sup>(i)(t)</sup>  | 76715 | &nbsp;&nbsp; 2301 |
| &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series B, Wts., expiring <br> 06/30/2027<sup>(i)(t)</sup>  | &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series B, Wts., expiring <br> 06/30/2027<sup>(i)(t)</sup>  | 85239 | &nbsp;&nbsp; 2557 |
| Sabine Oil & Gas Holdings, Inc.<sup>(i)(t)</sup>  | Sabine Oil & Gas Holdings, Inc.<sup>(i)(t)</sup>  | 2510 | &nbsp;&nbsp; 176 |
| Windstream Services LLC, Wts.<sup>(i)</sup>  | Windstream Services LLC, Wts.<sup>(i)</sup>  | 399 | &nbsp;&nbsp; 8578 |
|  |  |  | &nbsp;&nbsp; 153174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $29,488,820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $29,488,820) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $29,488,820) | &nbsp;&nbsp; 31909331 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **Variable Rate Senior Loan Interests–0.32%**<sup>(u)(v)</sup>  | **Variable Rate Senior Loan Interests–0.32%**<sup>(u)(v)</sup>  | **Variable Rate Senior Loan Interests–0.32%**<sup>(u)(v)</sup>  | **Variable Rate Senior Loan Interests–0.32%**<sup>(u)(v)</sup>  |
| **United States–0.32%** | **United States–0.32%** | **United States–0.32%** | **United States–0.32%** |
| &nbsp;&nbsp;&nbsp; AAdvantage Loyality IP Ltd. <br> (American Airlines, Inc.), <br> Term Loan B, 6.92% (3 <br> mo. Term SOFR + 3.25%), <br> 05/07/2032<br>|  | $362263 | &nbsp;&nbsp; 363395 |
| &nbsp;&nbsp;&nbsp; ACNR Holdings, Inc., Term <br> Loan, 13.00%, <br> 12/11/2029<br>|  | 60528 | &nbsp;&nbsp; 60654 |
| &nbsp;&nbsp;&nbsp; Bausch and Lomb, Inc., Term <br> Loan, 7.42% (1 mo. Term <br> SOFR + 3.75%), <br> 01/30/2031<br>|  | 621875 | &nbsp;&nbsp; 627316 |
| &nbsp;&nbsp;&nbsp; Claire's Stores, Inc., Term <br> Loan, 12.30% (1 mo. Term <br> SOFR + 6.50%), <br> 12/18/2026<br>|  | 196049 | &nbsp;&nbsp; 13233 |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor <br> Holdings, Inc., Term Loan <br> B, 7.79% (1 mo. Term <br> SOFR + 4.00%), <br> 08/23/2028<br>|  | 618223 | &nbsp;&nbsp; 619660 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> U.S. Borrower LLC, Term <br> Loan, 6.42% (1 mo. Term <br> SOFR + 2.75%), <br> 01/31/2030<br>|  | $546638 | &nbsp;&nbsp; $551423 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower L.P. <br> (Copeland), Incremental <br> Term Loan B, 6.12% (3 <br> mo. Term SOFR + 2.50%), <br> 08/04/2031<br>|  | 895961 | &nbsp;&nbsp; 895939 |
| &nbsp;&nbsp;&nbsp; Greystar Real Estate <br> Partners LLC, Term Loan B, <br> 6.32% (3 mo. Term SOFR <br> + 2.50%), 08/21/2030<sup>(i)</sup> <br>|  | 350007 | &nbsp;&nbsp; 351758 |
| &nbsp;&nbsp;&nbsp; Iris Holding, Inc. (Intertape), <br> First Lien Term Loan, -% (3 <br> mo. Term SOFR + 4.75%), <br> 06/28/2028<br>|  | 360000 | &nbsp;&nbsp; 349313 |
| &nbsp;&nbsp;&nbsp; Prairie Acquiror L.P., Term <br> Loan B, 7.42% (1 mo. <br> Term SOFR + 3.25%), <br> 08/01/2029<br>|  | 638690 | &nbsp;&nbsp; 640354 |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Term Loan L, <br> 6.17% (3 mo. Term SOFR <br> + 2.50%), 01/19/2032<br>|  | 1187227 | &nbsp;&nbsp; 1187851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $5,810,153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $5,810,153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $5,810,153) | &nbsp;&nbsp; 5660896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Preferred Stocks–0.12%** | **Preferred Stocks–0.12%** | **Preferred Stocks–0.12%** | **Preferred Stocks–0.12%** |
| **United States–0.12%** | **United States–0.12%** | **United States–0.12%** | **United States–0.12%** |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc., 6.25%, Series II, <br> Pfd. | &nbsp;&nbsp;&nbsp; Citigroup, Inc., 6.25%, Series II, <br> Pfd. | 87725 | &nbsp;&nbsp; 2201020 |
| &nbsp;&nbsp;&nbsp; Claire's Holdings LLC, Series A, <br> Pfd.<sup>(i)</sup>  | &nbsp;&nbsp;&nbsp; Claire's Holdings LLC, Series A, <br> Pfd.<sup>(i)</sup>  | 195 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $2,290,323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $2,290,323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $2,290,323) | &nbsp;&nbsp; 2201119 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **Commercial Paper–0.04%** | **Commercial Paper–0.04%** | **Commercial Paper–0.04%** | **Commercial Paper–0.04%** |
| **Argentina–0.04%** | **Argentina–0.04%** | **Argentina–0.04%** | **Argentina–0.04%** |
| &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 07/08/2026<sup>(i)</sup>  | &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 07/08/2026<sup>(i)</sup>  | 258641 | &nbsp;&nbsp; 260333 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Argentina–(continued)** | **Argentina–(continued)** | **Argentina–(continued)** | **Argentina–(continued)** |
| &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 01/07/2027<sup>(i)</sup>  | &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 01/07/2027<sup>(i)</sup>  | 355548 | &nbsp;&nbsp; $360332 |
| &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 04/07/2027<sup>(i)</sup>  | &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 04/07/2027<sup>(i)</sup>  | 157515 | &nbsp;&nbsp; 160128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Commercial Paper (Cost $771,704) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Commercial Paper (Cost $771,704) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Commercial Paper (Cost $771,704) | &nbsp;&nbsp; 780793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Money Market Funds–4.66%** | **Money Market Funds–4.66%** | **Money Market Funds–4.66%** | **Money Market Funds–4.66%** |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 3.61%<sup>(w)(x)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 3.61%<sup>(w)(x)</sup>  | 29258537 | &nbsp;&nbsp; 29258537 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 3.57%<sup>(w)(x)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 3.57%<sup>(w)(x)</sup>  | 54337229 | &nbsp;&nbsp; 54337229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $83,595,766) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $83,595,766) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $83,595,766) | &nbsp;&nbsp; 83595766 |
| **Options Purchased–6.21%** | **Options Purchased–6.21%** | **Options Purchased–6.21%** | **Options Purchased–6.21%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $119,687,838)<sup>(y)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $119,687,838)<sup>(y)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $119,687,838)<sup>(y)</sup>  | &nbsp;&nbsp; 111497102 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN <br> SECURITIES (excluding <br> Investments purchased <br> with cash collateral from <br> securities on <br> loan)-101.51% <br> (Cost $1,816,769,830)<br>|  |  | &nbsp;&nbsp; 1823099334 |
| **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** |
| **Money Market Funds–3.46%** | **Money Market Funds–3.46%** | **Money Market Funds–3.46%** | **Money Market Funds–3.46%** |
| &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 3.65%<sup>(w)(x)(z)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 3.65%<sup>(w)(x)(z)</sup>  | 17275549 | &nbsp;&nbsp; 17275549 |
| &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 3.80%<sup>(w)(x)(z)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 3.80%<sup>(w)(x)(z)</sup>  | 44852179 | &nbsp;&nbsp; 44865635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $62,141,441) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $62,141,441) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $62,141,441) | &nbsp;&nbsp; 62141184 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES—104.97% <br> (Cost $1,878,911,271) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES—104.97% <br> (Cost $1,878,911,271) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES—104.97% <br> (Cost $1,878,911,271) | &nbsp;&nbsp; 1885240518 |
| OTHER ASSETS LESS LIABILITIES–(4.97)% | OTHER ASSETS LESS LIABILITIES–(4.97)% | OTHER ASSETS LESS LIABILITIES–(4.97)% | &nbsp;&nbsp; (89328307)<br>|
| NET ASSETS–100.00% | NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp; $1795912211 |

---

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

**Invesco Global Strategic Income Fund**

------

Investment Abbreviations:

---

| | |
|:---|:---|
| ADR | – American Depositary Receipt |
| ARM | – Adjustable Rate Mortgage |
| ARS | – Argentina Peso |
| AUD | – Australian Dollar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| Conv. | – Convertible |
| Ctfs. | – Certificates |
| EUR | – Euro |
| EURIBOR | – Euro Interbank Offered Rate |
| GBP | – British Pound Sterling |
| INR | – Indian Rupee |
| IO | – Interest Only |
| MXN | – Mexican Peso |
| Pfd. | – Preferred |
| PIK | – Pay-in-Kind |
| REMICs | – Real Estate Mortgage Investment Conduits |
| SOFR | – Secured Overnight Financing Rate |
| SONIA | – Sterling Overnight Index Average |
| STACR<sup>®</sup> | – Structured Agency Credit Risk |
| STRIPS | – Separately Traded Registered Interest and Principal Security |
| TRY | – Turkish Lira |
| Wts. | – Warrants |
| ZAR | – South African Rand |

---

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

**Invesco Global Strategic Income Fund**

------

Notes to Consolidated Schedule of Investments:

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

<sup>(b)</sup> Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act"). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at January 31, 2026 was $723,435,685, which represented 40.28% of the Fund's Net Assets. 

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

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

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

<sup>(f)</sup> Security has an irrevocable call by the issuer or mandatory put by the holder. Maturity date reflects such call or put.

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

<sup>(h)</sup> Defaulted security. Currently, the issuer is in default with respect to principal and/or interest payments. The aggregate value of these securities at January 31, 2026 was $2,109,950, which represented less than 1% of the Fund's Net Assets. 

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

<sup>(j)</sup> All or a portion of this security is Pay-in-Kind. Pay-in-Kind securities pay interest income in the form of securities.

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

<sup>(l)</sup> Restricted security. The value of this security at January 31, 2026 represented less than 1% of the Fund's Net Assets.

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

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

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

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

<sup>(q)</sup> All or a portion of the value was designated as collateral to cover margin requirements for swap agreements. 

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

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

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

<sup>(u)</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>(v)</sup> Variable rate senior loan interests are, at present, not readily marketable, not registered under the Securities Act of 1933, as amended (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 Secured Overnight Financing Rate ("SOFR"), 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>(w)</sup> Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund's transactions in, and earnings from, its investments in affiliates for the three months ended January 31, 2026. 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**October 31, 2025**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Realized** <br>**Gain**<br>| **Value** <br>**January 31, 2026**<br>| **Dividend Income** |
| **Investments in Affiliated Money Market Funds:** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class<br>| $17724155 | &nbsp;&nbsp; $73720995 | &nbsp;&nbsp; $(62186613) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $29258537 | &nbsp;&nbsp; $203998 |
| Invesco Treasury Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp; 32916233 | &nbsp;&nbsp; 136910420 | &nbsp;&nbsp; (115489424) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 54337229 | &nbsp;&nbsp;&nbsp;&nbsp; 374669 |
| **Investments Purchased with Cash Collateral** <br> **from Securities on Loan:**<br>|  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp; 20114749 | &nbsp;&nbsp;&nbsp; 14640197 | &nbsp;&nbsp;&nbsp; (17479397) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 17275549 | &nbsp;&nbsp;&nbsp; 163,772\* |
| Invesco Private Prime Fund | &nbsp;&nbsp;&nbsp; 52330029 | &nbsp;&nbsp;&nbsp; 35633655 | &nbsp;&nbsp;&nbsp; (43098049) | &nbsp;&nbsp; (894) | &nbsp;&nbsp; 894 | &nbsp;&nbsp;&nbsp; 44865635 | &nbsp;&nbsp;&nbsp; 440,298\* |
| Total | $123085166 | &nbsp;&nbsp; $260905267 | &nbsp;&nbsp; $(238253483) | &nbsp;&nbsp; $(894) | &nbsp;&nbsp; $894 | &nbsp;&nbsp; $145736950 | &nbsp;&nbsp; $1182737 |

---

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

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

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

<sup>(x)</sup> The rate shown is the 7-day SEC standardized yield as of January 31, 2026.

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

<sup>(z)</sup> The security has been segregated to satisfy the commitment to return the cash collateral received in securities lending transactions upon the borrower's return of the securities loaned. 

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

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  |
| **Description** | &nbsp;&nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Counterparty** | &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Value** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| AUD versus USD | Call | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 04/24/2026 | USD | 0.72 | AUD | 5490000 | &nbsp;&nbsp;&nbsp; $906509 |
| AUD versus USD | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 06/01/2026 | USD | 0.72 | AUD | 5500000 | &nbsp;&nbsp;&nbsp; 365869 |
| AUD versus USD | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 07/20/2026 | USD | 0.68 | AUD | 36000000 | &nbsp;&nbsp;&nbsp; 943607 |
| EUR versus USD | Call | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 03/26/2026 | USD | 1.21 | EUR | 91530000 | &nbsp;&nbsp;&nbsp; 71824 |
| EUR versus USD | Call | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 04/20/2026 | USD | 1.20 | EUR | 7220000 | &nbsp;&nbsp;&nbsp; 778790 |
| EUR versus USD | Call | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/06/2026 | USD | 1.20 | EUR | 5450000 | &nbsp;&nbsp;&nbsp; 517723 |
| EUR versus USD | Call | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/18/2026 | USD | 1.20 | EUR | 7300000 | &nbsp;&nbsp;&nbsp; 642307 |
| EUR versus USD | Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 03/19/2026 | USD | 1.20 | EUR | 8430000 | &nbsp;&nbsp;&nbsp; 969422 |
| EUR versus USD | Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 04/20/2026 | USD | 1.20 | EUR | 8420000 | &nbsp;&nbsp;&nbsp; 730633 |
| EUR versus USD | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 05/08/2026 | USD | 1.35 | EUR | 23230000 | &nbsp;&nbsp;&nbsp; 283204 |
| EUR versus USD | Call | &nbsp;&nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp;&nbsp; 05/11/2026 | USD | 1.30 | EUR | 13940000 | &nbsp;&nbsp;&nbsp; 503479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp; 6713367 |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| CHF versus JPY | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 07/27/2026 | JPY | 160.00 | CHF | 8830000 | &nbsp;&nbsp;&nbsp; 39624 |
| CHF versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 07/21/2027 | JPY | 147.00 | CHF | 14130000 | &nbsp;&nbsp;&nbsp; 147286 |
| CHF versus JPY | Put | UBS AG | &nbsp;&nbsp;&nbsp; 09/17/2026 | JPY | 161.00 | CHF | 5400000 | &nbsp;&nbsp;&nbsp; 46620 |
| CHF versus JPY | Put | UBS AG | &nbsp;&nbsp;&nbsp; 10/23/2026 | JPY | 165.00 | CHF | 5420000 | &nbsp;&nbsp;&nbsp; 90795 |
| CHF versus JPY | Put | UBS AG | &nbsp;&nbsp;&nbsp; 01/20/2027 | JPY | 170.00 | CHF | 5480000 | &nbsp;&nbsp;&nbsp; 220582 |
| EUR versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 07/16/2026 | BRL | 6.00 | EUR | 7300000 | &nbsp;&nbsp;&nbsp; 1241549 |
| EUR versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 07/23/2026 | BRL | 6.00 | EUR | 4520000 | &nbsp;&nbsp;&nbsp; 777575 |
| GBP versus USD | Put | UBS AG | &nbsp;&nbsp;&nbsp; 02/23/2026 | USD | 1.30 | GBP | 45160000 | &nbsp;&nbsp;&nbsp; 2101 |
| USD versus BRL | Put | Barclays Bank PLC | &nbsp;&nbsp;&nbsp; 04/30/2026 | BRL | 5.15 | USD | 1800000 | &nbsp;&nbsp;&nbsp; 302488 |
| USD versus BRL | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 04/23/2026 | BRL | 5.25 | USD | 3630000 | &nbsp;&nbsp;&nbsp; 260336 |
| USD versus BRL | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 05/11/2026 | BRL | 5.30 | USD | 36130000 | &nbsp;&nbsp;&nbsp; 678196 |
| USD versus BRL | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 05/27/2026 | BRL | 5.10 | USD | 5475000 | &nbsp;&nbsp;&nbsp; 322401 |
| USD versus BRL | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 06/25/2026 | BRL | 5.40 | USD | 36000000 | &nbsp;&nbsp;&nbsp; 1044540 |
| USD versus BRL | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 05/21/2026 | BRL | 5.35 | USD | 36610000 | &nbsp;&nbsp;&nbsp; 858175 |
| USD versus CAD | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 05/06/2026 | CAD | 1.20 | USD | 8710000 | &nbsp;&nbsp;&nbsp; 31574 |
| USD versus CLP | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 01/15/2027 | CLP | 855.00 | USD | 36500000 | &nbsp;&nbsp;&nbsp; 1207639 |
| USD versus INR | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/22/2026 | INR | 82.00 | USD | 7000000 | &nbsp;&nbsp;&nbsp; 10185 |
| USD versus INR | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/22/2026 | INR | 87.00 | USD | 4520000 | &nbsp;&nbsp;&nbsp; 81649 |
| USD versus INR | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 05/26/2026 | INR | 87.00 | USD | 5420000 | &nbsp;&nbsp;&nbsp; 101457 |
| USD versus JPY | Put | BNP Paribas S.A. | &nbsp;&nbsp;&nbsp; 02/16/2026 | JPY | 145.00 | USD | 126670000 | &nbsp;&nbsp;&nbsp; 48895 |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 02/16/2026 | JPY | 143.00 | USD | 7240000 | &nbsp;&nbsp;&nbsp; 62481 |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/06/2026 | JPY | 110.00 | USD | 34860000 | &nbsp;&nbsp;&nbsp; 16001 |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/12/2027 | JPY | 120.00 | USD | 9050000 | &nbsp;&nbsp;&nbsp; 236368 |
| USD versus JPY | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 08/18/2027 | JPY | 117.50 | USD | 9030000 | &nbsp;&nbsp;&nbsp; 240017 |
| USD versus JPY | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 11/11/2027 | JPY | 115.00 | USD | 9050000 | &nbsp;&nbsp;&nbsp; 229780 |
| USD versus KRW | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 05/20/2026 | KRW | 1200.00 | USD | 3500000 | &nbsp;&nbsp;&nbsp; 6223 |
| USD versus KRW | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 05/15/2026 | KRW | 1300.00 | USD | 163430000 | &nbsp;&nbsp;&nbsp; 47885 |
| USD versus KRW | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 07/23/2026 | KRW | 1350.00 | USD | 91530000 | &nbsp;&nbsp;&nbsp; 447856 |
| USD versus KRW | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 06/04/2027 | KRW | 1200.00 | USD | 9030000 | &nbsp;&nbsp;&nbsp; 309449 |
| USD versus MXN | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 04/27/2026 | MXN | 16.50 | USD | 3670000 | &nbsp;&nbsp;&nbsp; 210100 |
| USD versus MXN | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 07/13/2026 | MXN | 17.90 | USD | 91250000 | &nbsp;&nbsp;&nbsp; 3053864 |
| USD versus ZAR | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 04/29/2026 | ZAR | 15.85 | USD | 55020000 | &nbsp;&nbsp;&nbsp; 655784 |
| USD versus ZAR | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 07/23/2026 | ZAR | 16.05 | USD | 36130000 | &nbsp;&nbsp;&nbsp; 851187 |
| USD versus ZAR | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 04/13/2026 | ZAR | 16.30 | USD | 36500000 | &nbsp;&nbsp;&nbsp; 881329 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** |
| **Description** | &nbsp;&nbsp;&nbsp; **Type of**<br> **Contract**<br>| **Counterparty** | &nbsp;&nbsp; **Expiration**<br> **Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp;&nbsp; **Notional**<br> **Value** | &nbsp;&nbsp;&nbsp; **Notional**<br> **Value** | **Value** |
| USD versus ZAR | Put | &nbsp;&nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp;&nbsp; 07/30/2026 | ZAR | 15.80 | USD | 18340000 | &nbsp;&nbsp;&nbsp; $323224 |
| USD versus ZAR | Put | UBS AG | &nbsp;&nbsp;&nbsp; 04/29/2026 | ZAR | 15.75 | USD | 72260000 | &nbsp;&nbsp;&nbsp; 69875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp; 15155090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp; $21868457 |

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $32,162,588.

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  |
| **Description** | &nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Counterparty** | **Exercise** <br>**Rate**<br>| &nbsp;&nbsp; **Pay/** <br>**Receive** <br>**Exercise** <br>**Rate**<br>| &nbsp;&nbsp; **Floating Rate** <br>**Index**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| 1 Year Interest Rate Swap | Call | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 3.45% | Receive | SONIA | At Maturity | 08/05/2026 | &nbsp;&nbsp; GBP | 180640000 | &nbsp;&nbsp; $321110 |
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>| Call | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 3.70 | Receive | SOFR | Annually | 09/24/2035 | &nbsp;&nbsp; USD | 48000000 | &nbsp;&nbsp; 1981815 |
| 2 Year Interest Rate Swap | Call | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 2.85 | Receive | 6 Month EURIBOR | Semi-Annually | 09/12/2030 | &nbsp;&nbsp; EUR | 281570000 | &nbsp;&nbsp; 2545806 |
| &nbsp;&nbsp;&nbsp; 20 Year Interest Rate <br> Swap<br>| Call | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 2.12 | Receive | SOFR | Annually | 10/17/2035 | &nbsp;&nbsp; USD | 96260000 | &nbsp;&nbsp; 2001864 |
| 5 Year Interest Rate Swap | Call | &nbsp;&nbsp; J.P. Morgan Chase Bank, <br> N.A.<br>| 3.98 | Receive | SOFR | Annually | 11/06/2030 | &nbsp;&nbsp; USD | 361280000 | &nbsp;&nbsp; 9683677 |
| 5 Year Interest Rate Swap | Call | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 2.36 | Receive | 6 Month EURIBOR | Semi-Annually | 02/06/2026 | &nbsp;&nbsp; EUR | 131820000 | &nbsp;&nbsp; 1391 |
| 5 Year Interest Rate Swap | Call | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 2.38 | Receive | 6 Month EURIBOR | Semi-Annually | 06/24/2026 | &nbsp;&nbsp; EUR | 137760000 | &nbsp;&nbsp; 358959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Call Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Call Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Call Swaptions Purchased |  |  |  |  |  |  |  | &nbsp;&nbsp; 16894622 |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 5.20 | Pay | SOFR | Annually | 09/24/2035 | &nbsp;&nbsp; USD | 48000000 | &nbsp;&nbsp; 2942678 |
| &nbsp;&nbsp;&nbsp; 15 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; J.P. Morgan Chase Bank, <br> N.A.<br>| 1.76 | Pay | 6 Month EURIBOR | Semi-Annually | 03/15/2039 | &nbsp;&nbsp; EUR | 62100000 | &nbsp;&nbsp; 14376403 |
| &nbsp;&nbsp;&nbsp; 20 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 6.12 | Pay | SOFR | Annually | 10/17/2035 | &nbsp;&nbsp; USD | 96260000 | &nbsp;&nbsp; 5688326 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 3.00 | Pay | 6 Month EURIBOR | Semi-Annually | 01/20/2027 | &nbsp;&nbsp; EUR | 47070000 | &nbsp;&nbsp; 3702306 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; J.P. Morgan Chase Bank, <br> N.A.<br>| 4.26 | Pay | SOFR | Annually | 01/27/2028 | &nbsp;&nbsp; USD | 70920000 | &nbsp;&nbsp; 4681452 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | Merrill Lynch International | 4.34 | Pay | SOFR | Annually | 01/08/2031 | &nbsp;&nbsp; USD | 34080000 | &nbsp;&nbsp; 3138805 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Mizuho Capital <br> Markets LLC/New York<br>| 4.27 | Pay | SOFR | Annually | 01/08/2029 | &nbsp;&nbsp; USD | 48690000 | &nbsp;&nbsp; 3893718 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 4.15 | Pay | SOFR | Annually | 11/04/2026 | &nbsp;&nbsp; USD | 259220000 | &nbsp;&nbsp; 12079201 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 4.26 | Pay | SOFR | Annually | 01/10/2028 | &nbsp;&nbsp; USD | 73520000 | &nbsp;&nbsp; 4787054 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 4.28 | Pay | SOFR | Annually | 01/27/2028 | &nbsp;&nbsp; USD | 68470000 | &nbsp;&nbsp; 4450630 |
| 5 Year Interest Rate Swap | Put | &nbsp;&nbsp; J.P. Morgan Chase Bank, <br> N.A.<br>| 3.98 | Pay | SOFR | Annually | 11/06/2030 | &nbsp;&nbsp; USD | 361280000 | &nbsp;&nbsp; 12993450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Put Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Put Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Put Swaptions Purchased |  |  |  |  |  |  |  | &nbsp;&nbsp; 72734023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Purchased |  |  |  |  |  |  |  | &nbsp;&nbsp; $89628645 |

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $32,162,588.

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

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** |
| **Description** | &nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Exercise** <br>**Price** | **Exercise** <br>**Price** | **Notional** <br>**Value**<sup>(a)</sup>  | **Notional** <br>**Value**<sup>(a)</sup>  | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 10 Year Notes | Call | &nbsp;&nbsp; 03/27/2026 | &nbsp;&nbsp; 4867 | &nbsp;&nbsp; USD | 113.50 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 552404500 | &nbsp;&nbsp; $(988609)<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 10 Year Notes | Put | &nbsp;&nbsp; 03/27/2026 | &nbsp;&nbsp; 4867 | &nbsp;&nbsp; USD | 111.00 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 540237000 | &nbsp;&nbsp; (2129313)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written |  |  |  | &nbsp;&nbsp; $(3117922)<br>|

---

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

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

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  |
| **Counterparty** | **Type of** <br>**Contract**<br>| **Exercise** <br>**Rate**<br>| &nbsp;&nbsp; **Reference** <br>**Entity**<br>| **(Pay)/** <br>**Receive** <br>**Fixed** <br>**Rate**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **Expiration** <br>**Date**<br>| **Implied** <br>**Credit** <br>**Spread**<br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Value** |
| **Credit Risk** |  |  |  |  |  |  |  |  |  |  |
| Goldman Sachs International | Put | 70.00<br> %<br>| &nbsp;&nbsp; Markit CDX North America Investment <br> Grade Index, Series 45, Version 1<br>| (1.00)%<br>| Quarterly | 04/15/2026 | 0.495<br> %<br>| USD | 146000000 | $(69576)<br>|
| J.P. Morgan Chase Bank, N.A. | Put | 350.00 | &nbsp;&nbsp; Markit iTraxx Europe Crossover <br> Index, Series 44, Version 1<br>| (5.00)<br>| Quarterly | 03/18/2026 | 2.468 | EUR | 144000000 | (204702)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Credit Default Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Credit Default Swaptions Written |  |  |  |  |  |  |  |  | $(274278)<br>|

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $32,162,588.

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  |
| **Description** | **Counterparty** | **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp; **Notional** <br>**Value** | &nbsp;&nbsp; **Notional** <br>**Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| AUD versus USD<br> Call | Merrill Lynch International | &nbsp;&nbsp; 07/20/2026 | USD | 0.72 | AUD | 36000000 | &nbsp;&nbsp; $(387160)<br>|
| EUR versus BRL<br> Call | Goldman Sachs International | &nbsp;&nbsp; 07/16/2026 | BRL | 6.75 | EUR | 3650000 | &nbsp;&nbsp; (1305988)<br>|
| EUR versus BRL<br> Call | Goldman Sachs International | &nbsp;&nbsp; 07/23/2026 | BRL | 6.75 | EUR | 2285000 | &nbsp;&nbsp; (848209)<br>|
| EUR versus MXN<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 07/07/2026 | MXN | 22.65 | EUR | 54770000 | &nbsp;&nbsp; (457632)<br>|
| USD versus BRL<br> Call | Goldman Sachs International | &nbsp;&nbsp; 01/26/2027 | BRL | 5.75 | USD | 18310000 | &nbsp;&nbsp; (1014063)<br>|
| USD versus BRL<br> Call | Goldman Sachs International | &nbsp;&nbsp; 07/06/2027 | BRL | 6.75 | USD | 54150000 | &nbsp;&nbsp; (1693162)<br>|
| USD versus BRL<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 05/11/2026 | BRL | 6.00 | USD | 36130000 | &nbsp;&nbsp; (152613)<br>|
| USD versus BRL<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 06/25/2026 | BRL | 6.00 | USD | 18000000 | &nbsp;&nbsp; (147780)<br>|
| USD versus BRL<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 07/10/2026 | BRL | 7.00 | USD | 23546000 | &nbsp;&nbsp; (35437)<br>|
| USD versus BRL<br> Call | Merrill Lynch International | &nbsp;&nbsp; 05/21/2026 | BRL | 5.75 | USD | 36610000 | &nbsp;&nbsp; (354458)<br>|
| USD versus BRL<br> Call | Merrill Lynch International | &nbsp;&nbsp; 07/03/2026 | BRL | 6.00 | USD | 52950000 | &nbsp;&nbsp; (475968)<br>|
| USD versus CLP<br> Call | Goldman Sachs International | &nbsp;&nbsp; 01/15/2027 | CLP | 950.00 | USD | 36500000 | &nbsp;&nbsp; (715254)<br>|
| USD versus IDR<br> Call | Goldman Sachs International | &nbsp;&nbsp; 08/13/2026 | IDR | 17000.00 | USD | 36010000 | &nbsp;&nbsp; (625926)<br>|
| USD versus KRW<br> Call | Merrill Lynch International | &nbsp;&nbsp; 07/23/2026 | KRW | 1480.00 | USD | 36610000 | &nbsp;&nbsp; (487901)<br>|
| USD versus MXN<br> Call | Merrill Lynch International | &nbsp;&nbsp; 07/13/2026 | MXN | 19.20 | USD | 91250000 | &nbsp;&nbsp; (634188)<br>|
| USD versus TRY<br> Call | Goldman Sachs International | &nbsp;&nbsp; 01/25/2027 | TRY | 55.75 | USD | 64070000 | &nbsp;&nbsp; (4710234)<br>|
| USD versus ZAR<br> Call | Deutsche Bank AG | &nbsp;&nbsp; 04/29/2026 | ZAR | 16.80 | USD | 55020000 | &nbsp;&nbsp; (616114)<br>|
| USD versus ZAR<br> Call | Goldman Sachs International | &nbsp;&nbsp; 07/23/2026 | ZAR | 17.00 | USD | 36130000 | &nbsp;&nbsp; (658686)<br>|
| USD versus ZAR<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 02/01/2027 | ZAR | 18.35 | USD | 36200000 | &nbsp;&nbsp; (686280)<br>|
| USD versus ZAR<br> Call | Merrill Lynch International | &nbsp;&nbsp; 04/13/2026 | ZAR | 17.10 | USD | 36500000 | &nbsp;&nbsp; (232870)<br>|
| USD versus ZAR<br> Call | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp; 07/30/2026 | ZAR | 17.10 | USD | 18340000 | &nbsp;&nbsp; (322711)<br>|
| &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Written |  |  |  |  | &nbsp;&nbsp; (16562634)<br>|

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** |
| **Description** | &nbsp;&nbsp; **Type of**<br> **Contract**<br>| **Counterparty** | **Expiration**<br> **Date**<br>| &nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp; **Notional**<br> **Value** | &nbsp;&nbsp; **Notional**<br> **Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| AUD versus USD | Put | Deutsche Bank AG | &nbsp;&nbsp; 07/23/2026 | USD | 0.66 | AUD | 32710000 | &nbsp;&nbsp; $(186435)<br>|
| AUD versus USD | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 01/06/2027 | USD | 0.62 | AUD | 73030000 | &nbsp;&nbsp; (420007)<br>|
| AUD versus USD | Put | Merrill Lynch International | &nbsp;&nbsp; 07/20/2026 | USD | 0.65 | AUD | 36000000 | &nbsp;&nbsp; (148933)<br>|
| USD versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp; 07/06/2027 | BRL | 5.30 | USD | 52950000 | &nbsp;&nbsp; (1642350)<br>|
| USD versus BRL | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 05/11/2026 | BRL | 5.00 | USD | 36130000 | &nbsp;&nbsp; (95094)<br>|
| USD versus BRL | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 06/25/2026 | BRL | 5.05 | USD | 36000000 | &nbsp;&nbsp; (205236)<br>|
| USD versus BRL | Put | Merrill Lynch International | &nbsp;&nbsp; 05/21/2026 | BRL | 5.05 | USD | 36610000 | &nbsp;&nbsp; (154091)<br>|
| USD versus CLP | Put | Goldman Sachs International | &nbsp;&nbsp; 01/15/2027 | CLP | 805.00 | USD | 73000000 | &nbsp;&nbsp; (1001852)<br>|
| USD versus CLP | Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp; 03/05/2026 | CLP | 885.00 | USD | 36130000 | &nbsp;&nbsp; (782178)<br>|
| USD versus MXN | Put | Merrill Lynch International | &nbsp;&nbsp; 07/13/2026 | MXN | 17.10 | USD | 91250000 | &nbsp;&nbsp; (1022547)<br>|
| USD versus ZAR | Put | Deutsche Bank AG | &nbsp;&nbsp; 04/29/2026 | ZAR | 15.20 | USD | 55020000 | &nbsp;&nbsp; (163024)<br>|
| USD versus ZAR | Put | Goldman Sachs International | &nbsp;&nbsp; 03/11/2026 | ZAR | 17.50 | USD | 17325000 | &nbsp;&nbsp; (1463876)<br>|
| USD versus ZAR | Put | Goldman Sachs International | &nbsp;&nbsp; 07/23/2026 | ZAR | 15.45 | USD | 36130000 | &nbsp;&nbsp; (378823)<br>|
| USD versus ZAR | Put | Merrill Lynch International | &nbsp;&nbsp; 04/13/2026 | ZAR | 15.80 | USD | 36500000 | &nbsp;&nbsp; (348429)<br>|
| USD versus ZAR | Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp; 07/30/2026 | ZAR | 14.90 | USD | 18340000 | &nbsp;&nbsp; (85758)<br>|
| &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written |  |  |  |  | &nbsp;&nbsp; (8098633)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written |  |  |  |  | &nbsp;&nbsp; $(24661267)<br>|

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $32,162,588.

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  |
| **Description** | **Counterparty** | **Exercise** <br>**Rate**<br>| **Floating** <br>**Rate Index**<br>| **Pay/** <br>**Receive** <br>**Exercise** <br>**Rate**<br>| **Payment** <br>**Frequency**<br>| **Expiration** <br>**Date**<br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| 5 Year Interest Rate Swap<br> Call | BNP Paribas S.A. | 3.35% | SOFR | Receive | Annually | 07/29/2026 | USD | 143980000 | $(752055)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>Call | BNP Paribas S.A. | 3.00 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 01/28/2027 | EUR | 53780000 | (1655092)<br>|
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>Call | Goldman Sachs <br> International<br>| 3.50 | SOFR | Receive | Annually | 04/07/2026 | USD | 91425000 | (121130)<br>|
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>Call | Goldman Sachs <br> International<br>| 3.40 | SOFR | Receive | Annually | 03/09/2026 | USD | 121950000 | (22938)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>Call | Goldman Sachs <br> International<br>| 3.02 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 09/12/2030 | EUR | 25600000 | (2019007)<br>|
| 1 Year Interest Rate Swap<br> Call | Goldman Sachs <br> International<br>| 3.25 | SONIA | Receive | At Maturity | 08/05/2026 | GBP | 180640000 | (149044)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 4.06 | SOFR | Receive | Annually | 11/06/2030 | USD | 93930000 | (8136211)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.42 | SOFR | Receive | Annually | 07/11/2029 | USD | 41365000 | (603855)<br>|
| 5 Year Interest Rate Swap<br> Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 3.30 | SOFR | Receive | Annually | 01/06/2027 | USD | 243430000 | (1667393)<br>|
| 5 Year Interest Rate Swap<br> Call | Merrill Lynch International | 3.15 | SOFR | Receive | Annually | 01/08/2027 | USD | 144510000 | (727325)<br>|
| 5 Year Interest Rate Swap<br> Call | Merrill Lynch International | 3.25 | SOFR | Receive | Annually | 01/19/2027 | USD | 243333333 | (1536105)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>Call | Merrill Lynch International | 3.00 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 01/28/2027 | EUR | 43030000 | (1324258)<br>|
| &nbsp;&nbsp;&nbsp; 50 Year Interest Rate <br> Swap<br>Call | Morgan Stanley and Co. <br> International PLC<br>| 2.85 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 03/04/2026 | EUR | 21010000 | (79434)<br>|
| &nbsp;&nbsp;&nbsp; 50 Year Interest Rate <br> Swap<br>Call | Morgan Stanley and Co. <br> International PLC<br>| 2.90 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 03/16/2026 | EUR | 48470000 | (426206)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>Call | Morgan Stanley and Co. <br> International PLC<br>| 3.00 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 01/28/2028 | EUR | 17930000 | (877948)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written |  |  |  |  |  | (20098001)<br>|

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** |
| **Description** | **Type of**<br> **Contract**<br>| **Counterparty** | **Exercise**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/**<br> **Receive**<br> **Exercise**<br> **Rate**<br>| **Payment**<br> **Frequency**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value** | **Notional**<br> **Value** | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | Barclays Bank PLC | 5.55% | SONIA | Pay | Annually | 05/10/2027 | GBP | 46480000 | $(984124)<br>|
| 5 Year Interest Rate Swap | Put | BNP Paribas S.A. | 3.70 | SOFR | Pay | Annually | 07/29/2026 | USD | 143980000 | (841613)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | Goldman Sachs <br> International<br>| 3.50 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 01/20/2027 | EUR | 94130000 | (2435763)<br>|
| 1 Year Interest Rate Swap | Put | Goldman Sachs <br> International<br>| 3.75 | SONIA | Pay | At Maturity | 08/05/2026 | GBP | 180640000 | (82627)<br>|
| 2 Year Interest Rate Swap | Put | J.P. Morgan Chase Bank, <br> N.A.<br>| 3.58 | SOFR | Pay | Annually | 01/27/2028 | USD | 623600000 | (4642347)<br>|
| 5 Year Interest Rate Swap | Put | J.P. Morgan Chase Bank, <br> N.A.<br>| 3.80 | SOFR | Pay | Annually | 01/06/2027 | USD | 243430000 | (2142970)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | J.P. Morgan Chase Bank, <br> N.A.<br>| 4.06 | SOFR | Pay | Annually | 11/06/2030 | USD | 93930000 | (12067261)<br>|
| 5 Year Interest Rate Swap | Put | Merrill Lynch International | 3.65 | SOFR | Pay | Annually | 01/19/2027 | USD | 243333333 | (2927543)<br>|
| 1 Year Interest Rate Swap | Put | Merrill Lynch International | 3.93 | SOFR | Pay | At Maturity | 01/08/2031 | USD | 486870000 | (2969625)<br>|
| 5 Year Interest Rate Swap | Put | Merrill Lynch International | 3.55 | SOFR | Pay | Annually | 01/08/2027 | USD | 144510000 | (2019303)<br>|
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>| Put | Merrill Lynch International | 5.00 | 6 Month <br> BBSW<br>| Pay | Semi-Annually | 12/11/2026 | EUR | 363490000 | (5399027)<br>|
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>| Put | Merrill Lynch International | 5.00 | 6 Month <br> BBSW<br>| Pay | Semi-Annually | 12/04/2026 | AUD | 145380000 | (2118919)<br>|
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>| Put | Mizuho Capital <br> Markets LLC/New York<br>| 4.20 | SOFR | Pay | Annually | 01/08/2029 | USD | 99320000 | (3997299)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | Morgan Stanley and Co. <br> International PLC<br>| 3.25 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 07/16/2026 | EUR | 46610000 | (1233918)<br>|
| 2 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 3.59 | SOFR | Pay | Annually | 01/27/2028 | USD | 586920000 | (4329456)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | Morgan Stanley and Co. <br> International PLC<br>| 5.00 | SONIA | Pay | Annually | 10/22/2027 | GBP | 19250000 | (1177058)<br>|
| 1 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 3.50 | SOFR | Pay | At Maturity | 01/07/2028 | USD | 2434300000 | (8996443)<br>|
| 5 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 3.78 | SOFR | Pay | Annually | 01/10/2028 | USD | 272650000 | (5018050)<br>|
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | Morgan Stanley and Co. <br> International PLC<br>| 4.50 | SOFR | Pay | Annually | 11/04/2026 | USD | 259220000 | (5842650)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written |  |  |  |  |  | (69225996)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written |  |  |  |  |  | $(89323997)<br>|

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $32,162,588.

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  |
| **Long Futures Contracts** | &nbsp;&nbsp; **Number of**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Expiration**<br> **Month**<br>| &nbsp;&nbsp; **Notional**<br> **Value**<br>| **Value** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 2 Year Notes | &nbsp;&nbsp;&nbsp; 3551 | March-2026 | &nbsp;&nbsp;&nbsp; $740355760 | &nbsp;&nbsp;&nbsp; $(587982)<br>| &nbsp;&nbsp;&nbsp; $(587982)<br>|
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp; 625 | March-2026 | &nbsp;&nbsp;&nbsp; 69892578 | &nbsp;&nbsp;&nbsp; (562567)<br>| &nbsp;&nbsp;&nbsp; (562567)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp; (1150549)<br>| &nbsp;&nbsp;&nbsp; (1150549)<br>|

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts**<sup>(a)</sup>**—(continued)** | **Open Futures Contracts**<sup>(a)</sup>**—(continued)** | **Open Futures Contracts**<sup>(a)</sup>**—(continued)** | **Open Futures Contracts**<sup>(a)</sup>**—(continued)** | **Open Futures Contracts**<sup>(a)</sup>**—(continued)** | **Open Futures Contracts**<sup>(a)</sup>**—(continued)** |
| **Short Futures Contracts** | &nbsp;&nbsp; **Number of**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Expiration**<br> **Month**<br>| &nbsp;&nbsp; **Notional**<br> **Value**<br>| **Value** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 5 Year Notes | &nbsp;&nbsp;&nbsp; 113 | March-2026 | &nbsp;&nbsp;&nbsp; $(12309055)<br>| &nbsp;&nbsp;&nbsp; $42203 | &nbsp;&nbsp;&nbsp; $42203 |
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp; 17 | March-2026 | &nbsp;&nbsp;&nbsp; (1940656)<br>| &nbsp;&nbsp;&nbsp; (1469)<br>| &nbsp;&nbsp;&nbsp; (1469)<br>|
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp; 23 | March-2026 | &nbsp;&nbsp;&nbsp; (2647875)<br>| &nbsp;&nbsp;&nbsp; 11523 | &nbsp;&nbsp;&nbsp; 11523 |
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp; 33 | March-2026 | &nbsp;&nbsp;&nbsp; (3875438)<br>| &nbsp;&nbsp;&nbsp; 66971 | &nbsp;&nbsp;&nbsp; 66971 |
| &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; 119228 | &nbsp;&nbsp;&nbsp; 119228 |
| &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; $(1031321)<br>| &nbsp;&nbsp;&nbsp; $(1031321)<br>|

---

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

<sup>(a)</sup> Futures contracts collateralized by $1,368,736 cash held with Merrill Lynch International, the futures commission merchant.

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement** <br>**Date** | **Counterparty** | **Deliver** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Currency Risk** |  |  |  |  |  |  |
| 03/18/2026 | Deutsche Bank AG | INR | 1629720000 | USD | 17934237 | &nbsp;&nbsp;&nbsp; $221552 |
| 03/18/2026 | Deutsche Bank AG | USD | 18944691 | AUD | 28599430 | &nbsp;&nbsp;&nbsp; 968448 |
| 03/18/2026 | Deutsche Bank AG | USD | 55009702 | EUR | 46885000 | &nbsp;&nbsp;&nbsp; 678087 |
| 03/18/2026 | Deutsche Bank AG | USD | 17505000 | GBP | 12965993 | &nbsp;&nbsp;&nbsp; 236058 |
| 03/18/2026 | Deutsche Bank AG | USD | 1158002 | MXN | 21283377 | &nbsp;&nbsp;&nbsp; 55136 |
| 03/18/2026 | Deutsche Bank AG | USD | 2323836 | NZD | 4004593 | &nbsp;&nbsp;&nbsp; 91172 |
| 03/18/2026 | Deutsche Bank AG | USD | 196584 | PLN | 715000 | &nbsp;&nbsp;&nbsp; 4636 |
| 03/18/2026 | Deutsche Bank AG | USD | 64617 | SGD | 83090 | &nbsp;&nbsp;&nbsp; 896 |
| 02/03/2026 | Goldman Sachs International | BRL | 345566755 | USD | 66366272 | &nbsp;&nbsp;&nbsp; 703499 |
| 02/03/2026 | Goldman Sachs International | USD | 170311974 | BRL | 905823878 | &nbsp;&nbsp;&nbsp; 1807902 |
| 02/27/2026 | Goldman Sachs International | USD | 66661604 | EUR | 57330000 | &nbsp;&nbsp;&nbsp; 1371437 |
| 03/03/2026 | Goldman Sachs International | USD | 38273208 | BRL | 203342878 | &nbsp;&nbsp;&nbsp; 121263 |
| 03/18/2026 | Goldman Sachs International | EUR | 28975000 | USD | 34658446 | &nbsp;&nbsp;&nbsp; 243310 |
| 03/18/2026 | Goldman Sachs International | USD | 555722 | CZK | 11560000 | &nbsp;&nbsp;&nbsp; 7519 |
| 03/18/2026 | Goldman Sachs International | USD | 40733040 | EUR | 34685000 | &nbsp;&nbsp;&nbsp; 464165 |
| 03/18/2026 | Goldman Sachs International | USD | 17447000 | KRW | 25559855000 | &nbsp;&nbsp;&nbsp; 197813 |
| 03/18/2026 | Goldman Sachs International | USD | 12569 | THB | 398313 | &nbsp;&nbsp;&nbsp; 127 |
| 05/08/2026 | Goldman Sachs International | JPY | 1549292500 | USD | 11150000 | &nbsp;&nbsp;&nbsp; 1058925 |
| 03/19/2027 | Goldman Sachs International | INR | 15445512500 | USD | 173750000 | &nbsp;&nbsp;&nbsp; 10461544 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | EUR | 7740194 | USD | 9273533 | &nbsp;&nbsp;&nbsp; 80097 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | JPY | 2189150838 | USD | 14250500 | &nbsp;&nbsp;&nbsp; 52844 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 5374247 | AUD | 8085649 | &nbsp;&nbsp;&nbsp; 255608 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 4418 | CAD | 6131 | &nbsp;&nbsp;&nbsp; 93 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 32927457 | CNY | 231226485 | &nbsp;&nbsp;&nbsp; 307154 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 169428234 | EUR | 144435365 | &nbsp;&nbsp;&nbsp; 2125270 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 4969233 | GBP | 3695128 | &nbsp;&nbsp;&nbsp; 86722 |
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 12050000 | MXN | 211495575 | &nbsp;&nbsp;&nbsp; 5101 |
| 07/07/2026 | J.P. Morgan Chase Bank, N.A. | JPY | 1109773800 | USD | 7940000 | &nbsp;&nbsp;&nbsp; 678368 |
| 03/18/2026 | Merrill Lynch International | USD | 17139868 | COP | 66329575500 | &nbsp;&nbsp;&nbsp; 650542 |
| 03/18/2026 | Merrill Lynch International | USD | 2312603 | GBP | 1731834 | &nbsp;&nbsp;&nbsp; 57024 |
| 03/18/2026 | Merrill Lynch International | USD | 69834947 | KRW | 101947150731 | &nbsp;&nbsp;&nbsp; 542542 |
| 03/18/2026 | Merrill Lynch International | USD | 12480008 | MXN | 226078155 | &nbsp;&nbsp;&nbsp; 406290 |
| 03/18/2026 | Merrill Lynch International | USD | 9085000 | ZAR | 150729235 | &nbsp;&nbsp;&nbsp; 216403 |
| 03/25/2026 | Merrill Lynch International | IDR | 14050606100 | USD | 838442 | &nbsp;&nbsp;&nbsp; 1787 |
| 02/03/2026 | Morgan Stanley and Co. International PLC | BRL | 165478878 | USD | 31639716 | &nbsp;&nbsp;&nbsp; 196292 |
| 03/09/2026 | Morgan Stanley and Co. International PLC | USD | 27100000 | CLP | 25025495000 | &nbsp;&nbsp;&nbsp; 1530977 |
| 03/18/2026 | Morgan Stanley and Co. International PLC | USD | 13130000 | AUD | 19497288 | &nbsp;&nbsp;&nbsp; 445523 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** |
| **Settlement**<br> **Date** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement**<br> **Date** | **Counterparty** | **Deliver** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| 03/18/2026 | Morgan Stanley and Co. International PLC | USD | 180970 | CLP | 166136118 | &nbsp;&nbsp;&nbsp; $9098 |
| 03/18/2026 | Morgan Stanley and Co. International PLC | USD | 38452494 | ZAR | 630142208 | &nbsp;&nbsp;&nbsp; 433173 |
| 04/06/2026 | Morgan Stanley and Co. International PLC | USD | 7665000 | CLP | 6760530000 | &nbsp;&nbsp;&nbsp; 69098 |
| 02/25/2026 | UBS AG | USD | 6156201 | GBP | 4700000 | &nbsp;&nbsp;&nbsp; 274890 |
| 03/18/2026 | UBS AG | USD | 9343042 | EUR | 7943737 | &nbsp;&nbsp;&nbsp; 92153 |
| 03/18/2026 | UBS AG | USD | 26220000 | JPY | 4077407449 | &nbsp;&nbsp;&nbsp; 223874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp; 27434412 |
| **Currency Risk** |  |  |  |  |  |  |
| 03/18/2026 | BNP Paribas S.A. | EUR | 12745797 | USD | 15038996 | &nbsp;&nbsp;&nbsp; (99859)<br>|
| 03/18/2026 | Deutsche Bank AG | AUD | 19805285 | USD | 13119318 | &nbsp;&nbsp;&nbsp; (670657)<br>|
| 03/18/2026 | Deutsche Bank AG | EUR | 39614301 | USD | 46443260 | &nbsp;&nbsp;&nbsp; (608736)<br>|
| 03/18/2026 | Deutsche Bank AG | MXN | 1894072306 | USD | 103054088 | &nbsp;&nbsp;&nbsp; (4906722)<br>|
| 03/18/2026 | Deutsche Bank AG | NZD | 4281000 | USD | 2484233 | &nbsp;&nbsp;&nbsp; (97465)<br>|
| 03/18/2026 | Deutsche Bank AG | PLN | 159271 | USD | 43790 | &nbsp;&nbsp;&nbsp; (1033)<br>|
| 03/18/2026 | Deutsche Bank AG | USD | 10523861 | INR | 956324301 | &nbsp;&nbsp;&nbsp; (130007)<br>|
| 03/18/2026 | Deutsche Bank AG | USD | 8885000 | KRW | 12739401850 | &nbsp;&nbsp;&nbsp; (90570)<br>|
| 03/25/2026 | Deutsche Bank AG | USD | 13130000 | IDR | 220255750000 | &nbsp;&nbsp;&nbsp; (14694)<br>|
| 02/03/2026 | Goldman Sachs International | BRL | 905823878 | USD | 165176279 | &nbsp;&nbsp;&nbsp; (6943598)<br>|
| 02/03/2026 | Goldman Sachs International | USD | 66072686 | BRL | 345566756 | &nbsp;&nbsp;&nbsp; (409913)<br>|
| 03/03/2026 | Goldman Sachs International | BRL | 702481000 | USD | 132221015 | &nbsp;&nbsp;&nbsp; (418921)<br>|
| 03/18/2026 | Goldman Sachs International | CZK | 11455819 | USD | 550713 | &nbsp;&nbsp;&nbsp; (7451)<br>|
| 03/18/2026 | Goldman Sachs International | HUF | 63792316 | USD | 192757 | &nbsp;&nbsp;&nbsp; (4901)<br>|
| 03/18/2026 | Goldman Sachs International | MXN | 660011352 | USD | 36520000 | &nbsp;&nbsp;&nbsp; (1100190)<br>|
| 03/18/2026 | Goldman Sachs International | USD | 34850000 | MXN | 603305775 | &nbsp;&nbsp;&nbsp; (461988)<br>|
| 06/23/2026 | Goldman Sachs International | BRL | 42703450 | USD | 7505000 | &nbsp;&nbsp;&nbsp; (353167)<br>|
| 03/19/2027 | Goldman Sachs International | USD | 173750000 | INR | 15445512500 | &nbsp;&nbsp;&nbsp; (10461543)<br>|
| 02/12/2026 | J.P. Morgan Chase Bank, N.A. | ZAR | 199462020 | USD | 11560000 | &nbsp;&nbsp;&nbsp; (779221)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | AUD | 32690000 | USD | 21270598 | &nbsp;&nbsp;&nbsp; (1490713)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | CAD | 16521786 | USD | 11906059 | &nbsp;&nbsp;&nbsp; (250239)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | CNY | 52980000 | USD | 7544537 | &nbsp;&nbsp;&nbsp; (70377)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | EUR | 88043766 | USD | 103161031 | &nbsp;&nbsp;&nbsp; (1413196)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | GBP | 6901548 | USD | 9178338 | &nbsp;&nbsp;&nbsp; (264885)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | KRW | 45460964000 | USD | 31116334 | &nbsp;&nbsp;&nbsp; (266873)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | MXN | 1031644795 | USD | 57070000 | &nbsp;&nbsp;&nbsp; (1733039)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | NOK | 3427015 | USD | 339057 | &nbsp;&nbsp;&nbsp; (16721)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | SEK | 244000 | USD | 26062 | &nbsp;&nbsp;&nbsp; (1390)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | TRY | 29641000 | USD | 645057 | &nbsp;&nbsp;&nbsp; (14511)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 58174893 | EUR | 48534817 | &nbsp;&nbsp;&nbsp; (527530)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 31863194 | JPY | 4890490460 | &nbsp;&nbsp;&nbsp; (146100)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | USD | 34960000 | MXN | 612775139 | &nbsp;&nbsp;&nbsp; (32241)<br>|
| 03/18/2026 | J.P. Morgan Chase Bank, N.A. | ZAR | 750312096 | USD | 45440000 | &nbsp;&nbsp;&nbsp; (861271)<br>|
| 06/22/2026 | J.P. Morgan Chase Bank, N.A. | ZAR | 97282500 | USD | 5250000 | &nbsp;&nbsp;&nbsp; (711723)<br>|
| 07/14/2026 | J.P. Morgan Chase Bank, N.A. | BRL | 21285900 | USD | 3530000 | &nbsp;&nbsp;&nbsp; (367803)<br>|
| 01/08/2027 | J.P. Morgan Chase Bank, N.A. | AUD | 12420000 | USD | 8328852 | &nbsp;&nbsp;&nbsp; (273342)<br>|
| 02/09/2026 | Merrill Lynch International | BRL | 14143500 | USD | 2245000 | &nbsp;&nbsp;&nbsp; (438125)<br>|
| 03/18/2026 | Merrill Lynch International | COP | 75769214000 | USD | 19579114 | &nbsp;&nbsp;&nbsp; (743123)<br>|
| 03/18/2026 | Merrill Lynch International | GBP | 97907156 | USD | 130522575 | &nbsp;&nbsp;&nbsp; (3441441)<br>|
| 03/18/2026 | Merrill Lynch International | PEN | 3661000 | USD | 1084998 | &nbsp;&nbsp;&nbsp; (553)<br>|
| 04/09/2026 | Merrill Lynch International | AUD | 6245000 | USD | 3788841 | &nbsp;&nbsp;&nbsp; (559022)<br>|
| 05/12/2026 | Merrill Lynch International | EUR | 16730000 | USD | 19314785 | &nbsp;&nbsp;&nbsp; (606998)<br>|

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** |
| **Settlement**<br> **Date** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement**<br> **Date** | **Counterparty** | **Deliver** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| 02/03/2026 | Morgan Stanley and Co. International PLC | USD | 31910000 | BRL | 165478878 | &nbsp;&nbsp;&nbsp; $(466576)<br>|
| 03/18/2026 | Morgan Stanley and Co. International PLC | ZAR | 540999047 | USD | 31509346 | &nbsp;&nbsp;&nbsp; (1875354)<br>|
| 05/13/2026 | Morgan Stanley and Co. International PLC | EUR | 17430000 | USD | 20079360 | &nbsp;&nbsp;&nbsp; (676886)<br>|
| 03/18/2026 | Standard Chartered Bank PLC | KRW | 34773900000 | USD | 23712172 | &nbsp;&nbsp;&nbsp; (293401)<br>|
| 03/18/2026 | Standard Chartered Bank PLC | USD | 17770000 | JPY | 2707732182 | &nbsp;&nbsp;&nbsp; (209104)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp; (45313173)<br>|
| &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; $(17878761)<br>|

---

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  |
| **Reference Entity** | &nbsp;&nbsp; **Buy/Sell** <br>**Protection**<br>| **(Pay)/** <br>**Receive** <br>**Fixed** <br>**Rate**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **Maturity Date** | **Implied** <br>**Credit** <br>**Spread**<sup>(b)</sup> <br>| **Notional Value** | **Notional Value** | **Upfront** <br>**Payments Paid** <br>**(Received)**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| BNP Paribas S.A. | Sell | 1.00% | Quarterly | &nbsp;&nbsp; 12/20/2030 | 0.382% | EUR | 9000000 | &nbsp;&nbsp; $279413 | &nbsp;&nbsp; $306179 | &nbsp;&nbsp; $26766 |
| UBS AG | Sell | 1.00 | Quarterly | &nbsp;&nbsp; 12/20/2028 | 0.290 | EUR | 5170000 | &nbsp;&nbsp; 45851 | &nbsp;&nbsp; 123160 | &nbsp;&nbsp; 77309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Appreciation |  |  |  |  |  | &nbsp;&nbsp; 325264 | &nbsp;&nbsp; 429339 | &nbsp;&nbsp; 104075 |
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| &nbsp;&nbsp;&nbsp; Brazil Government International <br> Bonds<br>| Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2026 | 0.494 | USD | 8280000 | &nbsp;&nbsp; (1402)<br>| &nbsp;&nbsp; (37061)<br>| &nbsp;&nbsp; (35659)<br>|
| Intesa Sanpaolo S.p.A. | Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2028 | 0.209 | EUR | 5170000 | &nbsp;&nbsp; (32222)<br>| &nbsp;&nbsp; (136764)<br>| &nbsp;&nbsp; (104542)<br>|
| Intesa Sanpaolo S.p.A. | Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2030 | 0.346 | EUR | 9000000 | &nbsp;&nbsp; (297017)<br>| &nbsp;&nbsp; (324736)<br>| &nbsp;&nbsp; (27719)<br>|
| &nbsp;&nbsp;&nbsp; Markit CDX North America High <br> Yield Index, Series 45, <br> Version 1<br>| Buy | &nbsp;&nbsp; (5.00) | Quarterly | &nbsp;&nbsp; 12/20/2030 | 2.966 | USD | 117612000 | &nbsp;&nbsp; (8373792)<br>| &nbsp;&nbsp; (9857415)<br>| &nbsp;&nbsp; (1483623)<br>|
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Crossover <br> Index, Series 44, Version 1<br>| Buy | &nbsp;&nbsp; (5.00) | Quarterly | &nbsp;&nbsp; 12/20/2030 | 2.468 | EUR | 93600000 | &nbsp;&nbsp; (10846596)<br>| &nbsp;&nbsp; (11973031)<br>| &nbsp;&nbsp; (1126435)<br>|
| &nbsp;&nbsp;&nbsp; Mexico Government International <br> Bonds<br>| Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2029 | 0.700 | USD | 3795000 | &nbsp;&nbsp; 26025 | &nbsp;&nbsp; (40781)<br>| &nbsp;&nbsp; (66806)<br>|
| &nbsp;&nbsp;&nbsp; Turkey Government International <br> Bonds<br>| Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2030 | 2.173 | USD | 3600000 | &nbsp;&nbsp; 224625 | &nbsp;&nbsp; 181861 | &nbsp;&nbsp; (42764)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Depreciation |  |  |  |  |  | &nbsp;&nbsp; (19300379)<br>| &nbsp;&nbsp; (22187927)<br>| &nbsp;&nbsp; (2887548)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements |  |  |  | &nbsp;&nbsp; $(18975115)<br>| &nbsp;&nbsp; $(21758588)<br>| &nbsp;&nbsp; $(2783473)<br>|

---

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

<sup>(a)</sup> Centrally cleared swap agreements collateralized by $22,223,686 cash held with Counterparties.

<sup>(b)</sup> Implied credit spreads represent the current level, as of January 31, 2026, at which protection could be bought or sold given the terms of the existing credit default swap agreement and serve as an indicator of the current status of the payment/performance risk of the credit default swap agreement. An implied credit spread that has widened or increased since entry into the initial agreement may indicate a deteriorating credit profile and increased risk of default for the reference entity. A declining or narrowing spread may indicate an improving credit profile or decreased risk of default for the reference entity. Alternatively, credit spreads may increase or decrease reflecting the general tolerance for risk in the credit markets generally. 

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

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  |
| **Pay/** <br>**Receive** <br>**Floating** <br>**Rate**<br>| &nbsp;&nbsp; **Floating Rate** <br> **Index**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **(Pay)/** <br>**Receive** <br>**Fixed** <br>**Rate**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **Maturity** <br>**Date**<br>| **Notional Value** | **Notional Value** | **Upfront** <br>**Payments** <br>**Paid** <br>**(Received)**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.83)% | Annually | &nbsp;&nbsp; 08/04/2035 | USD | 42370000 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $9091 | &nbsp;&nbsp; $9091 |
| Pay | BZDIOVRA | At Maturity | 12.91 | At Maturity | &nbsp;&nbsp; 01/03/2033 | BRL | 34931899 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15212 | &nbsp;&nbsp; 15212 |
| Receive | SOFR | Annually | &nbsp;&nbsp; (4.20) | Annually | &nbsp;&nbsp; 07/08/2056 | USD | 33350000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 72948 | &nbsp;&nbsp; 72948 |
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.69) | Annually | &nbsp;&nbsp; 09/04/2035 | USD | 8535000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 101248 | &nbsp;&nbsp; 101248 |
| Pay | BZDIOVRA | At Maturity | 13.54 | At Maturity | &nbsp;&nbsp; 01/03/2033 | BRL | 18008892 | &nbsp;&nbsp; — | &nbsp;&nbsp; 157386 | &nbsp;&nbsp; 157386 |
| Pay | BZDIOVRA | At Maturity | 13.32 | At Maturity | &nbsp;&nbsp; 01/03/2033 | BRL | 34053313 | &nbsp;&nbsp; — | &nbsp;&nbsp; 198295 | &nbsp;&nbsp; 198295 |
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.56) | Annually | &nbsp;&nbsp; 12/12/2035 | USD | 20230000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 471431 | &nbsp;&nbsp; 471431 |
| Pay | &nbsp;&nbsp; 3 Month CZK <br> PRIBOR<br>| Quarterly | &nbsp;&nbsp; 3.79 | Annually | &nbsp;&nbsp; 12/02/2027 | CZK | 2673480000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 613418 | &nbsp;&nbsp; 613418 |
| Pay | &nbsp;&nbsp; 6 Month <br> EURIBOR<br>| Semi-Annually | &nbsp;&nbsp; 2.42 | Annually | &nbsp;&nbsp; 01/29/2029 | EUR | 1192180000 | &nbsp;&nbsp; (184566)<br>| &nbsp;&nbsp; 436974 | &nbsp;&nbsp; 621540 |
| Receive | &nbsp;&nbsp; 6 Month <br> EURIBOR<br>| Semi-Annually | &nbsp;&nbsp; (2.87) | Annually | &nbsp;&nbsp; 11/06/2055 | EUR | 11660000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 824549 | &nbsp;&nbsp; 824549 |
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.52) | Annually | &nbsp;&nbsp; 12/10/2035 | USD | 39830000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1071345 | &nbsp;&nbsp; 1071345 |
| Receive | &nbsp;&nbsp; 6 Month <br> EURIBOR<br>| Semi-Annually | &nbsp;&nbsp; (2.38) | Annually | &nbsp;&nbsp; 12/20/2054 | EUR | 19860000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3606722 | &nbsp;&nbsp; 3606722 |
| Receive | &nbsp;&nbsp; 6 Month <br> EURIBOR<br>| Semi-Annually | &nbsp;&nbsp; (1.98) | Annually | &nbsp;&nbsp; 01/24/2075 | EUR | 12190000 | &nbsp;&nbsp; 87271 | &nbsp;&nbsp; 3843765 | &nbsp;&nbsp; 3756494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation |  |  |  | &nbsp;&nbsp; (97295)<br>| &nbsp;&nbsp; 11422384 | &nbsp;&nbsp; 11519679 |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| Pay | &nbsp;&nbsp; 6 Month <br> EURIBOR<br>| Semi-Annually | &nbsp;&nbsp; 2.38 | Annually | &nbsp;&nbsp; 12/20/2054 | EUR | 19860000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3618053)<br>| &nbsp;&nbsp; (3618053)<br>|
| Pay | KWCDC | Quarterly | &nbsp;&nbsp; 2.82 | Quarterly | &nbsp;&nbsp; 11/16/2027 | KRW | 366736600000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1019578)<br>| &nbsp;&nbsp; (1019578)<br>|
| Receive | SORA | Semi-Annually | &nbsp;&nbsp; (1.52) | Semi-Annually | &nbsp;&nbsp; 01/27/2028 | SGD | 158655000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (170371)<br>| &nbsp;&nbsp; (170371)<br>|
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.86) | Annually | &nbsp;&nbsp; 07/15/2035 | USD | 28285000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (87234)<br>| &nbsp;&nbsp; (87234)<br>|
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.86) | Annually | &nbsp;&nbsp; 07/15/2035 | USD | 28285000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (70333)<br>| &nbsp;&nbsp; (70333)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation |  |  |  | &nbsp;&nbsp; — | &nbsp;&nbsp; (4965569)<br>| &nbsp;&nbsp; (4965569)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements |  |  |  | &nbsp;&nbsp; $(97295)<br>| &nbsp;&nbsp; $6456815 | &nbsp;&nbsp; $6554110 |

---

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

<sup>(a)</sup> Centrally cleared swap agreements collateralized by $22,223,686 cash held with Counterparties.

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

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  |
| **Counterparty** | **Reference Entity** | **Buy/Sell** <br>**Protection**<br>| **(Pay)/** <br>**Receive** <br>**Fixed Rate**<br>| **Payment** <br>**Frequency**<br>| **Maturity** <br>**Date**<br>| **Implied** <br>**Credit** <br>**Spread**<sup>(b)</sup> <br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Upfront** <br>**Payments Paid** <br>**(Received)**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> Crossover Index, Series 42, <br> Version 4<br>| Sell | 5.00% | Quarterly | 12/20/2029 | 1.355% | EUR | 24150000 | $2271542 | $3883429 | $1611887 |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> Crossover Index, Series 42, <br> Version 4<br>| Sell | 5.00 | Quarterly | 12/20/2029 | 0.347 | EUR | 44676910 | 7030698 | 8899954 | 1869256 |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> Crossover Index, Series 42, <br> Version 4<br>| Sell | 5.00 | Quarterly | 12/20/2029 | 1.355 | EUR | 13800000 | 1325154 | 2219102 | 893948 |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> CrossoverIndex, Series 42, <br> Version 4<br>| Sell | 5.00 | Quarterly | 12/20/2029 | 0.347  | EUR | 1942474 | 361924 | 386954 | 25030 |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> CrossoverIndex, Series 42, <br> Version 4<br>| Sell | 5.00 | Quarterly | 12/20/2029 | 1.355  | EUR | 1050000 | 151162 | 168845 | 17683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation |  |  |  |  | 11140480 | 15558284 | 4417804 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>**—(continued)** |
| **Counterparty** | **Reference Entity** | **Buy/Sell**<br> **Protection**<br>| **(Pay)/**<br> **Receive**<br> **Fixed Rate**<br>| **Payment**<br> **Frequency**<br>| **Maturity**<br> **Date**<br>| **Implied**<br> **Credit**<br> **Spread**<sup>(b)</sup><br>| **Notional**<br> **Value** | **Notional**<br> **Value** | **Upfront**<br> **Payments Paid**<br> **(Received)**<br>| **Value** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| Goldman Sachs <br> International<br>| Markit CDX North America <br> High Yield Index, Series 39, <br> Version 1<br>| Buy | (5.00)% | Quarterly | 12/20/2027 | 0.083%  | USD | 596516 | $(51883)<br>| $(53438)<br>| $(1555)<br>|
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit CDX North America <br> High Yield Index, Series 39, <br> Version 1<br>| Buy | (5.00) | Quarterly | 12/20/2027 | 0.083 | USD | 20878039 | (1446934)<br>| (1870317)<br>| (423383)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation |  |  |  |  | (1498817)<br>| (1923755)<br>| (424938)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements |  |  |  |  | $9641663 | $13634529 | $3992866 |

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $32,162,588.

<sup>(b)</sup> Implied credit spreads represent the current level, as of January 31, 2026, at which protection could be bought or sold given the terms of the existing credit default swap agreement and serve as an indicator of the current status of the payment/performance risk of the credit default swap agreement. An implied credit spread that has widened or increased since entry into the initial agreement may indicate a deteriorating credit profile and increased risk of default for the reference entity. A declining or narrowing spread may indicate an improving credit profile or decreased risk of default for the reference entity. Alternatively, credit spreads may increase or decrease reflecting the general tolerance for risk in the credit markets generally. 

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

---

| | |
|:---|:---|
| Abbreviations: | Abbreviations: |
| AUD | —Australian Dollar |
| BBSW | —Bank Bill Swap Rate |
| BRL | —Brazilian Real |
| BZDIOVRA | —Brazil Ceptip DI Interbank Deposit Rate |
| CAD | —Canadian Dollar |
| CHF | —Swiss Franc |
| CLP | —Chile Peso |
| CNY | —Chinese Yuan Renminbi |
| COP | —Colombia Peso |
| CZK | —Czech Koruna |
| EUR | —Euro |
| EURIBOR | —Euro Interbank Offered Rate |
| GBP | —British Pound Sterling |
| HUF | —Hungarian Forint |
| IDR | —Indonesian Rupiah |
| INR | —Indian Rupee |
| JPY | —Japanese Yen |
| KRW | —South Korean Won |
| KWCDC | —South Korean Won Certificate of Deposit |
| MXN | —Mexican Peso |
| NOK | —Norwegian Krone |
| NZD | —New Zealand Dollar |
| PEN | —Peruvian Sol |
| PLN | —Polish Zloty |
| PRIBOR | —Prague Interbank Offerred Rate |
| SEK | —Swedish Krona |
| SGD | —Singapore Dollar |
| SOFR | —Secured Overnight Financing Rate |
| SONIA | —Sterling Overnight Index Average |
| SORA | —Singapore Overnight Rate Average |
| THB | —Thai Baht |
| TRY | —Turkish Lira |
| USD | —U.S. Dollar |
| ZAR | —South African Rand |

---

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 consolidated schedule.

**Invesco Global Strategic Income Fund**

------

**Notes to Quarterly Consolidated Schedule of Portfolio Holdings**

*January 31, 2026*

*(Unaudited)*

**NOTE 1—Additional Valuation Information**

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** | **Total** |
| <br>**Investments in Securities** |  |  |  |  |
| U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $537115725 | &nbsp;&nbsp;&nbsp;&nbsp; $2102879 | &nbsp;&nbsp;&nbsp;&nbsp; $539218604 |
| Non-U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 378405287 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 378405287 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 261277032 | &nbsp;&nbsp;&nbsp;&nbsp; 8470382 | &nbsp;&nbsp;&nbsp;&nbsp; 269747414 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 189340275 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 189340275 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 125378991 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 125378991 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 85363756 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 85363756 |
| Common Stocks & Other Equity Interests | &nbsp;&nbsp;&nbsp;&nbsp; 1059285 | &nbsp;&nbsp;&nbsp;&nbsp; 30836400 | &nbsp;&nbsp;&nbsp;&nbsp; 13646 | &nbsp;&nbsp;&nbsp;&nbsp; 31909331 |
| Variable Rate Senior Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5309138 | &nbsp;&nbsp;&nbsp;&nbsp; 351758 | &nbsp;&nbsp;&nbsp;&nbsp; 5660896 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 2201020 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp;&nbsp;&nbsp; 2201119 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 780793 | &nbsp;&nbsp;&nbsp;&nbsp; 780793 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp; 83595766 | &nbsp;&nbsp;&nbsp;&nbsp; 62141184 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 145736950 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 111497102 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 111497102 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; 86856071 | &nbsp;&nbsp;&nbsp;&nbsp; 1786664890 | &nbsp;&nbsp;&nbsp;&nbsp; 11719557 | &nbsp;&nbsp;&nbsp;&nbsp; 1885240518 |
| **Other Investments - Assets\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 120697 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 120697 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27434412 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 27434412 |
| Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16041558 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16041558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 120697 | &nbsp;&nbsp;&nbsp;&nbsp; 43475970 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43596667 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; (1152018)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1152018)<br>|
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45313173)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45313173)<br>|
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp; (3117922)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (114259542)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (117377464)<br>|
| Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8278055)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8278055)<br>|
|  | &nbsp;&nbsp;&nbsp;&nbsp; (4269940)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (167850770)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (172120710)<br>|
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp; (4149243)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (124374800)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (128524043)<br>|
| **Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp; $82706828 | &nbsp;&nbsp;&nbsp;&nbsp; $1662290090 | &nbsp;&nbsp;&nbsp;&nbsp; $11719557 | &nbsp;&nbsp;&nbsp;&nbsp; $1756716475 |

---

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

\* Forward foreign currency contracts, futures contracts and swap agreements are valued at unrealized appreciation (depreciation). Options written are shown at value.

**Invesco Global Strategic Income Fund**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Invesco Global Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000064708

- **c. LEI of Series:** 5493008ONMVUBK1SII17

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2121398800.72

**Total Liabilities:** $333892532.41

**Net Assets:** $1787506268.31

**Amount of Assets Invested in Other Investment Companies:** $10354605.69

**Delayed Delivery Securities:** $4182058.32

**Cash Not Reported:** $107429176.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4383.79630633 | **1-Year:** -37302.66474190 | **5-Year:** 106563.77701306 | **10-Year:** -95816.44580661 | **30-Year:** -39795.88770830

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

- **3-Month:** -11612.94122319 | **1-Year:** -14167.12500840 | **5-Year:** -61249.93030011 | **10-Year:** -24299.96965070 | **30-Year:** -1462.06553885

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209625 | 0.80%                | 1.11%                | 1.10%                |
| Class ID C000209626 | 1.11%                | 0.80%                | 1.40%                |
| Class ID C000209627 | 0.77%                | 1.08%                | 1.07%                |
| Class ID C000209628 | 0.75%                | 1.05%                | 1.05%                |
| Class ID C000209629 | 0.71%                | 1.02%                | 1.01%                |
| Class ID C000209630 | 0.79%                | 1.10%                | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5838479.21              | $-724986.03                                |
| Month 2  | $5915523.61              | $-6452022.71                               |
| Month 3  | $2059066.15              | $14956125.33                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                               | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Province of Ontario                                                                | Province of Ontario                                                                  | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    13800000 | PA      | $11640079.32  | 0.65%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                               | FREMF Mortgage Trust, Series 2016-K54, Class C                                       | CUSIP: 30288RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4190000 | PA      | $4177107.37   | 0.23%             | 2048-04-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                          | Argentum Netherlands BV for Swiss Re Ltd.                                            | CUSIP: LW2260898<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $466752.64    | 0.03%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                   | Paramount Global                                                                     | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3852000 | PA      | $3792287.95   | 0.21%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                   | Teva Pharmaceutical Finance Netherlands III B.V.                                     | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      850000 | PA      | $650927.73    | 0.04%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                                  | TransCanada Trust, Series 16-A                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     3609000 | PA      | $3619646.55   | 0.20%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia S.A.                                                      | Grupo Financiero Galicia S.A., Class B                                               | CUSIP: N/A<br>LEI: 5299008H3AXIXV5G3C23       | Long             | EC               | CORP              | AR        |     1987552 | NS      | $11412614.21  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                           | YPF S.A.                                                                             | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | CORP              | AR        |      800000 | PA      | $808661.60    | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                                 | Aberdeen Group PLC                                                                   | CUSIP: AP5373554<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1802962.78   | 0.10%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GMR Hyderabad International Airport Ltd.                                           | GMR Hyderabad International Airport Ltd.                                             | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     4650000 | PA      | $4602070.96   | 0.26%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.a.r.l.                                          | Telenet Finance Luxembourg Notes S.a.r.l.                                            | CUSIP: AQ2322842<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $4199440.43   | 0.23%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                               | FREMF Mortgage Trust, Series 2017-K62, Class B                                       | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      840000 | PA      | $834883.22    | 0.05%             | 2050-01-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                          | Ivory Coast Government International Bond                                            | CUSIP: AR6697171<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2300000 | PA      | $2779109.51   | 0.16%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina S.A.                                                          | Banco BBVA Argentina S.A.                                                            | CUSIP: N/A<br>LEI: 579100KKDBKJFDKKD024       | Long             | EC               | CORP              | AR        |      860393 | NS      | $6033064.98   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                                   | Banco Macro S.A., Class B                                                            | CUSIP: N/A<br>LEI: 579100KKDKKIFEBKK040       | Long             | EC               | CORP              | AR        |      938301 | NS      | $9929931.67   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                            | M&G PLC                                                                              | CUSIP: AU5739902<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      925000 | PA      | $963734.38    | 0.05%             | 2048-10-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2842 | PA      | $123.06       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       93315 | PA      | $11715.19     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        4782 | PA      | $237.27       | 0.00%             | 2035-03-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                 | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7         | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      385146 | PA      | $317091.55    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298SZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11497 | PA      | $11887.41     | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 31385XQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5119 | PA      | $5278.99      | 0.00%             | 2033-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 31403NNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8868 | PA      | $9269.44      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6451 | PA      | $6653.56      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, ARM                                        | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         144 | PA      | $143.70       | 0.00%             | 2027-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2741 | PA      | $2769.98      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         146 | PA      | $147.39       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208LPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2507 | PA      | $2541.99      | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208PTH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15083 | PA      | $15402.47     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208T6S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         880 | PA      | $891.63       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208VZJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         133 | PA      | $133.52       | 0.00%             | 2028-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          94 | PA      | $95.07        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36208YJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         852 | PA      | $861.21       | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         569 | PA      | $573.96       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         962 | PA      | $969.25       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209SUB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1209 | PA      | $1213.55      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36210APC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3433 | PA      | $3468.24      | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36225A3G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         489 | PA      | $495.23       | 0.00%             | 2028-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        4197 | PA      | $105.79       | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         262 | PA      | $266.22       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         980 | PA      | $44.05        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TCZR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         213 | PA      | $215.28       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        7346 | PA      | $371.57       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TDE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         501 | PA      | $505.62       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31359UZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       20812 | PA      | $21130.29     | 0.00%             | 2028-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TJC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2260 | PA      | $2259.67      | 0.00%             | 2029-02-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31359VVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         594 | PA      | $599.87       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JZP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       13547 | PA      | $889.69       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TLPZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3054 | PA      | $102.38       | 0.00%             | 2029-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       32485 | PA      | $2663.28      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       17021 | PA      | $1563.93      | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       19875 | PA      | $1817.08      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       13421 | PA      | $1181.81      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TR6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        1188 | PA      | $1218.25      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Grantor Trust                                                           | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 31358S7C9<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     1317031 | PA      | $544.46       | 0.00%             | 2040-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31359SVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       14475 | PA      | $14938.07     | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       14491 | PA      | $15115.85     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       11925 | PA      | $1262.11      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      196870 | PA      | $18578.03     | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2633 | PA      | $2755.28      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       60377 | PA      | $5770.10      | 0.00%             | 2031-11-18      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         836 | PA      | $42.46        | 0.00%             | 2031-12-18      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        1224 | PA      | $123.73       | 0.00%             | 2031-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Grantor Trust                                                           | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 3139216D5<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     7981617 | PA      | $48968.02     | 0.00%             | 2041-12-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392BKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       30057 | PA      | $30930.85     | 0.00%             | 2032-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       15049 | PA      | $1334.75      | 0.00%             | 2032-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31339MRQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2943 | PA      | $2949.96      | 0.00%             | 2029-07-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       72071 | PA      | $8673.98      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       23777 | PA      | $2369.20      | 0.00%             | 2032-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       26926 | PA      | $27242.83     | 0.00%             | 2032-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      121559 | PA      | $13058.15     | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       13614 | PA      | $1456.35      | 0.00%             | 2032-04-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       28521 | PA      | $2859.86      | 0.00%             | 2032-03-18      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       10518 | PA      | $10961.74     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       24139 | PA      | $24410.41     | 0.00%             | 2032-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       18331 | PA      | $1465.15      | 0.00%             | 2032-04-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       25327 | PA      | $25620.89     | 0.00%             | 2032-02-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       44393 | PA      | $5262.30      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       17765 | PA      | $1843.80      | 0.00%             | 2032-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       25902 | PA      | $26202.87     | 0.00%             | 2032-02-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       12979 | PA      | $1194.70      | 0.00%             | 2032-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       17778 | PA      | $1753.44      | 0.00%             | 2032-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       24364 | PA      | $2528.61      | 0.00%             | 2032-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       18735 | PA      | $18751.40     | 0.00%             | 2032-10-18      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        2117 | PA      | $14.93        | 0.00%             | 2026-06-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        8276 | PA      | $8373.33      | 0.00%             | 2032-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       11844 | PA      | $645.26       | 0.00%             | 2032-12-18      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392GCE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       33811 | PA      | $33831.86     | 0.00%             | 2032-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       21417 | PA      | $21665.15     | 0.00%             | 2032-02-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       17714 | PA      | $1016.91      | 0.00%             | 2029-06-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392FJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        5616 | PA      | $5683.34      | 0.00%             | 2032-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       31231 | PA      | $3011.59      | 0.00%             | 2032-12-18      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       42234 | PA      | $4690.36      | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      186140 | PA      | $17985.08     | 0.00%             | 2033-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31392HMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        7664 | PA      | $7755.52      | 0.00%             | 2032-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3076 | PA      | $3077.23      | 0.00%             | 2033-01-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      106640 | PA      | $11473.69     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       30446 | PA      | $3959.05      | 0.00%             | 2033-02-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31392JDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      120243 | PA      | $12897.90     | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAYU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      217392 | PA      | $26227.65     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      127303 | PA      | $14247.91     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       20018 | PA      | $2731.77      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      114228 | PA      | $17994.13     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       70670 | PA      | $10654.09     | 0.00%             | 2033-05-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31393VKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       29128 | PA      | $28785.68     | 0.00%             | 2032-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      258968 | PA      | $32181.22     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                             | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18266 | PA      | $17671.13     | 0.00%             | 2033-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31394KL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      121447 | PA      | $8157.14      | 0.00%             | 2033-10-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16881 | PA      | $16857.52     | 0.00%             | 2033-11-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       81964 | PA      | $10102.88     | 0.00%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       67032 | PA      | $8904.71      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       36887 | PA      | $4906.90      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       82055 | PA      | $9496.88      | 0.00%             | 2033-10-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       48056 | PA      | $6360.72      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       23370 | PA      | $3258.28      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      213209 | PA      | $13556.91     | 0.00%             | 2035-01-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       48980 | PA      | $4305.87      | 0.00%             | 2035-03-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      277534 | PA      | $24274.94     | 0.00%             | 2035-05-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       55313 | PA      | $2031.01      | 0.00%             | 2035-05-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      146767 | PA      | $6862.41      | 0.00%             | 2035-05-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      282353 | PA      | $23083.92     | 0.00%             | 2035-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                      | Citigroup Mortgage Loan Trust, Series 2005-2, Class 1A3                              | CUSIP: 17307GRB6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      283374 | PA      | $277494.78    | 0.02%             | 2035-05-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                            | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19243 | PA      | $18517.96     | 0.00%             | 2035-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      128741 | PA      | $6472.08      | 0.00%             | 2035-07-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                 | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8        | CUSIP: 12669G5U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      212463 | PA      | $211753.71    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                         | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        2920 | PA      | $389.63       | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       60762 | PA      | $71705.12     | 0.00%             | 2035-08-15      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       88113 | PA      | $104340.63    | 0.01%             | 2036-03-25      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                      | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61908 | PA      | $60134.49     | 0.00%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       78797 | PA      | $88480.96     | 0.00%             | 2036-06-25      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| IM Pastor 4, FTA                                                                   | IM Pastor 4, FTA, Series B                                                           | CUSIP: BCC0QWGY0<br>LEI: 95980020140005262912 | Long             | ABS-MBS          | CORP              | ES        |     2300000 | PA      | $1977159.26   | 0.11%             | 2044-03-22      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                                | Newgate Funding PLC, Series 2006-2, Class CB                                         | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |     1009106 | PA      | $1110075.40   | 0.06%             | 2050-12-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31396KV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      280990 | PA      | $14991.76     | 0.00%             | 2036-09-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                                | MASTR Asset Backed Securities Trust, Series 2006-WMC3, Class A3                      | CUSIP: 55291KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2756174 | PA      | $929657.60    | 0.05%             | 2036-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                             | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 2A1A                    | CUSIP: 126686AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16363 | PA      | $14805.31     | 0.00%             | 2036-11-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                             | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17696 | PA      | $14273.60     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                 | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       39482 | PA      | $4518.98      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20764 | PA      | $20723.62     | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      575931 | PA      | $45141.64     | 0.00%             | 2037-06-25      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       66194 | PA      | $6839.62      | 0.00%             | 2037-12-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       37576 | PA      | $3280.27      | 0.00%             | 2038-04-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      126466 | PA      | $9982.59      | 0.00%             | 2038-05-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       31094 | PA      | $1588.69      | 0.00%             | 2038-07-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31397NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       47980 | PA      | $48641.03     | 0.00%             | 2037-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       54802 | PA      | $4961.46      | 0.00%             | 2039-12-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       61091 | PA      | $58827.38     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      310664 | PA      | $20698.21     | 0.00%             | 2041-04-16      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       75475 | PA      | $6580.05      | 0.00%             | 2041-10-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       37663 | PA      | $36335.59     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      403646 | PA      | $29664.97     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      267456 | PA      | $28550.95     | 0.00%             | 2042-12-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                                      | Morgan Stanley Re-REMIC Trust, Series 2012-R3, Class 1B                              | CUSIP: 61761KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4666731 | PA      | $4175226.87   | 0.23%             | 2036-11-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11506617 | PA      | $149355.88    | 0.01%             | 2050-10-12      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                      | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5373814 | PA      | $68512.90     | 0.00%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                  | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3811631 | PA      | $42033.53     | 0.00%             | 2050-11-13      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                     | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3891331 | PA      | $49217.94     | 0.00%             | 2050-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                              | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5240181 | PA      | $68156.94     | 0.00%             | 2050-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                           | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8216143 | PA      | $77807.70     | 0.00%             | 2051-01-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                          | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      817000 | PA      | $817966.51    | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sabine Oil & Gas Holdings, Inc.                                                    | Sabine Oil & Gas Holdings, Inc.                                                      | CUSIP: 78532M104<br>LEI: 2MNR4Q42DBL85U7RD221 | Long             | EC               | CORP              | US        |        2510 | NS      | $175.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Claire's Holdings LLC                                                              | Claire's Holdings LLC, Pfd.                                                          | CUSIP: 179584917<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         195 | NS      | $98.48        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Claire's Holdings LLC                                                              | Claire's Holdings LLC, Class S                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         614 | NS      | $33.77        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alba PLC                                                                           | Alba PLC, Series 2007-1, Class F                                                     | CUSIP: BCC0XU0N7<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |     1271495 | PA      | $1616451.96   | 0.09%             | 2039-03-17      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                            | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      608000 | PA      | $607829.64    | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                    | Nordea Bank Abp                                                                      | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    10000000 | PA      | $10026510.00  | 0.56%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Cresud S.A. Comercial Inmobiliaria Financiera y Agropecuaria                       | Cresud S.A. Comercial Inmobiliaria Financiera y Agropecuaria                         | CUSIP: N/A<br>LEI: 529900OJF9C0NUFNN613       | Long             | EC               | CORP              | AR        |      325887 | NS      | $455924.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                        | International Finance Corp.                                                          | CUSIP: AM4724424<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $104534.24    | 0.01%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                            | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     4250000 | PA      | $4253435.28   | 0.24%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                   | Virgin Media Secured Finance PLC                                                     | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1344000 | PA      | $1326308.52   | 0.07%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      511000 | PA      | $505603.79    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                         | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |    54337229 | NS      | $54337228.69  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                           | Lloyds Banking Group PLC                                                             | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5200000 | PA      | $5243633.20   | 0.29%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                              | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    41801506 | PA      | $1080807.20   | 0.06%             | 2029-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                              | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     5043903 | PA      | $7963.82      | 0.00%             | 2026-05-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Prosil Acquisition S.A.                                                            | Prosil Acquisition S.A., Series 2019-1, Class A                                      | CUSIP: N/A<br>LEI: 529900REZH4056FENJ94       | Long             | ABS-MBS          | CORP              | LU        |     2470131 | PA      | $2405376.18   | 0.13%             | 2039-10-31      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2006-2X, Class E1C                                              | CUSIP: BCC0T5HQ2<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     5550000 | PA      | $6909774.95   | 0.39%             | 2044-12-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Beazley Insurance DAC                                                              | Beazley Insurance DAC                                                                | CUSIP: ZR4409044<br>LEI: 549300WWULDAFCPEU084 | Long             | DBT              | CORP              | IE        |     2880000 | PA      | $2956473.68   | 0.17%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                          | FMC Corp.                                                                            | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      130000 | PA      | $116809.00    | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4399000 | PA      | $4205162.46   | 0.24%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                     | ING Groep N.V.                                                                       | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     7000000 | PA      | $7046126.15   | 0.39%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales, S.A.                                                 | Telecomunicaciones Digitales, S.A.                                                   | CUSIP: ZQ3057432<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1750000 | PA      | $1668271.75   | 0.09%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale                                                                  | La Banque Postale                                                                    | CUSIP: ZQ5981241<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $4508494.81   | 0.25%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Alhambra SME Funding DAC                                                           | Alhambra SME Funding DAC, Series 2019-1, Class D                                     | CUSIP: BCC2KKGU6<br>LEI: 635400YAJGI5TGJENW90 | Long             | ABS-CBDO         | CORP              | IE        |       98679 | PA      | $109516.00    | 0.01%             | 2028-11-30      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| EnerSys                                                                            | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      605000 | PA      | $601078.57    | 0.03%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                              | Claire's Stores, Inc., Term Loan                                                     | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |      196048 | PA      | $13233.27     | 0.00%             | 2026-12-18      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                        | Prosus N.V.                                                                          | CUSIP: ZP4820434<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1735255.37   | 0.10%             | 2030-01-21      | Fixed         | 3.68%                 | 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        |     2151771 | PA      | $2132874.85   | 0.12%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                              | Dominican Republic International Bond                                                | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      720000 | PA      | $703260.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                                   | Brazil Notas do Tesouro Nacional, Class NTNF                                         | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   523000000 | PA      | $89627262.54  | 5.01%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3489610.79   | 0.20%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Invesco Government & Agency Portfolio                                              | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |    29258538 | NS      | $29258537.56  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                          | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75540000 | PA      | $79039626.18  | 4.42%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                           | African Development Bank                                                             | CUSIP: ZP3697759<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   222000000 | PA      | $1803921.25   | 0.10%             | 2050-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                 | General Motors Co.                                                                   | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     8383000 | PA      | $8716807.37   | 0.49%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Invesco Private Government Fund                                                    | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    17275549 | NS      | $17275549.15  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                | Ludgate Funding PLC, Series 2007-1, Class MA                                         | CUSIP: BCC0YN9Q6<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     2002435 | PA      | $2613824.02   | 0.15%             | 2061-01-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                             | BP Capital Markets PLC                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1315000 | PA      | $1305977.65   | 0.07%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: —       |
| Banco Mercantil del Norte, S.A.                                                    | Banco Mercantil del Norte, S.A.                                                      | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1850000 | PA      | $1996899.25   | 0.11%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                         | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    44865635 | NS      | $44865634.65  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                              | Freeport-McMoRan Inc.                                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6660000 | PA      | $6714636.84   | 0.38%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5263811.49  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5197732.45  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5197732.45   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                           | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1381000 | PA      | $1351223.15   | 0.08%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                         | Sensata Technologies, Inc.                                                           | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      650000 | PA      | $610216.62    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | McDermott International Inc., Wrts. 2027-06-30                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       76715 | NS      | $2301.45      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                                | McDermott International Inc., Wrts. 2027-06-30                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       85239 | NS      | $2557.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Iron Mountain Inc.                                                                 | Iron Mountain Inc.                                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      658000 | PA      | $629240.60    | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                   | Argentine Republic Government International Bond                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5400000 | PA      | $3917700.00   | 0.22%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                   | Argentine Republic Government International Bond                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3265920 | PA      | $2771133.12   | 0.16%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                      | Hologic, Inc.                                                                        | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      658000 | PA      | $655977.90    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                            | CPI Property Group S.A.                                                              | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |     4100000 | PA      | $4779765.31   | 0.27%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                              | Dominican Republic International Bond                                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1151676.00   | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Murray Energy Corp.                                                                | Murray Energy Corp.                                                                  | CUSIP: N/A<br>LEI: 549300WM5IIFYHZYTT63       | Long             | EC               | CORP              | US        |        1116 | NS      | $119923.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                | Lithia Motors, Inc.                                                                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      650000 | PA      | $626060.50    | 0.04%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-438125.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5263811.49   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-559021.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1058925.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-606997.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-676886.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-711722.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $678368.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-367802.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-353166.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-779220.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $274889.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1490713.11  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-266872.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13469.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1530977.11   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22127.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79934.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $92.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73389.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45500.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1652229.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55857.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-402658.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-813662.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49434.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-250238.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1390.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16721.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4900.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33887.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18955.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-743123.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $650541.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $91171.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-97464.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $895.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-553.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4066910.95  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55136.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25232.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-814579.07   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9098.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-175212.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-792616.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-967153.47   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52584.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-274280.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-104777.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1127400.74  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50923.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $542542.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1787.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-130007.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $221552.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $968448.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-670656.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4635.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-70376.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $307153.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1032.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $127.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1102181.58  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-773171.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $194906.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7451.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7519.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14511.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-264885.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-557812.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $255608.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23372.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-466445.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-146099.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $406290.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $311257.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9041.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54341.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $325538.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $225680.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1949623.56  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4867668.43  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                  | Lamar Media Corp.                                                                    | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1891200.15   | 0.11%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                         | Allison Transmission, Inc.                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1369000 | PA      | $1291147.27   | 0.07%             | 2031-01-30      | Fixed         | 3.75%                 | 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      | $216402.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-861270.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $445522.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $236058.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-273342.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $678086.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1266594.02  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $241038.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1100190.15  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $820339.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14693.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $69098.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $197813.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1371436.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $86721.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $92153.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $223126.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $224795.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32241.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5101.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4439.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45518.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-293401.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $135188.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $88686.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14444.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-78110.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13868.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $311556.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $124786.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-299117.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $107394.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-111860.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-119803.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-209103.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90569.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-398065.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $489617.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-51353.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-466576.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $261.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39665.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40431.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      149000 | PA      | $140179.59    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                           | Studio City Finance Ltd.                                                             | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      736000 | PA      | $713677.33    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Zurich Finance (Ireland) DAC                                                       | Zurich Finance (Ireland) DAC                                                         | CUSIP: BN4784409<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |     7200000 | PA      | $6565340.74   | 0.37%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                 | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      354000 | PA      | $317814.65    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                                  | PennyMac Financial Services, Inc.                                                    | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      310000 | PA      | $298498.75    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                           | Comstock Resources, Inc.                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      607000 | PA      | $611243.54    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                    | Air Lease Corp., Series B                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      663000 | PA      | $662099.12    | 0.04%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                                  | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      607000 | PA      | $613609.62    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                                  | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      687510 | PA      | $688337.34    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                            | NESCO Holdings II, Inc.                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      623000 | PA      | $614287.41    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MGM China Holdings Ltd.                                                            | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     2960000 | PA      | $2949374.84   | 0.16%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                              | United Airlines, Inc.                                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3664000 | PA      | $3663384.08   | 0.20%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      764000 | PA      | $669117.27    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Carriage Services, Inc.                                                            | Carriage Services, Inc.                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1021000 | PA      | $983883.48    | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                 | Southern Co. (The), Series 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5367000 | PA      | $5346630.62   | 0.30%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Uniti Services LLC, Wrts.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         399 | NS      | $8578.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                    | Great Lakes Dredge & Dock Corp.                                                      | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |      650000 | PA      | $639885.03    | 0.04%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      736000 | PA      | $661117.42    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                        | BNP Paribas                                                                          | CUSIP: BP5476422<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7300000 | PA      | $9911062.22   | 0.55%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2006-4X, Class E1C                                              | CUSIP: BCC0UB5E7<br>LEI: 21380013477BR2UW8M54 | Long             | ABS-MBS          | CORP              | GB        |     4135722 | PA      | $5034769.22   | 0.28%             | 2044-12-10      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Great Hall Mortgages No.1 PLC                                                      | Great Hall Mortgages No.1 PLC, Series 2007-2X, Class EB                              | CUSIP: BCC0YMFK4<br>LEI: 213800TM9KICQKGTYR78 | Long             | ABS-MBS          | CORP              | GB        |     4570000 | PA      | $5424122.12   | 0.30%             | 2039-06-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                 | Vodafone Group PLC                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1348000 | PA      | $1269056.54   | 0.07%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                               | CEMEX S.A.B. de C.V.                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2487000 | PA      | $2484508.03   | 0.14%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                 | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     7515000 | PA      | $8023496.09   | 0.45%             | 2030-07-15      | Fixed         | 6.20%                 | 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        |     3064000 | PA      | $2669469.25   | 0.15%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                                        | Telecom Italia Capital S.A.                                                          | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      595000 | PA      | $624801.17    | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                          | Directv Financing LLC / Directv Financing Co-Obligor Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $125673.25    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2007-2X, Class D1A                                              | CUSIP: BCC0WM139<br>LEI: 213800NEJVUXH4MS6Y78 | Long             | ABS-MBS          | CORP              | GB        |     8400000 | PA      | $8887392.03   | 0.50%             | 2045-03-13      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                     | Aircastle Ltd.                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      653000 | PA      | $654331.60    | 0.04%             | N/A             | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 36209MGF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19308 | PA      | $19558.62     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                | Petroleos Mexicanos                                                                  | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      310000 | PA      | $295569.16    | 0.02%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                   | Clarivate Science Holdings Corp.                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1009000 | PA      | $868163.58    | 0.05%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| RLJ LODGING TRUST, L.P.                                                            | RLJ LODGING TRUST, L.P.                                                              | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      651000 | PA      | $619816.97    | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-37061.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                                   | Brazil Notas do Tesouro Nacional, Series B                                           | CUSIP: EK6971114<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    26010000 | PA      | $20119231.48  | 1.13%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                                | Roller Bearing Co. of America, Inc.                                                  | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |      981000 | PA      | $967262.17    | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co, Inc.                                               | New Enterprise Stone & Lime Co, Inc.                                                 | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      599000 | PA      | $599612.78    | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                          | BPCE S.A., Series NC5.                                                               | CUSIP: BR7719148<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3521933.99   | 0.20%             | 2042-01-13      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                      | Iliad Holding                                                                        | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      143000 | PA      | $144749.46    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | 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        |        8276 | PA      | $8024.17      | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       12237 | PA      | $755.25       | 0.00%             | 2035-02-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       49320 | PA      | $3035.09      | 0.00%             | 2035-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      215600 | PA      | $11583.15     | 0.00%             | 2037-04-16      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                       | Viatris Inc.                                                                         | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     2254000 | PA      | $1736228.99   | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                               | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      500000 | PA      | $492995.70    | 0.03%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                             | Sempra                                                                               | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10842000 | PA      | $10748840.12  | 0.60%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                     | British Telecommunications PLC                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    10850000 | PA      | $10809173.62  | 0.60%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                                | Iron Mountain Information Management Services, Inc.                                  | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      627000 | PA      | $600243.78    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                       | Vistra Corp.                                                                         | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      296000 | PA      | $301651.23    | 0.02%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                       | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      896000 | PA      | $819109.97    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CHS/Community Health Systems, Inc.                                                 | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      339000 | PA      | $319903.82    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Eurosail PLC                                                                       | Eurosail PLC, Series 2006-2X, Class D1A                                              | CUSIP: BCC0T5HN9<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     6300000 | PA      | $7027234.71   | 0.39%             | 2044-12-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                               | Sitios Latinoamerica, S.A.B. de C.V.                                                 | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     4745000 | PA      | $4788805.84   | 0.27%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                                              | Clydesdale Acquisition Holdings, Inc.                                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      318000 | PA      | $318494.89    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2                 | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6795000 | PA      | $6954844.22   | 0.39%             | 2042-03-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-DNA3, Class M1                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7163013.20   | 0.40%             | 2042-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corp.                                       | U.S. International Development Finance Corp., Series 4                               | CUSIP: 90376PEX5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     1120000 | PA      | $1102774.19   | 0.06%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Alba PLC                                                                           | Alba PLC, Series 2006-2, Class F                                                     | CUSIP: BCC0TR7H5<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |      833976 | PA      | $1046821.57   | 0.06%             | 2038-12-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Iris Holding, Inc. (Intertape)                                                     | Iris Holding, Inc. (Intertape), First Lien Term Loan                                 | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |      360000 | PA      | $349313.40    | 0.02%             | 2028-06-28      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-HQA2, Class M1                                              | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3653402.90   | 0.20%             | 2042-07-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2                 | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3150000 | PA      | $3266493.93   | 0.18%             | 2042-07-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-HQA3, Class M1                                              | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3641884.40   | 0.20%             | 2042-08-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-HQA3, Class M2                                              | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3745000 | PA      | $3988168.84   | 0.22%             | 2042-08-25      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                          | OBX Trust, Series 2022-NQM7, Class A2                                                | CUSIP: 67117DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1195387 | PA      | $1195912.96   | 0.07%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                          | OBX Trust, Series 2022-NQM7, Class A3                                                | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      621601 | PA      | $622242.23    | 0.03%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Financiero Invernea Proteina 2                                         | Fideicomiso Financiero Invernea Proteina 2, Serie II                                 | CUSIP: BCC37HGV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AR        |   311500000 | PA      | $1736111.27   | 0.10%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KPXJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13600310 | PA      | $13683286.42  | 0.77%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      236843 | PA      | $237878.88    | 0.01%             | 2042-09-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                 | Newell Brands Inc.                                                                   | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      288000 | PA      | $288547.78    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                      | Enbridge Inc.                                                                        | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7381000 | PA      | $7606104.26   | 0.43%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| Mattel, Inc.                                                                       | Mattel, Inc.                                                                         | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1807000 | PA      | $1841831.82   | 0.10%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                | Petroleos Mexicanos                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6400000 | PA      | $6875718.40   | 0.38%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BB Blue Financing DAC                                                              | BB Blue Financing DAC, Series A1                                                     | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |     1750000 | PA      | $1703291.21   | 0.10%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                  | Hannover Rueck SE                                                                    | CUSIP: ZN2140640<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $4958979.21   | 0.28%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: ZN7006218<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $3381105.21   | 0.19%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                          | BPCE S.A.                                                                            | CUSIP: ZM4787812<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     8700000 | PA      | $10916814.78  | 0.61%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      762935 | PA      | $779627.45    | 0.04%             | 2043-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3665084.40   | 0.21%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                          | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $9924839.61   | 0.56%             | 2026-06-05      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                            | RB Global Holdings Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      850000 | PA      | $866856.35    | 0.05%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                            | RB Global Holdings Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      318000 | PA      | $331876.57    | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |     1367501 | PA      | $1384318.64   | 0.08%             | 2043-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                                   | Fideicomiso Dorrego y Libertador                                                     | CUSIP: BCC39CJN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AR        |     7698968 | PA      | $6679624.64   | 0.37%             | 2043-12-31      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                                   | Fideicomiso Dorrego y Libertador                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |    83227881 | PA      | $54646.38     | 0.00%             | 2043-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                         | Cloud Software Group, Inc.                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      350000 | PA      | $353832.95    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14214617 | PA      | $14272266.79  | 0.80%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140XKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13948892 | PA      | $14225521.07  | 0.80%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1                 | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4960146 | PA      | $5010552.49   | 0.28%             | 2043-04-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                      | Navient Corp.                                                                        | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      205000 | PA      | $220893.65    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13183434 | PA      | $13434506.16  | 0.75%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                 | Iron Mountain Inc.                                                                   | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1156678.88   | 0.06%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA1, Class M1                                              | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |     6498100 | PA      | $6811780.83   | 0.38%             | 2043-05-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R04, Class 1M1                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1533354 | PA      | $1567274.03   | 0.09%             | 2043-05-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                   | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DN2N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19388009 | PA      | $19165047.51  | 1.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140QPRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15516287 | PA      | $15317530.00  | 0.86%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2334000 | PA      | $2763843.44   | 0.15%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: —       |
| HUB International Ltd.                                                             | HUB International Ltd.                                                               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      853000 | PA      | $890450.11    | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-1870317.32  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |      410995 | PA      | $411802.75    | 0.02%             | 2043-06-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2163698.67   | 0.12%             | 2043-06-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                      | Petrobras Global Finance B.V.                                                        | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1880505.00   | 0.11%             | 2033-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Eurosail-UK NC PLC                                                                 | Eurosail-UK NC PLC, Series 2007-1X, Class D1A                                        | CUSIP: BCC0VXRD6<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     2800000 | PA      | $2870335.80   | 0.16%             | 2045-03-13      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Eurosail-UK NC PLC                                                                 | Eurosail-UK NC PLC, Series 2007-1X, Class D1C                                        | CUSIP: BCC0VXRF1<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     1750000 | PA      | $2107613.91   | 0.12%             | 2045-03-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SC Germany S.A. Compartment Consumer Trust                                         | SC Germany S.A. Compartment Consumer Trust, Series 2021-1, Class E                   | CUSIP: BCC32SYK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     7047113 | PA      | $8307340.55   | 0.46%             | 2035-11-14      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                     | Ecopetrol S.A.                                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4600000 | PA      | $4930983.80   | 0.28%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M1                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      716014 | PA      | $719057.55    | 0.04%             | 2043-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M2                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145000 | PA      | $1177654.14   | 0.07%             | 2043-07-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1B1                 | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1310000 | PA      | $1385386.83   | 0.08%             | 2043-07-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                   | LCM Investments Holdings II, LLC                                                     | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      566000 | PA      | $596584.94    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                      | Univision Communications Inc.                                                        | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      330000 | PA      | $340750.41    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     7383000 | PA      | $7696378.89   | 0.43%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                        | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2972000 | PA      | $3013674.75   | 0.17%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                 | Greystar Real Estate Partners, LLC                                                   | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      236000 | PA      | $249216.47    | 0.01%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                        | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2947000 | PA      | $2978028.23   | 0.17%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                        | ONEOK, Inc.                                                                          | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3698000 | PA      | $3894619.26   | 0.22%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                           | Celanese US Holdings LLC                                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      451000 | PA      | $477397.93    | 0.03%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Telefonica Europe, B.V.                                                            | Telefonica Europe, B.V.                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     3600000 | PA      | $4763034.53   | 0.27%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                            | Minerva Luxembourg S.A.                                                              | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     1800000 | PA      | $1967709.60   | 0.11%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                        | Carvana Co.                                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      574590 | PA      | $632604.89    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| YPF S.A.                                                                           | YPF S.A., Class D                                                                    | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | EC               | CORP              | AR        |       69884 | NS      | $2885338.45   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                            | J. M. Smucker Co. (The)                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     3489000 | PA      | $3654180.18   | 0.20%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                           | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5593000 | PA      | $5696878.79   | 0.32%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                           | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1034646.74   | 0.06%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Hilcorp Energy I, L.P.                                                             | Hilcorp Energy I, L.P.                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      585000 | PA      | $607718.48    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2023-HQA3, Class M2                                              | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $7259490.00   | 0.41%             | 2043-11-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                         | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3963000 | PA      | $4188071.61   | 0.23%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M1                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      357563 | PA      | $358315.95    | 0.02%             | 2043-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2                 | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655000 | PA      | $668401.43    | 0.04%             | 2043-10-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                               | Bayer US Finance LLC                                                                 | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     4573000 | PA      | $4638394.91   | 0.26%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                                      | Eurobank S.A.                                                                        | CUSIP: ZG2610597<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     1825000 | PA      | $2338712.45   | 0.13%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                     | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     3671000 | PA      | $3869880.94   | 0.22%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: —       |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                       | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      897000 | PA      | $930549.63    | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                            | EnerSys                                                                              | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      286000 | PA      | $296579.71    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                               | Energy Transfer L.P.                                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2250626.01   | 0.13%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $123159.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-136764.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                     | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                       | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      577000 | PA      | $599737.84    | 0.03%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                 | Ares Capital Corp.                                                                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4670006.07   | 0.26%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Treasury Corp. of Victoria                                                         | Treasury Corp. of Victoria                                                           | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    16605000 | PA      | $11690087.25  | 0.65%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                 | State Street Corp., Series I                                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     3415000 | PA      | $3544233.85   | 0.20%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| United Kingdom Gilt                                                                | United Kingdom Gilt                                                                  | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6680000 | PA      | $7920718.68   | 0.44%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                       | Vistra Corp., Series C                                                               | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $1005341.61   | 0.06%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                  | Nationstar Mortgage Holdings Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      576000 | PA      | $576000.00    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                                | Banco de Credito e Inversiones S.A.                                                  | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     1725000 | PA      | $1863327.75   | 0.10%             | N/A             | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                        | Constellation Software Inc.                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     1247000 | PA      | $1269250.16   | 0.07%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $2028262.75   | 0.11%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2923213.32   | 0.16%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                    | FirstCash, Inc.                                                                      | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      617000 | PA      | $642143.98    | 0.04%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror L.P.                                                              | Prairie Acquiror L.P.                                                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      173000 | PA      | $179555.14    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                     | Element Fleet Management Corp.                                                       | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     7037000 | PA      | $7150276.14   | 0.40%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                              | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      459000 | PA      | $471616.07    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Mortgage Funding 2008-1 PLC                                                        | Mortgage Funding 2008-1 PLC, Series 2008-1, Class B2                                 | CUSIP: BCC1318Z7<br>LEI: 213800AHT9AB4TA6OJ88 | Long             | ABS-MBS          | CORP              | GB        |    14462095 | PA      | $18339831.32  | 1.03%             | 2046-03-13      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                                     | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      272189 | PA      | $260332.80    | 0.01%             | 2026-07-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                                     | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      395904 | PA      | $360332.29    | 0.02%             | 2027-01-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                                     | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      180116 | PA      | $160128.35    | 0.01%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    62100000 | NC      | $14376402.52  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                         | ESAB Corp.                                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      867000 | PA      | $891953.99    | 0.05%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                        | PHINIA Inc.                                                                          | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      256000 | PA      | $264954.40    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                  | GGAM Finance Ltd.                                                                    | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     1237000 | PA      | $1282875.38   | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-DNA1, Class M2                                              | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3490880.09   | 0.20%             | 2044-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-HQA1, Class M2                                              | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     3719100 | PA      | $3765442.22   | 0.21%             | 2044-03-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                               | Clear Channel Outdoor Holdings, Inc., Term Loan B                                    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      618223 | PA      | $619660.36    | 0.03%             | 2028-08-23      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                          | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1111171.25   | 0.06%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2                 | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7070000 | PA      | $7153199.76   | 0.40%             | 2044-03-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings L.P.                                                         | Endo Finance Holdings L.P.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      583000 | PA      | $617605.13    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F          | CUSIP: BCC3FHZW2<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1380000 | PA      | $1891378.76   | 0.11%             | 2053-07-20      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp. /Six Flags Theme Parks Inc./ Canada's Wonderland Co. | Six Flags Entertainment Corp. /Six Flags Theme Parks Inc./ Canada's Wonderland Co.   | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      640000 | PA      | $654321.92    | 0.04%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                          | Banco del Estado de Chile                                                            | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     1003000 | PA      | $1067502.93   | 0.06%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                      | Iliad Holding                                                                        | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1466000 | PA      | $1570738.37   | 0.09%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                                      | Auburn 15 PLC, Series E                                                              | CUSIP: BCC3FPSY8<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1401000 | PA      | $1889780.98   | 0.11%             | 2045-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                                      | Auburn 15 PLC, Series F                                                              | CUSIP: BCC3FPT01<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1666000 | PA      | $2248743.35   | 0.13%             | 2045-07-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                                  | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      438000 | PA      | $457319.30    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Cougar JV Subsidiary, LLC                                                          | Cougar JV Subsidiary, LLC                                                            | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      588000 | PA      | $628770.16    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                               | Muthoot Finance Ltd.                                                                 | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3650000 | PA      | $3740750.32   | 0.21%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                         | Cloud Software Group, Inc.                                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      547000 | PA      | $556899.61    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-DNA2, Class M2                                              | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      862500 | PA      | $867811.79    | 0.05%             | 2044-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                    | AES Corp. (The)                                                                      | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     5140000 | PA      | $5214858.96   | 0.29%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                      | Entergy Corp.                                                                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     5559000 | PA      | $5823152.56   | 0.33%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| Starz Capital Holdings 1, Inc.                                                     | Starz Capital Holdings 1, Inc.                                                       | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      682000 | PA      | $640227.50    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                              | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4614000 | PA      | $4904806.58   | 0.27%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Acrisure LLC / Acrisure Finance Inc.                                               | Acrisure LLC / Acrisure Finance Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      555000 | PA      | $574894.86    | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                               | Energy Transfer L.P.                                                                 | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10852000 | PA      | $11242118.55  | 0.63%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                  | Brink's Co. (The)                                                                    | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1253326.30   | 0.07%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Wrangler Holdco Corp.                                                              | Wrangler Holdco Corp.                                                                | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      429000 | PA      | $446692.39    | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-3618053.38  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3606721.90   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P.                                                                | EMRLD Borrower L.P., Incremental Term Loan B                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      895961 | PA      | $895938.94    | 0.05%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance L.P.                                                  | Northriver Midstream Finance L.P.                                                    | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      576000 | PA      | $586443.46    | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                             | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      883000 | PA      | $917708.96    | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI, S.A.                                            | Aeropuertos Dominicanos Siglo XXI, S.A.                                              | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     2055000 | PA      | $2157287.63   | 0.12%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP S.p.A.                                                                    | FIBERCOP S.p.A.                                                                      | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $608592.00    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP S.p.A.                                                                    | FIBERCOP S.p.A.                                                                      | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1025000 | PA      | $1000494.47   | 0.06%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      619000 | PA      | $648250.54    | 0.04%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -41365000 | NC      | $-603855.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                     | Summit Midstream Holdings, LLC                                                       | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      582000 | PA      | $608388.46    | 0.03%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Group 1 Automotive, Inc.                                                           | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      589000 | PA      | $605725.24    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                  | Nationstar Mortgage Holdings Inc.                                                    | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      546000 | PA      | $552763.31    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                        | DaVita Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      285000 | PA      | $293751.50    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co., Ltd.                                                  | Global Aircraft Leasing Co., Ltd.                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1850000 | PA      | $1917304.85   | 0.11%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      278000 | PA      | $288271.54    | 0.02%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A1                                    | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      407983 | PA      | $411754.42    | 0.02%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A2                                    | CUSIP: 67448PAB9<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      870578 | PA      | $879368.47    | 0.05%             | 2064-07-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A3                                    | CUSIP: 67448PAC7<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      433683 | PA      | $437805.04    | 0.02%             | 2064-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                               | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class M1                                    | CUSIP: 67448PAD5<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $693960.74    | 0.04%             | 2064-07-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2024-8, Class A3                                    | CUSIP: 03465QAC8<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |     2063810 | PA      | $2080941.07   | 0.12%             | 2069-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| India Government Bond                                                              | India Government Bond                                                                | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   675000000 | PA      | $7071578.48   | 0.40%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                           | YPF S.A.                                                                             | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     3276000 | PA      | $3390538.79   | 0.19%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2024-HQA2, Class M2                                              | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3473587.31   | 0.19%             | 2044-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                            | Sociedad Quimica y Minera de Chile S.A.                                              | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     4885000 | PA      | $4962183.00   | 0.28%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      138000 | PA      | $140694.17    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc., Term Loan L                                                         | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1187227 | PA      | $1187850.74   | 0.07%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                 | Hilton Domestic Operating Co. Inc.                                                   | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1201145.40   | 0.07%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: YV7034577<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3700000 | PA      | $5320069.73   | 0.30%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                        | PHINIA Inc.                                                                          | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      324000 | PA      | $337532.83    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Provident Funding Associates L.P./ PFG Finance Corp.                               | Provident Funding Associates L.P./ PFG Finance Corp.                                 | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      848000 | PA      | $890115.92    | 0.05%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                          | Hera Financing 2024-1 DAC, Series 2024-1A, Class B                                   | CUSIP: BCC3H4L95<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     3105176 | PA      | $4277125.90   | 0.24%             | 2034-11-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                          | Hera Financing 2024-1 DAC, Series 2024-1A, Class C                                   | CUSIP: BCC3H4LB0<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     1774386 | PA      | $2444081.65   | 0.14%             | 2034-11-17      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                          | Hera Financing 2024-1 DAC, Series 2024-1A, Class A                                   | CUSIP: BCC3H4L87<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     2217983 | PA      | $3053715.07   | 0.17%             | 2034-11-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                 | Cerdia Finanz GmbH                                                                   | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      579000 | PA      | $591865.38    | 0.03%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                           | Lumen Technologies, Inc.                                                             | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      114000 | PA      | $114000.00    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $3883429.45   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                           | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      760000 | PA      | $669060.89    | 0.04%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: —       |
| Rate Mortgage Trust                                                                | Rate Mortgage Trust, Series 2024-J3, Class A2                                        | CUSIP: 75409UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      783238 | PA      | $791607.76    | 0.04%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                              | Cheniere Energy, Inc.                                                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     2036000 | PA      | $2111738.53   | 0.12%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                              | Chile Electricity Lux MPC II S.a.r.l.                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1461370 | PA      | $1501450.52   | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                              | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      156000 | PA      | $162215.35    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $8899953.84   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                            | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                              | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     1380000 | PA      | $1432031.01   | 0.08%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                     | Ecopetrol S.A.                                                                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1930000 | PA      | $1983022.89   | 0.11%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                               | Muthoot Finance Ltd.                                                                 | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     7200000 | PA      | $7371969.12   | 0.41%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                               | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      621000 | PA      | $632834.40    | 0.04%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                  | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     1877000 | PA      | $1889345.97   | 0.11%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC                   | California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC                     | CUSIP: 13005HAA8<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |      935000 | PA      | $933405.08    | 0.05%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                           | CenterPoint Energy, Inc.                                                             | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7397359.20   | 0.41%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                 | Newell Brands Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      635000 | PA      | $628288.18    | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivables Trust                                              | Westlake Automobile Receivables Trust, Series 2024-3A, Class D                       | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3548197.10   | 0.20%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      554000 | PA      | $571742.96    | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                      | Iliad Holding                                                                        | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       82000 | PA      | $84149.22     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV1 Mortgage Loan Trust                                                 | COLT 2024-INV1 Mortgage Loan Trust, Series 2024-INV1, Class A3                       | CUSIP: 12672RAC6<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |      730362 | PA      | $737243.22    | 0.04%             | 2068-12-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                               | GCAT 2024-INV3 Trust, Series 2024-INV3, Class A17                                    | CUSIP: 36830FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      329869 | PA      | $337757.31    | 0.02%             | 2054-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2024-12, Class A2                                   | CUSIP: 034932AB9<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |      639878 | PA      | $647336.52    | 0.04%             | 2069-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2024-12, Class A3                                   | CUSIP: 034932AC7<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     1038861 | PA      | $1051315.09   | 0.06%             | 2069-10-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                              | Brookfield Infrastructure Finance ULC                                                | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |     2008000 | PA      | $2027545.87   | 0.11%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                   | CVS Health Corp.                                                                     | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1133668.67   | 0.06%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Vista Energy Argentina S.A.U                                                       | Vista Energy Argentina S.A.U                                                         | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     1800000 | PA      | $1803600.00   | 0.10%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Obx 2024-Nqm18 Trust                                                               | Obx 2024-Nqm18 Trust, Series 2024-NQM18, Class A3                                    | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |     1903277 | PA      | $1921065.73   | 0.11%             | 2064-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                                  | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      427000 | PA      | $445844.36    | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                | Ludgate Funding PLC, Series 2006-1X, Class A2A                                       | CUSIP: BCC0U5WJ9<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     4545403 | PA      | $6138959.89   | 0.34%             | 2060-12-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                           | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5, Series 2024-NQM5, Class A3 | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1549768 | PA      | $1567189.35   | 0.09%             | 2069-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                    | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     1556000 | PA      | $1578604.17   | 0.09%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caturus Energy, LLC                                                                | Caturus Energy, LLC                                                                  | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      915000 | PA      | $954633.23    | 0.05%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                        | Clarios Global L.P./ Clarios US Finance Co.                                          | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      800000 | PA      | $837332.80    | 0.05%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings, Inc.                                      | Brundage-Bone Concrete Pumping Holdings, Inc.                                        | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      627000 | PA      | $631520.67    | 0.04%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6A, Class F          | CUSIP: BCC3FJ063<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     2126000 | PA      | $2913819.75   | 0.16%             | 2053-07-20      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                     | PMT Loan Trust, Series 2025-INV1, Class A7                                           | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      825966 | PA      | $841851.39    | 0.05%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E          | CUSIP: BCC3FHZV4<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1980000 | PA      | $2721904.96   | 0.15%             | 2053-07-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 7 PLC                                   | Towd Point Mortgage Funding 2024 - Granite 7 PLC, Series 2024-GR7X, Class E          | CUSIP: BCC3JPGS0<br>LEI: 635400RLWW2GUXIMK345 | Long             | ABS-MBS          | CORP              | GB        |     1555000 | PA      | $2131419.02   | 0.12%             | 2051-04-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                           | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A3 | CUSIP: 617932AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2248945 | PA      | $2283164.47   | 0.13%             | 2069-11-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                 | Arcos Dorados B.V.                                                                   | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     3145000 | PA      | $3303822.50   | 0.18%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $3843764.85   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                | Egypt Government International Bond                                                  | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2415000 | PA      | $2636016.60   | 0.15%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Mcdermott International, Ltd.                                                      | Mcdermott International, Ltd.                                                        | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | Long             | EC               | CORP              | BM        |         750 | NS      | $19604.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                                 | State Street Corp.                                                                   | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     8733000 | PA      | $9053754.36   | 0.51%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership L.P./ MPT Finance Corp.                                  | MPT Operating Partnership L.P./ MPT Finance Corp.                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $121128.88    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                              | Compania de Minas Buenaventura S.A.A.                                                | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1990000 | PA      | $2076117.93   | 0.12%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                    | Sinclair Television Group, Inc.                                                      | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      117000 | PA      | $121090.91    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                      | Mexican Bonos, Series M                                                              | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  1241000000 | PA      | $71896100.82  | 4.02%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                          | Directv Financing LLC / Directv Financing Co-Obligor Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $83502.01     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                    | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A1                          | CUSIP: 10569HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2087484 | PA      | $2114521.44   | 0.12%             | 2063-09-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                    | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A2                          | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2936690 | PA      | $2977134.86   | 0.17%             | 2063-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                           | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1, Series 2024-NQM1, Class A2 | CUSIP: 61775UAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1558775 | PA      | $1576850.39   | 0.09%             | 2068-12-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2                           | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2, Series 2024-NQM2, Class A3 | CUSIP: 61776HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2531570 | PA      | $2571685.52   | 0.14%             | 2069-05-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                 | BBVA Bancomer S.A.                                                                   | CUSIP: YR2963183<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     4320000 | PA      | $4569446.65   | 0.26%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                      | Freedom Mortgage Holdings LLC                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      300000 | PA      | $314032.50    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                              | TrueNoord Capital DAC                                                                | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      910000 | PA      | $960414.00    | 0.05%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                         | Rogers Communications Inc.                                                           | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2190000 | PA      | $2272611.18   | 0.13%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| ACNR Holdings, Inc.                                                                | ACNR Holdings, Inc., Term Loan                                                       | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       60528 | PA      | $60654.24     | 0.00%             | 2029-12-11      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| Bell Canada                                                                        | Bell Canada                                                                          | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2369000 | PA      | $2455996.79   | 0.14%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                 | Berry Global, Inc.                                                                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     2019000 | PA      | $2108165.52   | 0.12%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-40781.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                   | CMS Energy Corp.                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     6859000 | PA      | $7087637.91   | 0.40%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                                | Newgate Funding PLC, Series 2007-3X, Class CB                                        | CUSIP: BCC11HRV2<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |      648011 | PA      | $740682.79    | 0.04%             | 2050-12-15      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Pampa Energia S.A.                                                                 | Pampa Energia S.A., ADR                                                              | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |       12000 | NS      | $1039680.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| U.S. Treasury Bills                                                                | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111412000 | PA      | $110300648.61 | 6.17%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                           | Republic of South Africa Government Bond, Series 2048                                | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   361910000 | PA      | $22138544.90  | 1.24%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -243430000 | NC      | $-2142970.28  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                                   | Akbank Turk A.S.                                                                     | CUSIP: YR8399135<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1800000 | PA      | $1850879.25   | 0.10%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                 | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      723000 | PA      | $746759.23    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                           | Last Mile Logistics Pan Euro Finance DAC, Series E                                   | CUSIP: BCC316NC8<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |     5386463 | PA      | $6383130.86   | 0.36%             | 2033-08-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                              | Walker & Dunlop, Inc.                                                                | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $594884.54    | 0.03%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| New Gold Inc.                                                                      | New Gold Inc.                                                                        | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     1433000 | PA      | $1523386.48   | 0.09%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      525000 | PA      | $537229.88    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                         | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1240708.19   | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Connecticut Avenue Securities                                           | Fannie Mae Connecticut Avenue Securities, Series 2024-R02, Class 1M2                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $6949896.66   | 0.39%             | 2044-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                        | Acadia Healthcare Co., Inc.                                                          | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      331000 | PA      | $327373.83    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Bread Financial Holdings, Inc.                                                     | Bread Financial Holdings, Inc.                                                       | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308108.10    | 0.02%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                      | Citigroup Mortgage Loan Trust, Series 2025-2, Class A10                              | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1569792 | PA      | $1594318.40   | 0.09%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      474000 | PA      | $486461.46    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                          | Jupiter Mortgage No.1 PLC, Series 1A, Class ER                                       | CUSIP: BCC3D7YQ0<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     3070000 | PA      | $4211022.54   | 0.24%             | 2055-07-20      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                          | Jupiter Mortgage No.1 PLC, Series 1A, Class FR                                       | CUSIP: BCC3D7YR8<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     1897000 | PA      | $2602026.75   | 0.15%             | 2055-07-20      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                       | EZCORP, Inc.                                                                         | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1954024.59   | 0.11%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| 1261229 B.C. Ltd.                                                                  | 1261229 B.C. Ltd.                                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      620000 | PA      | $636902.43    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Forvia SE                                                                          | Forvia SE                                                                            | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      644000 | PA      | $687856.01    | 0.04%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                                              | Clydesdale Acquisition Holdings, Inc.                                                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      315000 | PA      | $317675.74    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $2219102.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17325000 | NC      | $-1463875.88  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                     | Opal Bidco SAS                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      585000 | PA      | $597321.27    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10407000 | NC      | $341539.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -91425000 | NC      | $-121129.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                             | Excelerate Energy L.P.                                                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      578000 | PA      | $618405.67    | 0.03%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                               | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      583000 | PA      | $606674.88    | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                              | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1668605.82   | 0.09%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                    | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |     1568000 | PA      | $1610201.78   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34860000 | NC      | $16000.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8710000 | NC      | $31573.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    23230000 | NC      | $283204.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                                | Voyager Parent, LLC                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      573000 | PA      | $609013.05    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    13940000 | NC      | $503479.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46480000 | NC      | $-984124.44   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.)                              | AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Term Loan B                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      362262 | PA      | $363394.57    | 0.02%             | 2032-05-07      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2025-1                                   | Newday Funding Master Issuer PLC - Series 2025-1, Series 2025-1X, Class E            | CUSIP: BCC3LFVV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     3490000 | PA      | $4837624.71   | 0.27%             | 2033-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                        | Freddie Mac, Series 2025-DNA2, Class A1                                              | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |     1057000 | PA      | $1059891.11   | 0.06%             | 2045-05-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                | RCKT Mortgage Trust, Series 2025-CES5, Class A1A                                     | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |      672213 | PA      | $682469.47    | 0.04%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                | RCKT Mortgage Trust, Series 2025-CES5, Class A1B                                     | CUSIP: 74942CAB5<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |     1764559 | PA      | $1792910.41   | 0.10%             | 2055-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                         | EnPro Inc.                                                                           | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1230738.19   | 0.07%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   163430000 | NC      | $47884.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                      | Navient Corp.                                                                        | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      709000 | PA      | $716494.84    | 0.04%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $6223.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP Hotel Properties L.P./ RHP Finance Corp.                                       | RHP Hotel Properties L.P./ RHP Finance Corp.                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      592000 | PA      | $613940.70    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| DaVita Inc.                                                                        | DaVita Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      305000 | PA      | $313274.04    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                    | CoreWeave, Inc.                                                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      137000 | PA      | $135044.07    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7000000 | NC      | $10185.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo I B.V.                                                               | Sunrise FinCo I B.V.                                                                 | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      525000 | PA      | $630808.93    | 0.04%             | 2032-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                          | Santander Consumo 8 Fondo de Titulizacion, Series 8E                                 | CUSIP: BCC3M1R32<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |     4500000 | PA      | $5395622.86   | 0.30%             | 2040-01-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                           | Angel Oak Mortgage Trust, Series 2025-6, Class A3                                    | CUSIP: 034937AC6<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |     2475426 | PA      | $2507360.46   | 0.14%             | 2070-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                         | GCAT Trust, Series 2025-NQM2, Class A1                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1961170 | PA      | $1988706.15   | 0.11%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                            | Cousins Properties L.P.                                                              | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     4045000 | PA      | $4154325.67   | 0.23%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                              | OneMain Finance Corp.                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      375000 | PA      | $388819.13    | 0.02%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Argentina Treasury Bond BONTE                                                      | Argentina Treasury Bond BONTE                                                        | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        | 10335000000 | PA      | $8289428.94   | 0.46%             | 2027-04-27      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                                        | Hiscox Ltd.                                                                          | CUSIP: YN0550619<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1938713.27   | 0.11%             | 2036-06-11      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexican Udibonos                                                                   | Mexican Udibonos, Series S                                                           | CUSIP: YQ3788144<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   364737492 | PA      | $20688477.40  | 1.16%             | 2029-08-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                  | Rocket Cos., Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      599000 | PA      | $613618.00    | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV6                                                           | PMT Loan Trust 2025-INV6, Series 2025-INV6, Class A8                                 | CUSIP: 69382MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      488042 | PA      | $496009.57    | 0.03%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                   | Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $105095.58    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Global Partners L.P./ GLP Finance Corp.                                            | Global Partners L.P./ GLP Finance Corp.                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $630379.31    | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                | RCKT Mortgage Trust, Series 2025-CES6, Class A1A                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      987447 | PA      | $999216.38    | 0.06%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                            | Level 3 Financing, Inc.                                                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      652000 | PA      | $672251.77    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                            | Hyundai Capital America                                                              | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7133000 | PA      | $7253053.03   | 0.41%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                                      | Phoenix Aviation Capital Ltd.                                                        | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      177000 | PA      | $185638.47    | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                               | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class B                       | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72425 | PA      | $72450.35     | 0.00%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                               | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class C                       | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $702289.35    | 0.04%             | 2031-04-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                               | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class D                       | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $704014.64    | 0.04%             | 2031-09-15      | Fixed         | 5.34%                 | 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       |         625 | NC      | $-562566.87   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -17 | NC      | $-1469.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -23 | NC      | $11522.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -33 | NC      | $66971.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rate Mortgage Trust                                                                | Rate Mortgage Trust, Series 2025-J2, Class A5                                        | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4248429 | PA      | $4272617.59   | 0.24%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   137760000 | NC      | $358958.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2024-3                                   | Newday Funding Master Issuer PLC - Series 2024-3, Series 2024-3X, Class E            | CUSIP: BCC3HZWF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2475000 | PA      | $3455274.17   | 0.19%             | 2032-11-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc.                                                                     | Tidewater Inc.                                                                       | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      584000 | PA      | $632113.42    | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                          | RLGH Finance Bermuda Ltd.                                                            | CUSIP: YN6819620<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |     3600000 | PA      | $3812006.20   | 0.21%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                         | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      210000 | PA      | $185062.50    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| WarnerMedia Holdings, Inc.                                                         | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      437000 | PA      | $308085.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                         | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      194000 | PA      | $129422.93    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC                                                                             | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165280 | PA      | $5371.60      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                 | Vail Resorts, Inc.                                                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      625000 | PA      | $635062.50    | 0.04%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      654000 | PA      | $685869.36    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      238000 | PA      | $247107.86    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                      | Discovery Communications, LLC                                                        | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      667000 | PA      | $648484.08    | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        3551 | NC      | $-587981.68   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -113 | NC      | $42203.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                          | Seagate Data Storage Technology Pte. Ltd.                                            | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1069000 | PA      | $1019494.61   | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                          | Seagate Data Storage Technology Pte. Ltd.                                            | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1512800 | PA      | $1711143.21   | 0.10%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -52950000 | NC      | $-1642350.15  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                   | Gray Media, Inc.                                                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      174000 | PA      | $179525.64    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-70332.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-87234.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -23546000 | NC      | $-35436.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                      | Univision Communications Inc.                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      255000 | PA      | $274667.13    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                              | AECOM                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      612000 | PA      | $627365.48    | 0.04%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46610000 | NC      | $-1233917.78  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                              | Kioxia Holdings Corp.                                                                | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $627064.77    | 0.04%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                               | Osaic Holdings, Inc.                                                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      342000 | PA      | $354678.35    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    14130000 | NC      | $147286.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                    | CoreWeave, Inc.                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194701.64    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror L.P.                                                          | Prairie ECI Acquiror L.P., Term Loan                                                 | CUSIP: 73955HAF1<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |      638690 | PA      | $640353.66    | 0.04%             | 2029-08-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                         | Amneal Pharmaceuticals LLC                                                           | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      680000 | PA      | $716868.92    | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                       | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |     1195013 | PA      | $1202433.80   | 0.07%             | 2055-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class M1                       | CUSIP: 36272NAB0<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $718244.88    | 0.04%             | 2055-10-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8830000 | NC      | $39623.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $9091.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                            | Level 3 Financing, Inc.                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      645167 | PA      | $668789.79    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                      | CHC Group LLC                                                                        | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      474000 | PA      | $456064.61    | 0.03%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                    | South Bow Canadian infrastructure Holdings Ltd.                                      | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     3819000 | PA      | $3983782.36   | 0.22%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                       | Hilton Grand Vacations Trust, Series 2025-2A, Class A                                | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1104060 | PA      | $1108590.49   | 0.06%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                                                          | Queensland Treasury Corp.                                                            | CUSIP: YL0100484<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    11300000 | PA      | $7620576.87   | 0.43%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley & Co. International PLC                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   131820000 | NC      | $1390.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                             | Sequoia Mortgage Trust, Series 2025-8, Class A4                                      | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3643871 | PA      | $3672678.41   | 0.21%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                              | PetSmart LLC / PetSmart Finance Corp.                                                | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $641294.38    | 0.04%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                 | Greystar Real Estate Partners, LLC, Term Loan                                        | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |      350007 | PA      | $351757.48    | 0.02%             | 2030-08-21      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |
| Saks Global Enterprises LLC                                                        | Saks Global Enterprises LLC                                                          | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      339720 | PA      | $1698.60      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-53437.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                                   | Wynn Macau, Ltd.                                                                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1260000 | PA      | $1278293.50   | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $386954.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $168844.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36010000 | NC      | $-625925.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                    | TransDigm, Inc.                                                                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      600000 | PA      | $620366.40    | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| OBX Trust                                                                          | OBX Trust, Series 2025-HE2, Class A1                                                 | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-MBS          | CORP              | US        |     4148336 | PA      | $4177804.41   | 0.23%             | 2055-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 3140QVK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5466941 | PA      | $5507667.70   | 0.31%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class A2                      | CUSIP: 36274TAB5<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     1201716 | PA      | $1210582.20   | 0.07%             | 2065-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                             | Sempra                                                                               | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2088000 | PA      | $2137080.40   | 0.12%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class A1                      | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     4806864 | PA      | $4835464.59   | 0.27%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $101247.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 3136BUWY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    49412374 | PA      | $1750522.29   | 0.10%             | 2054-09-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HK5T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    54810047 | PA      | $1782789.95   | 0.10%             | 2055-03-25      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HKW67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    69014368 | PA      | $3484652.77   | 0.19%             | 2055-04-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HMMH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    51444374 | PA      | $2302763.36   | 0.13%             | 2055-08-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co., Ltd.                                                       | GC Treasury Center Co., Ltd.                                                         | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     1461000 | PA      | $1476836.06   | 0.08%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                        | Clarios Global L.P./ Clarios US Finance Co.                                          | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      118000 | PA      | $122208.47    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                      | Petrobras Global Finance B.V.                                                        | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1875000 | PA      | $1844531.25   | 0.10%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                | Lithia Motors, Inc.                                                                  | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      346000 | PA      | $347736.14    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      504000 | PA      | $505579.03    | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      188000 | PA      | $193760.32    | 0.01%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                        | Sunoco L.P.                                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       86000 | PA      | $86567.51     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank - Girozentrale                                             | Norddeutsche Landesbank - Girozentrale                                               | CUSIP: YL7828830<br>LEI: DSNHHQ2B9X5N6OUJ1236 | Long             | DBT              | CORP              | DE        |     3800000 | PA      | $4603018.14   | 0.26%             | 2035-12-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 38381NB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    69912242 | PA      | $902469.17    | 0.05%             | 2055-07-20      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1071344.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -121950000 | NC      | $-22937.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                  | Repsol E&P Capital Markets US LLC                                                    | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1387172.21   | 0.08%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                  | Repsol E&P Capital Markets US LLC                                                    | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     1392000 | PA      | $1413838.41   | 0.08%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                  | Repsol E&P Capital Markets US LLC                                                    | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      900000 | PA      | $919229.11    | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                                | Energuate Trust 2 0                                                                  | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     1440000 | PA      | $1440204.38   | 0.08%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                         | Alibaba Group Holding Ltd., Conv.                                                    | CUSIP: YK0592740<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      165000 | PA      | $185008.76    | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orazul Energy Peru S.A.                                                            | Orazul Energy Peru S.A.                                                              | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1359000 | PA      | $1373626.93   | 0.08%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co., Inc.                                                        | Hawaiian Electric Co., Inc.                                                          | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      950000 | PA      | $964896.95    | 0.05%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   281570000 | NC      | $2545805.89   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -25600000 | NC      | $-2019007.22  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                       | Diversified Healthcare Trust                                                         | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      632000 | PA      | $651718.40    | 0.04%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                         | Melco Resorts Finance Ltd.                                                           | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $599121.73    | 0.03%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bond                                               | Mexico Government International Bond                                                 | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      442000 | PA      | $433823.00    | 0.02%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5400000 | NC      | $46620.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing, LLC                                                             | Directv Financing, LLC                                                               | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      158000 | PA      | $160173.92    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                | American Axle & Manufacturing, Inc.                                                  | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      641000 | PA      | $659760.39    | 0.04%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                  | Fannie Mae REMICs                                                                    | CUSIP: 3136BUPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    36834720 | PA      | $1631862.83   | 0.09%             | 2055-01-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HJXV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    27237860 | PA      | $1420301.84   | 0.08%             | 2055-02-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 38385ES39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    91068661 | PA      | $1484064.01   | 0.08%             | 2055-04-20      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 38384XRJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    23458945 | PA      | $650952.87    | 0.04%             | 2054-10-20      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                  | Lamar Media Corp.                                                                    | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      487000 | PA      | $486330.66    | 0.03%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-324735.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $306178.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-11973030.93 | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48000000 | NC      | $1981815.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48000000 | NC      | $2942677.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A2                      | CUSIP: 36272UAB4<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |     1875948 | PA      | $1887681.18   | 0.11%             | 2065-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A3                      | CUSIP: 36272UAC2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |     1875948 | PA      | $1887649.10   | 0.11%             | 2065-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                                 | Uniti Services LLC                                                                   | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      550000 | PA      | $568121.53    | 0.03%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36000000 | NC      | $-205236.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36000000 | NC      | $1044540.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -18000000 | NC      | $-147780.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                              | Electricite de France                                                                | CUSIP: YK5224596<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $3089394.80   | 0.17%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-9857414.56  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                | Viking Cruises Ltd.                                                                  | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      946000 | PA      | $959491.52    | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CMA CGM S.A.                                                                       | CMA CGM S.A.                                                                         | CUSIP: YK5572341<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |      575000 | PA      | $667542.23    | 0.04%             | 2032-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                            | AP Grange Holdings, LLC                                                              | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      487000 | PA      | $517437.50    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                            | AP Grange Holdings, LLC                                                              | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       37352 | PA      | $37351.99     | 0.00%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding 2025-1 PLC                                               | Frontier Mortgage Funding 2025-1 PLC, Series 2025-1, Class E                         | CUSIP: BCC3PDXJ1<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |     2000000 | PA      | $2741224.43   | 0.15%             | 2066-12-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding 2025-1 PLC                                               | Frontier Mortgage Funding 2025-1 PLC, Series 2025-1, Class F                         | CUSIP: BCC3PDXL6<br>LEI: 213800LC7EZKPEODCU70 | Long             | ABS-MBS          | CORP              | GB        |     1000000 | PA      | $1370630.00   | 0.08%             | 2066-12-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                      | Transocean International Ltd.                                                        | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      639000 | PA      | $674340.53    | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a. r.l.                                                     | ION Platform Finance S.a. r.l.                                                       | CUSIP: YK3683686<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $133665.36    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                                 | Getty Images, Inc.                                                                   | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      635000 | PA      | $643494.67    | 0.04%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| VMED 02 UK Financing I PLC                                                         | VMED 02 UK Financing I PLC                                                           | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      674000 | PA      | $658100.41    | 0.04%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                              | Switch ABS Issuer LLC, Series 2025-2A, Class A22                                     | CUSIP: 871044AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2880000 | PA      | $2867284.51   | 0.16%             | 2055-10-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -54150000 | NC      | $-1693162.20  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                       | Danaos Corp.                                                                         | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      642000 | PA      | $663527.54    | 0.04%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HL4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    83813334 | PA      | $2465017.21   | 0.14%             | 2055-05-25      | Floating      | 1.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 38381NB64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    35256293 | PA      | $1379881.95   | 0.08%             | 2055-07-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 38381PV26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   212138762 | PA      | $2282082.73   | 0.13%             | 2055-08-20      | Floating      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                           | Government National Mortgage Association                                             | CUSIP: 38385GPN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    54843159 | PA      | $694380.21    | 0.04%             | 2055-04-20      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HC5W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    24753064 | PA      | $1351616.30   | 0.08%             | 2054-04-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HKLF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    54787368 | PA      | $2149889.20   | 0.12%             | 2055-03-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                 | Freddie Mac REMICs                                                                   | CUSIP: 3137HMLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    41022031 | PA      | $1470520.86   | 0.08%             | 2055-08-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                   | WULF Compute LLC                                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $652468.75    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    96260000 | NC      | $2001864.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    96260000 | NC      | $5688325.87   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                               | Beignet Investor LLC                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      622000 | PA      | $648075.45    | 0.04%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -19250000 | NC      | $-1177058.01  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5420000 | NC      | $90794.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                          | Versant Media Group, Inc.                                                            | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      628000 | PA      | $643985.46    | 0.04%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A2                               | CUSIP: 46660HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2085289 | PA      | $2092533.07   | 0.12%             | 2066-03-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A3                               | CUSIP: 46660HAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2085289 | PA      | $2089721.69   | 0.12%             | 2066-03-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $181861.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $471430.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                      | VoltaGrid LLC                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     1297000 | PA      | $1314349.13   | 0.07%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $824548.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                             | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1639461.45   | 0.09%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                             | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54563.61     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTZ U.S. Borrower, LLC                                                             | DTZ U.S. Borrower, LLC, Term Loan                                                    | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      546638 | PA      | $551423.31    | 0.03%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   255305000 | NC      | $17144174.98  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -255305000 | NC      | $-6436282.45  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36130000 | NC      | $-782178.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -180640000 | NC      | $-149043.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   180640000 | NC      | $321109.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -180640000 | NC      | $-82626.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                 | Cipher Compute LLC                                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      633000 | PA      | $653041.41    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -93930000 | NC      | $-12067261.30 | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                         | Allison Transmission, Inc.                                                           | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      322000 | PA      | $326743.06    | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   361280000 | NC      | $12993449.65  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                   | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                           | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2520000 | PA      | $2505388.54   | 0.14%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | J.P. Morgan Securities LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   361280000 | NC      | $9683676.86   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -93930000 | NC      | $-8136210.96  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36130000 | NC      | $678196.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36130000 | NC      | $-95094.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36130000 | NC      | $-152613.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9050000 | NC      | $229779.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9050000 | NC      | $236367.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1019578.19  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Pavillion Consumer 2025-1 PLC                                                      | Pavillion Consumer 2025-1 PLC, Series 2025-1A, Class C                               | CUSIP: BCC3PRM78<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |     7200000 | PA      | $9872141.89   | 0.55%             | 2036-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer 2025-1 PLC                                                      | Pavillion Consumer 2025-1 PLC, Series 2025-1A, Class D                               | CUSIP: BCC3PRM86<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |     3600000 | PA      | $4917741.07   | 0.28%             | 2036-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36200000 | NC      | $-278378.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                        | HA Sustainable Infrastructure Capital, Inc.                                          | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      630000 | PA      | $660996.00    | 0.04%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   126670000 | NC      | $48894.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7240000 | NC      | $62481.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -144000000 | NC      | $-204702.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -52950000 | NC      | $-475967.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9030000 | NC      | $240017.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                                 | Vale Overseas Ltd.                                                                   | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     2520000 | PA      | $2532600.00   | 0.14%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    45160000 | NC      | $2101.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4520000 | NC      | $81649.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5420000 | NC      | $101456.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $613418.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1800000 | NC      | $302488.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                           | Celanese US Holdings LLC                                                             | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      168000 | PA      | $171063.82    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -145380000 | NC      | $-2118918.57  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                        | TELUS Corp.                                                                          | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     2178000 | PA      | $2201293.71   | 0.12%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9030000 | NC      | $309449.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -21010000 | NC      | $-79433.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      384000 | PA      | $395432.45    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $15211.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $198294.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                            | Level 3 Financing, Inc.                                                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      275000 | PA      | $281790.78    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                     | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                       | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      677000 | PA      | $684200.57    | 0.04%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc.                                             | Asurion LLC and Asurion Co-Issuer Inc.                                               | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      646000 | PA      | $675363.60    | 0.04%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -363490000 | NC      | $-5399027.25  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch and Lomb, Inc.                                                              | Bausch and Lomb, Inc., Term Loan                                                     | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      621875 | PA      | $627316.41    | 0.04%             | 2031-01-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -48470000 | NC      | $-426205.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -146000000 | NC      | $-69576.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $157386.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8430000 | NC      | $969422.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                              | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13495 | PA      | $13862.71     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5450000 | NC      | $517723.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8420000 | NC      | $730632.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73030000 | NC      | $-420006.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -243430000 | NC      | $-1667393.26  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -54770000 | NC      | $-457632.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Mizuho Capital Markets LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -99320000 | NC      | $-3997299.26  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Mizuho Capital Markets LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    48690000 | NC      | $3893718.36   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -2434300000 | NC      | $-8996442.51  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -486870000 | NC      | $-2969624.62  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    34080000 | NC      | $3138804.47   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                              | Westlake Automobile Receivables Trust, Series 2026-1A, Class C                       | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3650000 | PA      | $3654863.63   | 0.20%             | 2031-06-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    73520000 | NC      | $4787054.09   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -272650000 | NC      | $-5018049.63  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -144510000 | NC      | $-727324.61   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -144510000 | NC      | $-2019303.26  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                               | Osaic Holdings, Inc., Series JAN                                                     | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      268000 | PA      | $277757.88    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    91250000 | NC      | $3053863.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -91250000 | NC      | $-1022547.50  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -91250000 | NC      | $-634187.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36500000 | NC      | $881329.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36500000 | NC      | $-348429.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36500000 | NC      | $-232870.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings (US), Inc.                                              | GFL Environmental Holdings (US), Inc.                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $531882.64    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | US 10YR FUT OPTN  APR26P 111 EXP 03/27/2026                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |       -4867 | NC      | $-2129312.50  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | APR26 TYM6 C @ 113.5                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -4867 | NC      | $-988609.38   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                            | Sociedad Quimica y Minera de Chile S.A.                                              | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1400000 | PA      | $1399104.00   | 0.08%             | 2056-04-22      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -73000000 | NC      | $-1001852.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36500000 | NC      | $-715254.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36500000 | NC      | $1207639.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristow Group Inc.                                                                 | Bristow Group Inc.                                                                   | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      657000 | PA      | $665006.08    | 0.04%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7300000 | NC      | $1241548.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -3650000 | NC      | $-1305987.79  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7300000 | NC      | $642307.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -243333333 | NC      | $-2927543.33  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -243333333 | NC      | $-1536104.93  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7220000 | NC      | $778789.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47070000 | NC      | $3702306.28   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -94130000 | NC      | $-2435762.83  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36000000 | NC      | $943607.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36000000 | NC      | $-387159.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5480000 | NC      | $220582.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36000000 | NC      | $-148932.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Merrill Lynch & Co., Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36610000 | NC      | $858175.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36610000 | NC      | $-354458.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Merrill Lynch & Co., Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36610000 | NC      | $-154091.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent, LLC                                                            | Lsf12 Helix Parent, LLC                                                              | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |      122000 | PA      | $122663.11    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4520000 | NC      | $777574.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -2285000 | NC      | $-848209.42   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -32710000 | NC      | $-186434.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-170371.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Men's Wearhouse, LLC (The)                                                         | Men's Wearhouse, LLC (The)                                                           | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |      122000 | PA      | $126999.14    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -64070000 | NC      | $-4710234.19  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3630000 | NC      | $260336.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36610000 | NC      | $-487901.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    91530000 | NC      | $447856.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    36130000 | NC      | $851186.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36130000 | NC      | $-378823.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -36130000 | NC      | $-658686.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc.                                             | Asurion LLC and Asurion Co-Issuer Inc.                                               | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      314000 | PA      | $317736.62    | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    91530000 | NC      | $71823.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5490000 | NC      | $906508.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -18310000 | NC      | $-1014062.73  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                     | United Airlines Holdings, Inc.                                                       | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1334000 | PA      | $1348915.49   | 0.08%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5475000 | NC      | $322400.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -623600000 | NC      | $-4642346.55  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    70920000 | NC      | $4681452.60   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1                      | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2080000 | PA      | $2086173.44   | 0.12%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3670000 | NC      | $210100.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -586920000 | NC      | $-4329456.46  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    68470000 | NC      | $4450630.11   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                    | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      512000 | PA      | $507512.46    | 0.03%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                     | Citigroup Inc., Series II, Pfd.                                                      | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |       87725 | NS      | $2201020.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $436974.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -43030000 | NC      | $-1324258.17  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A1                               | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7524004.50   | 0.42%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class A1                               | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3711797.45   | 0.21%             | 2056-06-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                         | J.P. Morgan Mortgage Trust, Series 2026-CES1, Class M1                               | CUSIP: 46660BAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1505557.95   | 0.08%             | 2056-06-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -53780000 | NC      | $-1655091.89  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -17930000 | NC      | $-877947.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital, LLC                                                   | Velocity Commercial Capital, LLC                                                     | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |      667000 | PA      | $677838.75    | 0.04%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    72260000 | NC      | $69875.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $72948.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   259220000 | NC      | $12079200.96  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -259220000 | NC      | $-5842650.31  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                                       | BioMarin Pharmaceutical Inc.                                                         | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      107000 | PA      | $107430.14    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -143980000 | NC      | $-752055.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -143980000 | NC      | $-841613.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Howden UK Refinance 2 PLC                                                          | Howden UK Refinance 2 PLC                                                            | CUSIP: 44287DAB9<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      364000 | PA      | $371286.19    | 0.02%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                  | Barclays Bank PLC                                                                    | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     9030000 | PA      | $9543355.50   | 0.53%             | N/A             | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                    | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                           | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |      178114 | PA      | $175098.64    | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                              | Volkswagen International Finance N.V.                                                | CUSIP: EK1313726<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1440000 | PA      | $1710667.08   | 0.10%             | N/A             | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                             | Credit Suisse Group AG                                                               | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     7385000 | PA      | $2102878.75   | 0.12%             | N/A             | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                         | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B                 | CUSIP: 46643GAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1655000 | PA      | $1571196.10   | 0.09%             | 2047-11-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                           | Republic of South Africa Government Bond, Series 2040                                | CUSIP: EK7733067<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   315000000 | PA      | $19989391.73  | 1.12%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer