# EDGAR Filing Document

**Accession Number:** 0001112996
**File Stem:** 0001112996-26-000064
**Filing Date:** 2026-1
**Character Count:** 1304562
**Document Hash:** 9dbdecc2320f6a93bb39c9662558a7bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001112996-26-000064.hdr.sgml**: 20260129

**ACCESSION NUMBER**: 0001112996-26-000064

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260129

**DATE AS OF CHANGE**: 20260129

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM COUNSELOR SERIES TRUST (INVESCO COUNSELOR SERIES TRUST)
- **CENTRAL INDEX KEY:** 0001112996

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09913
- **FILM NUMBER:** 26575889

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

*November 30, 2025*

*(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–46.60%** | **U.S. Dollar Denominated Bonds & Notes–46.60%** | **U.S. Dollar Denominated Bonds & Notes–46.60%** | **U.S. Dollar Denominated Bonds & Notes–46.60%** |
| **Advertising–0.10%** | **Advertising–0.10%** | **Advertising–0.10%** | **Advertising–0.10%** |
| Clear Channel Outdoor Holdings, Inc., | Clear Channel Outdoor Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/2031<sup>(b)</sup> <br>|  | $125000 | &nbsp;&nbsp; $130203 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/2033<sup>(b)</sup> <br>|  | 125000 | &nbsp;&nbsp; 131686 |
| Lamar Media Corp., | Lamar Media Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/15/2029 |  | 250000 | &nbsp;&nbsp; 249693 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/2033<sup>(b)(c)</sup> <br>|  | 4934000 | &nbsp;&nbsp; 4945544 |
|  |  |  | &nbsp;&nbsp; 5457126 |
| **Aerospace & Defense–0.62%** | **Aerospace & Defense–0.62%** | **Aerospace & Defense–0.62%** | **Aerospace & Defense–0.62%** |
| BAE Systems PLC (United Kingdom), | BAE Systems PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/26/2029<sup>(b)</sup> <br>|  | 805000 | &nbsp;&nbsp; 831011 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/26/2054<sup>(b)</sup> <br>|  | 750000 | &nbsp;&nbsp; 767670 |
| Boeing Co. (The), | Boeing Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/2027 |  | 60000 | &nbsp;&nbsp; 61672 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/2029 |  | 89000 | &nbsp;&nbsp; 94678 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/2034 |  | 376000 | &nbsp;&nbsp; 418289 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/2050 |  | 137000 | &nbsp;&nbsp; 136559 |
| &nbsp;&nbsp;&nbsp; Embraer Netherlands Finance <br> B.V. (Brazil), 5.40%, <br> 01/09/2038<br>|  | 800000 | &nbsp;&nbsp; 793960 |
| &nbsp;&nbsp;&nbsp; General Dynamics Corp., <br> 4.95%, 08/15/2035<sup>(c)</sup> <br>|  | 578000 | &nbsp;&nbsp; 594151 |
| &nbsp;&nbsp;&nbsp; Hexcel Corp., 5.88%, <br> 02/26/2035<br>|  | 106000 | &nbsp;&nbsp; 112123 |
| Howmet Aerospace, Inc., | Howmet Aerospace, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/2031 |  | 120000 | &nbsp;&nbsp; 123734 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/2032 |  | 6635000 | &nbsp;&nbsp; 6699133 |
| Huntington Ingalls Industries, Inc., | Huntington Ingalls Industries, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2030 |  | 126000 | &nbsp;&nbsp; 130641 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2035<sup>(c)</sup> <br>|  | 231000 | &nbsp;&nbsp; 245105 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., <br> 5.40%, 07/31/2033<br>|  | 16000 | &nbsp;&nbsp; 16821 |
| Lockheed Martin Corp., | Lockheed Martin Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/2028<sup>(c)</sup> <br>|  | 751000 | &nbsp;&nbsp; 756378 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/2029 |  | 125000 | &nbsp;&nbsp; 127075 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/2030<sup>(c)</sup> <br>|  | 1382000 | &nbsp;&nbsp; 1401612 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/2034 |  | 168000 | &nbsp;&nbsp; 171551 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2035 |  | 2806000 | &nbsp;&nbsp; 2883174 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2063 |  | 18000 | &nbsp;&nbsp; 19081 |
| RTX Corp., | RTX Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2029 |  | 76000 | &nbsp;&nbsp; 79808 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/2031 |  | 78000 | &nbsp;&nbsp; 84359 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/2033 |  | 68000 | &nbsp;&nbsp; 70969 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/2054 |  | 60000 | &nbsp;&nbsp; 67264 |
| &nbsp;&nbsp;&nbsp; Textron, Inc., 4.95%, <br> 03/15/2036<br>|  | 4047000 | &nbsp;&nbsp; 4051111 |
| TransDigm, Inc., | TransDigm, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/2028<sup>(b)</sup> <br>|  | 867000 | &nbsp;&nbsp; 885810 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/2029<sup>(b)</sup> <br>|  | 3007000 | &nbsp;&nbsp; 3100869 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/2033<sup>(b)</sup> <br>|  | 8116000 | &nbsp;&nbsp; 8339158 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/31/2034<sup>(b)(c)</sup> <br>|  | 1017000 | &nbsp;&nbsp; 1055177 |
|  |  |  | &nbsp;&nbsp; 34118943 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Agricultural & Farm Machinery–0.24%** | **Agricultural & Farm Machinery–0.24%** | **Agricultural & Farm Machinery–0.24%** | **Agricultural & Farm Machinery–0.24%** |
| AGCO Corp., | AGCO Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/21/2027 |  | $60000 | &nbsp;&nbsp; $60781 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/21/2034<sup>(c)</sup> <br>|  | 109000 | &nbsp;&nbsp; 114110 |
| &nbsp;&nbsp;&nbsp; CNH Industrial Capital LLC, <br> 4.75%, 03/21/2028<br>|  | 304000 | &nbsp;&nbsp; 308097 |
| &nbsp;&nbsp;&nbsp; Deere Funding Canada Corp., <br> 4.15%, 10/09/2030<br>|  | 7998000 | &nbsp;&nbsp; 8009044 |
| &nbsp;&nbsp;&nbsp; Imperial Brands Finance PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Imperial Brands Finance PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/30/2028<sup>(b)</sup> <br>|  | 1200000 | &nbsp;&nbsp; 1211579 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/2055<sup>(b)</sup> <br>|  | 1820000 | &nbsp;&nbsp; 1888382 |
| John Deere Capital Corp., | John Deere Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/2030<sup>(c)</sup> <br>|  | 1739000 | &nbsp;&nbsp; 1762900 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/2034 |  | 198000 | &nbsp;&nbsp; 206470 |
|  |  |  | &nbsp;&nbsp; 13561363 |
| **Agricultural Products & Services–0.19%** | **Agricultural Products & Services–0.19%** | **Agricultural Products & Services–0.19%** | **Agricultural Products & Services–0.19%** |
| Cargill, Inc., | Cargill, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/23/2030<sup>(b)</sup> <br>|  | 3592000 | &nbsp;&nbsp; 3588657 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/23/2055<sup>(b)</sup> <br>|  | 6826002 | &nbsp;&nbsp; 6712033 |
|  |  |  | &nbsp;&nbsp; 10300690 |
| **Air Freight & Logistics–0.04%** | **Air Freight & Logistics–0.04%** | **Air Freight & Logistics–0.04%** | **Air Freight & Logistics–0.04%** |
| GXO Logistics, Inc., | GXO Logistics, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/2029 |  | 210000 | &nbsp;&nbsp; 220637 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/2034 |  | 141000 | &nbsp;&nbsp; 151842 |
| United Parcel Service, Inc., | United Parcel Service, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/2030<sup>(c)</sup> <br>|  | 709000 | &nbsp;&nbsp; 728115 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/2034 |  | 138000 | &nbsp;&nbsp; 144457 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/2035<sup>(c)</sup> <br>|  | 735000 | &nbsp;&nbsp; 768938 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/2054<sup>(c)</sup> <br>|  | 317000 | &nbsp;&nbsp; 315352 |
|  |  |  | &nbsp;&nbsp; 2329341 |
| **Aluminum–0.01%** | **Aluminum–0.01%** | **Aluminum–0.01%** | **Aluminum–0.01%** |
| &nbsp;&nbsp;&nbsp; JSC Uzbekneftegaz (Uzbekistan), <br> 8.75%, 05/07/2030<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 317873 |
| **Apparel Retail–0.00%** | **Apparel Retail–0.00%** | **Apparel Retail–0.00%** | **Apparel Retail–0.00%** |
| &nbsp;&nbsp;&nbsp; Saks Global Enterprises LLC, <br> 11.00%, 12/15/2029<sup>(b)</sup> <br>|  | 151980 | &nbsp;&nbsp; 54181 |
| &nbsp;&nbsp;&nbsp; William Carter Co. (The), 7.38%, <br> 02/15/2031<sup>(b)</sup> <br>|  | 135000 | &nbsp;&nbsp; 137863 |
|  |  |  | &nbsp;&nbsp; 192044 |
| **Apparel, Accessories & Luxury Goods–0.08%** | **Apparel, Accessories & Luxury Goods–0.08%** | **Apparel, Accessories & Luxury Goods–0.08%** | **Apparel, Accessories & Luxury Goods–0.08%** |
| Gildan Activewear, Inc. (Canada), | Gildan Activewear, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/07/2030<sup>(b)</sup> <br>|  | 2305000 | &nbsp;&nbsp; 2299920 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/07/2035<sup>(b)</sup> <br>|  | 1925000 | &nbsp;&nbsp; 1925187 |
|  |  |  | &nbsp;&nbsp; 4225107 |
| **Application Software–0.13%** | **Application Software–0.13%** | **Application Software–0.13%** | **Application Software–0.13%** |
| &nbsp;&nbsp;&nbsp; Autodesk, Inc., 5.30%, <br> 06/15/2035<br>|  | 600000 | &nbsp;&nbsp; 620426 |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc., <br> 4.70%, 09/10/2034<br>|  | 108000 | &nbsp;&nbsp; 108708 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group, Inc., <br> 6.50%, 03/31/2029<sup>(b)</sup> <br>|  | 262000 | &nbsp;&nbsp; 264339 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Application Software–(continued)** | **Application Software–(continued)** | **Application Software–(continued)** | **Application Software–(continued)** |
| &nbsp;&nbsp;&nbsp; Fair Isaac Corp., 6.00%, <br> 05/15/2033<sup>(b)</sup> <br>|  | $305000 | &nbsp;&nbsp; $314257 |
| &nbsp;&nbsp;&nbsp; Intuit, Inc., 5.20%, <br> 09/15/2033<br>|  | 98000 | &nbsp;&nbsp; 102957 |
| Roper Technologies, Inc., | Roper Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/2028 |  | 768000 | &nbsp;&nbsp; 771741 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/2029 |  | 143000 | &nbsp;&nbsp; 144612 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/2030 |  | 875000 | &nbsp;&nbsp; 880513 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/2032 |  | 115000 | &nbsp;&nbsp; 116690 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/2034<sup>(c)</sup> <br>|  | 309000 | &nbsp;&nbsp; 310436 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/2035<sup>(c)</sup> <br>|  | 2418000 | &nbsp;&nbsp; 2455213 |
| SS&C Technologies, Inc., | SS&C Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/30/2027<sup>(b)</sup> <br>|  | 641000 | &nbsp;&nbsp; 641490 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/2032<sup>(b)</sup> <br>|  | 70000 | &nbsp;&nbsp; 72922 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc., 5.70%, <br> 04/01/2055<br>|  | 217000 | &nbsp;&nbsp; 217720 |
|  |  |  | &nbsp;&nbsp; 7022024 |
| **Asset Management & Custody Banks–0.43%** | **Asset Management & Custody Banks–0.43%** | **Asset Management & Custody Banks–0.43%** | **Asset Management & Custody Banks–0.43%** |
| &nbsp;&nbsp;&nbsp; Affiliated Managers Group, Inc., <br> 5.50%, 08/20/2034<br>|  | 441000 | &nbsp;&nbsp; 453556 |
| Ameriprise Financial, Inc., | Ameriprise Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/2028 |  | 110000 | &nbsp;&nbsp; 115312 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2033 |  | 76000 | &nbsp;&nbsp; 79250 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/2035 |  | 876000 | &nbsp;&nbsp; 899740 |
| Ares Capital Corp., | Ares Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/2029 |  | 13000 | &nbsp;&nbsp; 13362 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/2030 |  | 91000 | &nbsp;&nbsp; 91884 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/2032 |  | 19000 | &nbsp;&nbsp; 19222 |
| Ares Strategic Income Fund, | Ares Strategic Income Fund, |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/2028 |  | 38000 | &nbsp;&nbsp; 38520 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/09/2028<sup>(b)</sup> <br>|  | 45000 | &nbsp;&nbsp; 45234 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/21/2032 |  | 29000 | &nbsp;&nbsp; 29731 |
| Bank of New York Mellon Corp. (The), | Bank of New York Mellon Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.85% (SOFR + 0.68%), <br> 06/09/2028<sup>(d)</sup> <br>|  | 2379000 | &nbsp;&nbsp; 2384158 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/21/2028<sup>(e)</sup> <br>|  | 273000 | &nbsp;&nbsp; 277457 |
| &nbsp;&nbsp;&nbsp; 4.98%, 03/14/2030<sup>(e)</sup> <br>|  | 37000 | &nbsp;&nbsp; 38162 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/2032<sup>(e)</sup> <br>|  | 156000 | &nbsp;&nbsp; 162188 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/2035<sup>(e)</sup> <br>|  | 5000 | &nbsp;&nbsp; 5191 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/06/2036<sup>(e)</sup> <br>|  | 91000 | &nbsp;&nbsp; 94995 |
| &nbsp;&nbsp;&nbsp; Series J, 4.97%, <br> 04/26/2034<sup>(e)</sup> <br>|  | 13000 | &nbsp;&nbsp; 13351 |
| Blackstone Secured Lending Fund, | Blackstone Secured Lending Fund, |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/15/2027<sup>(c)</sup> <br>|  | 2814000 | &nbsp;&nbsp; 2729058 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/2027 |  | 10000 | &nbsp;&nbsp; 10211 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. <br> (Canada), | &nbsp;&nbsp;&nbsp; Brookfield Asset Management Ltd. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/24/2035<sup>(c)</sup> <br>|  | 1142000 | &nbsp;&nbsp; 1199334 |
| &nbsp;&nbsp;&nbsp; 6.08%, 09/15/2055 |  | 1646000 | &nbsp;&nbsp; 1698488 |
| &nbsp;&nbsp;&nbsp; Carlyle Group, Inc. (The), <br> 5.05%, 09/19/2035<br>|  | 3094000 | &nbsp;&nbsp; 3050866 |
| Citadel L.P., | Citadel L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/23/2030<sup>(b)</sup> <br>|  | 96000 | &nbsp;&nbsp; 99997 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/23/2032<sup>(b)</sup> <br>|  | 146000 | &nbsp;&nbsp; 154205 |
| &nbsp;&nbsp;&nbsp; Golub Capital Private Credit <br> Fund, 5.45%, <br> 08/15/2028<sup>(b)(c)</sup> <br>|  | 897000 | &nbsp;&nbsp; 902889 |
| Northern Trust Corp., | Northern Trust Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/19/2030 |  | 2213000 | &nbsp;&nbsp; 2221856 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/2032 |  | 4000 | &nbsp;&nbsp; 4383 |
| &nbsp;&nbsp;&nbsp; 5.12%, 11/19/2040<sup>(e)</sup> <br>|  | 4409000 | &nbsp;&nbsp; 4434401 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** |
| State Street Corp., | State Street Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% (SOFR + 0.95%), <br> 04/24/2028<sup>(d)</sup> <br>|  | $33000 | &nbsp;&nbsp; $33211 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/21/2029<sup>(e)</sup> <br>|  | 23000 | &nbsp;&nbsp; 24117 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/2030 |  | 59000 | &nbsp;&nbsp; 60539 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/2030 |  | 51000 | &nbsp;&nbsp; 52618 |
| &nbsp;&nbsp;&nbsp; 6.12%, 11/21/2034<sup>(e)</sup> <br>|  | 16000 | &nbsp;&nbsp; 17438 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/2036<sup>(e)</sup> <br>|  | 62000 | &nbsp;&nbsp; 63970 |
| &nbsp;&nbsp;&nbsp; 4.78%, 10/23/2036<sup>(e)</sup> <br>|  | 2429000 | &nbsp;&nbsp; 2438088 |
|  |  |  | &nbsp;&nbsp; 23956982 |
| **Automobile Manufacturers–0.64%** | **Automobile Manufacturers–0.64%** | **Automobile Manufacturers–0.64%** | **Automobile Manufacturers–0.64%** |
| &nbsp;&nbsp;&nbsp; Allison Transmission, Inc., <br> 4.75%, 10/01/2027<sup>(b)</sup> <br>|  | 775000 | &nbsp;&nbsp; 774379 |
| &nbsp;&nbsp;&nbsp; American Honda Finance Corp., <br> 4.90%, 01/10/2034<br>|  | 8000 | &nbsp;&nbsp; 8080 |
| &nbsp;&nbsp;&nbsp; Daimler Truck Finance North <br> America LLC (Germany), | &nbsp;&nbsp;&nbsp; Daimler Truck Finance North <br> America LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2027<sup>(b)</sup> <br>|  | 511000 | &nbsp;&nbsp; 516115 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/12/2030<sup>(b)</sup> <br>|  | 950000 | &nbsp;&nbsp; 958426 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/12/2032<sup>(b)</sup> <br>|  | 5873000 | &nbsp;&nbsp; 5935704 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/18/2034<sup>(b)</sup> <br>|  | 504000 | &nbsp;&nbsp; 516804 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/13/2035<sup>(b)</sup> <br>|  | 596000 | &nbsp;&nbsp; 619665 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 06/10/2026 |  | 970000 | &nbsp;&nbsp; 980016 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/04/2027 |  | 198000 | &nbsp;&nbsp; 206794 |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/2028 |  | 916000 | &nbsp;&nbsp; 936665 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/12/2028 |  | 959000 | &nbsp;&nbsp; 999025 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/2028 |  | 832000 | &nbsp;&nbsp; 871250 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/10/2030<sup>(c)</sup> <br>|  | 886000 | &nbsp;&nbsp; 951827 |
| &nbsp;&nbsp;&nbsp; 7.12%, 11/07/2033 |  | 141000 | &nbsp;&nbsp; 152022 |
| Honda Motor Co. Ltd. (Japan), | Honda Motor Co. Ltd. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/2028 |  | 2214000 | &nbsp;&nbsp; 2235791 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/2030 |  | 1951000 | &nbsp;&nbsp; 1977176 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/2035 |  | 2703000 | &nbsp;&nbsp; 2780848 |
| Hyundai Capital America, | Hyundai Capital America, |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/23/2027<sup>(b)(c)</sup> <br>|  | 1408000 | &nbsp;&nbsp; 1422930 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/07/2028<sup>(b)</sup> <br>|  | 1182000 | &nbsp;&nbsp; 1200907 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/30/2028<sup>(b)</sup> <br>|  | 83000 | &nbsp;&nbsp; 85406 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/19/2029<sup>(b)</sup> <br>|  | 67000 | &nbsp;&nbsp; 69011 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/08/2030<sup>(b)</sup> <br>|  | 1020000 | &nbsp;&nbsp; 1052340 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/2030<sup>(b)</sup> <br>|  | 14000 | &nbsp;&nbsp; 14721 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital Services, Inc. <br> (South Korea), 5.25%, <br> 01/22/2028<sup>(b)</sup> <br>|  | 4005000 | &nbsp;&nbsp; 4091432 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC (Germany), | &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/03/2028<sup>(b)(c)</sup> <br>|  | 799000 | &nbsp;&nbsp; 820867 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/2029<sup>(b)</sup> <br>|  | 595000 | &nbsp;&nbsp; 607770 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/01/2034<sup>(b)</sup> <br>|  | 825000 | &nbsp;&nbsp; 843628 |
| &nbsp;&nbsp;&nbsp; PACCAR Financial Corp., 4.00%, <br> 09/26/2029<br>|  | 371000 | &nbsp;&nbsp; 372958 |
| Toyota Motor Credit Corp., | Toyota Motor Credit Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/2029 |  | 159000 | &nbsp;&nbsp; 162037 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/2031 |  | 55000 | &nbsp;&nbsp; 57340 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** |
| &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), | &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/14/2026<sup>(b)</sup> <br>|  | $685000 | &nbsp;&nbsp; $688076 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/22/2029<sup>(b)</sup> <br>|  | 933000 | &nbsp;&nbsp; 956432 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2029<sup>(b)</sup> <br>|  | 650000 | &nbsp;&nbsp; 658325 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/22/2034<sup>(b)(c)</sup> <br>|  | 888000 | &nbsp;&nbsp; 919031 |
|  |  |  | &nbsp;&nbsp; 35443798 |
| **Automotive Parts & Equipment–0.28%** | **Automotive Parts & Equipment–0.28%** | **Automotive Parts & Equipment–0.28%** | **Automotive Parts & Equipment–0.28%** |
| American Axle & Manufacturing, Inc., | American Axle & Manufacturing, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/15/2032<sup>(b)</sup> <br>|  | 528000 | &nbsp;&nbsp; 531640 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/2033<sup>(b)(c)</sup> <br>|  | 967000 | &nbsp;&nbsp; 977335 |
| BMW US Capital LLC (Germany), | BMW US Capital LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/11/2030<sup>(b)</sup> <br>|  | 715000 | &nbsp;&nbsp; 720381 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/11/2035<sup>(b)(c)</sup> <br>|  | 1916000 | &nbsp;&nbsp; 1946101 |
| &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US Finance <br> Co., | &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US Finance <br> Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/2030<sup>(b)</sup> <br>|  | 531000 | &nbsp;&nbsp; 552373 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/2032<sup>(b)</sup> <br>|  | 27000 | &nbsp;&nbsp; 27793 |
| &nbsp;&nbsp;&nbsp; Cougar JV Subsidiary LLC, <br> 8.00%, 05/15/2032<sup>(b)</sup> <br>|  | 247000 | &nbsp;&nbsp; 264767 |
| &nbsp;&nbsp;&nbsp; Dana, Inc., 5.63%, <br> 06/15/2028<br>|  | 48000 | &nbsp;&nbsp; 48058 |
| ERAC USA Finance LLC, | ERAC USA Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2029<sup>(b)</sup> <br>|  | 101000 | &nbsp;&nbsp; 103868 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/2033<sup>(b)</sup> <br>|  | 81000 | &nbsp;&nbsp; 82479 |
| &nbsp;&nbsp;&nbsp; Forvia SE (France), 8.00%, <br> 06/15/2030<sup>(b)</sup> <br>|  | 196000 | &nbsp;&nbsp; 209050 |
| &nbsp;&nbsp;&nbsp; Magna International, Inc. <br> (Canada), 5.88%, <br> 06/01/2035<br>|  | 274000 | &nbsp;&nbsp; 291604 |
| &nbsp;&nbsp;&nbsp; NESCO Holdings II, Inc., 5.50%, <br> 04/15/2029<sup>(b)</sup> <br>|  | 277000 | &nbsp;&nbsp; 273778 |
| Phinia, Inc., | Phinia, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/2029<sup>(b)</sup> <br>|  | 522000 | &nbsp;&nbsp; 539355 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/2032<sup>(b)</sup> <br>|  | 16000 | &nbsp;&nbsp; 16626 |
| &nbsp;&nbsp;&nbsp; ZF North America Capital, Inc. <br> (Germany), | &nbsp;&nbsp;&nbsp; ZF North America Capital, Inc. <br> (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/14/2028<sup>(b)</sup> <br>|  | 291000 | &nbsp;&nbsp; 297244 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/14/2030<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 272499 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/23/2030<sup>(b)</sup> <br>|  | 133000 | &nbsp;&nbsp; 129514 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/24/2031<sup>(b)</sup> <br>|  | 7492000 | &nbsp;&nbsp; 7417881 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/23/2032<sup>(b)</sup> <br>|  | 728000 | &nbsp;&nbsp; 692244 |
|  |  |  | &nbsp;&nbsp; 15394590 |
| **Automotive Retail–0.21%** | **Automotive Retail–0.21%** | **Automotive Retail–0.21%** | **Automotive Retail–0.21%** |
| Advance Auto Parts, Inc., | Advance Auto Parts, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/09/2028 |  | 27000 | &nbsp;&nbsp; 27616 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/2030<sup>(b)(c)</sup> <br>|  | 1603000 | &nbsp;&nbsp; 1637369 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/2033<sup>(b)(c)</sup> <br>|  | 2113000 | &nbsp;&nbsp; 2154277 |
| &nbsp;&nbsp;&nbsp; AutoZone, Inc., 5.20%, <br> 08/01/2033<br>|  | 62000 | &nbsp;&nbsp; 64037 |
| &nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc., <br> 4.00%, 08/15/2028<sup>(b)(c)</sup> <br>|  | 275000 | &nbsp;&nbsp; 269616 |
| &nbsp;&nbsp;&nbsp; LCM Investments Holdings II LLC, <br> 4.88%, 05/01/2029<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 788318 |
| Lithia Motors, Inc., | Lithia Motors, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/2027<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 501061 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/2030<sup>(b)</sup> <br>|  | 5900000 | &nbsp;&nbsp; 5933791 |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc., <br> 5.00%, 08/19/2034<br>|  | 289000 | &nbsp;&nbsp; 293040 |
|  |  |  | &nbsp;&nbsp; 11669125 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Biotechnology–0.02%** | **Biotechnology–0.02%** | **Biotechnology–0.02%** | **Biotechnology–0.02%** |
| AbbVie, Inc., | AbbVie, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2029 |  | $173000 | &nbsp;&nbsp; $177597 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2034 |  | 199000 | &nbsp;&nbsp; 206461 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/2054 |  | 196000 | &nbsp;&nbsp; 195519 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/2064 |  | 197000 | &nbsp;&nbsp; 196510 |
| Amgen, Inc., | Amgen, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/2028 |  | 84000 | &nbsp;&nbsp; 85990 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/2030 |  | 19000 | &nbsp;&nbsp; 19750 |
| Gilead Sciences, Inc., | Gilead Sciences, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/2033 |  | 62000 | &nbsp;&nbsp; 65497 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/2053 |  | 48000 | &nbsp;&nbsp; 48887 |
|  |  |  | &nbsp;&nbsp; 996211 |
| **Brewers–0.01%** | **Brewers–0.01%** | **Brewers–0.01%** | **Brewers–0.01%** |
| &nbsp;&nbsp;&nbsp; Central American Bottling <br> Corp./CBC Bottling Holdco <br> S.L./Beliv Holdco S.L. <br> (Guatemala), 5.25%, <br> 04/27/2029<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 392734 |
| &nbsp;&nbsp;&nbsp; Cia Cervecerias Unidas S.A. <br> (Chile), 3.35%, <br> 01/19/2032<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 226684 |
|  |  |  | &nbsp;&nbsp; 619418 |
| **Broadcasting–0.03%** | **Broadcasting–0.03%** | **Broadcasting–0.03%** | **Broadcasting–0.03%** |
| &nbsp;&nbsp;&nbsp; Gray Media, Inc., 9.63%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 75000 | &nbsp;&nbsp; 77798 |
| Paramount Global, | Paramount Global, |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/2043 |  | 218000 | &nbsp;&nbsp; 196230 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/2050 |  | 218000 | &nbsp;&nbsp; 169881 |
| Univision Communications, Inc., | Univision Communications, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/15/2028<sup>(b)</sup> <br>|  | 146000 | &nbsp;&nbsp; 150794 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/2032<sup>(b)(c)</sup> <br>|  | 527000 | &nbsp;&nbsp; 559896 |
| &nbsp;&nbsp;&nbsp; Versant Media Group, Inc., <br> 7.25%, 01/30/2031<sup>(b)</sup> <br>|  | 270000 | &nbsp;&nbsp; 277585 |
|  |  |  | &nbsp;&nbsp; 1432184 |
| **Broadline Retail–0.23%** | **Broadline Retail–0.23%** | **Broadline Retail–0.23%** | **Broadline Retail–0.23%** |
| &nbsp;&nbsp;&nbsp; eBay, Inc., 4.25%, <br> 03/06/2029<br>|  | 4567000 | &nbsp;&nbsp; 4587470 |
| &nbsp;&nbsp;&nbsp; El Puerto de Liverpool S.A.B. de <br> C.V. (Mexico), 6.66%, <br> 01/22/2037<sup>(b)</sup> <br>|  | 4483000 | &nbsp;&nbsp; 4796272 |
| &nbsp;&nbsp;&nbsp; Macy's Retail Holdings LLC, <br> 7.38%, 08/01/2033<sup>(b)</sup> <br>|  | 2178000 | &nbsp;&nbsp; 2294364 |
| &nbsp;&nbsp;&nbsp; Prosus N.V. (China), 4.19%, <br> 01/19/2032<sup>(b)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 962507 |
|  |  |  | &nbsp;&nbsp; 12640613 |
| **Building Products–0.24%** | **Building Products–0.24%** | **Building Products–0.24%** | **Building Products–0.24%** |
| Amrize Finance US LLC, | Amrize Finance US LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/2027<sup>(b)(c)</sup> <br>|  | 609000 | &nbsp;&nbsp; 612837 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/2028<sup>(b)(c)</sup> <br>|  | 751000 | &nbsp;&nbsp; 760483 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/2030<sup>(b)</sup> <br>|  | 204000 | &nbsp;&nbsp; 209399 |
| &nbsp;&nbsp;&nbsp; Carrier Global Corp., 5.90%, <br> 03/15/2034<br>|  | 28000 | &nbsp;&nbsp; 30263 |
| CRH America Finance, Inc., | CRH America Finance, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/09/2031 |  | 4014000 | &nbsp;&nbsp; 4023990 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/2036 |  | 5632000 | &nbsp;&nbsp; 5688174 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/2056<sup>(c)</sup> <br>|  | 1737000 | &nbsp;&nbsp; 1743245 |
| &nbsp;&nbsp;&nbsp; Lennox International, Inc., <br> 5.50%, 09/15/2028<br>|  | 95000 | &nbsp;&nbsp; 98371 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Building Products–(continued)** | **Building Products–(continued)** | **Building Products–(continued)** | **Building Products–(continued)** |
| &nbsp;&nbsp;&nbsp; New Enterprise Stone & Lime <br> Co., Inc., 5.25%, <br> 07/15/2028<sup>(b)</sup> <br>|  | $266000 | &nbsp;&nbsp; $266438 |
|  |  |  | &nbsp;&nbsp; 13433200 |
| **Cable & Satellite–0.19%** | **Cable & Satellite–0.19%** | **Cable & Satellite–0.19%** | **Cable & Satellite–0.19%** |
| &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>|  | 1093000 | &nbsp;&nbsp; 1083237 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/2029<sup>(b)</sup> <br>|  | 612000 | &nbsp;&nbsp; 621768 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/2031<sup>(b)</sup> <br>|  | 140000 | &nbsp;&nbsp; 142937 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/2032<sup>(b)</sup> <br>|  | 36000 | &nbsp;&nbsp; 33114 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/2033<sup>(b)</sup> <br>|  | 272000 | &nbsp;&nbsp; 239224 |
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating Capital <br> Corp., | &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating Capital <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/2034 |  | 147000 | &nbsp;&nbsp; 155637 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/01/2035<sup>(c)</sup> <br>|  | 2062000 | &nbsp;&nbsp; 2067681 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/01/2055<sup>(c)</sup> <br>|  | 1912000 | &nbsp;&nbsp; 1864939 |
| Comcast Corp., | Comcast Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/2032 |  | 57000 | &nbsp;&nbsp; 60464 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/2055 |  | 2498000 | &nbsp;&nbsp; 2530240 |
| &nbsp;&nbsp;&nbsp; Cox Communications, Inc., <br> 5.70%, 06/15/2033<sup>(b)</sup> <br>|  | 20000 | &nbsp;&nbsp; 20225 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv <br> Financing Co-Obligor, Inc., <br> 10.00%, 02/15/2031<sup>(b)</sup> <br>|  | 132000 | &nbsp;&nbsp; 131228 |
| &nbsp;&nbsp;&nbsp; Grupo Televisa, S.A.B. (Mexico), <br> 5.00%, 05/13/2045<br>|  | 1000000 | &nbsp;&nbsp; 703774 |
| &nbsp;&nbsp;&nbsp; Virgin Media Secured Finance <br> PLC (United Kingdom), <br> 4.50%, 08/15/2030<sup>(b)</sup> <br>|  | 1100000 | &nbsp;&nbsp; 1026597 |
|  |  |  | &nbsp;&nbsp; 10681065 |
| **Cargo Ground Transportation–0.09%** | **Cargo Ground Transportation–0.09%** | **Cargo Ground Transportation–0.09%** | **Cargo Ground Transportation–0.09%** |
| &nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. L.P./PTL <br> Finance Corp., | &nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. L.P./PTL <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/24/2026<sup>(b)</sup> <br>|  | 17000 | &nbsp;&nbsp; 17103 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/12/2027<sup>(b)</sup> <br>|  | 17000 | &nbsp;&nbsp; 17197 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/2028<sup>(b)</sup> <br>|  | 28000 | &nbsp;&nbsp; 28852 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/2028<sup>(b)</sup> <br>|  | 61000 | &nbsp;&nbsp; 62839 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/01/2028<sup>(b)</sup> <br>|  | 63000 | &nbsp;&nbsp; 65826 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(b)</sup> <br>|  | 747000 | &nbsp;&nbsp; 771070 |
| Ryder System, Inc., | Ryder System, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/2029 |  | 236000 | &nbsp;&nbsp; 241525 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/2030 |  | 3968000 | &nbsp;&nbsp; 3962754 |
|  |  |  | &nbsp;&nbsp; 5167166 |
| **Casinos & Gaming–0.03%** | **Casinos & Gaming–0.03%** | **Casinos & Gaming–0.03%** | **Casinos & Gaming–0.03%** |
| &nbsp;&nbsp;&nbsp; Melco Resorts Finance Ltd. <br> (Hong Kong), 6.50%, <br> 09/24/2033<sup>(b)</sup> <br>|  | 799000 | &nbsp;&nbsp; 791704 |
| &nbsp;&nbsp;&nbsp; Studio City Finance Ltd. (Macau), <br> 5.00%, 01/15/2029<sup>(b)(c)</sup> <br>|  | 550000 | &nbsp;&nbsp; 521207 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd. (Macau), <br> 5.13%, 12/15/2029<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 391680 |
|  |  |  | &nbsp;&nbsp; 1704591 |
| **Coal & Consumable Fuels–0.01%** | **Coal & Consumable Fuels–0.01%** | **Coal & Consumable Fuels–0.01%** | **Coal & Consumable Fuels–0.01%** |
| &nbsp;&nbsp;&nbsp; FS Luxembourg S.a.r.l. (Brazil), <br> 8.63%, 06/25/2033<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 615504 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Commercial & Residential Mortgage Finance–0.18%** | **Commercial & Residential Mortgage Finance–0.18%** | **Commercial & Residential Mortgage Finance–0.18%** | **Commercial & Residential Mortgage Finance–0.18%** |
| Aviation Capital Group LLC, | Aviation Capital Group LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/2028<sup>(b)</sup> <br>|  | $51000 | &nbsp;&nbsp; $53066 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/25/2028<sup>(b)</sup> <br>|  | 123000 | &nbsp;&nbsp; 130688 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/2030<sup>(b)</sup> <br>|  | 3301000 | &nbsp;&nbsp; 3308443 |
| &nbsp;&nbsp;&nbsp; CrossCountry Intermediate <br> HoldCo LLC, 6.50%, <br> 10/01/2030<sup>(b)</sup> <br>|  | 2853000 | &nbsp;&nbsp; 2892788 |
| &nbsp;&nbsp;&nbsp; Nationstar Mortgage Holdings, <br> Inc., 6.50%, <br> 08/01/2029<sup>(b)(c)</sup> <br>|  | 518000 | &nbsp;&nbsp; 531294 |
| &nbsp;&nbsp;&nbsp; Nationwide Building Society <br> (United Kingdom), 6.56%, <br> 10/18/2027<sup>(b)(e)</sup> <br>|  | 800000 | &nbsp;&nbsp; 815795 |
| &nbsp;&nbsp;&nbsp; Radian Group, Inc., 6.20%, <br> 05/15/2029<sup>(c)</sup> <br>|  | 112000 | &nbsp;&nbsp; 117371 |
| Rocket Cos., Inc., | Rocket Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/2030<sup>(b)</sup> <br>|  | 760000 | &nbsp;&nbsp; 789520 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/2033<sup>(b)</sup> <br>|  | 378000 | &nbsp;&nbsp; 396302 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket <br> Mortgage Co-Issuer, Inc., <br> 2.88%, 10/15/2026<sup>(b)(c)</sup> <br>|  | 445000 | &nbsp;&nbsp; 438138 |
| &nbsp;&nbsp;&nbsp; Walker & Dunlop, Inc., 6.63%, <br> 04/01/2033<sup>(b)</sup> <br>|  | 258000 | &nbsp;&nbsp; 265411 |
|  |  |  | &nbsp;&nbsp; 9738816 |
| **Commodity Chemicals–0.00%** | **Commodity Chemicals–0.00%** | **Commodity Chemicals–0.00%** | **Commodity Chemicals–0.00%** |
| &nbsp;&nbsp;&nbsp; Cerdia Finanz GmbH (Germany), <br> 9.38%, 10/03/2031<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 207446 |
| **Computer & Electronics Retail–0.04%** | **Computer & Electronics Retail–0.04%** | **Computer & Electronics Retail–0.04%** | **Computer & Electronics Retail–0.04%** |
| &nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp., 5.50%, <br> 04/01/2035<sup>(c)</sup> <br>|  | 1867000 | &nbsp;&nbsp; 1938017 |
| &nbsp;&nbsp;&nbsp; Leidos, Inc., 5.75%, <br> 03/15/2033<br>|  | 39000 | &nbsp;&nbsp; 41475 |
|  |  |  | &nbsp;&nbsp; 1979492 |
| **Construction & Engineering–0.12%** | **Construction & Engineering–0.12%** | **Construction & Engineering–0.12%** | **Construction & Engineering–0.12%** |
| AECOM, 6.00%, 08/01/2033<sup>(b)</sup> <br>|  | 6365000 | &nbsp;&nbsp; 6547771 |
| &nbsp;&nbsp;&nbsp; Bioceanico Sovereign Certificate <br> Ltd. (Paraguay), 0.00%, <br> 06/05/2034<sup>(b)(f)</sup> <br>|  | 110990 | &nbsp;&nbsp; 91450 |
| &nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock <br> Corp., 5.25%, <br> 06/01/2029<sup>(b)</sup> <br>|  | 279000 | &nbsp;&nbsp; 271946 |
|  |  |  | &nbsp;&nbsp; 6911167 |
| **Construction Machinery & Heavy Transportation Equipment–**<br> **0.22%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.22%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.22%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.22%** |
| Caterpillar, Inc., | Caterpillar, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/2035 |  | 631000 | &nbsp;&nbsp; 660873 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/2055 |  | 273000 | &nbsp;&nbsp; 280428 |
| Cummins, Inc., | Cummins, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/2031<sup>(c)</sup> <br>|  | 2339000 | &nbsp;&nbsp; 2398490 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/2035 |  | 1839000 | &nbsp;&nbsp; 1919394 |
| &nbsp;&nbsp;&nbsp; Komatsu Finance America, Inc., <br> 4.20%, 09/18/2030<sup>(b)</sup> <br>|  | 3425000 | &nbsp;&nbsp; 3423500 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp., | &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/2030 |  | 965000 | &nbsp;&nbsp; 990076 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/2035 |  | 2426000 | &nbsp;&nbsp; 2543144 |
|  |  |  | &nbsp;&nbsp; 12215905 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Construction Materials–0.03%** | **Construction Materials–0.03%** | **Construction Materials–0.03%** | **Construction Materials–0.03%** |
| JH North America Holdings, Inc., | JH North America Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/31/2031<sup>(b)</sup> <br>|  | $1007000 | &nbsp;&nbsp; $1021265 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/31/2032<sup>(b)</sup> <br>|  | 577000 | &nbsp;&nbsp; 591911 |
|  |  |  | &nbsp;&nbsp; 1613176 |
| **Consumer Electronics–0.07%** | **Consumer Electronics–0.07%** | **Consumer Electronics–0.07%** | **Consumer Electronics–0.07%** |
| LG Electronics, Inc. (South Korea), | LG Electronics, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/24/2027<sup>(b)(c)</sup> <br>|  | 1070000 | &nbsp;&nbsp; 1090823 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/24/2029<sup>(b)</sup> <br>|  | 2167500 | &nbsp;&nbsp; 2264394 |
| &nbsp;&nbsp;&nbsp; Telecommunications Co. <br> Telekom Srbija AD Belgrade <br> (Serbia), 7.00%, <br> 10/28/2029<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 276866 |
|  |  |  | &nbsp;&nbsp; 3632083 |
| **Consumer Finance–0.89%** | **Consumer Finance–0.89%** | **Consumer Finance–0.89%** | **Consumer Finance–0.89%** |
| American Express Co., | American Express Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/23/2027<sup>(e)</sup> <br>|  | 232000 | &nbsp;&nbsp; 233448 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/2029<sup>(e)</sup> <br>|  | 783000 | &nbsp;&nbsp; 796128 |
| &nbsp;&nbsp;&nbsp; 5.31% (SOFR + 1.26%), <br> 04/25/2029<sup>(c)(d)</sup> <br>|  | 2415000 | &nbsp;&nbsp; 2446873 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/20/2029<sup>(e)</sup> <br>|  | 3943000 | &nbsp;&nbsp; 3975896 |
| &nbsp;&nbsp;&nbsp; 4.87% (SOFR + 0.81%), <br> 07/20/2029<sup>(d)</sup> <br>|  | 5870000 | &nbsp;&nbsp; 5878473 |
| &nbsp;&nbsp;&nbsp; 5.53%, 04/25/2030<sup>(e)</sup> <br>|  | 208000 | &nbsp;&nbsp; 217744 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/2031<sup>(c)(e)</sup> <br>|  | 1734000 | &nbsp;&nbsp; 1792499 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/2033<sup>(e)</sup> <br>|  | 2683000 | &nbsp;&nbsp; 2749285 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/30/2036<sup>(e)</sup> <br>|  | 55000 | &nbsp;&nbsp; 57541 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/2036<sup>(e)</sup> <br>|  | 144000 | &nbsp;&nbsp; 152934 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/2036<sup>(c)(e)</sup> <br>|  | 13852000 | &nbsp;&nbsp; 13787934 |
| Capital One Financial Corp., | Capital One Financial Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.15%, 10/29/2027<sup>(e)</sup> <br>|  | 44000 | &nbsp;&nbsp; 45118 |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/11/2031<sup>(c)(e)</sup> <br>|  | 3031000 | &nbsp;&nbsp; 3029760 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/11/2036<sup>(c)(e)</sup> <br>|  | 2536000 | &nbsp;&nbsp; 2532487 |
| &nbsp;&nbsp;&nbsp; EZCORP, Inc., 7.38%, <br> 04/01/2032<sup>(b)(c)</sup> <br>|  | 502000 | &nbsp;&nbsp; 527529 |
| FirstCash, Inc., | FirstCash, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/01/2028<sup>(b)(c)</sup> <br>|  | 650000 | &nbsp;&nbsp; 644108 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/2032<sup>(b)</sup> <br>|  | 817000 | &nbsp;&nbsp; 850532 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc., 5.40%, 04/06/2026<br>|  | 8000 | &nbsp;&nbsp; 8034 |
| &nbsp;&nbsp;&nbsp; goeasy Ltd. (Canada), 6.88%, <br> 02/15/2031<sup>(b)(c)</sup> <br>|  | 1418000 | &nbsp;&nbsp; 1339201 |
| &nbsp;&nbsp;&nbsp; Navient Corp., 5.00%, <br> 03/15/2027<br>|  | 250000 | &nbsp;&nbsp; 249980 |
| OneMain Finance Corp., | OneMain Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/2027 |  | 275000 | &nbsp;&nbsp; 271636 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/2029<sup>(c)</sup> <br>|  | 515000 | &nbsp;&nbsp; 533550 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2032 |  | 90000 | &nbsp;&nbsp; 92096 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/2032<sup>(c)</sup> <br>|  | 653000 | &nbsp;&nbsp; 677106 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/2033<sup>(c)</sup> <br>|  | 5803000 | &nbsp;&nbsp; 5835845 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial, 5.02%, <br> 07/29/2029<sup>(c)(e)</sup> <br>|  | 427000 | &nbsp;&nbsp; 431565 |
|  |  |  | &nbsp;&nbsp; 49157302 |
| **Consumer Staples Merchandise Retail–0.02%** | **Consumer Staples Merchandise Retail–0.02%** | **Consumer Staples Merchandise Retail–0.02%** | **Consumer Staples Merchandise Retail–0.02%** |
| &nbsp;&nbsp;&nbsp; Cencosud S.A. (Chile), 5.95%, <br> 05/28/2031<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 840036 |
| &nbsp;&nbsp;&nbsp; Dollar General Corp., 5.50%, <br> 11/01/2052<br>|  | 33000 | &nbsp;&nbsp; 31883 |
|  |  |  | &nbsp;&nbsp; 871919 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Copper–0.00%** | **Copper–0.00%** | **Copper–0.00%** | **Copper–0.00%** |
| &nbsp;&nbsp;&nbsp; First Quantum Minerals Ltd. <br> (Zambia), 8.63%, <br> 06/01/2031<sup>(b)</sup> <br>|  | $250000 | &nbsp;&nbsp; $262645 |
| **Distillers & Vintners–0.03%** | **Distillers & Vintners–0.03%** | **Distillers & Vintners–0.03%** | **Distillers & Vintners–0.03%** |
| Constellation Brands, Inc., | Constellation Brands, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/2030 |  | 203000 | &nbsp;&nbsp; 206760 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/2033 |  | 6000 | &nbsp;&nbsp; 6054 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/2035<sup>(c)</sup> <br>|  | 1367000 | &nbsp;&nbsp; 1357690 |
|  |  |  | &nbsp;&nbsp; 1570504 |
| **Distributors–0.01%** | **Distributors–0.01%** | **Distributors–0.01%** | **Distributors–0.01%** |
| Genuine Parts Co., | Genuine Parts Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2029 |  | 421000 | &nbsp;&nbsp; 427615 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/2033 |  | 113000 | &nbsp;&nbsp; 126225 |
|  |  |  | &nbsp;&nbsp; 553840 |
| **Diversified Banks–6.10%** | **Diversified Banks–6.10%** | **Diversified Banks–6.10%** | **Diversified Banks–6.10%** |
| &nbsp;&nbsp;&nbsp; Africa Finance Corp. <br> (Supranational), 4.38%, <br> 04/17/2026<sup>(b)</sup> <br>|  | 20285000 | &nbsp;&nbsp; 20292476 |
| &nbsp;&nbsp;&nbsp; Akbank Turk A.S. (Turkey), <br> 7.88%, 09/04/2035<sup>(b)(e)</sup> <br>|  | 200000 | &nbsp;&nbsp; 205577 |
| &nbsp;&nbsp;&nbsp; Australia and New Zealand Banking <br> Group Ltd. (Australia), | &nbsp;&nbsp;&nbsp; Australia and New Zealand Banking <br> Group Ltd. (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 6.74%, 12/08/2032<sup>(b)(c)</sup> <br>|  | 628000 | &nbsp;&nbsp; 698902 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/30/2035<sup>(b)(c)(e)</sup> <br>|  | 350000 | &nbsp;&nbsp; 354238 |
| &nbsp;&nbsp;&nbsp; 6.75%<sup>(b)(e)(g)</sup> <br>|  | 624000 | &nbsp;&nbsp; 632609 |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria <br> S.A. (Spain), 9.38%<sup>(e)(g)</sup> <br>|  | 1807000 | &nbsp;&nbsp; 2018661 |
| &nbsp;&nbsp;&nbsp; Banco de Bogota S.A. <br> (Colombia), 4.38%, <br> 08/03/2027<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 398624 |
| &nbsp;&nbsp;&nbsp; Banco del Estado de Chile <br> (Chile), 7.95%<sup>(b)(e)(g)</sup> <br>|  | 421000 | &nbsp;&nbsp; 446210 |
| &nbsp;&nbsp;&nbsp; Banco do Brasil S.A. (Brazil), <br> 6.00%, 03/18/2031<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 826174 |
| &nbsp;&nbsp;&nbsp; Banco GNB Sudameris S.A. <br> (Colombia), 7.50%, <br> 04/16/2031<sup>(b)(e)</sup> <br>|  | 200000 | &nbsp;&nbsp; 197988 |
| Banco Santander S.A. (Spain), | Banco Santander S.A. (Spain), |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/14/2028<sup>(e)</sup> <br>|  | 800000 | &nbsp;&nbsp; 814158 |
| &nbsp;&nbsp;&nbsp; 5.08% (SOFR + 1.12%), <br> 11/06/2030<br>|  | 7200000 | &nbsp;&nbsp; 7237980 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/2035 |  | 8200000 | &nbsp;&nbsp; 8269866 |
| &nbsp;&nbsp;&nbsp; 8.00%<sup>(c)(e)(g)</sup> <br>|  | 466667 | &nbsp;&nbsp; 518478 |
| &nbsp;&nbsp;&nbsp; 9.63%<sup>(e)(g)</sup> <br>|  | 2400000 | &nbsp;&nbsp; 2673158 |
| &nbsp;&nbsp;&nbsp; 9.63%<sup>(c)(e)(g)</sup> <br>|  | 1400000 | &nbsp;&nbsp; 1691175 |
| &nbsp;&nbsp;&nbsp; Bank Gospodarstwa Krajowego <br> (Poland), | &nbsp;&nbsp;&nbsp; Bank Gospodarstwa Krajowego <br> (Poland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/22/2033<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 207803 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/09/2034<sup>(b)</sup> <br>|  | 445000 | &nbsp;&nbsp; 473380 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Bank of America Corp., | Bank of America Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.08% (SOFR + 1.05%), <br> 02/04/2028<sup>(d)</sup> <br>|  | $42000 | &nbsp;&nbsp; $42258 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/2028<sup>(e)</sup> <br>|  | 7000 | &nbsp;&nbsp; 7100 |
| &nbsp;&nbsp;&nbsp; 4.88% (SOFR + 0.83%), <br> 01/24/2029<sup>(d)</sup> <br>|  | 441000 | &nbsp;&nbsp; 441627 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/2029<sup>(e)</sup> <br>|  | 88000 | &nbsp;&nbsp; 90263 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/2029<sup>(e)</sup> <br>|  | 967000 | &nbsp;&nbsp; 980363 |
| &nbsp;&nbsp;&nbsp; 5.06% (SOFR + 1.01%), <br> 01/24/2031<sup>(c)(d)</sup> <br>|  | 393000 | &nbsp;&nbsp; 393148 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/24/2031<sup>(e)</sup> <br>|  | 184000 | &nbsp;&nbsp; 190909 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/15/2035<sup>(e)</sup> <br>|  | 50000 | &nbsp;&nbsp; 51550 |
| &nbsp;&nbsp;&nbsp; 5.51%, 01/24/2036<sup>(e)</sup> <br>|  | 1048000 | &nbsp;&nbsp; 1106490 |
| &nbsp;&nbsp;&nbsp; 6.63%<sup>(e)(g)</sup> <br>|  | 1498000 | &nbsp;&nbsp; 1555087 |
| &nbsp;&nbsp;&nbsp; Series RR, 4.38%<sup>(c)(e)(g)</sup> <br>|  | 3401000 | &nbsp;&nbsp; 3356906 |
| Bank of Montreal (Canada), | Bank of Montreal (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 7.70%, 05/26/2084<sup>(e)</sup> <br>|  | 836000 | &nbsp;&nbsp; 889986 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/26/2084<sup>(e)</sup> <br>|  | 965000 | &nbsp;&nbsp; 1030002 |
| Bank of New York Mellon (The), | Bank of New York Mellon (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/20/2027<sup>(e)</sup> <br>|  | 995000 | &nbsp;&nbsp; 996990 |
| &nbsp;&nbsp;&nbsp; 4.77% (SOFR + 0.71%), <br> 04/20/2027<sup>(d)</sup> <br>|  | 1389000 | &nbsp;&nbsp; 1391175 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/20/2029<sup>(c)(e)</sup> <br>|  | 927000 | &nbsp;&nbsp; 943601 |
| &nbsp;&nbsp;&nbsp; Bank of New Zealand (New <br> Zealand), 5.70%, <br> 01/28/2035<sup>(b)(e)</sup> <br>|  | 805000 | &nbsp;&nbsp; 833875 |
| Bank of Nova Scotia (The) (Canada), | Bank of Nova Scotia (The) (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 10/27/2082<sup>(e)</sup> <br>|  | 810000 | &nbsp;&nbsp; 860699 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/27/2084<sup>(c)(e)</sup> <br>|  | 859000 | &nbsp;&nbsp; 920603 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/27/2085<sup>(c)(e)</sup> <br>|  | 7411000 | &nbsp;&nbsp; 7481190 |
| &nbsp;&nbsp;&nbsp; Banque Federative du Credit <br> Mutuel (France), 4.59%, <br> 10/16/2028<sup>(b)</sup> <br>|  | 4229000 | &nbsp;&nbsp; 4276344 |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 02/25/2031<sup>(e)</sup> <br>|  | 666000 | &nbsp;&nbsp; 690217 |
| &nbsp;&nbsp;&nbsp; 6.69%, 09/13/2034<sup>(e)</sup> <br>|  | 200000 | &nbsp;&nbsp; 222485 |
| &nbsp;&nbsp;&nbsp; 5.86%, 08/11/2046<sup>(e)</sup> <br>|  | 2176000 | &nbsp;&nbsp; 2261041 |
| &nbsp;&nbsp;&nbsp; BBVA Bancomer S.A. (Mexico), <br> 8.45%, 06/29/2038<sup>(b)(e)</sup> <br>|  | 300000 | &nbsp;&nbsp; 329394 |
| BNP Paribas S.A. (France), | BNP Paribas S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 4.79%, 05/09/2029<sup>(b)(e)</sup> <br>|  | 1026000 | &nbsp;&nbsp; 1037950 |
| &nbsp;&nbsp;&nbsp; 5.45% (SOFR + 1.43%), <br> 05/09/2029<sup>(b)(d)</sup> <br>|  | 2276000 | &nbsp;&nbsp; 2303361 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/09/2031<sup>(b)(e)</sup> <br>|  | 2128000 | &nbsp;&nbsp; 2178488 |
| &nbsp;&nbsp;&nbsp; 7.45%<sup>(b)(e)(g)</sup> <br>|  | 200000 | &nbsp;&nbsp; 208694 |
| BPCE S.A. (France), | BPCE S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 6.29%, 01/14/2036<sup>(b)(e)</sup> <br>|  | 330000 | &nbsp;&nbsp; 356328 |
| &nbsp;&nbsp;&nbsp; 6.92%, 01/14/2046<sup>(b)(e)</sup> <br>|  | 957000 | &nbsp;&nbsp; 1036824 |
| &nbsp;&nbsp;&nbsp; CaixaBank S.A. (Spain), 4.89%, <br> 07/03/2031<sup>(b)(e)</sup> <br>|  | 1139000 | &nbsp;&nbsp; 1159679 |
| Citigroup, Inc., | Citigroup, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.17% (SOFR + 1.14%), <br> 05/07/2028<sup>(d)</sup> <br>|  | 2010000 | &nbsp;&nbsp; 2022581 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/2030<sup>(e)</sup> <br>|  | 74000 | &nbsp;&nbsp; 76140 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/2030<sup>(e)</sup> <br>|  | 472000 | &nbsp;&nbsp; 476427 |
| &nbsp;&nbsp;&nbsp; 5.49% (SOFR + 1.46%), <br> 05/07/2031<sup>(d)</sup> <br>|  | 2319000 | &nbsp;&nbsp; 2354039 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/11/2031<sup>(c)(e)</sup> <br>|  | 4319000 | &nbsp;&nbsp; 4350653 |
| &nbsp;&nbsp;&nbsp; 6.17%, 05/25/2034<sup>(e)</sup> <br>|  | 33000 | &nbsp;&nbsp; 35270 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/13/2035<sup>(e)</sup> <br>|  | 44000 | &nbsp;&nbsp; 46032 |
| &nbsp;&nbsp;&nbsp; 5.17%, 09/11/2036<sup>(c)(e)</sup> <br>|  | 6816000 | &nbsp;&nbsp; 6958451 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/19/2039<sup>(e)</sup> <br>|  | 517000 | &nbsp;&nbsp; 522301 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/04/2056<sup>(c)(e)</sup> <br>|  | $1513000 | &nbsp;&nbsp; $1540201 |
| &nbsp;&nbsp;&nbsp; Series AA, 7.63%<sup>(e)(g)</sup> <br>|  | 5457000 | &nbsp;&nbsp; 5708939 |
| &nbsp;&nbsp;&nbsp; Series BB, 7.20%<sup>(e)(g)</sup> <br>|  | 5272000 | &nbsp;&nbsp; 5459573 |
| &nbsp;&nbsp;&nbsp; Series DD, 7.00%<sup>(c)(e)(g)</sup> <br>|  | 6536000 | &nbsp;&nbsp; 6944886 |
| &nbsp;&nbsp;&nbsp; Series W, 4.00%<sup>(e)(g)</sup> <br>|  | 5850000 | &nbsp;&nbsp; 5867726 |
| &nbsp;&nbsp;&nbsp; Series Z, 7.38%<sup>(c)(e)(g)</sup> <br>|  | 5754000 | &nbsp;&nbsp; 5943295 |
| &nbsp;&nbsp;&nbsp; Comerica, Inc., 5.98%, <br> 01/30/2030<sup>(e)</sup> <br>|  | 3000 | &nbsp;&nbsp; 3128 |
| &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank U.A. <br> (Netherlands), 3.96%, <br> 10/17/2028<br>|  | 3915000 | &nbsp;&nbsp; 3930577 |
| &nbsp;&nbsp;&nbsp; Corporacion Financiera de <br> Desarrollo S.A. (Peru), <br> 5.95%, 04/30/2029<sup>(b)</sup> <br>|  | 3865000 | &nbsp;&nbsp; 4023755 |
| Credit Agricole S.A. (France), | Credit Agricole S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.22%, 05/27/2031<sup>(b)(e)</sup> <br>|  | 1412000 | &nbsp;&nbsp; 1456538 |
| &nbsp;&nbsp;&nbsp; 4.82%, 09/25/2033<sup>(b)(e)</sup> <br>|  | 6011000 | &nbsp;&nbsp; 6026352 |
| &nbsp;&nbsp;&nbsp; Federation des caisses <br> Desjardins du Quebec <br> (Canada), 4.55%, <br> 08/23/2027<sup>(b)</sup> <br>|  | 758000 | &nbsp;&nbsp; 766160 |
| Fifth Third Bancorp, | Fifth Third Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 11/01/2027<sup>(e)</sup> <br>|  | 12000 | &nbsp;&nbsp; 11725 |
| &nbsp;&nbsp;&nbsp; 6.34%, 07/27/2029<sup>(e)</sup> <br>|  | 6000 | &nbsp;&nbsp; 6323 |
| &nbsp;&nbsp;&nbsp; 4.77%, 07/28/2030<sup>(e)</sup> <br>|  | 58000 | &nbsp;&nbsp; 58808 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/29/2032<sup>(e)</sup> <br>|  | 21000 | &nbsp;&nbsp; 22095 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.89%, 08/14/2027<sup>(e)</sup> <br>|  | 897000 | &nbsp;&nbsp; 907596 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/17/2028<sup>(e)</sup> <br>|  | 913000 | &nbsp;&nbsp; 931261 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/11/2028<sup>(e)</sup> <br>|  | 511000 | &nbsp;&nbsp; 519339 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/2030<sup>(e)</sup> <br>|  | 951000 | &nbsp;&nbsp; 983977 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/2031<sup>(e)</sup> <br>|  | 756000 | &nbsp;&nbsp; 777161 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(e)</sup> <br>|  | 1407000 | &nbsp;&nbsp; 1455251 |
| &nbsp;&nbsp;&nbsp; 5.59% (SOFR + 1.57%), <br> 05/13/2031<sup>(d)</sup> <br>|  | 2647000 | &nbsp;&nbsp; 2698647 |
| &nbsp;&nbsp;&nbsp; 4.62%, 11/06/2031<sup>(e)</sup> <br>|  | 2134000 | &nbsp;&nbsp; 2148350 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/13/2034<sup>(e)</sup> <br>|  | 200000 | &nbsp;&nbsp; 228928 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/2036<sup>(e)</sup> <br>|  | 417000 | &nbsp;&nbsp; 443014 |
| &nbsp;&nbsp;&nbsp; 5.74%, 09/10/2036<sup>(e)</sup> <br>|  | 2260000 | &nbsp;&nbsp; 2335048 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/2036<sup>(e)</sup> <br>|  | 3844000 | &nbsp;&nbsp; 3880090 |
| &nbsp;&nbsp;&nbsp; 6.33%, 03/09/2044<sup>(e)</sup> <br>|  | 723000 | &nbsp;&nbsp; 799816 |
| &nbsp;&nbsp;&nbsp; 6.88%<sup>(e)(g)</sup> <br>|  | 722000 | &nbsp;&nbsp; 749625 |
| &nbsp;&nbsp;&nbsp; 7.05%<sup>(e)(g)</sup> <br>|  | 3046000 | &nbsp;&nbsp; 3162540 |
| &nbsp;&nbsp;&nbsp; ING Groep N.V. (Netherlands), <br> 5.34%, 03/19/2030<sup>(c)(e)</sup> <br>|  | 885000 | &nbsp;&nbsp; 916902 |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/2028<sup>(e)</sup> <br>|  | 168000 | &nbsp;&nbsp; 171382 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/2028<sup>(e)</sup> <br>|  | 14000 | &nbsp;&nbsp; 14189 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/2029<sup>(e)</sup> <br>|  | 164000 | &nbsp;&nbsp; 167163 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/24/2029<sup>(e)</sup> <br>|  | 70000 | &nbsp;&nbsp; 72192 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/23/2029<sup>(e)</sup> <br>|  | 80000 | &nbsp;&nbsp; 84467 |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/23/2030<sup>(e)</sup> <br>|  | 46000 | &nbsp;&nbsp; 47241 |
| &nbsp;&nbsp;&nbsp; 5.58%, 04/22/2030<sup>(e)</sup> <br>|  | 132000 | &nbsp;&nbsp; 138177 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/22/2030<sup>(e)</sup> <br>|  | 273000 | &nbsp;&nbsp; 280982 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/22/2030<sup>(e)</sup> <br>|  | 475000 | &nbsp;&nbsp; 482895 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/24/2031<sup>(e)</sup> <br>|  | 392000 | &nbsp;&nbsp; 406768 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/22/2031<sup>(c)(e)</sup> <br>|  | 1056000 | &nbsp;&nbsp; 1095507 |
| &nbsp;&nbsp;&nbsp; 4.26%, 10/22/2031<sup>(e)</sup> <br>|  | 5338000 | &nbsp;&nbsp; 5345417 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/2033<sup>(e)</sup> <br>|  | 48000 | &nbsp;&nbsp; 51257 |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/2035<sup>(e)</sup> <br>|  | 10000 | &nbsp;&nbsp; 10465 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/2036<sup>(e)</sup> <br>|  | $56000 | &nbsp;&nbsp; $59180 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/2036<sup>(e)</sup> <br>|  | 106000 | &nbsp;&nbsp; 112642 |
| &nbsp;&nbsp;&nbsp; 5.58%, 07/23/2036<sup>(e)</sup> <br>|  | 176000 | &nbsp;&nbsp; 184229 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/22/2036<sup>(c)(e)</sup> <br>|  | 7359000 | &nbsp;&nbsp; 7402693 |
| &nbsp;&nbsp;&nbsp; 5.53%, 11/29/2045<sup>(c)(e)</sup> <br>|  | 1043000 | &nbsp;&nbsp; 1080479 |
| &nbsp;&nbsp;&nbsp; Series W, 5.11% (3 mo. Term <br> SOFR + 1.26%), <br> 05/15/2047<sup>(d)</sup> <br>|  | 27000 | &nbsp;&nbsp; 24127 |
| &nbsp;&nbsp;&nbsp; Series NN, 6.88%<sup>(e)(g)</sup> <br>|  | 170000 | &nbsp;&nbsp; 179494 |
| &nbsp;&nbsp;&nbsp; Series OO, 6.50%<sup>(e)(g)</sup> <br>|  | 544000 | &nbsp;&nbsp; 562407 |
| &nbsp;&nbsp;&nbsp; KeyBank N.A., 5.85%, <br> 11/15/2027<br>|  | 818000 | &nbsp;&nbsp; 843318 |
| KeyCorp, 2.55%, 10/01/2029 |  | 15000 | &nbsp;&nbsp; 14162 |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 4.43%, 11/04/2031<sup>(e)</sup> <br>|  | 2621000 | &nbsp;&nbsp; 2627032 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/04/2036<sup>(e)</sup> <br>|  | 8244000 | &nbsp;&nbsp; 8219858 |
| &nbsp;&nbsp;&nbsp; 6.63%<sup>(e)(g)</sup> <br>|  | 3674000 | &nbsp;&nbsp; 3653292 |
| &nbsp;&nbsp;&nbsp; Magyar Export-Import Bank <br> Zartkoruen Mukodo <br> Reszvenytarsasag (Hungary), <br> 6.13%, 12/04/2027<sup>(b)</sup> <br>|  | 325000 | &nbsp;&nbsp; 335009 |
| &nbsp;&nbsp;&nbsp; Manufacturers & Traders <br> Trust Co., 4.70%, <br> 01/27/2028<br>|  | 799000 | &nbsp;&nbsp; 810395 |
| &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. <br> (Japan), | &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. <br> (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/17/2030<sup>(c)(e)</sup> <br>|  | 784000 | &nbsp;&nbsp; 811408 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/24/2031<sup>(c)(e)</sup> <br>|  | 1409000 | &nbsp;&nbsp; 1460481 |
| &nbsp;&nbsp;&nbsp; 5.54% (SOFR + 1.48%), <br> 04/24/2031<sup>(d)</sup> <br>|  | 1332000 | &nbsp;&nbsp; 1357054 |
| &nbsp;&nbsp;&nbsp; 4.53%, 09/12/2031<sup>(e)</sup> <br>|  | 2377000 | &nbsp;&nbsp; 2397681 |
| &nbsp;&nbsp;&nbsp; 5.43%, 04/17/2035<sup>(e)</sup> <br>|  | 225000 | &nbsp;&nbsp; 235585 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/16/2036<sup>(e)</sup> <br>|  | 279000 | &nbsp;&nbsp; 294787 |
| &nbsp;&nbsp;&nbsp; 5.62%, 04/24/2036<sup>(e)</sup> <br>|  | 774000 | &nbsp;&nbsp; 818673 |
| &nbsp;&nbsp;&nbsp; 5.19%, 09/12/2036<sup>(c)(e)</sup> <br>|  | 4116000 | &nbsp;&nbsp; 4226348 |
| &nbsp;&nbsp;&nbsp; 6.35%<sup>(e)(g)</sup> <br>|  | 9587000 | &nbsp;&nbsp; 9734304 |
| &nbsp;&nbsp;&nbsp; 8.20%<sup>(c)(e)(g)</sup> <br>|  | 5145000 | &nbsp;&nbsp; 5669435 |
| Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/2029<sup>(e)</sup> <br>|  | 790000 | &nbsp;&nbsp; 823347 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/2030<sup>(c)(e)</sup> <br>|  | 980000 | &nbsp;&nbsp; 1018027 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/2031<sup>(e)</sup> <br>|  | 2371000 | &nbsp;&nbsp; 2407945 |
| &nbsp;&nbsp;&nbsp; 5.34% (SOFR + 1.25%), <br> 07/08/2031<sup>(c)(d)</sup> <br>|  | 2165000 | &nbsp;&nbsp; 2185020 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/10/2035<sup>(e)</sup> <br>|  | 1010000 | &nbsp;&nbsp; 1065429 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/08/2036<sup>(c)(e)</sup> <br>|  | 3480000 | &nbsp;&nbsp; 3607521 |
| Morgan Stanley Bank N.A., | Morgan Stanley Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/14/2028<sup>(e)</sup> <br>|  | 749000 | &nbsp;&nbsp; 755685 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/2029<sup>(e)</sup> <br>|  | 783000 | &nbsp;&nbsp; 797966 |
| Morgan Stanley Private Bank N.A., | Morgan Stanley Private Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/2028<sup>(e)</sup> <br>|  | 2164000 | &nbsp;&nbsp; 2177730 |
| &nbsp;&nbsp;&nbsp; 4.73%, 07/18/2031<sup>(e)</sup> <br>|  | 1760000 | &nbsp;&nbsp; 1790710 |
| &nbsp;&nbsp;&nbsp; Multibank, Inc. (Panama), <br> 7.75%, 02/03/2028<sup>(b)</sup> <br>|  | 1701000 | &nbsp;&nbsp; 1765851 |
| &nbsp;&nbsp;&nbsp; National Australia Bank Ltd. <br> (Australia), 5.90%, <br> 01/14/2036<sup>(b)(c)(e)</sup> <br>|  | 362000 | &nbsp;&nbsp; 383409 |
| National Securities Clearing Corp., | National Securities Clearing Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/21/2027<sup>(b)</sup> <br>|  | 771000 | &nbsp;&nbsp; 788720 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/2028<sup>(b)</sup> <br>|  | 764000 | &nbsp;&nbsp; 784232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Nordea Bank Abp (Finland), | Nordea Bank Abp (Finland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/28/2030<sup>(b)(c)</sup> <br>|  | $5769000 | &nbsp;&nbsp; $5809759 |
| &nbsp;&nbsp;&nbsp; 6.30%<sup>(b)(c)(e)(g)</sup> <br>|  | 745000 | &nbsp;&nbsp; 759541 |
| &nbsp;&nbsp;&nbsp; 6.75%<sup>(b)(e)(g)</sup> <br>|  | 1915000 | &nbsp;&nbsp; 1959784 |
| &nbsp;&nbsp;&nbsp; Norinchukin Bank (The) (Japan), <br> 5.09%, 10/16/2029<sup>(b)</sup> <br>|  | 706000 | &nbsp;&nbsp; 722995 |
| &nbsp;&nbsp;&nbsp; Panama Infrastructure <br> Receivable Purchaser PLC <br> (United Kingdom), 0.00%, <br> 04/05/2032<sup>(b)(f)</sup> <br>|  | 4414000 | &nbsp;&nbsp; 3421049 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. <br> (The), | &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. <br> (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.62%, 10/20/2027<sup>(e)</sup> <br>|  | 90000 | &nbsp;&nbsp; 91902 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/2029<sup>(e)</sup> <br>|  | 81000 | &nbsp;&nbsp; 83994 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/2031<sup>(e)</sup> <br>|  | 1851000 | &nbsp;&nbsp; 1898619 |
| &nbsp;&nbsp;&nbsp; 6.04%, 10/28/2033<sup>(e)</sup> <br>|  | 6000 | &nbsp;&nbsp; 6505 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/2034<sup>(e)</sup> <br>|  | 10000 | &nbsp;&nbsp; 10285 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/2036<sup>(c)(e)</sup> <br>|  | 1709000 | &nbsp;&nbsp; 1771068 |
| &nbsp;&nbsp;&nbsp; Series V, 6.20%<sup>(e)(g)</sup> <br>|  | 60000 | &nbsp;&nbsp; 61038 |
| &nbsp;&nbsp;&nbsp; Series W, 6.25%<sup>(e)(g)</sup> <br>|  | 80000 | &nbsp;&nbsp; 82320 |
| Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.77% (SOFR + 0.71%), <br> 01/21/2027<sup>(d)</sup> <br>|  | 17000 | &nbsp;&nbsp; 17070 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/2029 |  | 37000 | &nbsp;&nbsp; 38092 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/02/2084<sup>(e)</sup> <br>|  | 948000 | &nbsp;&nbsp; 1004565 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/24/2085<sup>(e)</sup> <br>|  | 2681000 | &nbsp;&nbsp; 2672234 |
| &nbsp;&nbsp;&nbsp; Santander UK Group Holdings <br> PLC (United Kingdom), <br> 5.14%, 09/22/2036<sup>(e)</sup> <br>|  | 2183000 | &nbsp;&nbsp; 2183366 |
| &nbsp;&nbsp;&nbsp; Standard Chartered PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Standard Chartered PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 6.19%, 07/06/2027<sup>(b)(e)</sup> <br>|  | 740000 | &nbsp;&nbsp; 748476 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/08/2028<sup>(b)(e)</sup> <br>|  | 750000 | &nbsp;&nbsp; 771739 |
| &nbsp;&nbsp;&nbsp; 7.02%, 02/08/2030<sup>(b)(e)</sup> <br>|  | 758000 | &nbsp;&nbsp; 819554 |
| &nbsp;&nbsp;&nbsp; 5.01%, 10/15/2030<sup>(b)(e)</sup> <br>|  | 964000 | &nbsp;&nbsp; 985857 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(b)(e)</sup> <br>|  | 1325000 | &nbsp;&nbsp; 1370326 |
| &nbsp;&nbsp;&nbsp; 5.71% (SOFR + 1.68%), <br> 05/13/2031<sup>(b)(d)</sup> <br>|  | 1323000 | &nbsp;&nbsp; 1356087 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/29/2032<sup>(b)(e)</sup> <br>|  | 3298000 | &nbsp;&nbsp; 2984713 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/12/2036<sup>(b)(e)</sup> <br>|  | 5731000 | &nbsp;&nbsp; 5878965 |
| &nbsp;&nbsp;&nbsp; 7.75%<sup>(b)(e)(g)</sup> <br>|  | 3221000 | &nbsp;&nbsp; 3344509 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. (Japan), <br> 6.60%<sup>(c)(e)(g)</sup> <br>|  | 4929000 | &nbsp;&nbsp; 5093481 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd. <br> (Japan), | &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd. <br> (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/09/2026<sup>(b)</sup> <br>|  | 539000 | &nbsp;&nbsp; 541377 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/14/2026<sup>(b)(c)</sup> <br>|  | 770000 | &nbsp;&nbsp; 780034 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/14/2028<sup>(b)(c)</sup> <br>|  | 893000 | &nbsp;&nbsp; 929705 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/07/2029<sup>(b)</sup> <br>|  | 857000 | &nbsp;&nbsp; 885605 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/11/2030<sup>(b)</sup> <br>|  | 2281000 | &nbsp;&nbsp; 2299511 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/07/2034<sup>(b)</sup> <br>|  | 57000 | &nbsp;&nbsp; 59883 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Group, <br> Inc. (Japan), 5.42%, <br> 09/11/2036<sup>(b)(c)(e)</sup> <br>|  | 1168000 | &nbsp;&nbsp; 1185206 |
| &nbsp;&nbsp;&nbsp; Synovus Bank, 5.63%, <br> 02/15/2028<br>|  | 774000 | &nbsp;&nbsp; 790204 |
| &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The) <br> (Canada), | &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The) <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/2035 |  | 3221000 | &nbsp;&nbsp; 3254522 |
| &nbsp;&nbsp;&nbsp; 8.13%, 10/31/2082<sup>(c)(e)</sup> <br>|  | 773000 | &nbsp;&nbsp; 814976 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Truist Bank, | Truist Bank, |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/2028<sup>(e)</sup> <br>|  | $4256000 | &nbsp;&nbsp; $4277709 |
| &nbsp;&nbsp;&nbsp; 4.82% (SOFR + 0.77%), <br> 07/24/2028<sup>(d)</sup> <br>|  | 5142000 | &nbsp;&nbsp; 5145610 |
| U.S. Bancorp, | U.S. Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/2029<sup>(e)</sup> <br>|  | 69000 | &nbsp;&nbsp; 71816 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/23/2030<sup>(e)</sup> <br>|  | 98000 | &nbsp;&nbsp; 101690 |
| UBS AG (Switzerland), | UBS AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.53% (SOFR + 0.50%), <br> 05/17/2027<sup>(d)</sup> <br>|  | 7785000 | &nbsp;&nbsp; 7789166 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/2028<sup>(c)</sup> <br>|  | 728000 | &nbsp;&nbsp; 761211 |
| Wells Fargo & Co., | Wells Fargo & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/2028<sup>(e)</sup> <br>|  | 104000 | &nbsp;&nbsp; 106236 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/2028<sup>(e)</sup> <br>|  | 9000 | &nbsp;&nbsp; 9099 |
| &nbsp;&nbsp;&nbsp; 5.42% (SOFR + 1.37%), <br> 04/23/2029<sup>(d)</sup> <br>|  | 1125000 | &nbsp;&nbsp; 1139545 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/2029<sup>(e)</sup> <br>|  | 56000 | &nbsp;&nbsp; 58051 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/23/2029<sup>(e)</sup> <br>|  | 60000 | &nbsp;&nbsp; 63546 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/23/2030<sup>(e)</sup> <br>|  | 61000 | &nbsp;&nbsp; 62950 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/23/2031<sup>(e)</sup> <br>|  | 1672000 | &nbsp;&nbsp; 1732113 |
| &nbsp;&nbsp;&nbsp; 5.39%, 04/24/2034<sup>(e)</sup> <br>|  | 11000 | &nbsp;&nbsp; 11535 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/25/2034<sup>(e)</sup> <br>|  | 51000 | &nbsp;&nbsp; 54035 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/23/2035<sup>(e)</sup> <br>|  | 25000 | &nbsp;&nbsp; 26297 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/23/2036<sup>(e)</sup> <br>|  | 277000 | &nbsp;&nbsp; 293896 |
| &nbsp;&nbsp;&nbsp; 6.85%<sup>(e)(g)</sup> <br>|  | 267000 | &nbsp;&nbsp; 279944 |
| &nbsp;&nbsp;&nbsp; 7.63%<sup>(e)(g)</sup> <br>|  | 66000 | &nbsp;&nbsp; 70363 |
| &nbsp;&nbsp;&nbsp; Series BB, 3.90%<sup>(e)(g)</sup> <br>|  | 919000 | &nbsp;&nbsp; 915448 |
| &nbsp;&nbsp;&nbsp; Westpac Banking Corp. <br> (Australia), 5.62%, <br> 11/20/2035<sup>(e)</sup> <br>|  | 49000 | &nbsp;&nbsp; 51009 |
|  |  |  | &nbsp;&nbsp; 337475556 |
| **Diversified Capital Markets–0.68%** | **Diversified Capital Markets–0.68%** | **Diversified Capital Markets–0.68%** | **Diversified Capital Markets–0.68%** |
| Apollo Debt Solutions BDC, | Apollo Debt Solutions BDC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/30/2030<sup>(b)</sup> <br>|  | 41000 | &nbsp;&nbsp; 41595 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/2032<sup>(b)</sup> <br>|  | 22000 | &nbsp;&nbsp; 22871 |
| Credit Suisse Group AG (Switzerland), | Credit Suisse Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%<sup>(b)(e)(g)(h)(i)</sup> <br>|  | 5650000 | &nbsp;&nbsp; 1608837 |
| &nbsp;&nbsp;&nbsp; 5.25%<sup>(b)(e)(g)(h)(i)</sup> <br>|  | 3522000 | &nbsp;&nbsp; 1002889 |
| &nbsp;&nbsp;&nbsp; Sixth Street Lending Partners, <br> 6.13%, 07/15/2030<sup>(b)</sup> <br>|  | 7000 | &nbsp;&nbsp; 7196 |
| &nbsp;&nbsp;&nbsp; SMBC Aviation Capital Finance DAC <br> (Ireland), | &nbsp;&nbsp;&nbsp; SMBC Aviation Capital Finance DAC <br> (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/03/2029<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 206066 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/03/2034<sup>(b)</sup> <br>|  | 234000 | &nbsp;&nbsp; 243012 |
| UBS Group AG (Switzerland), | UBS Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.43%, 02/08/2030<sup>(b)(c)(e)</sup> <br>|  | 695000 | &nbsp;&nbsp; 720156 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/23/2031<sup>(b)(c)(e)</sup> <br>|  | 2666000 | &nbsp;&nbsp; 2665652 |
| &nbsp;&nbsp;&nbsp; 4.84%, 11/06/2033<sup>(b)(e)</sup> <br>|  | 8474000 | &nbsp;&nbsp; 8544501 |
| &nbsp;&nbsp;&nbsp; 5.01%, 03/23/2037<sup>(b)(e)</sup> <br>|  | 2666000 | &nbsp;&nbsp; 2667529 |
| &nbsp;&nbsp;&nbsp; 5.53%, 05/06/2047<sup>(b)(e)</sup> <br>|  | 13724000 | &nbsp;&nbsp; 13775465 |
| &nbsp;&nbsp;&nbsp; 6.60%<sup>(b)(c)(e)(g)</sup> <br>|  | 1873000 | &nbsp;&nbsp; 1893337 |
| &nbsp;&nbsp;&nbsp; 7.00%<sup>(b)(c)(e)(g)</sup> <br>|  | 1429000 | &nbsp;&nbsp; 1450941 |
| &nbsp;&nbsp;&nbsp; 7.13%<sup>(b)(e)(g)</sup> <br>|  | 1267000 | &nbsp;&nbsp; 1299711 |
| &nbsp;&nbsp;&nbsp; Series 28, 9.25%<sup>(b)(e)(g)</sup> <br>|  | 789000 | &nbsp;&nbsp; 868518 |
| &nbsp;&nbsp;&nbsp; Series 33, 9.25%<sup>(b)(e)(g)</sup> <br>|  | 728000 | &nbsp;&nbsp; 853589 |
|  |  |  | &nbsp;&nbsp; 37871865 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Chemicals–0.01%** | **Diversified Chemicals–0.01%** | **Diversified Chemicals–0.01%** | **Diversified Chemicals–0.01%** |
| &nbsp;&nbsp;&nbsp; SABIC Capital II B.V. (Saudi <br> Arabia), 4.50%, <br> 10/10/2028<sup>(b)</sup> <br>|  | $200000 | &nbsp;&nbsp; $201923 |
| &nbsp;&nbsp;&nbsp; Sasol Financing USA LLC (South <br> Africa), 8.75%, <br> 05/03/2029<sup>(b)</sup> <br>|  | 160000 | &nbsp;&nbsp; 162827 |
|  |  |  | &nbsp;&nbsp; 364750 |
| **Diversified Financial Services–2.14%** | **Diversified Financial Services–2.14%** | **Diversified Financial Services–2.14%** | **Diversified Financial Services–2.14%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust (Ireland), | &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/2030 |  | 3788000 | &nbsp;&nbsp; 3784138 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/31/2056<sup>(e)</sup> <br>|  | 1066000 | &nbsp;&nbsp; 1096636 |
| &nbsp;&nbsp;&nbsp; Aircastle Ltd./Aircastle Ireland <br> DAC, 5.00%, 09/15/2030<sup>(b)</sup> <br>|  | 1079000 | &nbsp;&nbsp; 1092187 |
| Apollo Global Management, Inc., | Apollo Global Management, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/2033 |  | 86000 | &nbsp;&nbsp; 95111 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/2035 |  | 2189000 | &nbsp;&nbsp; 2194233 |
| &nbsp;&nbsp;&nbsp; Atlas Warehouse Lending Co. <br> L.P., 6.25%, 01/15/2030<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 263603 |
| &nbsp;&nbsp;&nbsp; Avolon Holdings Funding Ltd. <br> (Ireland), | &nbsp;&nbsp;&nbsp; Avolon Holdings Funding Ltd. <br> (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2028<sup>(b)</sup> <br>|  | 578000 | &nbsp;&nbsp; 585061 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/04/2028<sup>(b)</sup> <br>|  | 121000 | &nbsp;&nbsp; 126197 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/2029<sup>(b)</sup> <br>|  | 27000 | &nbsp;&nbsp; 27993 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/2029<sup>(b)</sup> <br>|  | 16000 | &nbsp;&nbsp; 16642 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/2030<sup>(b)</sup> <br>|  | 62000 | &nbsp;&nbsp; 63145 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/2032<sup>(b)</sup> <br>|  | 7363000 | &nbsp;&nbsp; 7305957 |
| &nbsp;&nbsp;&nbsp; BlackRock Funding, Inc., <br> 4.90%, 01/08/2035<br>|  | 97000 | &nbsp;&nbsp; 99824 |
| Blackstone Reg Finance Co. L.L.C., | Blackstone Reg Finance Co. L.L.C., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/03/2030<sup>(c)</sup> <br>|  | 2070000 | &nbsp;&nbsp; 2072073 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/2036 |  | 2182000 | &nbsp;&nbsp; 2175672 |
| &nbsp;&nbsp;&nbsp; Citadel Finance LLC, 5.90%, <br> 02/10/2030<sup>(b)</sup> <br>|  | 1463000 | &nbsp;&nbsp; 1488264 |
| Citadel Securities Global Holdings LLC, | Citadel Securities Global Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/18/2030<sup>(b)</sup> <br>|  | 1028000 | &nbsp;&nbsp; 1056479 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/18/2035<sup>(b)</sup> <br>|  | 769000 | &nbsp;&nbsp; 811429 |
| Corebridge Financial, Inc., | Corebridge Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/2033 |  | 82000 | &nbsp;&nbsp; 87351 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2034 |  | 112000 | &nbsp;&nbsp; 116941 |
| &nbsp;&nbsp;&nbsp; DAE Sukuk (DIFC) Ltd. (United <br> Arab Emirates), 4.50%, <br> 10/16/2030<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 595735 |
| &nbsp;&nbsp;&nbsp; Eagle Funding LuxCo S.a.r.l. <br> (Mexico), 5.50%, <br> 08/17/2030<sup>(b)</sup> <br>|  | 40751000 | &nbsp;&nbsp; 41420946 |
| &nbsp;&nbsp;&nbsp; Gabon Blue Bond Master Trust <br> (Gabon), Series 2, 6.10%, <br> 08/01/2038<sup>(b)</sup> <br>|  | 4013000 | &nbsp;&nbsp; 4133083 |
| GGAM Finance Ltd. (Ireland), | GGAM Finance Ltd. (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/2028<sup>(b)(c)</sup> <br>|  | 750000 | &nbsp;&nbsp; 795139 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/2029<sup>(b)</sup> <br>|  | 397000 | &nbsp;&nbsp; 412932 |
| &nbsp;&nbsp;&nbsp; Global Aircraft Leasing Co. Ltd. <br> (Cayman Islands), 8.75%, <br> 09/01/2027<sup>(b)</sup> <br>|  | 379000 | &nbsp;&nbsp; 392448 |
| &nbsp;&nbsp;&nbsp; Horizon Mutual Holdings, Inc., <br> 6.20%, 11/15/2034<sup>(b)</sup> <br>|  | 2082000 | &nbsp;&nbsp; 2072939 |
| Jane Street Group/JSG Finance, Inc., | Jane Street Group/JSG Finance, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/2029<sup>(b)(c)</sup> <br>|  | 702000 | &nbsp;&nbsp; 691544 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/30/2031<sup>(b)</sup> <br>|  | 1012000 | &nbsp;&nbsp; 1066884 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/2032<sup>(b)</sup> <br>|  | 3467000 | &nbsp;&nbsp; 3529912 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/2033<sup>(b)</sup> <br>|  | 7495000 | &nbsp;&nbsp; 7845046 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Financial Services–(continued)** | **Diversified Financial Services–(continued)** | **Diversified Financial Services–(continued)** | **Diversified Financial Services–(continued)** |
| LPL Holdings, Inc., | LPL Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/2027 |  | $183000 | &nbsp;&nbsp; $186497 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/2030 |  | 720000 | &nbsp;&nbsp; 738007 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/2030 |  | 635000 | &nbsp;&nbsp; 649448 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/2035 |  | 1177000 | &nbsp;&nbsp; 1207425 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/2035 |  | 544000 | &nbsp;&nbsp; 562622 |
| &nbsp;&nbsp;&nbsp; Macquarie Airfinance Holdings Ltd. <br> (United Kingdom), | &nbsp;&nbsp;&nbsp; Macquarie Airfinance Holdings Ltd. <br> (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/26/2029<sup>(b)</sup> <br>|  | 5000 | &nbsp;&nbsp; 5259 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/17/2030<sup>(b)</sup> <br>|  | 19000 | &nbsp;&nbsp; 19285 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/26/2031<sup>(b)</sup> <br>|  | 6000 | &nbsp;&nbsp; 6437 |
| &nbsp;&nbsp;&nbsp; OPEC Fund for International <br> Development (The) <br> (Supranational), 4.50%, <br> 01/26/2026<sup>(b)</sup> <br>|  | 9425000 | &nbsp;&nbsp; 9429320 |
| &nbsp;&nbsp;&nbsp; Pershing Square Holdings Ltd., <br> 5.50%, 10/28/2032<sup>(b)</sup> <br>|  | 8536000 | &nbsp;&nbsp; 8615517 |
| &nbsp;&nbsp;&nbsp; Provident Funding Associates <br> L.P./PFG Finance Corp., <br> 9.75%, 09/15/2029<sup>(b)</sup> <br>|  | 376000 | &nbsp;&nbsp; 396317 |
| &nbsp;&nbsp;&nbsp; Voya Global Funding, 4.60%, <br> 11/24/2030<sup>(b)(c)</sup> <br>|  | 4495000 | &nbsp;&nbsp; 4533290 |
| &nbsp;&nbsp;&nbsp; Wynnton Funding Trust II, <br> 5.99%, 08/15/2055<sup>(b)</sup> <br>|  | 4157000 | &nbsp;&nbsp; 4227064 |
|  |  |  | &nbsp;&nbsp; 118092032 |
| **Diversified Metals & Mining–0.30%** | **Diversified Metals & Mining–0.30%** | **Diversified Metals & Mining–0.30%** | **Diversified Metals & Mining–0.30%** |
| &nbsp;&nbsp;&nbsp; BHP Billiton Finance (USA) Ltd. <br> (Australia), | &nbsp;&nbsp;&nbsp; BHP Billiton Finance (USA) Ltd. <br> (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/2028 |  | 129000 | &nbsp;&nbsp; 132992 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/2030 |  | 101000 | &nbsp;&nbsp; 105556 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/2033 |  | 159000 | &nbsp;&nbsp; 166018 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/05/2055 |  | 1486000 | &nbsp;&nbsp; 1550507 |
| &nbsp;&nbsp;&nbsp; Corporacion Nacional del Cobre <br> de Chile (Chile), 5.13%, <br> 02/02/2033<sup>(b)</sup> <br>|  | 3583000 | &nbsp;&nbsp; 3598274 |
| Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.15% (SOFR + 1.06%), <br> 04/04/2027<sup>(b)(d)</sup> <br>|  | 283000 | &nbsp;&nbsp; 284213 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/01/2028<sup>(b)(c)</sup> <br>|  | 522000 | &nbsp;&nbsp; 531701 |
| &nbsp;&nbsp;&nbsp; 5.37%, 04/04/2029<sup>(b)</sup> <br>|  | 142000 | &nbsp;&nbsp; 146833 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/01/2030<sup>(b)</sup> <br>|  | 667000 | &nbsp;&nbsp; 687776 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/2034<sup>(b)</sup> <br>|  | 92000 | &nbsp;&nbsp; 96572 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/01/2035<sup>(b)</sup> <br>|  | 810000 | &nbsp;&nbsp; 852283 |
| &nbsp;&nbsp;&nbsp; 5.89%, 04/04/2054<sup>(b)</sup> <br>|  | 97000 | &nbsp;&nbsp; 98018 |
| &nbsp;&nbsp;&nbsp; 6.14%, 04/01/2055<sup>(b)</sup> <br>|  | 410000 | &nbsp;&nbsp; 431087 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Finance (USA) PLC <br> (Australia), | &nbsp;&nbsp;&nbsp; Rio Tinto Finance (USA) PLC <br> (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/2027 |  | 462000 | &nbsp;&nbsp; 465394 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/2028 |  | 163000 | &nbsp;&nbsp; 165039 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/2030 |  | 1132000 | &nbsp;&nbsp; 1165667 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/2032 |  | 491000 | &nbsp;&nbsp; 507766 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/2055 |  | 132000 | &nbsp;&nbsp; 136796 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/2065 |  | 456000 | &nbsp;&nbsp; 476950 |
| &nbsp;&nbsp;&nbsp; Windfall Mining Group, <br> Inc./Groupe Minier Windfall, <br> Inc. (South Africa), 5.85%, <br> 05/13/2032<sup>(b)</sup> <br>|  | 4540000 | &nbsp;&nbsp; 4759727 |
|  |  |  | &nbsp;&nbsp; 16359169 |
| **Diversified REITs–0.03%** | **Diversified REITs–0.03%** | **Diversified REITs–0.03%** | **Diversified REITs–0.03%** |
| &nbsp;&nbsp;&nbsp; ERP Operating L.P., 4.95%, <br> 06/15/2032<br>|  | 504000 | &nbsp;&nbsp; 517718 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified REITs–(continued)** | **Diversified REITs–(continued)** | **Diversified REITs–(continued)** | **Diversified REITs–(continued)** |
| Trust Fibra Uno (Mexico), | Trust Fibra Uno (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/23/2037<sup>(b)</sup> <br>|  | $655000 | &nbsp;&nbsp; $744495 |
| &nbsp;&nbsp;&nbsp; 6.39%, 01/15/2050<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 185649 |
| VICI Properties L.P., | VICI Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/2034 |  | 47000 | &nbsp;&nbsp; 48806 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/2054 |  | 66000 | &nbsp;&nbsp; 66425 |
|  |  |  | &nbsp;&nbsp; 1563093 |
| **Diversified Support Services–0.23%** | **Diversified Support Services–0.23%** | **Diversified Support Services–0.23%** | **Diversified Support Services–0.23%** |
| &nbsp;&nbsp;&nbsp; Amazon Conservation DAC <br> (Ecuador), 6.03%, <br> 01/16/2042<sup>(b)</sup> <br>|  | 10080000 | &nbsp;&nbsp; 10539144 |
| &nbsp;&nbsp;&nbsp; Element Fleet Management Corp. <br> (Canada), | &nbsp;&nbsp;&nbsp; Element Fleet Management Corp. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.32%, 12/04/2028<sup>(b)</sup> <br>|  | 105000 | &nbsp;&nbsp; 110840 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/25/2030<sup>(b)</sup> <br>|  | 955000 | &nbsp;&nbsp; 979013 |
| RB Global Holdings, Inc. (Canada), | RB Global Holdings, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2028<sup>(b)</sup> <br>|  | 1076000 | &nbsp;&nbsp; 1102970 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/2031<sup>(b)</sup> <br>|  | 169000 | &nbsp;&nbsp; 177339 |
|  |  |  | &nbsp;&nbsp; 12909306 |
| **Drug Retail–0.12%** | **Drug Retail–0.12%** | **Drug Retail–0.12%** | **Drug Retail–0.12%** |
| &nbsp;&nbsp;&nbsp; CK Hutchison International (23) <br> Ltd. (United Kingdom), <br> 4.88%, 04/21/2033<sup>(b)</sup> <br>|  | 1148000 | &nbsp;&nbsp; 1172908 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands IV B.V. (Israel), <br> 5.75%, 12/01/2030<br>|  | 5080000 | &nbsp;&nbsp; 5276357 |
|  |  |  | &nbsp;&nbsp; 6449265 |
| **Electric Utilities–3.03%** | **Electric Utilities–3.03%** | **Electric Utilities–3.03%** | **Electric Utilities–3.03%** |
| AEP Texas, Inc., | AEP Texas, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/2034<sup>(c)</sup> <br>|  | 660000 | &nbsp;&nbsp; 692393 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/2055 |  | 3208000 | &nbsp;&nbsp; 3204117 |
| &nbsp;&nbsp;&nbsp; AEP Transmission Co. LLC, <br> 5.38%, 06/15/2035<br>|  | 259000 | &nbsp;&nbsp; 269920 |
| Alabama Power Co., | Alabama Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, <br> 03/15/2031<br>|  | 2475000 | &nbsp;&nbsp; 2482764 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/2033 |  | 31000 | &nbsp;&nbsp; 33569 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/2035 |  | 272000 | &nbsp;&nbsp; 279545 |
| &nbsp;&nbsp;&nbsp; Alexander Funding Trust II, <br> 7.47%, 07/31/2028<sup>(b)</sup> <br>|  | 520000 | &nbsp;&nbsp; 555367 |
| &nbsp;&nbsp;&nbsp; Alfa Desarrollo S.p.A. (Chile), <br> 4.55%, 09/27/2051<sup>(b)</sup> <br>|  | 196896 | &nbsp;&nbsp; 161104 |
| American Electric Power Co., Inc., | American Electric Power Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/2027 |  | 25000 | &nbsp;&nbsp; 25769 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2029 |  | 83000 | &nbsp;&nbsp; 85768 |
| &nbsp;&nbsp;&nbsp; Series C, 5.80%, <br> 03/15/2056<sup>(e)</sup> <br>|  | 5967000 | &nbsp;&nbsp; 5929693 |
| &nbsp;&nbsp;&nbsp; Series D, 6.05%, <br> 03/15/2056<sup>(e)</sup> <br>|  | 1730000 | &nbsp;&nbsp; 1732208 |
| &nbsp;&nbsp;&nbsp; Arizona Public Service Co., <br> 5.90%, 08/15/2055<br>|  | 4362000 | &nbsp;&nbsp; 4491191 |
| &nbsp;&nbsp;&nbsp; Baltimore Gas and Electric Co., <br> 5.45%, 06/01/2035<br>|  | 678000 | &nbsp;&nbsp; 709436 |
| &nbsp;&nbsp;&nbsp; Capital Power (US Holdings), Inc. <br> (Canada), | &nbsp;&nbsp;&nbsp; Capital Power (US Holdings), Inc. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.26%, 06/01/2028<sup>(b)</sup> <br>|  | 1050000 | &nbsp;&nbsp; 1070820 |
| &nbsp;&nbsp;&nbsp; 6.19%, 06/01/2035<sup>(b)</sup> <br>|  | 1355000 | &nbsp;&nbsp; 1423750 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC, | &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030 |  | $442000 | &nbsp;&nbsp; $453878 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035 |  | 152000 | &nbsp;&nbsp; 155240 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, <br> 10/01/2052<br>|  | 66000 | &nbsp;&nbsp; 61033 |
| &nbsp;&nbsp;&nbsp; Chile Electricity Lux MPC II <br> S.a.r.l. (Chile), 5.58%, <br> 10/20/2035<sup>(b)</sup> <br>|  | 6624551 | &nbsp;&nbsp; 6833225 |
| &nbsp;&nbsp;&nbsp; Comision Ejecutiva <br> Hidroelectrica del Rio Lempa <br> (El Salvador), 8.65%, <br> 01/24/2033<sup>(b)</sup> <br>|  | 333000 | &nbsp;&nbsp; 356643 |
| &nbsp;&nbsp;&nbsp; Comision Federal de Electricidad <br> (Mexico), 6.26%, <br> 02/15/2052<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 566485 |
| &nbsp;&nbsp;&nbsp; Commonwealth Edison Co., <br> 5.95%, 06/01/2055<br>|  | 800000 | &nbsp;&nbsp; 850447 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc., | &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/2034 |  | 5000 | &nbsp;&nbsp; 5285 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2053 |  | 84000 | &nbsp;&nbsp; 87840 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/2055 |  | 3694000 | &nbsp;&nbsp; 3781339 |
| Constellation Energy Generation LLC, | Constellation Energy Generation LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/2034 |  | 41000 | &nbsp;&nbsp; 44665 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/2053 |  | 41000 | &nbsp;&nbsp; 45330 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/2054 |  | 132000 | &nbsp;&nbsp; 132692 |
| Duke Energy Carolinas LLC, | Duke Energy Carolinas LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/2030 |  | 117000 | &nbsp;&nbsp; 120774 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2035 |  | 569000 | &nbsp;&nbsp; 592551 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2053 |  | 51000 | &nbsp;&nbsp; 49961 |
| Duke Energy Corp., | Duke Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/2029 |  | 78000 | &nbsp;&nbsp; 79717 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/2035 |  | 2489000 | &nbsp;&nbsp; 2488780 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2052 |  | 25000 | &nbsp;&nbsp; 22582 |
| Duke Energy Florida LLC, | Duke Energy Florida LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/2030 |  | 2392000 | &nbsp;&nbsp; 2397516 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/2035 |  | 3799000 | &nbsp;&nbsp; 3820659 |
| Duke Energy Indiana LLC, | Duke Energy Indiana LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/2053 |  | 59000 | &nbsp;&nbsp; 57602 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/2055 |  | 499000 | &nbsp;&nbsp; 524026 |
| Electricite de France S.A. (France), | Electricite de France S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/23/2028<sup>(b)</sup> <br>|  | 1488000 | &nbsp;&nbsp; 1539137 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/13/2055<sup>(b)</sup> <br>|  | 12881000 | &nbsp;&nbsp; 13617879 |
| &nbsp;&nbsp;&nbsp; 9.13%<sup>(b)(c)(e)(g)</sup> <br>|  | 3285000 | &nbsp;&nbsp; 3809457 |
| Entergy Corp., | Entergy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/2054<sup>(e)</sup> <br>|  | 146000 | &nbsp;&nbsp; 153699 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/2056<sup>(e)</sup> <br>|  | 9841000 | &nbsp;&nbsp; 9834301 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/15/2056<sup>(c)(e)</sup> <br>|  | 3856000 | &nbsp;&nbsp; 3881824 |
| Entergy Louisiana LLC, | Entergy Louisiana LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/2034 |  | 144000 | &nbsp;&nbsp; 148409 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/2055 |  | 641000 | &nbsp;&nbsp; 660002 |
| &nbsp;&nbsp;&nbsp; Entergy Texas, Inc., 5.25%, <br> 04/15/2035<br>|  | 441000 | &nbsp;&nbsp; 456344 |
| Evergy Metro, Inc., | Evergy Metro, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/2033 |  | 45000 | &nbsp;&nbsp; 46257 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/2035 |  | 2110000 | &nbsp;&nbsp; 2147517 |
| &nbsp;&nbsp;&nbsp; Evergy Missouri West, Inc., <br> 5.25%, 12/15/2035<sup>(b)</sup> <br>|  | 3448000 | &nbsp;&nbsp; 3502921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| Exelon Corp., | Exelon Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/2029 |  | $83000 | &nbsp;&nbsp; $85503 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/2031 |  | 869000 | &nbsp;&nbsp; 900025 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2034 |  | 74000 | &nbsp;&nbsp; 77522 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/2053 |  | 117000 | &nbsp;&nbsp; 115577 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/2055<sup>(c)</sup> <br>|  | 829000 | &nbsp;&nbsp; 850203 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Pennsylvania <br> Electric Co., 5.20%, <br> 04/01/2028<sup>(b)</sup> <br>|  | 17000 | &nbsp;&nbsp; 17386 |
| FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/2030 |  | 203000 | &nbsp;&nbsp; 205665 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2035 |  | 147000 | &nbsp;&nbsp; 148409 |
| Florida Power & Light Co., | Florida Power & Light Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/2033 |  | 22000 | &nbsp;&nbsp; 22564 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/2065 |  | 349000 | &nbsp;&nbsp; 366970 |
| &nbsp;&nbsp;&nbsp; Georgia Power Co., 4.95%, <br> 05/17/2033<br>|  | 33000 | &nbsp;&nbsp; 33833 |
| &nbsp;&nbsp;&nbsp; Hawaiian Electric Co., Inc., <br> 6.00%, 10/01/2033<sup>(b)</sup> <br>|  | 1700000 | &nbsp;&nbsp; 1722374 |
| &nbsp;&nbsp;&nbsp; Louisville Gas and Electric Co., <br> 5.85%, 08/15/2055<br>|  | 1078000 | &nbsp;&nbsp; 1109311 |
| MidAmerican Energy Co., | MidAmerican Energy Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2034 |  | 33000 | &nbsp;&nbsp; 34788 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/2054 |  | 58000 | &nbsp;&nbsp; 60815 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/2055 |  | 109000 | &nbsp;&nbsp; 105500 |
| &nbsp;&nbsp;&nbsp; MVM Energetika Zrt (Hungary), <br> 7.50%, 06/09/2028<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 212465 |
| &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., | &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/2029 |  | 146000 | &nbsp;&nbsp; 149681 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/2031 |  | 133000 | &nbsp;&nbsp; 137726 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/2033 |  | 18000 | &nbsp;&nbsp; 19377 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2034 |  | 691000 | &nbsp;&nbsp; 709812 |
| &nbsp;&nbsp;&nbsp; New England Power Co., 5.85%, <br> 09/08/2055<sup>(b)(c)</sup> <br>|  | 1188000 | &nbsp;&nbsp; 1208788 |
| NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/2028 |  | 132000 | &nbsp;&nbsp; 134454 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/2029 |  | 217000 | &nbsp;&nbsp; 222594 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2030<sup>(c)</sup> <br>|  | 1283000 | &nbsp;&nbsp; 1326876 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2035 |  | 926000 | &nbsp;&nbsp; 963385 |
| Niagara Mohawk Power Corp., | Niagara Mohawk Power Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/03/2030<sup>(b)</sup> <br>|  | 2147000 | &nbsp;&nbsp; 2164348 |
| &nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(b)</sup> <br>|  | 82000 | &nbsp;&nbsp; 83879 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/03/2055<sup>(b)</sup> <br>|  | 2744000 | &nbsp;&nbsp; 2836264 |
| &nbsp;&nbsp;&nbsp; Northern States Power Co., <br> 5.65%, 05/15/2055<br>|  | 859000 | &nbsp;&nbsp; 882083 |
| NRG Energy, Inc., | NRG Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 10/15/2030<sup>(b)(c)</sup> <br>|  | 4459000 | &nbsp;&nbsp; 4453564 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2034<sup>(b)</sup> <br>|  | 3785000 | &nbsp;&nbsp; 3817880 |
| &nbsp;&nbsp;&nbsp; 5.41%, 10/15/2035<sup>(b)</sup> <br>|  | 3655000 | &nbsp;&nbsp; 3661985 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/2036<sup>(b)(c)</sup> <br>|  | 4601000 | &nbsp;&nbsp; 4675614 |
| &nbsp;&nbsp;&nbsp; Oglethorpe Power Corp., <br> 5.90%, 02/01/2055<br>|  | 312000 | &nbsp;&nbsp; 315279 |
| &nbsp;&nbsp;&nbsp; Ohio Power Co., 5.65%, <br> 06/01/2034<br>|  | 119000 | &nbsp;&nbsp; 125031 |
| &nbsp;&nbsp;&nbsp; Oklahoma Gas and Electric Co., <br> 5.60%, 04/01/2053<br>|  | 581000 | &nbsp;&nbsp; 581896 |
| Oncor Electric Delivery Co. LLC, | Oncor Electric Delivery Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/2029 |  | 441000 | &nbsp;&nbsp; 450053 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/2033 |  | 62000 | &nbsp;&nbsp; 66389 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/2055<sup>(b)</sup> <br>|  | 1145000 | &nbsp;&nbsp; 1178068 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| PacifiCorp, | PacifiCorp, |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/2029 |  | $94000 | &nbsp;&nbsp; $95836 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/2031 |  | 104000 | &nbsp;&nbsp; 107458 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/2034<sup>(c)</sup> <br>|  | 101000 | &nbsp;&nbsp; 103248 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/2055 |  | 97000 | &nbsp;&nbsp; 92357 |
| Pinnacle West Capital Corp., | Pinnacle West Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/2028 |  | 244000 | &nbsp;&nbsp; 248254 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2030 |  | 421000 | &nbsp;&nbsp; 435818 |
| PPL Capital Funding, Inc., | PPL Capital Funding, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; Conv., 3.00%, <br> 12/01/2030<sup>(b)</sup> <br>|  | 5227000 | &nbsp;&nbsp; 5328084 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/2034 |  | 71000 | &nbsp;&nbsp; 73206 |
| &nbsp;&nbsp;&nbsp; PPL Electric Utilities Corp., <br> 5.55%, 08/15/2055<br>|  | 1065000 | &nbsp;&nbsp; 1079129 |
| &nbsp;&nbsp;&nbsp; PSEG Power LLC, 5.20%, <br> 05/15/2030<sup>(b)</sup> <br>|  | 32000 | &nbsp;&nbsp; 32863 |
| &nbsp;&nbsp;&nbsp; Public Service Co. of Colorado, <br> 5.25%, 04/01/2053<br>|  | 44000 | &nbsp;&nbsp; 41754 |
| RWE Finance US LLC (Germany), | RWE Finance US LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/2035<sup>(b)</sup> <br>|  | 2178000 | &nbsp;&nbsp; 2167529 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/18/2055<sup>(b)</sup> <br>|  | 2263000 | &nbsp;&nbsp; 2233572 |
| San Diego Gas & Electric Co., | San Diego Gas & Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/2053 |  | 96000 | &nbsp;&nbsp; 92430 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/2054 |  | 207000 | &nbsp;&nbsp; 205159 |
| &nbsp;&nbsp;&nbsp; Sierra Pacific Power Co., <br> 5.90%, 03/15/2054<br>|  | 27000 | &nbsp;&nbsp; 27336 |
| Southern Co. (The), | Southern Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; Conv., 3.25%, <br> 06/15/2028<sup>(b)</sup> <br>|  | 5591000 | &nbsp;&nbsp; 5658172 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/2032 |  | 18000 | &nbsp;&nbsp; 19223 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/2035<sup>(c)</sup> <br>|  | 369000 | &nbsp;&nbsp; 367778 |
| &nbsp;&nbsp;&nbsp; Southwestern Electric Power <br> Co., 5.30%, 04/01/2033<br>|  | 31000 | &nbsp;&nbsp; 31983 |
| &nbsp;&nbsp;&nbsp; Trans-Allegheny Interstate Line <br> Co., 5.00%, 01/15/2031<sup>(b)</sup> <br>|  | 462000 | &nbsp;&nbsp; 476497 |
| Union Electric Co., | Union Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/2034 |  | 180000 | &nbsp;&nbsp; 186657 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/2035 |  | 617000 | &nbsp;&nbsp; 641915 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/2055 |  | 240000 | &nbsp;&nbsp; 226019 |
| Virginia Electric and Power Co., | Virginia Electric and Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/2033 |  | 28000 | &nbsp;&nbsp; 28769 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, <br> 09/15/2035<sup>(c)</sup> <br>|  | 3394000 | &nbsp;&nbsp; 3403249 |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, <br> 09/15/2055<sup>(c)</sup> <br>|  | 5600000 | &nbsp;&nbsp; 5579099 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/30/2026<sup>(b)</sup> <br>|  | 293000 | &nbsp;&nbsp; 295718 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/2027<sup>(b)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 1001834 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/31/2027<sup>(b)</sup> <br>|  | 69000 | &nbsp;&nbsp; 69264 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/01/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 493963 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/2030<sup>(b)</sup> <br>|  | 2790000 | &nbsp;&nbsp; 2785803 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/2031<sup>(b)</sup> <br>|  | 3295000 | &nbsp;&nbsp; 3501979 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/2032<sup>(b)(c)</sup> <br>|  | 1435000 | &nbsp;&nbsp; 1510164 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/15/2033<sup>(b)</sup> <br>|  | 77000 | &nbsp;&nbsp; 85987 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/2034<sup>(b)</sup> <br>|  | 105000 | &nbsp;&nbsp; 111080 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/30/2034<sup>(b)</sup> <br>|  | 428000 | &nbsp;&nbsp; 442531 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/2035<sup>(b)</sup> <br>|  | 3229000 | &nbsp;&nbsp; 3223366 |
| &nbsp;&nbsp;&nbsp; Wisconsin Electric Power Co., <br> 4.15%, 10/15/2030<br>|  | 1885000 | &nbsp;&nbsp; 1886578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| &nbsp;&nbsp;&nbsp; Xcel Energy, Inc., 4.75%, <br> 03/21/2028<br>|  | $196000 | &nbsp;&nbsp; $198842 |
|  |  |  | &nbsp;&nbsp; 167297870 |
| **Electrical Components & Equipment–0.06%** | **Electrical Components & Equipment–0.06%** | **Electrical Components & Equipment–0.06%** | **Electrical Components & Equipment–0.06%** |
| EnerSys, | EnerSys, |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/2027<sup>(b)</sup> <br>|  | 332000 | &nbsp;&nbsp; 330486 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/2032<sup>(b)</sup> <br>|  | 256000 | &nbsp;&nbsp; 266361 |
| &nbsp;&nbsp;&nbsp; LG Energy Solution Ltd. (South <br> Korea), 5.88%, <br> 04/02/2035<sup>(b)</sup> <br>|  | 410000 | &nbsp;&nbsp; 426637 |
| Molex Electronic Technologies LLC, | Molex Electronic Technologies LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/30/2028<sup>(b)</sup> <br>|  | 963000 | &nbsp;&nbsp; 974642 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/30/2032<sup>(b)</sup> <br>|  | 762000 | &nbsp;&nbsp; 785228 |
| &nbsp;&nbsp;&nbsp; Nissan Motor Acceptance Co. <br> LLC, 7.05%, 09/15/2028<sup>(b)</sup> <br>|  | 402000 | &nbsp;&nbsp; 415055 |
| Regal Rexnord Corp., | Regal Rexnord Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/2028 |  | 6000 | &nbsp;&nbsp; 6211 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/2030 |  | 26000 | &nbsp;&nbsp; 27632 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/15/2033 |  | 34000 | &nbsp;&nbsp; 36688 |
|  |  |  | &nbsp;&nbsp; 3268940 |
| **Electronic Components–0.35%** | **Electronic Components–0.35%** | **Electronic Components–0.35%** | **Electronic Components–0.35%** |
| Amphenol Corp., | Amphenol Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/2028<sup>(c)</sup> <br>|  | 2733000 | &nbsp;&nbsp; 2734678 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/2030<sup>(c)</sup> <br>|  | 5822000 | &nbsp;&nbsp; 5811701 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/2033 |  | 5826000 | &nbsp;&nbsp; 5802730 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2035<sup>(c)</sup> <br>|  | 252000 | &nbsp;&nbsp; 259164 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/2054 |  | 184000 | &nbsp;&nbsp; 182502 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/15/2055 |  | 4746000 | &nbsp;&nbsp; 4626699 |
|  |  |  | &nbsp;&nbsp; 19417474 |
| **Electronic Equipment & Instruments–0.01%** | **Electronic Equipment & Instruments–0.01%** | **Electronic Equipment & Instruments–0.01%** | **Electronic Equipment & Instruments–0.01%** |
| &nbsp;&nbsp;&nbsp; Keysight Technologies, Inc., <br> 5.35%, 07/30/2030<br>|  | 768000 | &nbsp;&nbsp; 801268 |
| **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower L.P./Emerald <br> Co-Issuer, Inc., 6.63%, <br> 12/15/2030<sup>(b)</sup> <br>|  | 304000 | &nbsp;&nbsp; 315431 |
| **Environmental & Facilities Services–0.04%** | **Environmental & Facilities Services–0.04%** | **Environmental & Facilities Services–0.04%** | **Environmental & Facilities Services–0.04%** |
| &nbsp;&nbsp;&nbsp; GFL Environmental, Inc., <br> 4.38%, 08/15/2029<sup>(b)(c)</sup> <br>|  | 750000 | &nbsp;&nbsp; 740551 |
| Republic Services, Inc., | Republic Services, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/2029 |  | 113000 | &nbsp;&nbsp; 116201 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/2033 |  | 78000 | &nbsp;&nbsp; 81149 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/2034 |  | 18000 | &nbsp;&nbsp; 18618 |
| &nbsp;&nbsp;&nbsp; Rollins, Inc., 5.25%, <br> 02/24/2035<br>|  | 307000 | &nbsp;&nbsp; 314897 |
| Veralto Corp., | Veralto Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/18/2026 |  | 129000 | &nbsp;&nbsp; 130222 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/2028 |  | 115000 | &nbsp;&nbsp; 118777 |
| &nbsp;&nbsp;&nbsp; Waste Management, Inc., <br> 5.35%, 10/15/2054<sup>(c)</sup> <br>|  | 739000 | &nbsp;&nbsp; 734305 |
|  |  |  | &nbsp;&nbsp; 2254720 |
| **Fertilizers & Agricultural Chemicals–0.19%** | **Fertilizers & Agricultural Chemicals–0.19%** | **Fertilizers & Agricultural Chemicals–0.19%** | **Fertilizers & Agricultural Chemicals–0.19%** |
| &nbsp;&nbsp;&nbsp; FMC Corp., 3.45%, <br> 10/01/2029<br>|  | 55000 | &nbsp;&nbsp; 50101 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Fertilizers & Agricultural Chemicals–(continued)** | **Fertilizers & Agricultural Chemicals–(continued)** | **Fertilizers & Agricultural Chemicals–(continued)** | **Fertilizers & Agricultural Chemicals–(continued)** |
| Mosaic Co. (The), | Mosaic Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/2029 |  | $4036000 | &nbsp;&nbsp; $4049163 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/2030 |  | 6136000 | &nbsp;&nbsp; 6159438 |
|  |  |  | &nbsp;&nbsp; 10258702 |
| **Financial Exchanges & Data–0.27%** | **Financial Exchanges & Data–0.27%** | **Financial Exchanges & Data–0.27%** | **Financial Exchanges & Data–0.27%** |
| Intercontinental Exchange, Inc., | Intercontinental Exchange, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/2028<sup>(c)</sup> <br>|  | 2341000 | &nbsp;&nbsp; 2344342 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/2031<sup>(c)</sup> <br>|  | 10236000 | &nbsp;&nbsp; 10250842 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/2052 |  | 18000 | &nbsp;&nbsp; 16751 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/2062 |  | 46000 | &nbsp;&nbsp; 43492 |
| &nbsp;&nbsp;&nbsp; MSCI, Inc., 5.25%, <br> 09/01/2035<br>|  | 1943000 | &nbsp;&nbsp; 1965592 |
| Nasdaq, Inc., | Nasdaq, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/2028 |  | 17000 | &nbsp;&nbsp; 17542 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/2034 |  | 33000 | &nbsp;&nbsp; 34887 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/2053 |  | 10000 | &nbsp;&nbsp; 10460 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/2063 |  | 43000 | &nbsp;&nbsp; 45402 |
|  |  |  | &nbsp;&nbsp; 14729310 |
| **Food Distributors–0.31%** | **Food Distributors–0.31%** | **Food Distributors–0.31%** | **Food Distributors–0.31%** |
| Bunge Ltd. Finance Corp., | Bunge Ltd. Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/2030<sup>(c)</sup> <br>|  | 3809000 | &nbsp;&nbsp; 3856269 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/2035<sup>(c)</sup> <br>|  | 2571000 | &nbsp;&nbsp; 2634988 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux S.a.r.l./JBS USA <br> Foods Group Holdings, Inc./JBS USA <br> Food Co., | &nbsp;&nbsp;&nbsp; JBS USA Holding Lux S.a.r.l./JBS USA <br> Foods Group Holdings, Inc./JBS USA <br> Food Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/2036<sup>(b)</sup> <br>|  | 4139000 | &nbsp;&nbsp; 4239278 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/2056<sup>(b)</sup> <br>|  | 4100000 | &nbsp;&nbsp; 4159733 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/2066<sup>(b)</sup> <br>|  | 1852000 | &nbsp;&nbsp; 1889164 |
| &nbsp;&nbsp;&nbsp; Sysco Corp., 5.10%, <br> 09/23/2030<br>|  | 292000 | &nbsp;&nbsp; 301735 |
|  |  |  | &nbsp;&nbsp; 17081167 |
| **Food Retail–0.09%** | **Food Retail–0.09%** | **Food Retail–0.09%** | **Food Retail–0.09%** |
| &nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, Inc. <br> (Canada), 5.08%, <br> 09/29/2035<sup>(b)(c)</sup> <br>|  | 4228000 | &nbsp;&nbsp; 4278405 |
| Kroger Co. (The), | Kroger Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/2034 |  | 280000 | &nbsp;&nbsp; 284592 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/2064<sup>(c)</sup> <br>|  | 467000 | &nbsp;&nbsp; 455648 |
|  |  |  | &nbsp;&nbsp; 5018645 |
| **Forest Products–0.08%** | **Forest Products–0.08%** | **Forest Products–0.08%** | **Forest Products–0.08%** |
| Georgia-Pacific LLC, | Georgia-Pacific LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/30/2028<sup>(b)(c)</sup> <br>|  | 474000 | &nbsp;&nbsp; 479336 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/30/2032<sup>(b)(c)</sup> <br>|  | 624000 | &nbsp;&nbsp; 644237 |
| &nbsp;&nbsp;&nbsp; Suzano Netherlands B.V. <br> (Brazil), 5.50%, <br> 01/15/2036<br>|  | 3430000 | &nbsp;&nbsp; 3410706 |
|  |  |  | &nbsp;&nbsp; 4534279 |
| **Gas Utilities–0.21%** | **Gas Utilities–0.21%** | **Gas Utilities–0.21%** | **Gas Utilities–0.21%** |
| Atmos Energy Corp., | Atmos Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2033 |  | 47000 | &nbsp;&nbsp; 51298 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/2035<sup>(c)</sup> <br>|  | 2779000 | &nbsp;&nbsp; 2881080 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/2053 |  | 47000 | &nbsp;&nbsp; 51775 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/2056 |  | 2770000 | &nbsp;&nbsp; 2740188 |
| &nbsp;&nbsp;&nbsp; Grupo Energia Bogota S.A. ESP <br> (Colombia), 5.75%, <br> 10/22/2035<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 799980 |
| &nbsp;&nbsp;&nbsp; Piedmont Natural Gas Co., Inc., <br> 5.40%, 06/15/2033<br>|  | 60000 | &nbsp;&nbsp; 62926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Gas Utilities–(continued)** | **Gas Utilities–(continued)** | **Gas Utilities–(continued)** | **Gas Utilities–(continued)** |
| Snam S.p.A. (Italy), | Snam S.p.A. (Italy), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/28/2030<sup>(b)(c)</sup> <br>|  | $1282000 | &nbsp;&nbsp; $1314349 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/28/2035<sup>(b)(c)</sup> <br>|  | 1373000 | &nbsp;&nbsp; 1437544 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/28/2055<sup>(b)</sup> <br>|  | 1489000 | &nbsp;&nbsp; 1606560 |
| &nbsp;&nbsp;&nbsp; Southern Natural Gas Co. L.L.C., <br> 5.45%, 08/01/2035<sup>(b)(c)</sup> <br>|  | 729000 | &nbsp;&nbsp; 747882 |
| &nbsp;&nbsp;&nbsp; Southwest Gas Corp., 5.45%, <br> 03/23/2028<br>|  | 50000 | &nbsp;&nbsp; 51401 |
|  |  |  | &nbsp;&nbsp; 11744983 |
| **Gold–0.11%** | **Gold–0.11%** | **Gold–0.11%** | **Gold–0.11%** |
| &nbsp;&nbsp;&nbsp; Fortitude Global Funding, <br> 4.63%, 10/06/2028<sup>(b)</sup> <br>|  | 4548000 | &nbsp;&nbsp; 4553346 |
| &nbsp;&nbsp;&nbsp; Navoi Mining & Metallurgical <br> Combinat (Uzbekistan), <br> 6.95%, 10/17/2031<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 639407 |
| &nbsp;&nbsp;&nbsp; New Gold, Inc. (Canada), <br> 6.88%, 04/01/2032<sup>(b)</sup> <br>|  | 622000 | &nbsp;&nbsp; 662109 |
|  |  |  | &nbsp;&nbsp; 5854862 |
| **Health Care Distributors–0.16%** | **Health Care Distributors–0.16%** | **Health Care Distributors–0.16%** | **Health Care Distributors–0.16%** |
| Cardinal Health, Inc., | Cardinal Health, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/2030<sup>(c)</sup> <br>|  | 1032000 | &nbsp;&nbsp; 1042987 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/2034 |  | 76000 | &nbsp;&nbsp; 79588 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/2035<sup>(c)</sup> <br>|  | 1001000 | &nbsp;&nbsp; 1023134 |
| &nbsp;&nbsp;&nbsp; Cencora, Inc., 5.13%, <br> 02/15/2034<br>|  | 73000 | &nbsp;&nbsp; 75466 |
| McKesson Corp., | McKesson Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/2029 |  | 179000 | &nbsp;&nbsp; 180452 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/2030 |  | 1969000 | &nbsp;&nbsp; 2008944 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/2032<sup>(c)</sup> <br>|  | 1485000 | &nbsp;&nbsp; 1534480 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/2035<sup>(c)</sup> <br>|  | 2665000 | &nbsp;&nbsp; 2779823 |
|  |  |  | &nbsp;&nbsp; 8724874 |
| **Health Care Equipment–0.05%** | **Health Care Equipment–0.05%** | **Health Care Equipment–0.05%** | **Health Care Equipment–0.05%** |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies, <br> Inc., 4.80%, 01/15/2031<br>|  | 982000 | &nbsp;&nbsp; 1002192 |
| Smith & Nephew PLC (United Kingdom), | Smith & Nephew PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/20/2027 |  | 139000 | &nbsp;&nbsp; 140585 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/2034 |  | 156000 | &nbsp;&nbsp; 162883 |
| Stryker Corp., | Stryker Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/2029 |  | 267000 | &nbsp;&nbsp; 269295 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/2030<sup>(c)</sup> <br>|  | 399000 | &nbsp;&nbsp; 410960 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/2035 |  | 672000 | &nbsp;&nbsp; 697388 |
|  |  |  | &nbsp;&nbsp; 2683303 |
| **Health Care Facilities–0.16%** | **Health Care Facilities–0.16%** | **Health Care Facilities–0.16%** | **Health Care Facilities–0.16%** |
| &nbsp;&nbsp;&nbsp; Adventist Health System, <br> 5.76%, 12/01/2034<br>|  | 90000 | &nbsp;&nbsp; 93891 |
| Ascension Health, | Ascension Health, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025, <br>4.29%, 11/15/2030<br>|  | 4116000 | &nbsp;&nbsp; 4147277 |
| &nbsp;&nbsp;&nbsp; 4.92%, 11/15/2035 |  | 3102000 | &nbsp;&nbsp; 3152334 |
| Tenet Healthcare Corp., | Tenet Healthcare Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/01/2028 |  | 460000 | &nbsp;&nbsp; 462360 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/2032<sup>(b)</sup> <br>|  | 115000 | &nbsp;&nbsp; 116898 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/2033<sup>(b)</sup> <br>|  | 23000 | &nbsp;&nbsp; 23764 |
| Universal Health Services, Inc., | Universal Health Services, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/2029 |  | 271000 | &nbsp;&nbsp; 272833 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/2034 |  | 454000 | &nbsp;&nbsp; 447505 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Health Care Facilities–(continued)** | **Health Care Facilities–(continued)** | **Health Care Facilities–(continued)** | **Health Care Facilities–(continued)** |
| UPMC, | UPMC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/15/2033 |  | $228000 | &nbsp;&nbsp; $234571 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/2043 |  | 159000 | &nbsp;&nbsp; 157936 |
|  |  |  | &nbsp;&nbsp; 9109369 |
| **Health Care REITs–0.05%** | **Health Care REITs–0.05%** | **Health Care REITs–0.05%** | **Health Care REITs–0.05%** |
| Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2036 |  | 2000 | &nbsp;&nbsp; 1993 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/2054 |  | 27000 | &nbsp;&nbsp; 25477 |
| &nbsp;&nbsp;&nbsp; Diversified Healthcare Trust, <br> 7.25%, 10/15/2030<sup>(b)</sup> <br>|  | 150000 | &nbsp;&nbsp; 152664 |
| &nbsp;&nbsp;&nbsp; Healthpeak OP LLC, 5.38%, <br> 02/15/2035<br>|  | 204000 | &nbsp;&nbsp; 209949 |
| &nbsp;&nbsp;&nbsp; National Health Investors, Inc., <br> 5.35%, 02/01/2033<sup>(c)</sup> <br>|  | 829000 | &nbsp;&nbsp; 826150 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, <br> Inc., 5.20%, 07/01/2030<br>|  | 1360000 | &nbsp;&nbsp; 1386607 |
|  |  |  | &nbsp;&nbsp; 2602840 |
| **Health Care Services–0.92%** | **Health Care Services–0.92%** | **Health Care Services–0.92%** | **Health Care Services–0.92%** |
| &nbsp;&nbsp;&nbsp; Cigna Group (The), 4.50%, <br> 09/15/2030<br>|  | 2211000 | &nbsp;&nbsp; 2228583 |
| CommonSpirit Health, | CommonSpirit Health, |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/01/2030<sup>(c)</sup> <br>|  | 1742000 | &nbsp;&nbsp; 1744810 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/2034 |  | 619000 | &nbsp;&nbsp; 636853 |
| &nbsp;&nbsp;&nbsp; 4.83%, 09/01/2035<sup>(c)</sup> <br>|  | 4366000 | &nbsp;&nbsp; 4369575 |
| &nbsp;&nbsp;&nbsp; 4.98%, 09/01/2035 |  | 2619000 | &nbsp;&nbsp; 2616795 |
| &nbsp;&nbsp;&nbsp; 5.58%, 09/01/2045<sup>(c)</sup> <br>|  | 1397000 | &nbsp;&nbsp; 1389156 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/2054 |  | 298000 | &nbsp;&nbsp; 290145 |
| &nbsp;&nbsp;&nbsp; 5.66%, 09/01/2055 |  | 1222000 | &nbsp;&nbsp; 1211471 |
| &nbsp;&nbsp;&nbsp; Community Health Systems, <br> Inc., 6.00%, 01/15/2029<sup>(b)</sup> <br>|  | 150000 | &nbsp;&nbsp; 150110 |
| CVS Health Corp., | CVS Health Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/2029 |  | 62000 | &nbsp;&nbsp; 63446 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/2031 |  | 4000 | &nbsp;&nbsp; 4145 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/2032<sup>(c)</sup> <br>|  | 547000 | &nbsp;&nbsp; 560690 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/2035 |  | 2318000 | &nbsp;&nbsp; 2393547 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/10/2054<sup>(c)(e)</sup> <br>|  | 3197000 | &nbsp;&nbsp; 3315599 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055<sup>(c)(e)</sup> <br>|  | 17797000 | &nbsp;&nbsp; 18730631 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/2055 |  | 3410000 | &nbsp;&nbsp; 3536006 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/2065 |  | 1579000 | &nbsp;&nbsp; 1618470 |
| DaVita, Inc., | DaVita, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/2030<sup>(b)</sup> <br>|  | 150000 | &nbsp;&nbsp; 145616 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/2032<sup>(b)</sup> <br>|  | 5000 | &nbsp;&nbsp; 5207 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/2033<sup>(b)</sup> <br>|  | 135000 | &nbsp;&nbsp; 140395 |
| HCA, Inc., | HCA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2028 |  | 238000 | &nbsp;&nbsp; 242612 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/2030<sup>(c)</sup> <br>|  | 938000 | &nbsp;&nbsp; 935561 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/2034 |  | 109000 | &nbsp;&nbsp; 113181 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/2035 |  | 528000 | &nbsp;&nbsp; 557740 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/2053 |  | 78000 | &nbsp;&nbsp; 78022 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/2055 |  | 269000 | &nbsp;&nbsp; 280583 |
| Icon Investments Six DAC, | Icon Investments Six DAC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/2027 |  | 989000 | &nbsp;&nbsp; 1008969 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/2029 |  | 757000 | &nbsp;&nbsp; 790672 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/08/2034 |  | 740000 | &nbsp;&nbsp; 785104 |
| &nbsp;&nbsp;&nbsp; Laboratory Corp. of America <br> Holdings, 4.35%, <br> 04/01/2030<br>|  | 518000 | &nbsp;&nbsp; 519505 |
| &nbsp;&nbsp;&nbsp; Piedmont Healthcare, Inc., <br> 2.86%, 01/01/2052<br>|  | 137000 | &nbsp;&nbsp; 88738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Health Care Services–(continued)** | **Health Care Services–(continued)** | **Health Care Services–(continued)** | **Health Care Services–(continued)** |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health <br> Obligated Group, Series 21-A, <br> 2.70%, 10/01/2051<br>|  | $335000 | &nbsp;&nbsp; $203043 |
| &nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc., 6.40%, <br> 11/30/2033<br>|  | 58000 | &nbsp;&nbsp; 64748 |
|  |  |  | &nbsp;&nbsp; 50819728 |
| **Health Care Supplies–0.05%** | **Health Care Supplies–0.05%** | **Health Care Supplies–0.05%** | **Health Care Supplies–0.05%** |
| &nbsp;&nbsp;&nbsp; 180 Medical, Inc. (United <br> Kingdom), 5.30%, <br> 10/08/2035<sup>(b)</sup> <br>|  | 1780000 | &nbsp;&nbsp; 1777825 |
| Medline Borrower L.P., | Medline Borrower L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/01/2029<sup>(b)</sup> <br>|  | 140000 | &nbsp;&nbsp; 136011 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/2029<sup>(b)</sup> <br>|  | 269000 | &nbsp;&nbsp; 269870 |
| Solventum Corp., | Solventum Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/25/2027 |  | 46000 | &nbsp;&nbsp; 46638 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/2029 |  | 180000 | &nbsp;&nbsp; 186193 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/2034 |  | 244000 | &nbsp;&nbsp; 255084 |
|  |  |  | &nbsp;&nbsp; 2671621 |
| **Highways & Railtracks–0.07%** | **Highways & Railtracks–0.07%** | **Highways & Railtracks–0.07%** | **Highways & Railtracks–0.07%** |
| &nbsp;&nbsp;&nbsp; Burlington Northern Santa <br> Fe LLC, 5.80%, <br> 03/15/2056<sup>(c)</sup> <br>|  | 2980000 | &nbsp;&nbsp; 3123052 |
| &nbsp;&nbsp;&nbsp; TransJamaican Highway Ltd. <br> (Jamaica), 5.75%, <br> 10/10/2036<sup>(b)</sup> <br>|  | 1128482 | &nbsp;&nbsp; 1038344 |
|  |  |  | &nbsp;&nbsp; 4161396 |
| **Home Improvement Retail–0.11%** | **Home Improvement Retail–0.11%** | **Home Improvement Retail–0.11%** | **Home Improvement Retail–0.11%** |
| Home Depot, Inc. (The), | Home Depot, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/2028<sup>(c)</sup> <br>|  | 2648000 | &nbsp;&nbsp; 2648020 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/2029 |  | 114000 | &nbsp;&nbsp; 117376 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/2030<sup>(c)</sup> <br>|  | 1751000 | &nbsp;&nbsp; 1747656 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/2035<sup>(c)</sup> <br>|  | 1736000 | &nbsp;&nbsp; 1736524 |
| Lowe's Cos., Inc., | Lowe's Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/2062 |  | 12000 | &nbsp;&nbsp; 11975 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/2063 |  | 39000 | &nbsp;&nbsp; 39257 |
|  |  |  | &nbsp;&nbsp; 6300808 |
| **Homebuilding–0.04%** | **Homebuilding–0.04%** | **Homebuilding–0.04%** | **Homebuilding–0.04%** |
| &nbsp;&nbsp;&nbsp; D.R. Horton, Inc., 5.00%, <br> 10/15/2034<br>|  | 196000 | &nbsp;&nbsp; 200218 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc., 5.75%, 01/15/2028<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 255569 |
| &nbsp;&nbsp;&nbsp; Toll Brothers Finance Corp., <br> 5.60%, 06/15/2035<sup>(c)</sup> <br>|  | 1693000 | &nbsp;&nbsp; 1751811 |
|  |  |  | &nbsp;&nbsp; 2207598 |
| **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** |
| Wayfair LLC, | Wayfair LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/31/2029<sup>(b)</sup> <br>|  | 43000 | &nbsp;&nbsp; 44838 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/2032<sup>(b)</sup> <br>|  | 115000 | &nbsp;&nbsp; 117628 |
|  |  |  | &nbsp;&nbsp; 162466 |
| **Hotel & Resort REITs–0.04%** | **Hotel & Resort REITs–0.04%** | **Hotel & Resort REITs–0.04%** | **Hotel & Resort REITs–0.04%** |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center <br> Operating Partnership I L.P., | &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center <br> Operating Partnership I L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/2032 |  | 1264000 | &nbsp;&nbsp; 1296123 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/2034 |  | 53000 | &nbsp;&nbsp; 55788 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2035 |  | 167000 | &nbsp;&nbsp; 166026 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Hotel & Resort REITs–(continued)** | **Hotel & Resort REITs–(continued)** | **Hotel & Resort REITs–(continued)** | **Hotel & Resort REITs–(continued)** |
| &nbsp;&nbsp;&nbsp; RHP Hotel Properties L.P./RHP <br> Finance Corp., 6.50%, <br> 06/15/2033<sup>(b)</sup> <br>|  | $262000 | &nbsp;&nbsp; $272456 |
| &nbsp;&nbsp;&nbsp; RLJ Lodging Trust L.P., 3.75%, <br> 07/01/2026<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 497051 |
|  |  |  | &nbsp;&nbsp; 2287444 |
| **Hotels, Resorts & Cruise Lines–0.18%** | **Hotels, Resorts & Cruise Lines–0.18%** | **Hotels, Resorts & Cruise Lines–0.18%** | **Hotels, Resorts & Cruise Lines–0.18%** |
| Carnival Corp., | Carnival Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/15/2029<sup>(b)</sup> <br>|  | 79000 | &nbsp;&nbsp; 83137 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/2030<sup>(b)</sup> <br>|  | 705000 | &nbsp;&nbsp; 725016 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/2031<sup>(b)</sup> <br>|  | 2478000 | &nbsp;&nbsp; 2553408 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/2032<sup>(b)</sup> <br>|  | 1842000 | &nbsp;&nbsp; 1890561 |
| &nbsp;&nbsp;&nbsp; Expedia Group, Inc., 5.40%, <br> 02/15/2035<sup>(c)</sup> <br>|  | 559000 | &nbsp;&nbsp; 577626 |
| Hilton Domestic Operating Co., Inc., | Hilton Domestic Operating Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/2028<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 275958 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/2029<sup>(b)</sup> <br>|  | 163000 | &nbsp;&nbsp; 167040 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/2029<sup>(b)(c)</sup> <br>|  | 500000 | &nbsp;&nbsp; 485458 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/2032<sup>(b)</sup> <br>|  | 100000 | &nbsp;&nbsp; 103769 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/2033<sup>(b)</sup> <br>|  | 402000 | &nbsp;&nbsp; 412297 |
| Marriott International, Inc., | Marriott International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/2027 |  | 209000 | &nbsp;&nbsp; 209632 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/2029 |  | 51000 | &nbsp;&nbsp; 52136 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030 |  | 244000 | &nbsp;&nbsp; 249550 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/2034 |  | 59000 | &nbsp;&nbsp; 61232 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/2035 |  | 184000 | &nbsp;&nbsp; 190604 |
| &nbsp;&nbsp;&nbsp; Marriott Ownership Resorts, <br> Inc., 6.50%, <br> 10/01/2033<sup>(b)(c)</sup> <br>|  | 1502000 | &nbsp;&nbsp; 1429416 |
| Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/2032<sup>(b)</sup> <br>|  | 274000 | &nbsp;&nbsp; 283598 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/2033<sup>(b)</sup> <br>|  | 467000 | &nbsp;&nbsp; 480975 |
|  |  |  | &nbsp;&nbsp; 10231413 |
| **Household Appliances–0.01%** | **Household Appliances–0.01%** | **Household Appliances–0.01%** | **Household Appliances–0.01%** |
| Whirlpool Corp., | Whirlpool Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/26/2029 |  | 139000 | &nbsp;&nbsp; 138238 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/2030 |  | 90000 | &nbsp;&nbsp; 90971 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/2033 |  | 179000 | &nbsp;&nbsp; 178004 |
|  |  |  | &nbsp;&nbsp; 407213 |
| **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** |
| Newell Brands, Inc., | Newell Brands, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/2029 |  | 128000 | &nbsp;&nbsp; 126215 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/2030<sup>(c)</sup> <br>|  | 309000 | &nbsp;&nbsp; 297713 |
|  |  |  | &nbsp;&nbsp; 423928 |
| **Independent Power Producers & Energy Traders–0.23%** | **Independent Power Producers & Energy Traders–0.23%** | **Independent Power Producers & Energy Traders–0.23%** | **Independent Power Producers & Energy Traders–0.23%** |
| &nbsp;&nbsp;&nbsp; AES Corp. (The), 5.80%, <br> 03/15/2032<br>|  | 1601000 | &nbsp;&nbsp; 1645911 |
| &nbsp;&nbsp;&nbsp; Emirates SembCorp Water & <br> Power Co. PJSC (United Arab <br> Emirates), 4.45%, <br> 08/01/2035<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 194907 |
| &nbsp;&nbsp;&nbsp; EnfraGen Energia Sur <br> S.A./EnfraGen Spain <br> S.A./Prime Energia S.p.A. <br> (Colombia), 5.38%, <br> 12/30/2030<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 186335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Independent Power Producers & Energy Traders–(continued)** | **Independent Power Producers & Energy Traders–(continued)** | **Independent Power Producers & Energy Traders–(continued)** | **Independent Power Producers & Energy Traders–(continued)** |
| &nbsp;&nbsp;&nbsp; EnfraGen Energia Sur <br> SAU/EnfraGen Chile <br> S.p.A./EnfraGen Spain SAU <br> (Colombia), 8.50%, <br> 06/30/2032<sup>(b)</sup> <br>|  | $300000 | &nbsp;&nbsp; $310803 |
| &nbsp;&nbsp;&nbsp; FIEMEX Energia - Banco Actinver <br> S.A. Institucion de Banca <br> Multiple (Mexico), 7.25%, <br> 01/31/2041<sup>(b)</sup> <br>|  | 2330664 | &nbsp;&nbsp; 2440019 |
| Vistra Corp., | Vistra Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%<sup>(b)(c)(e)(g)</sup> <br>|  | 3538000 | &nbsp;&nbsp; 3591696 |
| &nbsp;&nbsp;&nbsp; Series C, 8.88%<sup>(b)(c)(e)(g)</sup> <br>|  | 3669000 | &nbsp;&nbsp; 4101076 |
| &nbsp;&nbsp;&nbsp; VoltaGrid LLC, 7.38%, <br> 11/01/2030<sup>(b)</sup> <br>|  | 270000 | &nbsp;&nbsp; 269436 |
|  |  |  | &nbsp;&nbsp; 12740183 |
| **Industrial Conglomerates–0.12%** | **Industrial Conglomerates–0.12%** | **Industrial Conglomerates–0.12%** | **Industrial Conglomerates–0.12%** |
| Honeywell International, Inc., | Honeywell International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/2029 |  | 180000 | &nbsp;&nbsp; 185683 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/2031 |  | 222000 | &nbsp;&nbsp; 231473 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2033 |  | 25000 | &nbsp;&nbsp; 25920 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2035 |  | 166000 | &nbsp;&nbsp; 170470 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/2064 |  | 321000 | &nbsp;&nbsp; 313320 |
| Siemens Funding B.V. (Germany), | Siemens Funding B.V. (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/26/2028<sup>(b)(c)</sup> <br>|  | 1768000 | &nbsp;&nbsp; 1792369 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/28/2030<sup>(b)</sup> <br>|  | 1311000 | &nbsp;&nbsp; 1338087 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/28/2032<sup>(b)(c)</sup> <br>|  | 913000 | &nbsp;&nbsp; 944956 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/28/2035<sup>(b)(c)</sup> <br>|  | 929000 | &nbsp;&nbsp; 969258 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/28/2065<sup>(b)</sup> <br>|  | 799000 | &nbsp;&nbsp; 856775 |
|  |  |  | &nbsp;&nbsp; 6828311 |
| **Industrial Machinery & Supplies & Components–0.10%** | **Industrial Machinery & Supplies & Components–0.10%** | **Industrial Machinery & Supplies & Components–0.10%** | **Industrial Machinery & Supplies & Components–0.10%** |
| &nbsp;&nbsp;&nbsp; Enpro, Inc., 6.13%, <br> 06/01/2033<sup>(b)</sup> <br>|  | 3743000 | &nbsp;&nbsp; 3875884 |
| &nbsp;&nbsp;&nbsp; ESAB Corp., 6.25%, <br> 04/15/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 515722 |
| Ingersoll Rand, Inc., | Ingersoll Rand, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/2027 |  | 146000 | &nbsp;&nbsp; 148321 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/14/2028 |  | 11000 | &nbsp;&nbsp; 11387 |
| Nordson Corp., | Nordson Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/2028 |  | 34000 | &nbsp;&nbsp; 35161 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/2033 |  | 55000 | &nbsp;&nbsp; 58928 |
| &nbsp;&nbsp;&nbsp; nVent Finance S.a.r.l. (United <br> Kingdom), 5.65%, <br> 05/15/2033<br>|  | 72000 | &nbsp;&nbsp; 75563 |
| &nbsp;&nbsp;&nbsp; Weir Group, Inc. (United <br> Kingdom), 5.35%, <br> 05/06/2030<sup>(b)</sup> <br>|  | 968000 | &nbsp;&nbsp; 999104 |
|  |  |  | &nbsp;&nbsp; 5720070 |
| **Industrial REITs–0.01%** | **Industrial REITs–0.01%** | **Industrial REITs–0.01%** | **Industrial REITs–0.01%** |
| &nbsp;&nbsp;&nbsp; FIBRA Prologis (Mexico), 5.50%, <br> 11/26/2035<sup>(b)</sup> <br>|  | 440000 | &nbsp;&nbsp; 438781 |
| &nbsp;&nbsp;&nbsp; LXP Industrial Trust, 6.75%, <br> 11/15/2028<br>|  | 11000 | &nbsp;&nbsp; 11702 |
|  |  |  | &nbsp;&nbsp; 450483 |
| **Insurance Brokers–0.01%** | **Insurance Brokers–0.01%** | **Insurance Brokers–0.01%** | **Insurance Brokers–0.01%** |
| Arthur J. Gallagher & Co., | Arthur J. Gallagher & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/2029 |  | 82000 | &nbsp;&nbsp; 83851 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032 |  | 98000 | &nbsp;&nbsp; 100434 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/2035 |  | 146000 | &nbsp;&nbsp; 148326 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/2054 |  | 8000 | &nbsp;&nbsp; 8965 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Insurance Brokers–(continued)** | **Insurance Brokers–(continued)** | **Insurance Brokers–(continued)** | **Insurance Brokers–(continued)** |
| Marsh & McLennan Cos., Inc., | Marsh & McLennan Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/2033 |  | $64000 | &nbsp;&nbsp; $67474 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2053 |  | 27000 | &nbsp;&nbsp; 26552 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/2053 |  | 73000 | &nbsp;&nbsp; 74822 |
|  |  |  | &nbsp;&nbsp; 510424 |
| **Integrated Oil & Gas–1.38%** | **Integrated Oil & Gas–1.38%** | **Integrated Oil & Gas–1.38%** | **Integrated Oil & Gas–1.38%** |
| Ecopetrol S.A. (Colombia), | Ecopetrol S.A. (Colombia), |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/2032 |  | 430000 | &nbsp;&nbsp; 441636 |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/19/2036 |  | 2323000 | &nbsp;&nbsp; 2386174 |
| &nbsp;&nbsp;&nbsp; Eni S.p.A. (Italy), 5.50%, <br> 05/15/2034<sup>(b)</sup> <br>|  | 722000 | &nbsp;&nbsp; 748594 |
| Occidental Petroleum Corp., | Occidental Petroleum Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/2027 |  | 43000 | &nbsp;&nbsp; 43813 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/2029 |  | 123000 | &nbsp;&nbsp; 126147 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/2036 |  | 99000 | &nbsp;&nbsp; 105780 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/2045 |  | 79000 | &nbsp;&nbsp; 63655 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/2046 |  | 1009000 | &nbsp;&nbsp; 804112 |
| Petroleos Mexicanos (Mexico), | Petroleos Mexicanos (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/2029 |  | 5908000 | &nbsp;&nbsp; 6302477 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/2035 |  | 9938000 | &nbsp;&nbsp; 9395392 |
| SA Global Sukuk Ltd. (Saudi Arabia), | SA Global Sukuk Ltd. (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/17/2030<sup>(b)</sup> <br>|  | 14310000 | &nbsp;&nbsp; 14115121 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/17/2035<sup>(b)(c)</sup> <br>|  | 13607000 | &nbsp;&nbsp; 13297838 |
| Saudi Arabian Oil Co. (Saudi Arabia), | Saudi Arabian Oil Co. (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/02/2030<sup>(b)</sup> <br>|  | 7924000 | &nbsp;&nbsp; 8040565 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/02/2035<sup>(b)(c)</sup> <br>|  | 9638000 | &nbsp;&nbsp; 9953600 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/02/2055<sup>(b)</sup> <br>|  | 9933000 | &nbsp;&nbsp; 10597075 |
|  |  |  | &nbsp;&nbsp; 76421979 |
| **Integrated Telecommunication Services–1.19%** | **Integrated Telecommunication Services–1.19%** | **Integrated Telecommunication Services–1.19%** | **Integrated Telecommunication Services–1.19%** |
| &nbsp;&nbsp;&nbsp; APLD ComputeCo LLC, 9.25%, <br> 12/15/2030<sup>(b)</sup> <br>|  | 240000 | &nbsp;&nbsp; 231900 |
| AT&T, Inc., | AT&T, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/2034 |  | 62000 | &nbsp;&nbsp; 64776 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/2056 |  | 2416000 | &nbsp;&nbsp; 2493714 |
| Bell Canada (Canada), | Bell Canada (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/2055<sup>(e)</sup> <br>|  | 5159000 | &nbsp;&nbsp; 5360149 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/15/2055<sup>(e)</sup> <br>|  | 2767000 | &nbsp;&nbsp; 2913349 |
| &nbsp;&nbsp;&nbsp; British Telecommunications PLC <br> (United Kingdom), 4.25%, <br> 11/23/2081<sup>(b)(e)</sup> <br>|  | 8833000 | &nbsp;&nbsp; 8787215 |
| &nbsp;&nbsp;&nbsp; C&W Senior Finance Ltd. <br> (Panama), 9.00%, <br> 01/15/2033<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 208067 |
| &nbsp;&nbsp;&nbsp; Cipher Compute LLC, 7.13%, <br> 11/15/2030<sup>(b)</sup> <br>|  | 8873000 | &nbsp;&nbsp; 9025525 |
| Iliad Holding S.A.S. (France), | Iliad Holding S.A.S. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/2028<sup>(b)</sup> <br>|  | 650000 | &nbsp;&nbsp; 659912 |
| &nbsp;&nbsp;&nbsp; 8.50%, 04/15/2031<sup>(b)(c)</sup> <br>|  | 295000 | &nbsp;&nbsp; 317119 |
| Level 3 Financing, Inc., | Level 3 Financing, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/2033<sup>(b)</sup> <br>|  | 399000 | &nbsp;&nbsp; 406721 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/2034<sup>(b)</sup> <br>|  | 112500 | &nbsp;&nbsp; 115332 |
| NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/16/2030<sup>(b)</sup> <br>|  | 1060000 | &nbsp;&nbsp; 1083212 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/16/2035<sup>(b)</sup> <br>|  | 1138000 | &nbsp;&nbsp; 1189590 |
| &nbsp;&nbsp;&nbsp; Ooredoo International Finance <br> Ltd. (Qatar), 4.63%, <br> 10/10/2034<sup>(b)</sup> <br>|  | 265000 | &nbsp;&nbsp; 266740 |
| &nbsp;&nbsp;&nbsp; Sitios Latinoamerica S.A.B. de <br> C.V. (Brazil), 5.38%, <br> 04/04/2032<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 201111 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** |
| &nbsp;&nbsp;&nbsp; Telecom Argentina S.A. <br> (Argentina), 9.25%, <br> 05/28/2033<sup>(b)</sup> <br>|  | $800000 | &nbsp;&nbsp; $821916 |
| &nbsp;&nbsp;&nbsp; TELUS Corp. (Canada), 6.63%, <br> 10/15/2055<sup>(c)(e)</sup> <br>|  | 1368000 | &nbsp;&nbsp; 1402576 |
| Turk Telekomunikasyon A.S. (Turkey), | Turk Telekomunikasyon A.S. (Turkey), |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/20/2029<sup>(b)</sup> <br>|  | 700000 | &nbsp;&nbsp; 726741 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/07/2032<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 508006 |
| Verizon Communications, Inc., | Verizon Communications, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/2035<sup>(c)</sup> <br>|  | 1312000 | &nbsp;&nbsp; 1345776 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2036<sup>(c)</sup> <br>|  | 5561000 | &nbsp;&nbsp; 5570684 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/2045 |  | 9357000 | &nbsp;&nbsp; 9443533 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/2055 |  | 2629096 | &nbsp;&nbsp; 2655586 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/2065 |  | 3693000 | &nbsp;&nbsp; 3738001 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC, <br> 7.50%, 10/15/2033<sup>(b)</sup> <br>|  | 204000 | &nbsp;&nbsp; 207801 |
| &nbsp;&nbsp;&nbsp; WULF Compute LLC, 7.75%, <br> 10/15/2030<sup>(b)(c)</sup> <br>|  | 5115000 | &nbsp;&nbsp; 5292595 |
| &nbsp;&nbsp;&nbsp; Zegona Finance PLC (United <br> Kingdom), 8.63%, <br> 07/15/2029<sup>(b)</sup> <br>|  | 590000 | &nbsp;&nbsp; 626831 |
|  |  |  | &nbsp;&nbsp; 65664478 |
| **Interactive Media & Services–1.62%** | **Interactive Media & Services–1.62%** | **Interactive Media & Services–1.62%** | **Interactive Media & Services–1.62%** |
| Alphabet, Inc., | Alphabet, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/2032 |  | 1201000 | &nbsp;&nbsp; 1215964 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/2035 |  | 5168000 | &nbsp;&nbsp; 5253456 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/2045 |  | 9887000 | &nbsp;&nbsp; 10115821 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/2055 |  | 6217000 | &nbsp;&nbsp; 6324558 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/2065 |  | 833000 | &nbsp;&nbsp; 819729 |
| &nbsp;&nbsp;&nbsp; Flutter Treasury DAC (Ireland), <br> 5.88%, 06/04/2031<sup>(b)</sup> <br>|  | 2994000 | &nbsp;&nbsp; 3025841 |
| &nbsp;&nbsp;&nbsp; Globo Comunicacao e <br> Participacoes S.A. (Brazil), <br> 5.50%, 01/14/2032<sup>(b)</sup> <br>|  | 209000 | &nbsp;&nbsp; 205645 |
| &nbsp;&nbsp;&nbsp; Match Group Holdings II LLC, <br> 6.13%, 09/15/2033<sup>(b)</sup> <br>|  | 3770000 | &nbsp;&nbsp; 3826139 |
| Meta Platforms, Inc., | Meta Platforms, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/2031 |  | 107000 | &nbsp;&nbsp; 109429 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/2034<sup>(c)</sup> <br>|  | 421000 | &nbsp;&nbsp; 428498 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/2035 |  | 13995000 | &nbsp;&nbsp; 14152112 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/2054 |  | 631000 | &nbsp;&nbsp; 612439 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/2055 |  | 10476000 | &nbsp;&nbsp; 10456982 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/2063 |  | 94000 | &nbsp;&nbsp; 93996 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/2064 |  | 898000 | &nbsp;&nbsp; 869378 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/2065<sup>(c)</sup> <br>|  | 16935000 | &nbsp;&nbsp; 16876291 |
| WarnerMedia Holdings, Inc., | WarnerMedia Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/2029 |  | 422000 | &nbsp;&nbsp; 409689 |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/2032<sup>(c)</sup> <br>|  | 441000 | &nbsp;&nbsp; 403515 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2042<sup>(c)</sup> <br>|  | 17670000 | &nbsp;&nbsp; 14149959 |
|  |  |  | &nbsp;&nbsp; 89349441 |
| **Internet Services & Infrastructure–0.88%** | **Internet Services & Infrastructure–0.88%** | **Internet Services & Infrastructure–0.88%** | **Internet Services & Infrastructure–0.88%** |
| &nbsp;&nbsp;&nbsp; Beignet Investor LLC, 6.58%, <br> 05/30/2049<sup>(b)</sup> <br>|  | 39218000 | &nbsp;&nbsp; 42306389 |
| CoreWeave, Inc., | CoreWeave, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/2030<sup>(b)(c)</sup> <br>|  | 4880000 | &nbsp;&nbsp; 4506975 |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/2031<sup>(b)(c)</sup> <br>|  | 1716000 | &nbsp;&nbsp; 1554943 |
| &nbsp;&nbsp;&nbsp; Getty Images, Inc., 10.50%, <br> 11/15/2030<sup>(b)</sup> <br>|  | 69000 | &nbsp;&nbsp; 70552 |
|  |  |  | &nbsp;&nbsp; 48438859 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Investment Banking & Brokerage–1.74%** | **Investment Banking & Brokerage–1.74%** | **Investment Banking & Brokerage–1.74%** | **Investment Banking & Brokerage–1.74%** |
| &nbsp;&nbsp;&nbsp; Brookfield Finance, Inc. <br> (Canada), 5.33%, <br> 01/15/2036<br>|  | $6991000 | &nbsp;&nbsp; $7047168 |
| Charles Schwab Corp. (The), | Charles Schwab Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/14/2031<sup>(c)(e)</sup> <br>|  | 10384000 | &nbsp;&nbsp; 10413221 |
| &nbsp;&nbsp;&nbsp; 4.91%, 11/14/2036<sup>(c)(e)</sup> <br>|  | 11750000 | &nbsp;&nbsp; 11775885 |
| &nbsp;&nbsp;&nbsp; Series K, 5.00%<sup>(e)(g)</sup> <br>|  | 31000 | &nbsp;&nbsp; 30948 |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.96% (SOFR + 0.79%), <br> 12/09/2026<sup>(d)</sup> <br>|  | 90000 | &nbsp;&nbsp; 90000 |
| &nbsp;&nbsp;&nbsp; 5.34% (SOFR + 1.29%), <br> 04/23/2028<sup>(d)</sup> <br>|  | 904000 | &nbsp;&nbsp; 911723 |
| &nbsp;&nbsp;&nbsp; 5.73%, 04/25/2030<sup>(e)</sup> <br>|  | 126000 | &nbsp;&nbsp; 131990 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/2030<sup>(e)</sup> <br>|  | 232000 | &nbsp;&nbsp; 238387 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/2030<sup>(e)</sup> <br>|  | 279000 | &nbsp;&nbsp; 283646 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/2031<sup>(e)</sup> <br>|  | 379000 | &nbsp;&nbsp; 392846 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/2031<sup>(c)(e)</sup> <br>|  | 1681000 | &nbsp;&nbsp; 1742030 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/2031<sup>(c)(e)</sup> <br>|  | 7851000 | &nbsp;&nbsp; 7861968 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/25/2035<sup>(e)</sup> <br>|  | 26000 | &nbsp;&nbsp; 27932 |
| &nbsp;&nbsp;&nbsp; 5.33%, 07/23/2035<sup>(e)</sup> <br>|  | 32000 | &nbsp;&nbsp; 33221 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/28/2036<sup>(e)</sup> <br>|  | 169000 | &nbsp;&nbsp; 177156 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/21/2036<sup>(c)(e)</sup> <br>|  | 5716000 | &nbsp;&nbsp; 5739513 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/2056<sup>(e)</sup> <br>|  | 968000 | &nbsp;&nbsp; 1006462 |
| &nbsp;&nbsp;&nbsp; Series V, 4.13%<sup>(e)(g)</sup> <br>|  | 1513000 | &nbsp;&nbsp; 1488411 |
| &nbsp;&nbsp;&nbsp; Series W, 7.50%<sup>(c)(e)(g)</sup> <br>|  | 8038000 | &nbsp;&nbsp; 8546677 |
| &nbsp;&nbsp;&nbsp; Series X, 7.50%<sup>(c)(e)(g)</sup> <br>|  | 9235000 | &nbsp;&nbsp; 9757184 |
| Morgan Stanley, | Morgan Stanley, |  |  |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/2029<sup>(e)</sup> <br>|  | 15000 | &nbsp;&nbsp; 15322 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/2029<sup>(e)</sup> <br>|  | 411000 | &nbsp;&nbsp; 419273 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/2029<sup>(e)</sup> <br>|  | 61000 | &nbsp;&nbsp; 62463 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/2029<sup>(e)</sup> <br>|  | 36000 | &nbsp;&nbsp; 37213 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/01/2029<sup>(e)</sup> <br>|  | 71000 | &nbsp;&nbsp; 75402 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/16/2030<sup>(e)</sup> <br>|  | 59000 | &nbsp;&nbsp; 60752 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/2030<sup>(e)</sup> <br>|  | 163000 | &nbsp;&nbsp; 167604 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/2030<sup>(e)</sup> <br>|  | 414000 | &nbsp;&nbsp; 420215 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/2031<sup>(e)</sup> <br>|  | 1209000 | &nbsp;&nbsp; 1251676 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/21/2034<sup>(e)</sup> <br>|  | 34000 | &nbsp;&nbsp; 35309 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/21/2034<sup>(e)</sup> <br>|  | 25000 | &nbsp;&nbsp; 26214 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/2035<sup>(e)</sup> <br>|  | 20000 | &nbsp;&nbsp; 20959 |
| &nbsp;&nbsp;&nbsp; 5.83%, 04/19/2035<sup>(e)</sup> <br>|  | 22000 | &nbsp;&nbsp; 23605 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/19/2035<sup>(e)</sup> <br>|  | 40000 | &nbsp;&nbsp; 41556 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/18/2036<sup>(e)</sup> <br>|  | 111000 | &nbsp;&nbsp; 117211 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/17/2036<sup>(e)</sup> <br>|  | 128000 | &nbsp;&nbsp; 135933 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/19/2038<sup>(e)</sup> <br>|  | 14000 | &nbsp;&nbsp; 14802 |
| &nbsp;&nbsp;&nbsp; Series I, <br>4.36%, 10/22/2031<sup>(e)</sup> <br>|  | 8157000 | &nbsp;&nbsp; 8167571 |
| &nbsp;&nbsp;&nbsp; 4.89%, 10/22/2036<sup>(e)</sup> <br>|  | 8788000 | &nbsp;&nbsp; 8819904 |
| Nomura Holdings, Inc. (Japan), | Nomura Holdings, Inc. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/2030 |  | 1588000 | &nbsp;&nbsp; 1618268 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/2035<sup>(c)</sup> <br>|  | 1323000 | &nbsp;&nbsp; 1376744 |
| Raymond James Financial, Inc., | Raymond James Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/11/2035 |  | 3132000 | &nbsp;&nbsp; 3121182 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/2055 |  | 2232000 | &nbsp;&nbsp; 2212181 |
|  |  |  | &nbsp;&nbsp; 95937727 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **IT Consulting & Other Services–0.09%** | **IT Consulting & Other Services–0.09%** | **IT Consulting & Other Services–0.09%** | **IT Consulting & Other Services–0.09%** |
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp., | &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/2028 |  | $927000 | &nbsp;&nbsp; $941257 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/2030<sup>(c)</sup> <br>|  | 1945000 | &nbsp;&nbsp; 1998232 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/2035<sup>(c)</sup> <br>|  | 776000 | &nbsp;&nbsp; 804194 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/2055<sup>(c)</sup> <br>|  | 1386000 | &nbsp;&nbsp; 1401971 |
|  |  |  | &nbsp;&nbsp; 5145654 |
| **Leisure Facilities–0.01%** | **Leisure Facilities–0.01%** | **Leisure Facilities–0.01%** | **Leisure Facilities–0.01%** |
| &nbsp;&nbsp;&nbsp; Vail Resorts, Inc., 5.63%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 315000 | &nbsp;&nbsp; 319819 |
| **Leisure Products–0.13%** | **Leisure Products–0.13%** | **Leisure Products–0.13%** | **Leisure Products–0.13%** |
| &nbsp;&nbsp;&nbsp; Brunswick Corp., 5.85%, <br> 03/18/2029<br>|  | 92000 | &nbsp;&nbsp; 95015 |
| &nbsp;&nbsp;&nbsp; Polaris, Inc., 5.60%, <br> 03/01/2031<br>|  | 7220000 | &nbsp;&nbsp; 7315542 |
|  |  |  | &nbsp;&nbsp; 7410557 |
| **Life & Health Insurance–2.20%** | **Life & Health Insurance–2.20%** | **Life & Health Insurance–2.20%** | **Life & Health Insurance–2.20%** |
| &nbsp;&nbsp;&nbsp; 200 Park Funding Trust, <br> 5.74%, 02/15/2055<sup>(b)</sup> <br>|  | 844000 | &nbsp;&nbsp; 851294 |
| AIA Group Ltd. (Hong Kong), | AIA Group Ltd. (Hong Kong), |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/05/2034<sup>(b)</sup> <br>|  | 4177000 | &nbsp;&nbsp; 4366108 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/30/2035<sup>(b)(c)</sup> <br>|  | 6976000 | &nbsp;&nbsp; 7093962 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/30/2054<sup>(b)</sup> <br>|  | 3937000 | &nbsp;&nbsp; 3857057 |
| &nbsp;&nbsp;&nbsp; American National Global <br> Funding, 5.55%, <br> 01/28/2030<sup>(b)</sup> <br>|  | 231000 | &nbsp;&nbsp; 238633 |
| American National Group, Inc., | American National Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/2035<sup>(c)</sup> <br>|  | 2379000 | &nbsp;&nbsp; 2410606 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/2055<sup>(e)</sup> <br>|  | 5874000 | &nbsp;&nbsp; 5914031 |
| &nbsp;&nbsp;&nbsp; Athene Global Funding, 5.58%, <br> 01/09/2029<sup>(b)</sup> <br>|  | 228000 | &nbsp;&nbsp; 234578 |
| Athene Holding Ltd., | Athene Holding Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/2054 |  | 115000 | &nbsp;&nbsp; 113384 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/2055<sup>(c)</sup> <br>|  | 1344000 | &nbsp;&nbsp; 1395208 |
| &nbsp;&nbsp;&nbsp; Belrose Funding Trust II, <br> 6.79%, 05/15/2055<sup>(b)</sup> <br>|  | 2099000 | &nbsp;&nbsp; 2192007 |
| &nbsp;&nbsp;&nbsp; Constellation Global Funding, <br> 4.85%, 10/22/2030<sup>(b)</sup> <br>|  | 4816000 | &nbsp;&nbsp; 4795434 |
| Corebridge Global Funding, | Corebridge Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/19/2028<sup>(b)</sup> <br>|  | 72000 | &nbsp;&nbsp; 75373 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/12/2029<sup>(b)</sup> <br>|  | 141000 | &nbsp;&nbsp; 144800 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/24/2029<sup>(b)</sup> <br>|  | 220000 | &nbsp;&nbsp; 226643 |
| &nbsp;&nbsp;&nbsp; Dai-ichi Life Insurance Co. Ltd. <br> (The) (Japan), 6.20%<sup>(b)(e)(g)</sup> <br>|  | 1163000 | &nbsp;&nbsp; 1218082 |
| &nbsp;&nbsp;&nbsp; Delaware Life Global Funding, <br> Series 21-1, 2.66%, <br> 06/29/2026<sup>(b)</sup> <br>|  | 17687000 | &nbsp;&nbsp; 17468791 |
| FWD Group Holdings Ltd. (Hong Kong), | FWD Group Holdings Ltd. (Hong Kong), |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/22/2030<sup>(b)</sup> <br>|  | 1533000 | &nbsp;&nbsp; 1543522 |
| &nbsp;&nbsp;&nbsp; 5.84%, 09/22/2035<sup>(b)</sup> <br>|  | 1670000 | &nbsp;&nbsp; 1684848 |
| GA Global Funding Trust, | GA Global Funding Trust, |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/08/2029<sup>(b)</sup> <br>|  | 470000 | &nbsp;&nbsp; 484806 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/18/2030<sup>(b)</sup> <br>|  | 7476000 | &nbsp;&nbsp; 7388051 |
| &nbsp;&nbsp;&nbsp; High Street Funding Trust III, <br> 5.81%, 02/15/2055<sup>(b)</sup> <br>|  | 672000 | &nbsp;&nbsp; 671293 |
| &nbsp;&nbsp;&nbsp; Jackson National Life Global <br> Funding, 4.70%, <br> 06/05/2028<sup>(b)</sup> <br>|  | 1168000 | &nbsp;&nbsp; 1179991 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** |
| Lincoln Financial Global Funding, | Lincoln Financial Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/28/2028<sup>(b)</sup> <br>|  | $1042000 | &nbsp;&nbsp; $1052940 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/18/2030<sup>(b)</sup> <br>|  | 1073000 | &nbsp;&nbsp; 1080280 |
| &nbsp;&nbsp;&nbsp; Lincoln National Corp., 5.35%, <br> 11/15/2035<br>|  | 6870000 | &nbsp;&nbsp; 6898462 |
| &nbsp;&nbsp;&nbsp; MAG Mutual Holding Co., <br> 4.75%, 04/30/2041<sup>(b)(i)</sup> <br>|  | 27101000 | &nbsp;&nbsp; 25149728 |
| &nbsp;&nbsp;&nbsp; MassMutual Global Funding II, <br> 4.55%, 05/07/2030<sup>(b)(c)</sup> <br>|  | 1372000 | &nbsp;&nbsp; 1388193 |
| MetLife, Inc., | MetLife, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/2054 |  | 20000 | &nbsp;&nbsp; 19346 |
| &nbsp;&nbsp;&nbsp; Series G, 6.35%, <br> 03/15/2055<sup>(e)</sup> <br>|  | 1158000 | &nbsp;&nbsp; 1224065 |
| Nippon Life Insurance Co. (Japan), | Nippon Life Insurance Co. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/16/2054<sup>(b)(e)</sup> <br>|  | 996000 | &nbsp;&nbsp; 1040622 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/30/2055<sup>(b)(e)</sup> <br>|  | 1148000 | &nbsp;&nbsp; 1233513 |
| &nbsp;&nbsp;&nbsp; Pricoa Global Funding I, 4.65%, <br> 08/27/2031<sup>(b)</sup> <br>|  | 552000 | &nbsp;&nbsp; 559669 |
| Protective Life Corp., | Protective Life Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/2031<sup>(b)</sup> <br>|  | 3754000 | &nbsp;&nbsp; 3771042 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/15/2035<sup>(b)(c)</sup> <br>|  | 6831000 | &nbsp;&nbsp; 6912382 |
| &nbsp;&nbsp;&nbsp; Prudential Financial, Inc., <br> 5.20%, 03/14/2035<sup>(c)</sup> <br>|  | 1168000 | &nbsp;&nbsp; 1204767 |
| &nbsp;&nbsp;&nbsp; Wynnton Funding Trust, 5.25%, <br> 08/15/2035<sup>(b)</sup> <br>|  | 4397000 | &nbsp;&nbsp; 4457529 |
|  |  |  | &nbsp;&nbsp; 121541040 |
| **Managed Health Care–0.01%** | **Managed Health Care–0.01%** | **Managed Health Care–0.01%** | **Managed Health Care–0.01%** |
| Kaiser Foundation Hospitals, | Kaiser Foundation Hospitals, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021, <br>2.81%, 06/01/2041<br>|  | 41000 | &nbsp;&nbsp; 30851 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/2051 |  | 28000 | &nbsp;&nbsp; 18799 |
| UnitedHealth Group, Inc., | UnitedHealth Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/2028 |  | 32000 | &nbsp;&nbsp; 32905 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/2030 |  | 63000 | &nbsp;&nbsp; 65873 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/2033 |  | 48000 | &nbsp;&nbsp; 50339 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/2054 |  | 114000 | &nbsp;&nbsp; 114286 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/2064 |  | 17000 | &nbsp;&nbsp; 17055 |
|  |  |  | &nbsp;&nbsp; 330108 |
| **Marine Transportation–0.23%** | **Marine Transportation–0.23%** | **Marine Transportation–0.23%** | **Marine Transportation–0.23%** |
| &nbsp;&nbsp;&nbsp; A.P. Moller - Maersk A/S, <br> 5.88%, 09/14/2033<sup>(b)</sup> <br>|  | 55000 | &nbsp;&nbsp; 58871 |
| NCL Corp. Ltd., | NCL Corp. Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/2031<sup>(b)</sup> <br>|  | 2617000 | &nbsp;&nbsp; 2584244 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/2032<sup>(b)</sup> <br>|  | 65000 | &nbsp;&nbsp; 66012 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/2033<sup>(b)(c)</sup> <br>|  | 2499000 | &nbsp;&nbsp; 2471055 |
| &nbsp;&nbsp;&nbsp; Stena International S.A. <br> (Sweden), 7.63%, <br> 02/15/2031<sup>(b)</sup> <br>|  | 754000 | &nbsp;&nbsp; 775840 |
| Viking Cruises Ltd., | Viking Cruises Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(b)</sup> <br>|  | 270000 | &nbsp;&nbsp; 271560 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/2033<sup>(b)</sup> <br>|  | 6452000 | &nbsp;&nbsp; 6560633 |
|  |  |  | &nbsp;&nbsp; 12788215 |
| **Metal, Glass & Plastic Containers–0.19%** | **Metal, Glass & Plastic Containers–0.19%** | **Metal, Glass & Plastic Containers–0.19%** | **Metal, Glass & Plastic Containers–0.19%** |
| &nbsp;&nbsp;&nbsp; Ball Corp., 5.50%, <br> 09/15/2033<br>|  | 8352000 | &nbsp;&nbsp; 8515156 |
| &nbsp;&nbsp;&nbsp; Crown Americas LLC, 5.88%, <br> 06/01/2033<sup>(b)</sup> <br>|  | 742000 | &nbsp;&nbsp; 760278 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Metal, Glass & Plastic Containers–(continued)** | **Metal, Glass & Plastic Containers–(continued)** | **Metal, Glass & Plastic Containers–(continued)** | **Metal, Glass & Plastic Containers–(continued)** |
| &nbsp;&nbsp;&nbsp; Smurfit Kappa Treasury Unlimited Co. <br> (Ireland), | &nbsp;&nbsp;&nbsp; Smurfit Kappa Treasury Unlimited Co. <br> (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2030 |  | $728000 | &nbsp;&nbsp; $752748 |
| &nbsp;&nbsp;&nbsp; 5.44%, 04/03/2034<sup>(c)</sup> <br>|  | 713000 | &nbsp;&nbsp; 741527 |
|  |  |  | &nbsp;&nbsp; 10769709 |
| **Movies & Entertainment–0.01%** | **Movies & Entertainment–0.01%** | **Movies & Entertainment–0.01%** | **Movies & Entertainment–0.01%** |
| &nbsp;&nbsp;&nbsp; Netflix, Inc., 5.40%, <br> 08/15/2054<br>|  | 61000 | &nbsp;&nbsp; 60730 |
| &nbsp;&nbsp;&nbsp; Starz Capital Holdings 1, Inc., <br> 6.00%, 04/15/2030<sup>(b)</sup> <br>|  | 280000 | &nbsp;&nbsp; 262150 |
|  |  |  | &nbsp;&nbsp; 322880 |
| **Multi-Family Residential REITs–0.01%** | **Multi-Family Residential REITs–0.01%** | **Multi-Family Residential REITs–0.01%** | **Multi-Family Residential REITs–0.01%** |
| &nbsp;&nbsp;&nbsp; AvalonBay Communities, Inc., <br> 5.30%, 12/07/2033<br>|  | 93000 | &nbsp;&nbsp; 97557 |
| &nbsp;&nbsp;&nbsp; Essex Portfolio L.P., 5.50%, <br> 04/01/2034<br>|  | 56000 | &nbsp;&nbsp; 58462 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership L.P., 4.88%, <br> 02/01/2035<br>|  | 176000 | &nbsp;&nbsp; 175267 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartments L.P., <br> 5.30%, 02/15/2032<br>|  | 261000 | &nbsp;&nbsp; 273666 |
| UDR, Inc., 5.13%, 09/01/2034 |  | 74000 | &nbsp;&nbsp; 75745 |
|  |  |  | &nbsp;&nbsp; 680697 |
| **Multi-line Insurance–0.02%** | **Multi-line Insurance–0.02%** | **Multi-line Insurance–0.02%** | **Multi-line Insurance–0.02%** |
| &nbsp;&nbsp;&nbsp; Acrisure LLC/Acrisure Finance, <br> Inc., 7.50%, 11/06/2030<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 519596 |
| &nbsp;&nbsp;&nbsp; Metropolitan Life Global Funding <br> I, 5.15%, 03/28/2033<sup>(b)(c)</sup> <br>|  | 521000 | &nbsp;&nbsp; 541567 |
|  |  |  | &nbsp;&nbsp; 1061163 |
| **Multi-Utilities–0.70%** | **Multi-Utilities–0.70%** | **Multi-Utilities–0.70%** | **Multi-Utilities–0.70%** |
| &nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp. <br> (Canada), 5.37%, <br> 06/15/2026<br>|  | 102000 | &nbsp;&nbsp; 102530 |
| &nbsp;&nbsp;&nbsp; Ameren Illinois Co., 4.95%, <br> 06/01/2033<br>|  | 54000 | &nbsp;&nbsp; 55649 |
| &nbsp;&nbsp;&nbsp; Black Hills Corp., 6.15%, <br> 05/15/2034<br>|  | 105000 | &nbsp;&nbsp; 113331 |
| CenterPoint Energy, Inc., | CenterPoint Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; Conv., 3.00%, <br> 08/01/2028<sup>(b)</sup> <br>|  | 8443000 | &nbsp;&nbsp; 8660407 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/2056<sup>(c)(e)</sup> <br>|  | 2789000 | &nbsp;&nbsp; 2821347 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp., Conv., <br> 3.13%, 05/01/2031<sup>(b)</sup> <br>|  | 6724000 | &nbsp;&nbsp; 6819817 |
| Dominion Energy, Inc., | Dominion Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/2032 |  | 46000 | &nbsp;&nbsp; 48085 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/2056<sup>(e)</sup> <br>|  | 4323000 | &nbsp;&nbsp; 4375923 |
| &nbsp;&nbsp;&nbsp; 6.20%, 02/15/2056<sup>(e)</sup> <br>|  | 3829000 | &nbsp;&nbsp; 3870014 |
| DTE Electric Co., | DTE Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/2034 |  | 77000 | &nbsp;&nbsp; 80186 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/2055<sup>(c)</sup> <br>|  | 420000 | &nbsp;&nbsp; 442051 |
| DTE Energy Co., | DTE Energy Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/2027 |  | 108000 | &nbsp;&nbsp; 109336 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/2034 |  | 53000 | &nbsp;&nbsp; 56775 |
| ENGIE S.A. (France), | ENGIE S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/10/2029<sup>(b)</sup> <br>|  | 728000 | &nbsp;&nbsp; 753276 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/10/2034<sup>(b)(c)</sup> <br>|  | 600000 | &nbsp;&nbsp; 634369 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/2054<sup>(b)(c)</sup> <br>|  | 770000 | &nbsp;&nbsp; 792802 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** |
| NiSource, Inc., | NiSource, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/2028 |  | $18000 | &nbsp;&nbsp; $18471 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/2034 |  | 127000 | &nbsp;&nbsp; 131686 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/2055<sup>(c)</sup> <br>|  | 587000 | &nbsp;&nbsp; 596730 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise Group, <br> Inc., 5.88%, 10/15/2028<br>|  | 27000 | &nbsp;&nbsp; 28274 |
| Sempra, | Sempra, |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/2054<sup>(e)</sup> <br>|  | 270000 | &nbsp;&nbsp; 277028 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/2056<sup>(c)(e)</sup> <br>|  | 2654000 | &nbsp;&nbsp; 2705209 |
| WEC Energy Group, Inc., | WEC Energy Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/01/2027 |  | 33000 | &nbsp;&nbsp; 33635 |
| &nbsp;&nbsp;&nbsp; Conv., 3.38%, <br> 06/01/2028<sup>(b)</sup> <br>|  | 4789000 | &nbsp;&nbsp; 4940080 |
|  |  |  | &nbsp;&nbsp; 38467011 |
| **Office REITs–0.20%** | **Office REITs–0.20%** | **Office REITs–0.20%** | **Office REITs–0.20%** |
| &nbsp;&nbsp;&nbsp; Boston Properties L.P., Conv., <br> 2.00%, 10/01/2030<sup>(b)</sup> <br>|  | 5066000 | &nbsp;&nbsp; 5033755 |
| &nbsp;&nbsp;&nbsp; COPT Defense Properties L.P., <br> 4.50%, 10/15/2030<br>|  | 793000 | &nbsp;&nbsp; 790145 |
| Cousins Properties L.P., | Cousins Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/2032 |  | 142000 | &nbsp;&nbsp; 145880 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/2034 |  | 176000 | &nbsp;&nbsp; 183960 |
| &nbsp;&nbsp;&nbsp; Piedmont Operating Partnership <br> L.P., 6.88%, 07/15/2029<br>|  | 224000 | &nbsp;&nbsp; 238147 |
| &nbsp;&nbsp;&nbsp; Piedmont Operating Partnership, <br> L.P., 5.63%, 01/15/2033<br>|  | 4809000 | &nbsp;&nbsp; 4847648 |
|  |  |  | &nbsp;&nbsp; 11239535 |
| **Oil & Gas Drilling–0.01%** | **Oil & Gas Drilling–0.01%** | **Oil & Gas Drilling–0.01%** | **Oil & Gas Drilling–0.01%** |
| &nbsp;&nbsp;&nbsp; Summit Midstream Holdings LLC, <br> 8.63%, 10/31/2029<sup>(b)</sup> <br>|  | 259000 | &nbsp;&nbsp; 267465 |
| &nbsp;&nbsp;&nbsp; Transocean International Ltd., <br> 7.88%, 10/15/2032<sup>(b)</sup> <br>|  | 274000 | &nbsp;&nbsp; 285809 |
|  |  |  | &nbsp;&nbsp; 553274 |
| **Oil & Gas Equipment & Services–0.01%** | **Oil & Gas Equipment & Services–0.01%** | **Oil & Gas Equipment & Services–0.01%** | **Oil & Gas Equipment & Services–0.01%** |
| &nbsp;&nbsp;&nbsp; Northern Natural Gas Co., <br> 5.63%, 02/01/2054<sup>(b)</sup> <br>|  | 64000 | &nbsp;&nbsp; 63139 |
| &nbsp;&nbsp;&nbsp; Tidewater, Inc., 9.13%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 377000 | &nbsp;&nbsp; 403370 |
|  |  |  | &nbsp;&nbsp; 466509 |
| **Oil & Gas Exploration & Production–0.29%** | **Oil & Gas Exploration & Production–0.29%** | **Oil & Gas Exploration & Production–0.29%** | **Oil & Gas Exploration & Production–0.29%** |
| &nbsp;&nbsp;&nbsp; Aethon United BR L.P./Aethon <br> United Finance Corp., 7.50%, <br> 10/01/2029<sup>(b)</sup> <br>|  | 589000 | &nbsp;&nbsp; 615895 |
| &nbsp;&nbsp;&nbsp; Azule Energy Finance PLC <br> (Angola), 8.13%, <br> 01/23/2030<sup>(b)</sup> <br>|  | 330000 | &nbsp;&nbsp; 331410 |
| &nbsp;&nbsp;&nbsp; Caturus Energy LLC, 8.50%, <br> 02/15/2030<sup>(b)</sup> <br>|  | 255000 | &nbsp;&nbsp; 263307 |
| &nbsp;&nbsp;&nbsp; Comstock Resources, Inc., <br> 6.75%, 03/01/2029<sup>(b)</sup> <br>|  | 260000 | &nbsp;&nbsp; 260989 |
| &nbsp;&nbsp;&nbsp; ConocoPhillips Co., 5.70%, <br> 09/15/2063<br>|  | 53000 | &nbsp;&nbsp; 52786 |
| Diamondback Energy, Inc., | Diamondback Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/2027 |  | 130000 | &nbsp;&nbsp; 131866 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/2030 |  | 146000 | &nbsp;&nbsp; 150310 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/2064 |  | 99000 | &nbsp;&nbsp; 95659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Exploration & Production–(continued)** | **Oil & Gas Exploration & Production–(continued)** | **Oil & Gas Exploration & Production–(continued)** | **Oil & Gas Exploration & Production–(continued)** |
| EOG Resources, Inc., | EOG Resources, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/2028 |  | $457000 | &nbsp;&nbsp; $462695 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2036 |  | 1132000 | &nbsp;&nbsp; 1174698 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/2055<sup>(c)</sup> <br>|  | 1941000 | &nbsp;&nbsp; 2021370 |
| &nbsp;&nbsp;&nbsp; Expand Energy Corp., 5.38%, <br> 03/15/2030<br>|  | 113000 | &nbsp;&nbsp; 114604 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I L.P./Hilcorp Finance <br> Co., | &nbsp;&nbsp;&nbsp; Hilcorp Energy I L.P./Hilcorp Finance <br> Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/2034<sup>(b)</sup> <br>|  | 88000 | &nbsp;&nbsp; 82524 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/2035<sup>(b)</sup> <br>|  | 283000 | &nbsp;&nbsp; 269432 |
| &nbsp;&nbsp;&nbsp; Transocean Titan Financing Ltd., <br> 8.38%, 02/01/2028<sup>(b)</sup> <br>|  | 743143 | &nbsp;&nbsp; 764196 |
| &nbsp;&nbsp;&nbsp; Uzbekneftegaz JSC (Uzbekistan), <br> 4.75%, 11/16/2028<sup>(b)</sup> <br>|  | 7487000 | &nbsp;&nbsp; 7106529 |
| &nbsp;&nbsp;&nbsp; Var Energi ASA (Norway), <br> 5.88%, 05/22/2030<sup>(b)</sup> <br>|  | 1258000 | &nbsp;&nbsp; 1312406 |
| &nbsp;&nbsp;&nbsp; Vista Energy Argentina S.A.U. <br> (Argentina), 8.50%, <br> 06/10/2033<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 514941 |
| &nbsp;&nbsp;&nbsp; Woodside Finance Ltd. <br> (Australia), 5.70%, <br> 05/19/2032<br>|  | 232000 | &nbsp;&nbsp; 242336 |
|  |  |  | &nbsp;&nbsp; 15967953 |
| **Oil & Gas Refining & Marketing–0.37%** | **Oil & Gas Refining & Marketing–0.37%** | **Oil & Gas Refining & Marketing–0.37%** | **Oil & Gas Refining & Marketing–0.37%** |
| Empresa Nacional del Petroleo (Chile), | Empresa Nacional del Petroleo (Chile), |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/10/2033<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 634872 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/30/2034<sup>(b)</sup> <br>|  | 2578000 | &nbsp;&nbsp; 2693451 |
| &nbsp;&nbsp;&nbsp; ORLEN S.A. (Poland), 6.00%, <br> 01/30/2035<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 848808 |
| Raizen Fuels Finance S.A. (Brazil), | Raizen Fuels Finance S.A. (Brazil), |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/08/2032<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 346860 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(b)</sup> <br>|  | 1944000 | &nbsp;&nbsp; 1668195 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/05/2054<sup>(b)(c)</sup> <br>|  | 2718000 | &nbsp;&nbsp; 2165295 |
| Sunoco L.P., | Sunoco L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/15/2031<sup>(b)(c)</sup> <br>|  | 2725000 | &nbsp;&nbsp; 2742206 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/2033<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 282648 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/2034<sup>(b)(c)</sup> <br>|  | 5003000 | &nbsp;&nbsp; 5038631 |
| &nbsp;&nbsp;&nbsp; 7.88%<sup>(b)(e)(g)</sup> <br>|  | 3763000 | &nbsp;&nbsp; 3831637 |
|  |  |  | &nbsp;&nbsp; 20252603 |
| **Oil & Gas Storage & Transportation–2.19%** | **Oil & Gas Storage & Transportation–2.19%** | **Oil & Gas Storage & Transportation–2.19%** | **Oil & Gas Storage & Transportation–2.19%** |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Crude Oil Pipeline LLC <br> (United Arab Emirates), <br> 3.65%, 11/02/2029<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 196465 |
| &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; 5.38%, 06/15/2029<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 276114 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/2032<sup>(b)</sup> <br>|  | 441000 | &nbsp;&nbsp; 457434 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/2033<sup>(b)(c)</sup> <br>|  | 10323000 | &nbsp;&nbsp; 10380953 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy Partners L.P., <br> 5.95%, 06/30/2033<br>|  | 53000 | &nbsp;&nbsp; 56345 |
| Columbia Pipelines Holding Co. LLC, | Columbia Pipelines Holding Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.06%, 08/15/2026<sup>(b)</sup> <br>|  | 37000 | &nbsp;&nbsp; 37371 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/2031<sup>(b)</sup> <br>|  | 196000 | &nbsp;&nbsp; 200168 |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Operating Co. <br> LLC, 5.70%, 10/01/2054<sup>(b)</sup> <br>|  | 499000 | &nbsp;&nbsp; 482378 |
| &nbsp;&nbsp;&nbsp; Eastern Energy Gas <br> Holdings LLC, 5.65%, <br> 10/15/2054<br>|  | 262000 | &nbsp;&nbsp; 258630 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** |
| Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/2033 |  | $48000 | &nbsp;&nbsp; $50855 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/2083<sup>(e)</sup> <br>|  | 60000 | &nbsp;&nbsp; 65686 |
| &nbsp;&nbsp;&nbsp; Series NC5, 8.25%, <br> 01/15/2084<sup>(e)</sup> <br>|  | 31000 | &nbsp;&nbsp; 33151 |
| Energy Transfer L.P., | Energy Transfer L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/2028 |  | 35000 | &nbsp;&nbsp; 36820 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/2030 |  | 22000 | &nbsp;&nbsp; 23903 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/2034 |  | 84000 | &nbsp;&nbsp; 86840 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/2054 |  | 105000 | &nbsp;&nbsp; 101356 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/2054<sup>(e)</sup> <br>|  | 3819000 | &nbsp;&nbsp; 4075331 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/2054 |  | 269000 | &nbsp;&nbsp; 263250 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/2054<sup>(e)</sup> <br>|  | 13492000 | &nbsp;&nbsp; 13738823 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/2056<sup>(c)(e)</sup> <br>|  | 12426000 | &nbsp;&nbsp; 12266054 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/2056<sup>(c)(e)</sup> <br>|  | 9001000 | &nbsp;&nbsp; 8962773 |
| Enterprise Products Operating LLC, | Enterprise Products Operating LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/2028 |  | 1189000 | &nbsp;&nbsp; 1199050 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/2031 |  | 5873000 | &nbsp;&nbsp; 5960293 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2036 |  | 3877000 | &nbsp;&nbsp; 3979572 |
| &nbsp;&nbsp;&nbsp; Excelerate Energy L.P., 8.00%, <br> 05/15/2030<sup>(b)</sup> <br>|  | 256000 | &nbsp;&nbsp; 272931 |
| &nbsp;&nbsp;&nbsp; Florida Gas Transmission Co. <br> LLC, 5.75%, 07/15/2035<sup>(b)</sup> <br>|  | 1660000 | &nbsp;&nbsp; 1739083 |
| &nbsp;&nbsp;&nbsp; Genesis Energy L.P./Genesis <br> Energy Finance Corp., <br> 8.88%, 04/15/2030<sup>(c)</sup> <br>|  | 384000 | &nbsp;&nbsp; 405951 |
| &nbsp;&nbsp;&nbsp; Global Partners L.P./GLP Finance <br> Corp., 7.13%, <br> 07/01/2033<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 279525 |
| &nbsp;&nbsp;&nbsp; GreenSaif Pipelines Bidco S.a.r.l. <br> (Saudi Arabia), | &nbsp;&nbsp;&nbsp; GreenSaif Pipelines Bidco S.a.r.l. <br> (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/23/2036<sup>(b)</sup> <br>|  | 5540000 | &nbsp;&nbsp; 5781901 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/23/2038<sup>(b)</sup> <br>|  | 2540000 | &nbsp;&nbsp; 2712801 |
| &nbsp;&nbsp;&nbsp; 6.51%, 02/23/2042<sup>(b)</sup> <br>|  | 5385000 | &nbsp;&nbsp; 5885577 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/23/2042<sup>(b)</sup> <br>|  | 7240000 | &nbsp;&nbsp; 7552923 |
| &nbsp;&nbsp;&nbsp; Gulfstream Natural Gas System <br> L.L.C., 5.60%, <br> 07/23/2035<sup>(b)</sup> <br>|  | 2614000 | &nbsp;&nbsp; 2695196 |
| Kinder Morgan, Inc., | Kinder Morgan, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/2030<sup>(c)</sup> <br>|  | 753000 | &nbsp;&nbsp; 780493 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/2033 |  | 23000 | &nbsp;&nbsp; 23204 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/2033 |  | 64000 | &nbsp;&nbsp; 66100 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/2035<sup>(c)</sup> <br>|  | 471000 | &nbsp;&nbsp; 499923 |
| &nbsp;&nbsp;&nbsp; Kodiak Gas Services LLC, <br> 6.50%, 10/01/2033<sup>(b)</sup> <br>|  | 1547000 | &nbsp;&nbsp; 1579099 |
| MPLX L.P., | MPLX L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/2031 |  | 3430000 | &nbsp;&nbsp; 3474660 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2033<sup>(c)</sup> <br>|  | 1569000 | &nbsp;&nbsp; 1585675 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/2035 |  | 4671000 | &nbsp;&nbsp; 4728721 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/2052 |  | 18000 | &nbsp;&nbsp; 15365 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/2055 |  | 2674000 | &nbsp;&nbsp; 2706567 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL <br> Energy Finance Corp., <br> 8.38%, 02/15/2032<sup>(b)</sup> <br>|  | 323000 | &nbsp;&nbsp; 335124 |
| &nbsp;&nbsp;&nbsp; Northriver Midstream Finance <br> L.P. (Canada), 6.75%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 101000 | &nbsp;&nbsp; 102955 |
| &nbsp;&nbsp;&nbsp; ONEOK, Inc., 6.63%, <br> 09/01/2053<br>|  | 38000 | &nbsp;&nbsp; 40202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** |
| &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure <br> Holdings Ltd. (Canada), | &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure <br> Holdings Ltd. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/01/2055<sup>(c)(e)</sup> <br>|  | $1834000 | &nbsp;&nbsp; $1951629 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/01/2055<sup>(e)</sup> <br>|  | 3151000 | &nbsp;&nbsp; 3280859 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure <br> Holdings LLC (Canada), | &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure <br> Holdings LLC (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/2027 |  | 143000 | &nbsp;&nbsp; 144137 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/2029 |  | 433000 | &nbsp;&nbsp; 439679 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/2034 |  | 376000 | &nbsp;&nbsp; 380773 |
| &nbsp;&nbsp;&nbsp; 6.18%, 10/01/2054 |  | 238000 | &nbsp;&nbsp; 231844 |
| Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, <br> 09/15/2028<br>|  | 504000 | &nbsp;&nbsp; 504821 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/2033 |  | 28000 | &nbsp;&nbsp; 29883 |
| &nbsp;&nbsp;&nbsp; Series B, 5.10%, <br> 09/15/2035<br>|  | 852000 | &nbsp;&nbsp; 863598 |
| &nbsp;&nbsp;&nbsp; Sunoco L.P./Sunoco Finance <br> Corp., 4.50%, 04/30/2030<br>|  | 234000 | &nbsp;&nbsp; 228026 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners <br> L.P./Tallgrass Energy Finance <br> Corp., 7.38%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 627000 | &nbsp;&nbsp; 651219 |
| &nbsp;&nbsp;&nbsp; Targa Resources Corp., 5.50%, <br> 02/15/2035<br>|  | 4000 | &nbsp;&nbsp; 4103 |
| &nbsp;&nbsp;&nbsp; TMS Issuer S.a.r.l. (Saudi <br> Arabia), 5.78%, <br> 08/23/2032<sup>(b)</sup> <br>|  | 220000 | &nbsp;&nbsp; 229416 |
| &nbsp;&nbsp;&nbsp; Transportadora de Gas del Sur <br> S.A. (Argentina), 7.75%, <br> 11/20/2035<sup>(b)</sup> <br>|  | 900000 | &nbsp;&nbsp; 887220 |
| Venture Global LNG, Inc., | Venture Global LNG, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/2029<sup>(b)(c)</sup> <br>|  | 1386000 | &nbsp;&nbsp; 1462633 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/2032<sup>(b)</sup> <br>|  | 223000 | &nbsp;&nbsp; 232312 |
| Venture Global Plaquemines LNG LLC, | Venture Global Plaquemines LNG LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/2033<sup>(b)</sup> <br>|  | 621000 | &nbsp;&nbsp; 677086 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/2034<sup>(b)</sup> <br>|  | 374000 | &nbsp;&nbsp; 387074 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/01/2035<sup>(b)</sup> <br>|  | 442000 | &nbsp;&nbsp; 492735 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/2036<sup>(b)</sup> <br>|  | 280000 | &nbsp;&nbsp; 293665 |
| Western Midstream Operating L.P., | Western Midstream Operating L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/2033 |  | 45000 | &nbsp;&nbsp; 47817 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/2034 |  | 188000 | &nbsp;&nbsp; 189662 |
| Williams Cos., Inc. (The), | Williams Cos., Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/2028 |  | 167000 | &nbsp;&nbsp; 172119 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/2029 |  | 259000 | &nbsp;&nbsp; 264230 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/2033 |  | 63000 | &nbsp;&nbsp; 66669 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/2034 |  | 66000 | &nbsp;&nbsp; 67393 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/2054 |  | 212000 | &nbsp;&nbsp; 213887 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/2055 |  | 357000 | &nbsp;&nbsp; 369865 |
|  |  |  | &nbsp;&nbsp; 121217945 |
| **Other Specialized REITs–0.02%** | **Other Specialized REITs–0.02%** | **Other Specialized REITs–0.02%** | **Other Specialized REITs–0.02%** |
| Iron Mountain, Inc., | Iron Mountain, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 513992 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 494398 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/2033<sup>(b)</sup> <br>|  | 34000 | &nbsp;&nbsp; 34792 |
|  |  |  | &nbsp;&nbsp; 1043182 |
| **Other Specialty Retail–0.04%** | **Other Specialty Retail–0.04%** | **Other Specialty Retail–0.04%** | **Other Specialty Retail–0.04%** |
| &nbsp;&nbsp;&nbsp; SGUS LLC, 11.00%, <br> 12/15/2029<sup>(b)</sup> <br>|  | 67020 | &nbsp;&nbsp; 54645 |
| &nbsp;&nbsp;&nbsp; Tractor Supply Co., 5.25%, <br> 05/15/2033<br>|  | 17000 | &nbsp;&nbsp; 17718 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Other Specialty Retail–(continued)** | **Other Specialty Retail–(continued)** | **Other Specialty Retail–(continued)** | **Other Specialty Retail–(continued)** |
| &nbsp;&nbsp;&nbsp; VSP Optical Group, Inc., 5.45%, <br> 12/01/2035<sup>(b)</sup> <br>|  | $1914000 | &nbsp;&nbsp; $1944237 |
|  |  |  | &nbsp;&nbsp; 2016600 |
| **Packaged Foods & Meats–0.19%** | **Packaged Foods & Meats–0.19%** | **Packaged Foods & Meats–0.19%** | **Packaged Foods & Meats–0.19%** |
| Campbell's Co. (The), | Campbell's Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/20/2026 |  | 64000 | &nbsp;&nbsp; 64210 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/2029 |  | 65000 | &nbsp;&nbsp; 66923 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/2034 |  | 82000 | &nbsp;&nbsp; 84545 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/2054 |  | 197000 | &nbsp;&nbsp; 184212 |
| &nbsp;&nbsp;&nbsp; J.M. Smucker Co. (The), 6.20%, <br> 11/15/2033<br>|  | 45000 | &nbsp;&nbsp; 49057 |
| &nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.13%, 01/31/2030<sup>(b)</sup> <br>|  | 550000 | &nbsp;&nbsp; 534162 |
| Mars, Inc., | Mars, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/2028<sup>(b)</sup> <br>|  | 1091000 | &nbsp;&nbsp; 1105273 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/2030<sup>(b)</sup> <br>|  | 452000 | &nbsp;&nbsp; 463196 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2032<sup>(b)</sup> <br>|  | 597000 | &nbsp;&nbsp; 617299 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/2035<sup>(b)</sup> <br>|  | 1040000 | &nbsp;&nbsp; 1076387 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/01/2045<sup>(b)</sup> <br>|  | 979000 | &nbsp;&nbsp; 1002325 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/01/2055<sup>(b)</sup> <br>|  | 990000 | &nbsp;&nbsp; 1009867 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/2065<sup>(b)</sup> <br>|  | 668000 | &nbsp;&nbsp; 686480 |
| &nbsp;&nbsp;&nbsp; McCormick & Co., Inc., 4.70%, <br> 10/15/2034<br>|  | 271000 | &nbsp;&nbsp; 269280 |
| &nbsp;&nbsp;&nbsp; Minerva (Luxembourg) S.A. <br> (Brazil), 8.88%, <br> 09/13/2033<sup>(b)</sup> <br>|  | 3014000 | &nbsp;&nbsp; 3301376 |
| &nbsp;&nbsp;&nbsp; Post Holdings, Inc., 6.25%, <br> 10/15/2034<sup>(b)(c)</sup> <br>|  | 64000 | &nbsp;&nbsp; 65161 |
|  |  |  | &nbsp;&nbsp; 10579753 |
| **Paper & Plastic Packaging Products & Materials–0.02%** | **Paper & Plastic Packaging Products & Materials–0.02%** | **Paper & Plastic Packaging Products & Materials–0.02%** | **Paper & Plastic Packaging Products & Materials–0.02%** |
| &nbsp;&nbsp;&nbsp; Cascades, Inc./Cascades USA, <br> Inc. (Canada), 6.75%, <br> 07/15/2030<sup>(b)(c)</sup> <br>|  | 231000 | &nbsp;&nbsp; 240740 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC, 6.38%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 116000 | &nbsp;&nbsp; 118106 |
| &nbsp;&nbsp;&nbsp; SAN Miguel Industrias Pet <br> S.A./NG PET R&P Latin <br> America S.A. (Peru), 3.75%, <br> 08/02/2028<sup>(b)</sup> <br>|  | 702000 | &nbsp;&nbsp; 670673 |
| &nbsp;&nbsp;&nbsp; Sealed Air Corp., 7.25%, <br> 02/15/2031<sup>(b)(c)</sup> <br>|  | 219000 | &nbsp;&nbsp; 228336 |
|  |  |  | &nbsp;&nbsp; 1257855 |
| **Paper Products–0.01%** | **Paper Products–0.01%** | **Paper Products–0.01%** | **Paper Products–0.01%** |
| &nbsp;&nbsp;&nbsp; Inversiones CMPC S.A. (Chile), <br> 6.13%, 02/26/2034<sup>(b)</sup> <br>|  | 225000 | &nbsp;&nbsp; 231949 |
| &nbsp;&nbsp;&nbsp; Magnera Corp., 7.25%, <br> 11/15/2031<sup>(b)(c)</sup> <br>|  | 194000 | &nbsp;&nbsp; 185332 |
|  |  |  | &nbsp;&nbsp; 417281 |
| **Passenger Airlines–0.22%** | **Passenger Airlines–0.22%** | **Passenger Airlines–0.22%** | **Passenger Airlines–0.22%** |
| American Airlines Pass-Through Trust, | American Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, <br> 2.88%, 07/11/2034<br>|  | 14265 | &nbsp;&nbsp; 13105 |
| &nbsp;&nbsp;&nbsp; Series B, 5.65%, <br> 11/11/2034<br>|  | 2307000 | &nbsp;&nbsp; 2347275 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/11/2038 |  | 5776000 | &nbsp;&nbsp; 5796923 |
| &nbsp;&nbsp;&nbsp; American Airlines, <br> Inc./AAdvantage Loyalty IP <br> Ltd., 5.75%, <br> 04/20/2029<sup>(b)(c)</sup> <br>|  | 806000 | &nbsp;&nbsp; 816099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** |
| AS Mileage Plan IP Ltd., | AS Mileage Plan IP Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/20/2029<sup>(b)</sup> <br>|  | $248000 | &nbsp;&nbsp; $248905 |
| &nbsp;&nbsp;&nbsp; 5.31%, 10/20/2031<sup>(b)</sup> <br>|  | 237000 | &nbsp;&nbsp; 237823 |
| &nbsp;&nbsp;&nbsp; British Airways Pass-Through <br> Trust (United Kingdom), <br> Series 2021-1, Class A, <br> 2.90%, 03/15/2035<sup>(b)</sup> <br>|  | 107583 | &nbsp;&nbsp; 99523 |
| &nbsp;&nbsp;&nbsp; CHC Group LLC, 11.75%, <br> 09/01/2030<sup>(b)</sup> <br>|  | 128000 | &nbsp;&nbsp; 122826 |
| Delta Air Lines, Inc., | Delta Air Lines, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/2028 |  | 1113000 | &nbsp;&nbsp; 1130263 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/2030 |  | 774000 | &nbsp;&nbsp; 794961 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc./SkyMiles IP <br> Ltd., 4.75%, 10/20/2028<sup>(b)</sup> <br>|  | 82700 | &nbsp;&nbsp; 83221 |
| United Airlines Pass-Through Trust, | United Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A, <br> 5.88%, 10/15/2027<br>|  | 18703 | &nbsp;&nbsp; 19128 |
| &nbsp;&nbsp;&nbsp; Series 24-A, 5.88%, <br> 02/15/2037<br>|  | 301243 | &nbsp;&nbsp; 311053 |
| &nbsp;&nbsp;&nbsp; Series AA, 5.45%, <br> 02/15/2037<br>|  | 256829 | &nbsp;&nbsp; 267071 |
|  |  |  | &nbsp;&nbsp; 12288176 |
| **Passenger Ground Transportation–0.09%** | **Passenger Ground Transportation–0.09%** | **Passenger Ground Transportation–0.09%** | **Passenger Ground Transportation–0.09%** |
| Uber Technologies, Inc., | Uber Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/2030 |  | 548000 | &nbsp;&nbsp; 551232 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/2031 |  | 3129000 | &nbsp;&nbsp; 3117263 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/2035<sup>(c)</sup> <br>|  | 1069000 | &nbsp;&nbsp; 1069183 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/15/2054<sup>(c)</sup> <br>|  | 468000 | &nbsp;&nbsp; 453338 |
|  |  |  | &nbsp;&nbsp; 5191016 |
| **Personal Care Products–0.00%** | **Personal Care Products–0.00%** | **Personal Care Products–0.00%** | **Personal Care Products–0.00%** |
| &nbsp;&nbsp;&nbsp; Opal Bidco SAS (France), <br> 6.50%, 03/31/2032 <br> (Acquired <br> 03/31/2025-04/14/2025; <br> Cost $259,850)<sup>(b)(j)</sup> <br>|  | 260000 | &nbsp;&nbsp; 268237 |
| **Pharmaceuticals–1.54%** | **Pharmaceuticals–1.54%** | **Pharmaceuticals–1.54%** | **Pharmaceuticals–1.54%** |
| &nbsp;&nbsp;&nbsp; 1261229 BC Ltd., 10.00%, <br> 04/15/2032<sup>(b)</sup> <br>|  | 185000 | &nbsp;&nbsp; 191418 |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals LLC, <br> 6.88%, 08/01/2032<sup>(b)(c)</sup> <br>|  | 295000 | &nbsp;&nbsp; 311970 |
| &nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/2029 |  | 91000 | &nbsp;&nbsp; 93642 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/2031 |  | 96000 | &nbsp;&nbsp; 99718 |
| &nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co., <br> 5.90%, 11/15/2033<br>|  | 30000 | &nbsp;&nbsp; 33126 |
| Eli Lilly and Co., | Eli Lilly and Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/2034 |  | 67000 | &nbsp;&nbsp; 68321 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/2054 |  | 7000 | &nbsp;&nbsp; 6694 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/2055 |  | 930000 | &nbsp;&nbsp; 960762 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/2064 |  | 137000 | &nbsp;&nbsp; 130048 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/2064 |  | 120000 | &nbsp;&nbsp; 116306 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/2065 |  | 1673000 | &nbsp;&nbsp; 1732810 |
| EMD Finance LLC (Germany), | EMD Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/2028<sup>(b)</sup> <br>|  | 1997000 | &nbsp;&nbsp; 2000432 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/2030<sup>(b)</sup> <br>|  | 15910000 | &nbsp;&nbsp; 15990923 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/2032<sup>(b)</sup> <br>|  | 1740000 | &nbsp;&nbsp; 1755391 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/2035<sup>(b)</sup> <br>|  | 2469000 | &nbsp;&nbsp; 2495379 |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc., 5.15%, <br> 05/17/2063<br>|  | 22000 | &nbsp;&nbsp; 20810 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** |
| Novartis Capital Corp., | Novartis Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/05/2030 |  | $8128000 | &nbsp;&nbsp; $8161124 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/2034<sup>(c)</sup> <br>|  | 495000 | &nbsp;&nbsp; 487808 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/2054 |  | 473000 | &nbsp;&nbsp; 432545 |
| Pfizer, Inc., | Pfizer, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/2030<sup>(c)</sup> <br>|  | 6089000 | &nbsp;&nbsp; 6119482 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/2032 |  | 6836000 | &nbsp;&nbsp; 6885843 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/2035 |  | 6255000 | &nbsp;&nbsp; 6332227 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/2055<sup>(c)</sup> <br>|  | 8629000 | &nbsp;&nbsp; 8739738 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/2065 |  | 9363000 | &nbsp;&nbsp; 9424905 |
| Takeda U.S. Financing, Inc., | Takeda U.S. Financing, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/07/2035<sup>(c)</sup> <br>|  | 3219000 | &nbsp;&nbsp; 3304105 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/07/2055 |  | 3035000 | &nbsp;&nbsp; 3156901 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceuticals Finance <br> Netherlands B.V. (Israel), <br> 6.00%, 12/01/2032<sup>(c)</sup> <br>|  | 2790000 | &nbsp;&nbsp; 2931283 |
| &nbsp;&nbsp;&nbsp; Zoetis, Inc., 4.15%, <br> 08/17/2028<br>|  | 2885000 | &nbsp;&nbsp; 2904363 |
|  |  |  | &nbsp;&nbsp; 84888074 |
| **Property & Casualty Insurance–0.15%** | **Property & Casualty Insurance–0.15%** | **Property & Casualty Insurance–0.15%** | **Property & Casualty Insurance–0.15%** |
| &nbsp;&nbsp;&nbsp; American International Group, <br> Inc., 4.85%, 05/07/2030<br>|  | 355000 | &nbsp;&nbsp; 363831 |
| &nbsp;&nbsp;&nbsp; CNA Financial Corp., 5.20%, <br> 08/15/2035<br>|  | 4296000 | &nbsp;&nbsp; 4342546 |
| &nbsp;&nbsp;&nbsp; Fairfax Financial Holdings Ltd. <br> (Canada), 6.10%, <br> 03/15/2055<br>|  | 397000 | &nbsp;&nbsp; 403192 |
| &nbsp;&nbsp;&nbsp; Hanover Insurance Group, Inc. <br> (The), 5.50%, 09/01/2035<br>|  | 1188000 | &nbsp;&nbsp; 1212667 |
| Travelers Cos., Inc. (The), | Travelers Cos., Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/24/2035 |  | 515000 | &nbsp;&nbsp; 527226 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/2053 |  | 27000 | &nbsp;&nbsp; 27135 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/2055<sup>(c)</sup> <br>|  | 1119000 | &nbsp;&nbsp; 1164346 |
|  |  |  | &nbsp;&nbsp; 8040943 |
| **Rail Transportation–0.03%** | **Rail Transportation–0.03%** | **Rail Transportation–0.03%** | **Rail Transportation–0.03%** |
| &nbsp;&nbsp;&nbsp; Canadian Pacific Railway Co. <br> (Canada), 5.20%, <br> 03/30/2035<sup>(c)</sup> <br>|  | 455000 | &nbsp;&nbsp; 471764 |
| &nbsp;&nbsp;&nbsp; Empresa de los Ferrocarriles del <br> Estado (Chile), 3.83%, <br> 09/14/2061<sup>(b)</sup> <br>|  | 209000 | &nbsp;&nbsp; 145582 |
| Norfolk Southern Corp., | Norfolk Southern Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/2030 |  | 14000 | &nbsp;&nbsp; 14553 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/2034 |  | 6000 | &nbsp;&nbsp; 6378 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/2064 |  | 7000 | &nbsp;&nbsp; 7369 |
| &nbsp;&nbsp;&nbsp; TTX Co., 5.05%, <br> 11/15/2034<sup>(b)</sup> <br>|  | 973000 | &nbsp;&nbsp; 1004041 |
| &nbsp;&nbsp;&nbsp; Union Pacific Corp., 5.15%, <br> 01/20/2063<br>|  | 19000 | &nbsp;&nbsp; 17932 |
|  |  |  | &nbsp;&nbsp; 1667619 |
| **Real Estate Development–0.12%** | **Real Estate Development–0.12%** | **Real Estate Development–0.12%** | **Real Estate Development–0.12%** |
| &nbsp;&nbsp;&nbsp; Essential Properties L.P., <br> 5.40%, 12/01/2035<br>|  | 763000 | &nbsp;&nbsp; 766968 |
| &nbsp;&nbsp;&nbsp; Port of Spain Waterfront <br> Development (Trinidad), <br> 7.88%, 02/19/2040<sup>(b)</sup> <br>|  | 193333 | &nbsp;&nbsp; 193529 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Real Estate Development–(continued)** | **Real Estate Development–(continued)** | **Real Estate Development–(continued)** | **Real Estate Development–(continued)** |
| &nbsp;&nbsp;&nbsp; Prologis Targeted U.S. Logistics Fund <br> L.P., | &nbsp;&nbsp;&nbsp; Prologis Targeted U.S. Logistics Fund <br> L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/2031<sup>(b)(c)</sup> <br>|  | $2214000 | &nbsp;&nbsp; $2204783 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/2036<sup>(b)(c)</sup> <br>|  | 3810000 | &nbsp;&nbsp; 3749131 |
|  |  |  | &nbsp;&nbsp; 6914411 |
| **Real Estate Operating Companies–0.01%** | **Real Estate Operating Companies–0.01%** | **Real Estate Operating Companies–0.01%** | **Real Estate Operating Companies–0.01%** |
| &nbsp;&nbsp;&nbsp; Corp. Inmobiliaria Vesta, S. A. B. <br> de C. V. (Mexico), 5.50%, <br> 01/30/2033<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 806640 |
| **Regional Banks–0.33%** | **Regional Banks–0.33%** | **Regional Banks–0.33%** | **Regional Banks–0.33%** |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc., <br> 5.64%, 05/21/2037<sup>(e)</sup> <br>|  | 25000 | &nbsp;&nbsp; 25485 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp., 5.72%, <br> 06/06/2030<sup>(e)</sup> <br>|  | 174000 | &nbsp;&nbsp; 181329 |
| &nbsp;&nbsp;&nbsp; Synovus Financial Corp., <br> 6.17%, 11/01/2030<sup>(e)</sup> <br>|  | 177000 | &nbsp;&nbsp; 183762 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp., 4.96%, <br> 10/23/2036<sup>(c)(e)</sup> <br>|  | 14999000 | &nbsp;&nbsp; 14928673 |
| Zions Bancorp. N.A., | Zions Bancorp. N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/18/2028<sup>(e)</sup> <br>|  | 2342000 | &nbsp;&nbsp; 2340375 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/19/2035<sup>(e)</sup> <br>|  | 806000 | &nbsp;&nbsp; 859868 |
|  |  |  | &nbsp;&nbsp; 18519492 |
| **Reinsurance–0.29%** | **Reinsurance–0.29%** | **Reinsurance–0.29%** | **Reinsurance–0.29%** |
| &nbsp;&nbsp;&nbsp; Fortitude Group Holdings LLC, <br> 6.25%, 04/01/2030<sup>(b)</sup> <br>|  | 270000 | &nbsp;&nbsp; 281257 |
| Global Atlantic (Fin) Co., | Global Atlantic (Fin) Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2054<sup>(b)</sup> <br>|  | 258000 | &nbsp;&nbsp; 264608 |
| &nbsp;&nbsp;&nbsp; 7.95%, 10/15/2054<sup>(b)(e)</sup> <br>|  | 3506000 | &nbsp;&nbsp; 3633134 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/01/2056<sup>(b)(e)</sup> <br>|  | 6300000 | &nbsp;&nbsp; 6287181 |
| &nbsp;&nbsp;&nbsp; RGA Global Funding, 5.00%, <br> 08/25/2032<sup>(b)</sup> <br>|  | 5401000 | &nbsp;&nbsp; 5441054 |
|  |  |  | &nbsp;&nbsp; 15907234 |
| **Renewable Electricity–0.09%** | **Renewable Electricity–0.09%** | **Renewable Electricity–0.09%** | **Renewable Electricity–0.09%** |
| &nbsp;&nbsp;&nbsp; Idaho Power Co., 5.20%, <br> 08/15/2034<br>|  | 101000 | &nbsp;&nbsp; 104834 |
| Southern Power Co., | Southern Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.25%, <br> 10/01/2030<sup>(c)</sup> <br>|  | 2139000 | &nbsp;&nbsp; 2136413 |
| &nbsp;&nbsp;&nbsp; Series B, 4.90%, <br> 10/01/2035<br>|  | 2585000 | &nbsp;&nbsp; 2570501 |
|  |  |  | &nbsp;&nbsp; 4811748 |
| **Research & Consulting Services–0.08%** | **Research & Consulting Services–0.08%** | **Research & Consulting Services–0.08%** | **Research & Consulting Services–0.08%** |
| &nbsp;&nbsp;&nbsp; CACI International, Inc., 6.38%, <br> 06/15/2033<sup>(b)</sup> <br>|  | 81000 | &nbsp;&nbsp; 84544 |
| &nbsp;&nbsp;&nbsp; Clarivate Science Holdings <br> Corp., 4.88%, <br> 07/01/2029<sup>(b)(c)</sup> <br>|  | 433000 | &nbsp;&nbsp; 409598 |
| Verisk Analytics, Inc., | Verisk Analytics, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030<sup>(c)</sup> <br>|  | 779000 | &nbsp;&nbsp; 785664 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/2036<sup>(c)</sup> <br>|  | 2913000 | &nbsp;&nbsp; 2956401 |
|  |  |  | &nbsp;&nbsp; 4236207 |
| **Restaurants–0.39%** | **Restaurants–0.39%** | **Restaurants–0.39%** | **Restaurants–0.39%** |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC/New Red <br> Finance, Inc. (Canada), <br> 5.63%, 09/15/2029<sup>(b)</sup> <br>|  | 1384000 | &nbsp;&nbsp; 1412048 |
| &nbsp;&nbsp;&nbsp; Alsea S.A.B. de C.V. (Mexico), <br> 7.75%, 12/14/2026<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 401089 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Restaurants–(continued)** | **Restaurants–(continued)** | **Restaurants–(continued)** | **Restaurants–(continued)** |
| Arcos Dorados B.V. (Brazil), | Arcos Dorados B.V. (Brazil), |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/27/2029<sup>(b)</sup> <br>|  | $322000 | &nbsp;&nbsp; $330437 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/29/2032<sup>(b)(c)</sup> <br>|  | 6148000 | &nbsp;&nbsp; 6531328 |
| McDonald's Corp., | McDonald's Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/2028 |  | 190000 | &nbsp;&nbsp; 194046 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/2030 |  | 565000 | &nbsp;&nbsp; 576520 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/2031<sup>(c)</sup> <br>|  | 4834000 | &nbsp;&nbsp; 4879934 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/2033 |  | 150000 | &nbsp;&nbsp; 155671 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/2035<sup>(c)</sup> <br>|  | 803000 | &nbsp;&nbsp; 821101 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/13/2036 |  | 5540000 | &nbsp;&nbsp; 5630126 |
| &nbsp;&nbsp;&nbsp; Yum! Brands, Inc., 4.75%, <br> 01/15/2030<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 502097 |
|  |  |  | &nbsp;&nbsp; 21434397 |
| **Retail REITs–0.17%** | **Retail REITs–0.17%** | **Retail REITs–0.17%** | **Retail REITs–0.17%** |
| &nbsp;&nbsp;&nbsp; Agree L.P., 5.63%, <br> 06/15/2034<br>|  | 78000 | &nbsp;&nbsp; 82109 |
| Brixmor Operating Partnership L.P., | Brixmor Operating Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/2033 |  | 1073000 | &nbsp;&nbsp; 1076952 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/2035 |  | 60000 | &nbsp;&nbsp; 63262 |
| Kimco Realty OP LLC, | Kimco Realty OP LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/2035 |  | 176000 | &nbsp;&nbsp; 176364 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/2036 |  | 2464000 | &nbsp;&nbsp; 2543048 |
| Kite Realty Group L.P., | Kite Realty Group L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/2031 |  | 138000 | &nbsp;&nbsp; 140461 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/2034 |  | 29000 | &nbsp;&nbsp; 30187 |
| NNN REIT, Inc., | NNN REIT, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/2033 |  | 32000 | &nbsp;&nbsp; 33729 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/2034 |  | 65000 | &nbsp;&nbsp; 67919 |
| Realty Income Corp., | Realty Income Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/2032 |  | 18000 | &nbsp;&nbsp; 19220 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/2033 |  | 3981000 | &nbsp;&nbsp; 3962948 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/2035 |  | 216000 | &nbsp;&nbsp; 221174 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/2054 |  | 78000 | &nbsp;&nbsp; 76687 |
| Regency Centers L.P., | Regency Centers L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/2032 |  | 494000 | &nbsp;&nbsp; 509011 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/2034 |  | 52000 | &nbsp;&nbsp; 53915 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/2035 |  | 78000 | &nbsp;&nbsp; 79721 |
| &nbsp;&nbsp;&nbsp; Simon Property Group L.P., <br> 4.75%, 09/26/2034<sup>(c)</sup> <br>|  | 528000 | &nbsp;&nbsp; 528973 |
|  |  |  | &nbsp;&nbsp; 9665680 |
| **Security & Alarm Services–0.01%** | **Security & Alarm Services–0.01%** | **Security & Alarm Services–0.01%** | **Security & Alarm Services–0.01%** |
| &nbsp;&nbsp;&nbsp; Brink's Co. (The), 6.50%, <br> 06/15/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 517089 |
| **Self-Storage REITs–0.11%** | **Self-Storage REITs–0.11%** | **Self-Storage REITs–0.11%** | **Self-Storage REITs–0.11%** |
| &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership L.P., | &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/2032 |  | 756000 | &nbsp;&nbsp; 769324 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/2034 |  | 271000 | &nbsp;&nbsp; 267617 |
| Extra Space Storage L.P., | Extra Space Storage L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/2028 |  | 14000 | &nbsp;&nbsp; 14481 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2033<sup>(c)</sup> <br>|  | 1329000 | &nbsp;&nbsp; 1345735 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/2034 |  | 96000 | &nbsp;&nbsp; 99083 |
| &nbsp;&nbsp;&nbsp; Goodman US Finance Six LLC <br> (Australia), 5.13%, <br> 10/07/2034<sup>(b)</sup> <br>|  | 75000 | &nbsp;&nbsp; 76425 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Self-Storage REITs–(continued)** | **Self-Storage REITs–(continued)** | **Self-Storage REITs–(continued)** | **Self-Storage REITs–(continued)** |
| Prologis L.P., | Prologis L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/2028 |  | $47000 | &nbsp;&nbsp; $48134 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031<sup>(c)</sup> <br>|  | 1346000 | &nbsp;&nbsp; 1379588 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/2034 |  | 38000 | &nbsp;&nbsp; 39278 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/2034 |  | 223000 | &nbsp;&nbsp; 228623 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/2035 |  | 218000 | &nbsp;&nbsp; 222192 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2035<sup>(c)</sup> <br>|  | 911000 | &nbsp;&nbsp; 946125 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2054 |  | 370000 | &nbsp;&nbsp; 358136 |
| &nbsp;&nbsp;&nbsp; Public Storage Operating Co., <br> 5.35%, 08/01/2053<br>|  | 123000 | &nbsp;&nbsp; 121050 |
|  |  |  | &nbsp;&nbsp; 5915791 |
| **Semiconductors–1.83%** | **Semiconductors–1.83%** | **Semiconductors–1.83%** | **Semiconductors–1.83%** |
| &nbsp;&nbsp;&nbsp; AP Grange Holdings LLC, 6.50%, <br> 03/20/2045<sup>(b)(i)</sup> <br>|  | 27441000 | &nbsp;&nbsp; 30883919 |
| Broadcom, Inc., | Broadcom, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/2035 |  | 1851000 | &nbsp;&nbsp; 1928222 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/2036 |  | 4784000 | &nbsp;&nbsp; 4797128 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/2038 |  | 3784000 | &nbsp;&nbsp; 3778616 |
| Foundry JV Holdco LLC, | Foundry JV Holdco LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/2030<sup>(b)</sup> <br>|  | 3082000 | &nbsp;&nbsp; 3242560 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/2031<sup>(b)</sup> <br>|  | 2586000 | &nbsp;&nbsp; 2690999 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/25/2032<sup>(b)</sup> <br>|  | 3941000 | &nbsp;&nbsp; 4214640 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/2033<sup>(b)</sup> <br>|  | 2753000 | &nbsp;&nbsp; 2910032 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/25/2034<sup>(b)</sup> <br>|  | 3951000 | &nbsp;&nbsp; 4099834 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/2035<sup>(b)(c)</sup> <br>|  | 2409000 | &nbsp;&nbsp; 2582011 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/25/2036<sup>(b)</sup> <br>|  | 2342000 | &nbsp;&nbsp; 2490654 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/25/2037<sup>(b)</sup> <br>|  | 2184000 | &nbsp;&nbsp; 2331149 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/25/2038<sup>(b)</sup> <br>|  | 2685000 | &nbsp;&nbsp; 2906633 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/25/2039<sup>(b)</sup> <br>|  | 908000 | &nbsp;&nbsp; 976290 |
| Kioxia Holdings Corp. (Japan), | Kioxia Holdings Corp. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/24/2030<sup>(b)</sup> <br>|  | 1108000 | &nbsp;&nbsp; 1141158 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/24/2033<sup>(b)</sup> <br>|  | 569000 | &nbsp;&nbsp; 592328 |
| Micron Technology, Inc., | Micron Technology, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/2031 |  | 77000 | &nbsp;&nbsp; 79849 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/2032 |  | 559000 | &nbsp;&nbsp; 588605 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/2035 |  | 1557000 | &nbsp;&nbsp; 1671745 |
| SK hynix, Inc. (South Korea), | SK hynix, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/17/2028<sup>(b)(c)</sup> <br>|  | 600000 | &nbsp;&nbsp; 626372 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/2028<sup>(b)</sup> <br>|  | 9885000 | &nbsp;&nbsp; 9910024 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/11/2030<sup>(b)</sup> <br>|  | 16839000 | &nbsp;&nbsp; 16844184 |
|  |  |  | &nbsp;&nbsp; 101286952 |
| **Single-Family Residential REITs–0.01%** | **Single-Family Residential REITs–0.01%** | **Single-Family Residential REITs–0.01%** | **Single-Family Residential REITs–0.01%** |
| American Homes 4 Rent L.P., | American Homes 4 Rent L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/2034 |  | 171000 | &nbsp;&nbsp; 178127 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2035 |  | 164000 | &nbsp;&nbsp; 167349 |
|  |  |  | &nbsp;&nbsp; 345476 |
| **Soft Drinks & Non-alcoholic Beverages–0.36%** | **Soft Drinks & Non-alcoholic Beverages–0.36%** | **Soft Drinks & Non-alcoholic Beverages–0.36%** | **Soft Drinks & Non-alcoholic Beverages–0.36%** |
| &nbsp;&nbsp;&nbsp; Coca-Cola Co. (The), 5.40%, <br> 05/13/2064<br>|  | 382000 | &nbsp;&nbsp; 381923 |
| &nbsp;&nbsp;&nbsp; Coca-Cola FEMSA S.A.B. de C.V. <br> (Mexico), 5.10%, <br> 05/06/2035<br>|  | 9654000 | &nbsp;&nbsp; 9794466 |
| &nbsp;&nbsp;&nbsp; Keurig Dr Pepper, Inc., 4.35%, <br> 05/15/2028<br>|  | 405000 | &nbsp;&nbsp; 406361 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Soft Drinks & Non-alcoholic Beverages–(continued)** | **Soft Drinks & Non-alcoholic Beverages–(continued)** | **Soft Drinks & Non-alcoholic Beverages–(continued)** | **Soft Drinks & Non-alcoholic Beverages–(continued)** |
| PepsiCo, Inc., | PepsiCo, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/2029 |  | $3322000 | &nbsp;&nbsp; $3345001 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/2030 |  | 407000 | &nbsp;&nbsp; 417470 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/2030<sup>(c)</sup> <br>|  | 1556000 | &nbsp;&nbsp; 1577107 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/2035 |  | 498000 | &nbsp;&nbsp; 515541 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/2035 |  | 3215000 | &nbsp;&nbsp; 3315863 |
|  |  |  | &nbsp;&nbsp; 19753732 |
| **Sovereign Debt–3.01%** | **Sovereign Debt–3.01%** | **Sovereign Debt–3.01%** | **Sovereign Debt–3.01%** |
| &nbsp;&nbsp;&nbsp; Bahamas Government <br> International Bond <br> (Bahamas), 8.25%, <br> 06/24/2036<sup>(b)</sup> <br>|  | 3525000 | &nbsp;&nbsp; 3837033 |
| &nbsp;&nbsp;&nbsp; Baiterek National Managing <br> Holding JSC (Kazakhstan), <br> 4.65%, 10/01/2030<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 397039 |
| &nbsp;&nbsp;&nbsp; Barbados Government <br> International Bond <br> (Barbados), 8.00%, <br> 06/26/2035<sup>(b)</sup> <br>|  | 3388000 | &nbsp;&nbsp; 3563126 |
| &nbsp;&nbsp;&nbsp; Brazilian Government <br> International Bond (Brazil), <br> 6.13%, 03/15/2034<br>|  | 5494000 | &nbsp;&nbsp; 5590694 |
| &nbsp;&nbsp;&nbsp; Ciudad Autonoma De Buenos <br> Aires (Argentina), 7.80%, <br> 11/26/2033<sup>(b)</sup> <br>|  | 571200 | &nbsp;&nbsp; 574656 |
| &nbsp;&nbsp;&nbsp; Colombia Government <br> International Bond <br> (Colombia), 8.00%, <br> 04/20/2033<br>|  | 200000 | &nbsp;&nbsp; 217820 |
| &nbsp;&nbsp;&nbsp; Costa Rica Government <br> International Bond (Costa <br> Rica), 7.30%, <br> 11/13/2054<sup>(b)</sup> <br>|  | 3279000 | &nbsp;&nbsp; 3641739 |
| &nbsp;&nbsp;&nbsp; Dominican Republic <br> International Bond <br> (Dominican Republic), <br> 6.95%, 03/15/2037<sup>(b)</sup> <br>|  | 635000 | &nbsp;&nbsp; 676973 |
| &nbsp;&nbsp;&nbsp; Egypt Government International <br> Bond (Egypt), 8.63%, <br> 02/04/2030<sup>(b)</sup> <br>|  | 385000 | &nbsp;&nbsp; 417627 |
| &nbsp;&nbsp;&nbsp; Egyptian Financial Co. for Sovereign <br> Taskeek (The) (Egypt), | &nbsp;&nbsp;&nbsp; Egyptian Financial Co. for Sovereign <br> Taskeek (The) (Egypt), |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/07/2029<sup>(b)</sup> <br>|  | 4333000 | &nbsp;&nbsp; 4385035 |
| &nbsp;&nbsp;&nbsp; 7.95%, 10/07/2032<sup>(b)</sup> <br>|  | 1848000 | &nbsp;&nbsp; 1916838 |
| &nbsp;&nbsp;&nbsp; Guatemala Government Bond <br> (Guatemala), | &nbsp;&nbsp;&nbsp; Guatemala Government Bond <br> (Guatemala), |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/06/2031<sup>(b)</sup> <br>|  | 2805000 | &nbsp;&nbsp; 2917200 |
| &nbsp;&nbsp;&nbsp; 7.05%, 10/04/2032<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 219425 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/2036<sup>(b)</sup> <br>|  | 6499000 | &nbsp;&nbsp; 6785476 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/06/2037<sup>(b)</sup> <br>|  | 3245000 | &nbsp;&nbsp; 3462415 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/2055<sup>(b)</sup> <br>|  | 5231000 | &nbsp;&nbsp; 5582785 |
| &nbsp;&nbsp;&nbsp; Israel Government International <br> Bond (Israel), 4.50%, <br> 01/17/2033<br>|  | 200000 | &nbsp;&nbsp; 196733 |
| &nbsp;&nbsp;&nbsp; Ivory Coast Government International <br> Bond (Ivory Coast), | &nbsp;&nbsp;&nbsp; Ivory Coast Government International <br> Bond (Ivory Coast), |  |  |
| &nbsp;&nbsp;&nbsp; 8.08%, 04/01/2036<sup>(b)</sup> <br>|  | 455000 | &nbsp;&nbsp; 474004 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/30/2037<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 420006 |
| &nbsp;&nbsp;&nbsp; Kazakhstan Government <br> International Bond <br> (Kazakhstan), 4.41%, <br> 10/28/2030<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 497484 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** |
| &nbsp;&nbsp;&nbsp; Kuwait International Government <br> Bond (Kuwait), | &nbsp;&nbsp;&nbsp; Kuwait International Government <br> Bond (Kuwait), |  |  |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/09/2030<sup>(b)(c)</sup> <br>|  | $5253000 | &nbsp;&nbsp; $5260452 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/09/2035<sup>(b)</sup> <br>|  | 5320000 | &nbsp;&nbsp; 5338581 |
| &nbsp;&nbsp;&nbsp; Mexico Government International <br> Bond (Mexico), | &nbsp;&nbsp;&nbsp; Mexico Government International <br> Bond (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/2031 |  | 10902000 | &nbsp;&nbsp; 10810859 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/02/2032 |  | 9777000 | &nbsp;&nbsp; 10076176 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/2033 |  | 2438000 | &nbsp;&nbsp; 2438981 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/2038 |  | 6846000 | &nbsp;&nbsp; 7217053 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/2053 |  | 200000 | &nbsp;&nbsp; 193990 |
| &nbsp;&nbsp;&nbsp; Series 10, 5.63%, <br> 09/22/2035<br>|  | 9088000 | &nbsp;&nbsp; 9006390 |
| &nbsp;&nbsp;&nbsp; Paraguay Government <br> International Bond <br> (Paraguay), 6.10%, <br> 08/11/2044<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 826569 |
| &nbsp;&nbsp;&nbsp; Peruvian Government <br> International Bond (Peru), <br> 5.38%, 02/08/2035<br>|  | 2934000 | &nbsp;&nbsp; 3017619 |
| &nbsp;&nbsp;&nbsp; Republic of Armenia <br> International Bond (Armenia), <br> 6.75%, 03/12/2035<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 622280 |
| &nbsp;&nbsp;&nbsp; Republic of Kenya Government <br> International Bond (Kenya), <br> 9.50%, 03/05/2036<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 203130 |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> International Bond (South Africa), | &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> International Bond (South Africa), |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/24/2044 |  | 1000000 | &nbsp;&nbsp; 854542 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/30/2049 |  | 200000 | &nbsp;&nbsp; 169494 |
| &nbsp;&nbsp;&nbsp; Romanian Government International <br> Bond (Romania), | &nbsp;&nbsp;&nbsp; Romanian Government International <br> Bond (Romania), |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/2027<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 304826 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/17/2028<sup>(b)</sup> <br>|  | 5030000 | &nbsp;&nbsp; 5240098 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/2029<sup>(b)</sup> <br>|  | 3552000 | &nbsp;&nbsp; 3662466 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/16/2030<sup>(b)</sup> <br>|  | 10276000 | &nbsp;&nbsp; 10552990 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/27/2032<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 273517 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/17/2033<sup>(b)</sup> <br>|  | 3760000 | &nbsp;&nbsp; 4078483 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/24/2035<sup>(b)</sup> <br>|  | 5690000 | &nbsp;&nbsp; 5596433 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/16/2036<sup>(b)</sup> <br>|  | 11622000 | &nbsp;&nbsp; 12015271 |
| &nbsp;&nbsp;&nbsp; Saudi Government International <br> Bond (Saudi Arabia), 4.38%, <br> 04/16/2029<sup>(b)</sup> <br>|  | 415000 | &nbsp;&nbsp; 418299 |
| &nbsp;&nbsp;&nbsp; Trinidad & Tobago Government <br> International Bond (Trinidad), <br> 6.40%, 06/26/2034<sup>(b)</sup> <br>|  | 8505000 | &nbsp;&nbsp; 8613184 |
| &nbsp;&nbsp;&nbsp; Turkiye Government International <br> Bond (Turkey), | &nbsp;&nbsp;&nbsp; Turkiye Government International <br> Bond (Turkey), |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 09/16/2035 |  | 13168000 | &nbsp;&nbsp; 13507164 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/04/2036 |  | 600000 | &nbsp;&nbsp; 603900 |
|  |  |  | &nbsp;&nbsp; 166676855 |
| **Specialized Consumer Services–0.07%** | **Specialized Consumer Services–0.07%** | **Specialized Consumer Services–0.07%** | **Specialized Consumer Services–0.07%** |
| &nbsp;&nbsp;&nbsp; Carriage Services, Inc., 4.25%, <br> 05/15/2029<sup>(b)(c)</sup> <br>|  | 420000 | &nbsp;&nbsp; 402665 |
| Rentokil Terminix Funding LLC, | Rentokil Terminix Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/2030<sup>(b)</sup> <br>|  | 1330000 | &nbsp;&nbsp; 1357821 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/2035<sup>(b)</sup> <br>|  | 2129000 | &nbsp;&nbsp; 2215461 |
|  |  |  | &nbsp;&nbsp; 3975947 |
| **Specialized Finance–0.14%** | **Specialized Finance–0.14%** | **Specialized Finance–0.14%** | **Specialized Finance–0.14%** |
| &nbsp;&nbsp;&nbsp; Blackstone Private Credit Fund, <br> 4.95%, 09/26/2027<br>|  | 8000 | &nbsp;&nbsp; 8053 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Specialized Finance–(continued)** | **Specialized Finance–(continued)** | **Specialized Finance–(continued)** | **Specialized Finance–(continued)** |
| &nbsp;&nbsp;&nbsp; Corp. Financiera de Desarrollo <br> S.A. (Peru), 5.50%, <br> 05/06/2030<sup>(b)</sup> <br>|  | $390000 | &nbsp;&nbsp; $400522 |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure <br> Capital, Inc., 8.00%, <br> 06/01/2056<sup>(e)</sup> <br>|  | 6046000 | &nbsp;&nbsp; 6164755 |
| Jefferson Capital Holdings LLC, | Jefferson Capital Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/2029<sup>(b)</sup> <br>|  | 159000 | &nbsp;&nbsp; 168440 |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/2030<sup>(b)</sup> <br>|  | 554000 | &nbsp;&nbsp; 580044 |
| &nbsp;&nbsp;&nbsp; TrueNoord Capital DAC (Ireland), <br> 8.75%, 03/01/2030<sup>(b)</sup> <br>|  | 252000 | &nbsp;&nbsp; 264724 |
|  |  |  | &nbsp;&nbsp; 7586538 |
| **Specialty Chemicals–0.35%** | **Specialty Chemicals–0.35%** | **Specialty Chemicals–0.35%** | **Specialty Chemicals–0.35%** |
| &nbsp;&nbsp;&nbsp; Celanese US Holdings LLC, <br> 6.85%, 11/15/2028<br>|  | 500000 | &nbsp;&nbsp; 517249 |
| OCP S.A. (Morocco), | OCP S.A. (Morocco), |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/30/2030<sup>(b)</sup> <br>|  | 2768000 | &nbsp;&nbsp; 2889211 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/23/2031<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 186824 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/01/2036<sup>(b)</sup> <br>|  | 4672000 | &nbsp;&nbsp; 4991490 |
| Sherwin-Williams Co. (The), | Sherwin-Williams Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/2028<sup>(c)</sup> <br>|  | 3710000 | &nbsp;&nbsp; 3734103 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030 |  | 1536000 | &nbsp;&nbsp; 1552105 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/2035<sup>(c)</sup> <br>|  | 1173000 | &nbsp;&nbsp; 1202665 |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de <br> Chile S.A. (Chile), 6.50%, <br> 11/07/2033<sup>(b)</sup> <br>|  | 2961000 | &nbsp;&nbsp; 3172007 |
| &nbsp;&nbsp;&nbsp; Solstice Advanced Materials, <br> Inc., 5.63%, <br> 09/30/2033<sup>(b)(c)</sup> <br>|  | 1186000 | &nbsp;&nbsp; 1193403 |
|  |  |  | &nbsp;&nbsp; 19439057 |
| **Steel–0.34%** | **Steel–0.34%** | **Steel–0.34%** | **Steel–0.34%** |
| Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 488876 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/2029<sup>(b)</sup> <br>|  | 708000 | &nbsp;&nbsp; 729037 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/2033<sup>(b)</sup> <br>|  | 54000 | &nbsp;&nbsp; 55748 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/2034<sup>(b)</sup> <br>|  | 11139000 | &nbsp;&nbsp; 11567796 |
| POSCO Holdings, Inc. (South Korea), | POSCO Holdings, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/07/2030<sup>(b)</sup> <br>|  | 3591000 | &nbsp;&nbsp; 3685878 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/07/2035<sup>(b)</sup> <br>|  | 2329000 | &nbsp;&nbsp; 2464963 |
|  |  |  | &nbsp;&nbsp; 18992298 |
| **Systems Software–0.25%** | **Systems Software–0.25%** | **Systems Software–0.25%** | **Systems Software–0.25%** |
| Oracle Corp., | Oracle Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/2030<sup>(c)</sup> <br>|  | 3249000 | &nbsp;&nbsp; 3202751 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/2032 |  | 66000 | &nbsp;&nbsp; 70062 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/2033 |  | 48000 | &nbsp;&nbsp; 46952 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/2034 |  | 431000 | &nbsp;&nbsp; 408502 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/2035<sup>(c)</sup> <br>|  | 2367000 | &nbsp;&nbsp; 2320676 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/26/2045 |  | 3692000 | &nbsp;&nbsp; 3483402 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/2052 |  | 49000 | &nbsp;&nbsp; 50931 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/2054 |  | 644000 | &nbsp;&nbsp; 550556 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/2055<sup>(c)</sup> <br>|  | 469000 | &nbsp;&nbsp; 436090 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/2055<sup>(c)</sup> <br>|  | 2527000 | &nbsp;&nbsp; 2369794 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/2064 |  | 506000 | &nbsp;&nbsp; 426378 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/2065 |  | 780000 | &nbsp;&nbsp; 728276 |
|  |  |  | &nbsp;&nbsp; 14094370 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Technology Hardware, Storage & Peripherals–0.02%** | **Technology Hardware, Storage & Peripherals–0.02%** | **Technology Hardware, Storage & Peripherals–0.02%** | **Technology Hardware, Storage & Peripherals–0.02%** |
| Hewlett Packard Enterprise Co., | Hewlett Packard Enterprise Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/2034 |  | $325000 | &nbsp;&nbsp; $323518 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/2054<sup>(c)</sup> <br>|  | 600000 | &nbsp;&nbsp; 562057 |
| &nbsp;&nbsp;&nbsp; Lenovo Group Ltd. (China), <br> 6.54%, 07/27/2032<sup>(b)(c)</sup> <br>|  | 400000 | &nbsp;&nbsp; 440594 |
|  |  |  | &nbsp;&nbsp; 1326169 |
| **Tobacco–0.30%** | **Tobacco–0.30%** | **Tobacco–0.30%** | **Tobacco–0.30%** |
| &nbsp;&nbsp;&nbsp; Altria Group, Inc., 4.88%, <br> 02/04/2028<br>|  | 142000 | &nbsp;&nbsp; 144473 |
| B.A.T. Capital Corp. (United Kingdom), | B.A.T. Capital Corp. (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/2031 |  | 40000 | &nbsp;&nbsp; 42528 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/2033<sup>(c)</sup> <br>|  | 2188000 | &nbsp;&nbsp; 2184995 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/2034 |  | 44000 | &nbsp;&nbsp; 47377 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/2043 |  | 15000 | &nbsp;&nbsp; 17000 |
| Philip Morris International, Inc., | Philip Morris International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/2027 |  | 365000 | &nbsp;&nbsp; 368338 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/2027 |  | 80000 | &nbsp;&nbsp; 81702 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/2028 |  | 146000 | &nbsp;&nbsp; 148814 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/2028 |  | 586000 | &nbsp;&nbsp; 588530 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/2028 |  | 103000 | &nbsp;&nbsp; 106321 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/2028 |  | 3417000 | &nbsp;&nbsp; 3408609 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/2029 |  | 237000 | &nbsp;&nbsp; 242597 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/2029 |  | 431000 | &nbsp;&nbsp; 439100 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/2030 |  | 1163000 | &nbsp;&nbsp; 1171404 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/2030<sup>(c)</sup> <br>|  | 2835000 | &nbsp;&nbsp; 2810135 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/2031 |  | 59000 | &nbsp;&nbsp; 61348 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/2031 |  | 330000 | &nbsp;&nbsp; 337512 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/2032 |  | 28000 | &nbsp;&nbsp; 30092 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/2033 |  | 156000 | &nbsp;&nbsp; 163563 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/2033 |  | 73000 | &nbsp;&nbsp; 77854 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/2034 |  | 3000 | &nbsp;&nbsp; 3116 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/2034 |  | 720000 | &nbsp;&nbsp; 730462 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/2035 |  | 950000 | &nbsp;&nbsp; 959324 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/29/2035 |  | 2569000 | &nbsp;&nbsp; 2530128 |
|  |  |  | &nbsp;&nbsp; 16695322 |
| **Trading Companies & Distributors–0.14%** | **Trading Companies & Distributors–0.14%** | **Trading Companies & Distributors–0.14%** | **Trading Companies & Distributors–0.14%** |
| &nbsp;&nbsp;&nbsp; Air Lease Corp., Series B, <br> 4.65%<sup>(e)(g)</sup> <br>|  | 2391000 | &nbsp;&nbsp; 2369536 |
| Ferguson Enterprises, Inc., | Ferguson Enterprises, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/2031 |  | 2890000 | &nbsp;&nbsp; 2889052 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/2034 |  | 191000 | &nbsp;&nbsp; 194110 |
| GATX Corp., | GATX Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/2035 |  | 21000 | &nbsp;&nbsp; 21716 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/2054 |  | 27000 | &nbsp;&nbsp; 27736 |
| Mitsubishi Corp. (Japan), | Mitsubishi Corp. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/02/2029<sup>(b)</sup> <br>|  | 1016000 | &nbsp;&nbsp; 1047540 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/17/2034<sup>(b)</sup> <br>|  | 942000 | &nbsp;&nbsp; 977369 |
|  |  |  | &nbsp;&nbsp; 7527059 |
| **Transaction & Payment Processing Services–0.04%** | **Transaction & Payment Processing Services–0.04%** | **Transaction & Payment Processing Services–0.04%** | **Transaction & Payment Processing Services–0.04%** |
| Block, Inc., | Block, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/2030<sup>(b)</sup> <br>|  | 913000 | &nbsp;&nbsp; 930958 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/2033<sup>(b)</sup> <br>|  | 1099000 | &nbsp;&nbsp; 1130340 |
| Fiserv, Inc., | Fiserv, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/2028 |  | 39000 | &nbsp;&nbsp; 39999 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/2031 |  | 19000 | &nbsp;&nbsp; 18864 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/2033 |  | 27000 | &nbsp;&nbsp; 27925 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2034 |  | 27000 | &nbsp;&nbsp; 27483 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Transaction & Payment Processing Services–(continued)** | **Transaction & Payment Processing Services–(continued)** | **Transaction & Payment Processing Services–(continued)** | **Transaction & Payment Processing Services–(continued)** |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc., 4.85%, <br> 03/09/2033<br>|  | $87000 | &nbsp;&nbsp; $90052 |
|  |  |  | &nbsp;&nbsp; 2265621 |
| **Water Utilities–0.03%** | **Water Utilities–0.03%** | **Water Utilities–0.03%** | **Water Utilities–0.03%** |
| &nbsp;&nbsp;&nbsp; Aegea Finance S.a.r.l. (Brazil), <br> 7.63%, 01/20/2036<sup>(b)</sup> <br>|  | 324000 | &nbsp;&nbsp; 307601 |
| &nbsp;&nbsp;&nbsp; American Water Capital Corp., <br> 5.70%, 09/01/2055<br>|  | 1457000 | &nbsp;&nbsp; 1485161 |
|  |  |  | &nbsp;&nbsp; 1792762 |
| **Wireless Telecommunication Services–0.20%** | **Wireless Telecommunication Services–0.20%** | **Wireless Telecommunication Services–0.20%** | **Wireless Telecommunication Services–0.20%** |
| &nbsp;&nbsp;&nbsp; Sprint Spectrum Co. LLC/Sprint <br> Spectrum Co. II LLC/Sprint <br> Spectrum Co. III LLC, 5.15%, <br> 03/20/2028<sup>(b)</sup> <br>|  | 417500 | &nbsp;&nbsp; 421619 |
| T-Mobile USA, Inc., | T-Mobile USA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/2035 |  | 4255000 | &nbsp;&nbsp; 4279446 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/2053 |  | 67000 | &nbsp;&nbsp; 66518 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/2054 |  | 5000 | &nbsp;&nbsp; 5199 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/2055<sup>(c)</sup> <br>|  | 669000 | &nbsp;&nbsp; 682248 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/2056<sup>(c)</sup> <br>|  | 5070000 | &nbsp;&nbsp; 5053883 |
| &nbsp;&nbsp;&nbsp; Turkcell Iletisim Hizmetleri A.S. <br> (Turkey), 7.65%, <br> 01/24/2032<sup>(b)</sup> <br>|  | 670000 | &nbsp;&nbsp; 709798 |
|  |  |  | &nbsp;&nbsp; 11218711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $2,538,675,817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $2,538,675,817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $2,538,675,817) | &nbsp;&nbsp; 2576410862 |
| **Asset-Backed Securities–31.40%** | **Asset-Backed Securities–31.40%** | **Asset-Backed Securities–31.40%** | **Asset-Backed Securities–31.40%** |
| Adjustable Rate Mortgage Trust, | Adjustable Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-2, Class 6A1, <br> 0.71%, 02/25/2035<sup>(k)</sup> <br>|  | 31477 | &nbsp;&nbsp; 31315 |
| &nbsp;&nbsp;&nbsp; Series 2005-1, Class 4A1, <br> 5.82%, 05/25/2035<sup>(k)</sup> <br>|  | 224601 | &nbsp;&nbsp; 220478 |
| &nbsp;&nbsp;&nbsp; AGL CLO 17 Ltd., <br> Series 2022-17A, Class AR, <br> 4.82% (3 mo. Term SOFR + <br> 0.95%), 01/21/2035<sup>(b)(d)</sup> <br>|  | 12106000 | &nbsp;&nbsp; 12088083 |
| &nbsp;&nbsp;&nbsp; ALA Trust, Series 2025-OANA, <br> Class B, 5.80% (1 mo. Term <br> SOFR + 1.84%), <br> 06/15/2040<sup>(b)(d)</sup> <br>|  | 7781000 | &nbsp;&nbsp; 7828435 |
| &nbsp;&nbsp;&nbsp; AMSR Trust, Series 2021-SFR3, <br> Class B, 1.73%, <br> 10/17/2038<sup>(b)</sup> <br>|  | 13340000 | &nbsp;&nbsp; 12979685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.16%, 12/25/2059<sup>(b)(k)</sup> <br>|  | $429663 | &nbsp;&nbsp; $420198 |
| &nbsp;&nbsp;&nbsp; Series 2020-3, Class A1, <br> 1.69%, 04/25/2065<sup>(b)(k)</sup> <br>|  | 2077441 | &nbsp;&nbsp; 1991062 |
| &nbsp;&nbsp;&nbsp; Series 2020-5, Class A1, <br> 1.37%, 05/25/2065<sup>(b)(k)</sup> <br>|  | 905448 | &nbsp;&nbsp; 875295 |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, <br> 1.07%, 05/25/2066<sup>(b)(k)</sup> <br>|  | 2080784 | &nbsp;&nbsp; 1804857 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, <br> 1.98%, 10/25/2066<sup>(b)(k)</sup> <br>|  | 5642886 | &nbsp;&nbsp; 4967885 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.88%, 12/25/2066<sup>(b)</sup> <br>|  | 10472099 | &nbsp;&nbsp; 10001437 |
| &nbsp;&nbsp;&nbsp; Series 2023-6, Class A1, <br> 6.50%, 12/25/2067<sup>(b)</sup> <br>|  | 2662568 | &nbsp;&nbsp; 2688671 |
| &nbsp;&nbsp;&nbsp; Series 2024-10, Class A1, <br> 5.35%, 10/25/2069<sup>(b)</sup> <br>|  | 8114739 | &nbsp;&nbsp; 8148268 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br> 5.99%, 01/25/2069<sup>(b)</sup> <br>|  | 10985686 | &nbsp;&nbsp; 11082438 |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A1, <br> 5.34%, 05/27/2069<sup>(b)</sup> <br>|  | 6371677 | &nbsp;&nbsp; 6396112 |
| &nbsp;&nbsp;&nbsp; Series 2025-HB1, Class A1, <br> 5.87% (30 Day Average <br> SOFR + 1.80%), <br> 02/25/2055<sup>(b)(d)</sup> <br>|  | 1511908 | &nbsp;&nbsp; 1522771 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXV, Series 2016-<br> 25A, Class A1R3, 5.02% (3 <br> mo. Term SOFR + 1.14%), <br> 01/20/2037<sup>(b)(d)</sup> <br>|  | 10795000 | &nbsp;&nbsp; 10796511 |
| &nbsp;&nbsp;&nbsp; Ares LIII CLO Ltd., <br> Series 2019-53A, <br> Class A1R2, 0.00% (3 mo. <br> Term SOFR + 1.09%), <br> 10/24/2036<sup>(b)(d)(f)</sup> <br>|  | 3425000 | &nbsp;&nbsp; 3425856 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, | &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class A, <br> 3.83%, 08/21/2028<sup>(b)</sup> <br>|  | 20133000 | &nbsp;&nbsp; 20062553 |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class C, <br> 4.84%, 08/21/2028<sup>(b)</sup> <br>|  | 5417000 | &nbsp;&nbsp; 5421191 |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br> 5.25%, 04/20/2029<sup>(b)</sup> <br>|  | 3919000 | &nbsp;&nbsp; 4005303 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br> 5.20%, 10/20/2027<sup>(b)</sup> <br>|  | 2475000 | &nbsp;&nbsp; 2492816 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class A, <br> 5.49%, 06/20/2029<sup>(b)</sup> <br>|  | 13131000 | &nbsp;&nbsp; 13521773 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, <br> 4.17%, 02/20/2030<sup>(b)</sup> <br>|  | 5324000 | &nbsp;&nbsp; 5333062 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class B, <br> 4.46%, 02/20/2030<sup>(b)</sup> <br>|  | 2856000 | &nbsp;&nbsp; 2855608 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class C, <br> 4.95%, 02/20/2030<sup>(b)</sup> <br>|  | 1091600 | &nbsp;&nbsp; 1098322 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A, <br> 4.40%, 02/20/2032<sup>(b)</sup> <br>|  | 12125000 | &nbsp;&nbsp; 12148067 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class B, <br> 4.77%, 02/20/2032<sup>(b)</sup> <br>|  | 5277000 | &nbsp;&nbsp; 5301690 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class C, <br> 5.26%, 02/20/2032<sup>(b)</sup> <br>|  | 2363000 | &nbsp;&nbsp; 2365397 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd. (Cayman <br> Islands), | &nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd. (Cayman <br> Islands), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-4A, Class A1RR, <br> 4.85% (3 mo. Term SOFR + <br> 0.99%), 04/23/2035<sup>(b)(d)</sup> <br>|  | $1170000 | &nbsp;&nbsp; $1170498 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class AR, <br> 4.82% (3 mo. Term SOFR + <br> 0.94%), 04/18/2034<sup>(b)(d)</sup> <br>|  | 6388000 | &nbsp;&nbsp; 6381088 |
| &nbsp;&nbsp;&nbsp; Series 2021-4A, Class A1R, <br> 5.08% (3 mo. Term SOFR + <br> 1.20%), 10/20/2034<sup>(b)(d)</sup> <br>|  | 1760000 | &nbsp;&nbsp; 1762923 |
| &nbsp;&nbsp;&nbsp; Banc of America Commercial <br> Mortgage Trust, <br> Series 2015-UBS7, Class AS, <br> 3.99%, 09/15/2048<sup>(k)</sup> <br>|  | 2046440 | &nbsp;&nbsp; 2041946 |
| &nbsp;&nbsp;&nbsp; Bank5, Series 2024-5YR10, <br> Class A, 5.64%, <br> 10/15/2057<br>|  | 3175000 | &nbsp;&nbsp; 3282958 |
| &nbsp;&nbsp;&nbsp; Barings CLO Ltd., <br> Series 2021-2A, Class A1R, <br> 4.97% (3 mo. Term SOFR + <br> 1.07%), 07/15/2034<sup>(b)(d)</sup> <br>|  | 10740000 | &nbsp;&nbsp; 10751599 |
| &nbsp;&nbsp;&nbsp; Barings Equipment Finance LLC, <br> Series 2025-B, Class A3, <br> 4.13%, 10/13/2032<sup>(b)</sup> <br>|  | 5050000 | &nbsp;&nbsp; 5077072 |
| &nbsp;&nbsp;&nbsp; Bayview MSR Opportunity Master Fund <br> Trust, | &nbsp;&nbsp;&nbsp; Bayview MSR Opportunity Master Fund <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A3, <br> 3.00%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 9295383 | &nbsp;&nbsp; 8156326 |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A4, <br> 2.50%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 9294665 | &nbsp;&nbsp; 7820775 |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A8, <br> 2.50%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 8074890 | &nbsp;&nbsp; 7312482 |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, <br> 3.00%, 11/25/2051<sup>(b)(k)</sup> <br>|  | 9566910 | &nbsp;&nbsp; 8400550 |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A2, <br> 2.50%, 11/25/2051<sup>(b)(k)</sup> <br>|  | 11673455 | &nbsp;&nbsp; 9836918 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate <br> Mortgage Trust, | &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate <br> Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-10, <br> Class 21A1, 0.00%, <br> 01/25/2035<sup>(k)</sup> <br>|  | 166433 | &nbsp;&nbsp; 161774 |
| &nbsp;&nbsp;&nbsp; Series 2006-1, Class A1, <br> 0.65% (1 yr. U.S. Treasury <br> Yield Curve Rate + 2.25%), <br> 02/25/2036<sup>(d)</sup> <br>|  | 113688 | &nbsp;&nbsp; 110928 |
| &nbsp;&nbsp;&nbsp; Bear Stearns ALT-A Trust, <br> Series 2004-11, Class 2A3, <br> 5.51%, 11/25/2034<sup>(k)</sup> <br>|  | 105084 | &nbsp;&nbsp; 106544 |
| &nbsp;&nbsp;&nbsp; Beechwood Park CLO, Ltd., <br> Series 2019-1A, Class A1RR, <br> 4.97% (3 mo. Term SOFR + <br> 1.07%), 01/17/2035<sup>(b)(d)</sup> <br>|  | 5305000 | &nbsp;&nbsp; 5308565 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-B3, Class C, <br> 4.70%, 04/10/2051<sup>(k)</sup> <br>|  | 6921000 | &nbsp;&nbsp; 6048164 |
| &nbsp;&nbsp;&nbsp; Series 2019-B14, Class A5, <br> 3.05%, 12/15/2062<br>|  | 16455000 | &nbsp;&nbsp; 15597996 |
| &nbsp;&nbsp;&nbsp; Series 2019-B15, Class B, <br> 3.56%, 12/15/2072<br>|  | 7330000 | &nbsp;&nbsp; 6206295 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXIII <br> Ltd., Series 2021-23A, <br> Class A1R, 4.96% (3 mo. <br> Term SOFR + 1.10%), <br> 04/25/2034<sup>(b)(d)</sup> <br>|  | 15795000 | &nbsp;&nbsp; 15793105 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXV <br> Ltd., Series 2021-25A, <br> Class A1R, 4.90% (3 mo. <br> Term SOFR + 1.00%), <br> 01/15/2035<sup>(b)(d)</sup> <br>|  | $9863000 | &nbsp;&nbsp; $9863858 |
| &nbsp;&nbsp;&nbsp; BlackRock CLO L.P., <br> Series 2025-2A, Class A, <br> 5.05% (3 mo. Term SOFR + <br> 1.27%), 11/21/2033<sup>(b)(d)</sup> <br>|  | 8865000 | &nbsp;&nbsp; 8872562 |
| &nbsp;&nbsp;&nbsp; BMO Mortgage Trust, <br> Series 2024-5C5, Class AS, <br> 6.36%, 02/15/2057<sup>(k)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2631690 |
| &nbsp;&nbsp;&nbsp; BRAVO Residential Funding <br> Trust, Series 2021-NQM2, <br> Class A1, 0.97%, <br> 03/25/2060<sup>(b)(k)</sup> <br>|  | 732792 | &nbsp;&nbsp; 717100 |
| &nbsp;&nbsp;&nbsp; BSTN Commercial Mortgage <br> Trust, Series 2025-1C, <br> Class A, 5.55%, <br> 06/15/2044<sup>(b)(k)</sup> <br>|  | 2065000 | &nbsp;&nbsp; 2141225 |
| &nbsp;&nbsp;&nbsp; Buckhorn Park CLO Ltd., <br> Series 2019-1A, Class ARR, <br> 4.95% (3 mo. Term SOFR + <br> 1.07%), 07/18/2034<sup>(b)(d)</sup> <br>|  | 3994000 | &nbsp;&nbsp; 3996041 |
| BX Commercial Mortgage Trust, | BX Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-ACNT, Class A, <br> 4.92% (1 mo. Term SOFR + <br> 0.96%), 11/15/2038<sup>(b)(d)</sup> <br>|  | 5191978 | &nbsp;&nbsp; 5186868 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class C, <br> 5.17% (1 mo. Term SOFR + <br> 1.21%), 09/15/2036<sup>(b)(d)</sup> <br>|  | 6200500 | &nbsp;&nbsp; 6198213 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class D, <br> 5.72% (1 mo. Term SOFR + <br> 1.76%), 09/15/2036<sup>(b)(d)</sup> <br>|  | 11981497 | &nbsp;&nbsp; 11978335 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class A, <br> 5.59%, 11/13/2046<sup>(b)(k)</sup> <br>|  | 7025000 | &nbsp;&nbsp; 7167884 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class B, <br> 5.99%, 11/13/2046<sup>(b)(k)</sup> <br>|  | 4590000 | &nbsp;&nbsp; 4695499 |
| BX Trust, | BX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class A, <br> 4.96% (1 mo. Term SOFR + <br> 1.00%), 01/15/2039<sup>(b)(d)</sup> <br>|  | 10965000 | &nbsp;&nbsp; 10957207 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class B, <br> 5.26% (1 mo. Term SOFR + <br> 1.30%), 01/15/2039<sup>(b)(d)</sup> <br>|  | 6790000 | &nbsp;&nbsp; 6786190 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class C, <br> 5.56% (1 mo. Term SOFR + <br> 1.60%), 01/15/2039<sup>(b)(d)</sup> <br>|  | 3630000 | &nbsp;&nbsp; 3628498 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class A, <br> 5.40% (1 mo. Term SOFR + <br> 1.44%), 03/15/2042<sup>(b)(d)</sup> <br>|  | 9085000 | &nbsp;&nbsp; 9069963 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class B, <br> 5.85% (1 mo. Term SOFR + <br> 1.89%), 03/15/2042<sup>(b)(d)</sup> <br>|  | 5740000 | &nbsp;&nbsp; 5725854 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT7, Class A, <br> 5.66% (1 mo. Term SOFR + <br> 1.70%), 07/15/2044<sup>(b)(d)</sup> <br>|  | 5350000 | &nbsp;&nbsp; 5359173 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class C, <br> 6.35% (1 mo. Term SOFR + <br> 2.35%), 12/15/2044<sup>(b)(d)</sup> <br>|  | 10925000 | &nbsp;&nbsp; 10965349 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class D, <br> 6.75% (1 mo. Term SOFR + <br> 2.75%), 12/15/2044<sup>(b)(d)</sup> <br>|  | 6990000 | &nbsp;&nbsp; 7018375 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO <br> Ltd. (Cayman Islands), | &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO <br> Ltd. (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-4A, Class A1R3, <br> 4.80% (3 mo. Term SOFR + <br> 0.92%), 07/20/2032<sup>(b)(d)</sup> <br>|  | $8951760 | &nbsp;&nbsp; $8957820 |
| &nbsp;&nbsp;&nbsp; Series 2015-5A, Class A1R4, <br> 4.76% (3 mo. Term SOFR + <br> 0.88%), 01/20/2032<sup>(b)(d)</sup> <br>|  | 3300000 | &nbsp;&nbsp; 3300261 |
| &nbsp;&nbsp;&nbsp; Carlyle US CLO Ltd., <br> Series 2020-2A, Class A1R2, <br> 4.94% (3 mo. Term SOFR + <br> 1.08%), 01/25/2035<sup>(b)(d)</sup> <br>|  | 14320000 | &nbsp;&nbsp; 14305580 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XI CLO Ltd., <br> Series 2019-11A, <br> Class A1R2, 4.85% (3 mo. <br> Term SOFR + 1.06%), <br> 05/29/2032<sup>(b)(d)</sup> <br>|  | 6705740 | &nbsp;&nbsp; 6712460 |
| Centersquare Issuer LLC, | Centersquare Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A2, <br> 5.00%, 08/25/2055<sup>(b)</sup> <br>|  | 8430000 | &nbsp;&nbsp; 8185058 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A2, <br> 5.20%, 08/25/2055<sup>(i)</sup> <br>|  | 10250000 | &nbsp;&nbsp; 9786390 |
| &nbsp;&nbsp;&nbsp; Chase Home Lending Mortgage <br> Trust, Series 2019-ATR2, <br> Class A3, 3.50%, <br> 07/25/2049<sup>(b)(k)</sup> <br>|  | 3313151 | &nbsp;&nbsp; 3054877 |
| Chase Mortgage Finance Corp., | Chase Mortgage Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-SH1, Class M3, <br> 3.75%, 04/25/2045<sup>(b)(k)</sup> <br>|  | 756821 | &nbsp;&nbsp; 709079 |
| &nbsp;&nbsp;&nbsp; Series 2016-SH2, Class M2, <br> 3.75%, 12/25/2045<sup>(b)(k)</sup> <br>|  | 3084317 | &nbsp;&nbsp; 2917949 |
| &nbsp;&nbsp;&nbsp; Series 2016-SH2, Class M3, <br> 3.75%, 12/25/2045<sup>(b)(k)</sup> <br>|  | 1529825 | &nbsp;&nbsp; 1435745 |
| CIFC Funding Ltd. (Cayman Islands), | CIFC Funding Ltd. (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-1A, Class AR3, <br> 4.87% (3 mo. Term SOFR + <br> 1.00%), 10/21/2031<sup>(b)(d)</sup> <br>|  | 4204755 | &nbsp;&nbsp; 4206630 |
| &nbsp;&nbsp;&nbsp; Series 2021-7A, Class AR, <br> 4.95% (3 mo. Term SOFR + <br> 1.09%), 01/23/2035<sup>(b)(d)</sup> <br>|  | 17100000 | &nbsp;&nbsp; 17104018 |
| Citigroup Mortgage Loan Trust, | Citigroup Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-UST1, Class A4, <br> 6.53%, 08/25/2034<sup>(k)</sup> <br>|  | 48300 | &nbsp;&nbsp; 45698 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A3, <br> 2.50%, 05/25/2051<sup>(b)(k)</sup> <br>|  | 9289877 | &nbsp;&nbsp; 7828339 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A3A, <br> 6.00%, 07/25/2054<sup>(b)(k)</sup> <br>|  | 6973293 | &nbsp;&nbsp; 7088183 |
| &nbsp;&nbsp;&nbsp; CLI Funding IX LLC, <br> Series 2025-1A, Class A, <br> 5.35%, 06/20/2050<sup>(b)</sup> <br>|  | 3508849 | &nbsp;&nbsp; 3574945 |
| &nbsp;&nbsp;&nbsp; Clover CLO LLC, Series 2021-<br> 3A, Class AR, 4.93% (3 mo. <br> Term SOFR + 1.07%), <br> 01/25/2035<sup>(b)(d)</sup> <br>|  | 10177000 | &nbsp;&nbsp; 10183340 |
| COLT Mortgage Loan Trust, | COLT Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, <br> 1.73%, 11/26/2066<sup>(b)(k)</sup> <br>|  | 2674064 | &nbsp;&nbsp; 2440372 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.28%, 12/27/2066<sup>(b)(k)</sup> <br>|  | 5875010 | &nbsp;&nbsp; 5344033 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, <br> 2.99%, 02/25/2067<sup>(b)</sup> <br>|  | 6117879 | &nbsp;&nbsp; 5897492 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 3.90%, 02/25/2067<sup>(b)(k)</sup> <br>|  | 8298181 | &nbsp;&nbsp; 8210777 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer <br> II LLC, Series 2025-2A, <br> Class A1, 4.93%, <br> 11/25/2050<sup>(b)</sup> <br>|  | 4580000 | &nbsp;&nbsp; 4581857 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Countrywide Home Loans <br> Mortgage Pass-Through Trust, <br> Series 2007-13, Class A10, <br> 6.00%, 08/25/2037<br>|  | $183964 | &nbsp;&nbsp; $83423 |
| Credit Suisse Mortgage Capital Trust, | Credit Suisse Mortgage Capital Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, <br> Class A1, 0.81%, <br> 05/25/2065<sup>(b)(k)</sup> <br>|  | 1108431 | &nbsp;&nbsp; 1013335 |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM2, <br> Class A1, 1.18%, <br> 02/25/2066<sup>(b)(k)</sup> <br>|  | 1828065 | &nbsp;&nbsp; 1647872 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH1, <br> Class A1A, 2.87%, <br> 01/25/2067<sup>(b)(k)</sup> <br>|  | 6880865 | &nbsp;&nbsp; 6723865 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH1, <br> Class A1B, 3.35%, <br> 01/25/2067<sup>(b)(k)</sup> <br>|  | 5772399 | &nbsp;&nbsp; 5421498 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH2, Class A1, <br> 4.55%, 05/25/2067<sup>(b)(k)</sup> <br>|  | 8172738 | &nbsp;&nbsp; 8150246 |
| Cross Mortgage Trust, | Cross Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-H2, Class A1, <br> 6.09%, 04/25/2069<sup>(b)</sup> <br>|  | 4824437 | &nbsp;&nbsp; 4872950 |
| &nbsp;&nbsp;&nbsp; Series 2024-H8, Class A1, <br> 5.55%, 12/25/2069<sup>(b)(k)</sup> <br>|  | 6080523 | &nbsp;&nbsp; 6128066 |
| &nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage <br> Trust, Series 2020-C19, <br> Class A3, 2.56%, <br> 03/15/2053<br>|  | 22374000 | &nbsp;&nbsp; 20499213 |
| &nbsp;&nbsp;&nbsp; CSFB Mortgage-Backed <br> Pass-Through Ctfs., <br> Series 2004-AR5, Class 3A1, <br> 4.58%, 06/25/2034<sup>(k)</sup> <br>|  | 345479 | &nbsp;&nbsp; 325992 |
| DB Master Finance LLC, | DB Master Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A23, <br> 4.35%, 05/20/2049<sup>(b)</sup> <br>|  | 9571875 | &nbsp;&nbsp; 9500508 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br> 4.89%, 08/20/2055<sup>(b)</sup> <br>|  | 4770000 | &nbsp;&nbsp; 4811632 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2II, <br> 5.17%, 08/20/2055<sup>(b)</sup> <br>|  | 3210000 | &nbsp;&nbsp; 3244569 |
| &nbsp;&nbsp;&nbsp; Deutsche Mortgage Securities, <br> Inc. Re-REMIC Trust Ctfs., <br> Series 2007-WM1, Class A1, <br> 4.50%, 06/27/2037<sup>(b)(k)</sup> <br>|  | 2577651 | &nbsp;&nbsp; 2294556 |
| Domino's Pizza Master Issuer LLC, | Domino's Pizza Master Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A2, <br> 3.67%, 10/25/2049<sup>(b)</sup> <br>|  | 18587520 | &nbsp;&nbsp; 17985796 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br> 4.93%, 07/25/2055<sup>(b)</sup> <br>|  | 8940000 | &nbsp;&nbsp; 9010417 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2II, <br> 5.22%, 07/25/2055<sup>(b)</sup> <br>|  | 7800000 | &nbsp;&nbsp; 7887727 |
| EFMT, | EFMT, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, <br> Class A1, 5.60%, <br> 06/25/2070<sup>(b)(k)</sup> <br>|  | 8868025 | &nbsp;&nbsp; 8938791 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, <br> Class A1, 5.03%, <br> 11/25/2070<sup>(b)(k)</sup> <br>|  | 7198156 | &nbsp;&nbsp; 7211554 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Ellington Financial Mortgage Trust, | Ellington Financial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class A1, <br> 2.74%, 11/25/2059<sup>(b)(k)</sup> <br>|  | $1210294 | &nbsp;&nbsp; $1175278 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.01%, 05/25/2065<sup>(b)(k)</sup> <br>|  | 3735 | &nbsp;&nbsp; 3726 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1, <br> 0.80%, 02/25/2066<sup>(b)(k)</sup> <br>|  | 650356 | &nbsp;&nbsp; 572366 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.21%, 01/25/2067<sup>(b)(k)</sup> <br>|  | 6018315 | &nbsp;&nbsp; 5394430 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 5.00%, 08/25/2067<sup>(b)</sup> <br>|  | 7986212 | &nbsp;&nbsp; 7965282 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV2, Class A1, <br> 5.04%, 10/25/2069<sup>(b)</sup> <br>|  | 4920171 | &nbsp;&nbsp; 4931992 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 15 Ltd., <br> Series 2022-2A, Class A1R, <br> 5.01% (3 mo. Term SOFR + <br> 1.15%), 04/22/2035<sup>(b)(d)</sup> <br>|  | 16550000 | &nbsp;&nbsp; 16557762 |
| &nbsp;&nbsp;&nbsp; Empower CLO Ltd., <br> Series 2024-1A, Class A1, <br> 5.46% (3 mo. Term SOFR + <br> 1.60%), 04/25/2037<sup>(b)(d)</sup> <br>|  | 10250000 | &nbsp;&nbsp; 10281590 |
| Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A3, <br> 5.61%, 04/20/2028<sup>(b)</sup> <br>|  | 1710000 | &nbsp;&nbsp; 1739773 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A4, <br> 5.69%, 12/20/2030<sup>(b)</sup> <br>|  | 1991000 | &nbsp;&nbsp; 2062619 |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class A3, <br> 4.56%, 11/20/2028<sup>(b)</sup> <br>|  | 4070000 | &nbsp;&nbsp; 4113433 |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class A3, <br> 4.11%, 12/20/2029<sup>(b)</sup> <br>|  | 5110000 | &nbsp;&nbsp; 5140947 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-11IN, Class A6, <br> 3.70%, 11/25/2051<sup>(b)(k)</sup> <br>|  | 13443138 | &nbsp;&nbsp; 12159709 |
| &nbsp;&nbsp;&nbsp; Series 2021-8INV, Class A6, <br> 2.50%, 09/25/2051<sup>(b)(k)</sup> <br>|  | 2835646 | &nbsp;&nbsp; 2581277 |
| &nbsp;&nbsp;&nbsp; Fort Greene Park CLO LLC, <br> Series 2025-2A, Class AR, <br> 4.81% (3 mo. Term SOFR + <br> 0.95%), 04/22/2034<sup>(b)(d)</sup> <br>|  | 7063000 | &nbsp;&nbsp; 7049051 |
| &nbsp;&nbsp;&nbsp; Frontier Issuer LLC, <br> Series 2023-1, Class A2, <br> 6.60%, 08/20/2053<sup>(b)</sup> <br>|  | 11786710 | &nbsp;&nbsp; 11927844 |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-NQM3, <br> Class A1, 3.69%, <br> 11/25/2059<sup>(b)(k)</sup> <br>|  | 642223 | &nbsp;&nbsp; 632294 |
| &nbsp;&nbsp;&nbsp; Series 2020-NQM2, <br> Class A1, 2.56%, <br> 04/25/2065<sup>(b)</sup> <br>|  | 717788 | &nbsp;&nbsp; 692971 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, <br> Class A1, 5.60%, <br> 04/25/2070<sup>(b)</sup> <br>|  | 4376115 | &nbsp;&nbsp; 4413897 |
| &nbsp;&nbsp;&nbsp; GMACM Mortgage Loan Trust, <br> Series 2006-AR1, Class 1A1, <br> 3.36%, 04/19/2036<sup>(k)</sup> <br>|  | 323762 | &nbsp;&nbsp; 268726 |
| &nbsp;&nbsp;&nbsp; Goldentree Loan Management <br> US CLO 1 Ltd., <br> Series 2017-1A, Class A1R3, <br> 4.85% (3 mo. Term SOFR + <br> 0.97%), 04/20/2034<sup>(b)(d)</sup> <br>|  | 4358000 | &nbsp;&nbsp; 4352169 |
| &nbsp;&nbsp;&nbsp; Goldentree Loan Management <br> US CLO 8 Ltd., <br> Series 2020-8A, Class ARR, <br> 5.03% (3 mo. Term SOFR + <br> 1.15%), 10/20/2034<sup>(b)(d)</sup> <br>|  | 5985000 | &nbsp;&nbsp; 5992834 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| GS Mortgage Securities Trust, | GS Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-GC45, Class A5, <br> 2.91%, 02/13/2053<br>|  | $8325000 | &nbsp;&nbsp; $7862903 |
| &nbsp;&nbsp;&nbsp; Series 2020-GC47, Class A5, <br> 2.38%, 05/12/2053<br>|  | 8750000 | &nbsp;&nbsp; 8077064 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV1, Class A6, <br> 2.50%, 12/25/2051<sup>(b)(k)</sup> <br>|  | 7319408 | &nbsp;&nbsp; 6622594 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, Class A1, <br> 5.62% (30 Day Average <br> SOFR + 1.55%), <br> 10/25/2055<sup>(b)(d)</sup> <br>|  | 4439516 | &nbsp;&nbsp; 4448555 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE2, Class A1, <br> 5.62% (30 Day Average <br> SOFR + 1.55%), <br> 12/25/2065<sup>(b)(d)</sup> <br>|  | 1798163 | &nbsp;&nbsp; 1803072 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, <br> Class A1, 5.01%, <br> 10/25/2065<sup>(b)</sup> <br>|  | 5709818 | &nbsp;&nbsp; 5719425 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, <br> Class A1, 5.01%, <br> 07/25/2065<sup>(b)</sup> <br>|  | 9175176 | &nbsp;&nbsp; 9182303 |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, <br> Series 2005-AR6, Class 3A2, <br> 4.60%, 09/25/2035<sup>(k)</sup> <br>|  | 73249 | &nbsp;&nbsp; 66711 |
| &nbsp;&nbsp;&nbsp; Harbor Park CLO Ltd., <br> Series 2018-1A, Class AR2, <br> 4.83% (3 mo. Term SOFR + <br> 0.95%), 01/20/2031<sup>(b)(d)</sup> <br>|  | 6250000 | &nbsp;&nbsp; 6253813 |
| &nbsp;&nbsp;&nbsp; HarborView Mortgage Loan <br> Trust, Series 2005-9, <br> Class 2A1C, 4.97% (1 mo. <br> Term SOFR + 1.01%), <br> 06/20/2035<sup>(d)</sup> <br>|  | 10131 | &nbsp;&nbsp; 9565 |
| Hertz Vehicle Financing III L.P., | Hertz Vehicle Financing III L.P., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class A, <br> 1.68%, 12/27/2027<sup>(b)</sup> <br>|  | 3927000 | &nbsp;&nbsp; 3840600 |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, <br> 2.12%, 12/27/2027<sup>(b)</sup> <br>|  | 2100000 | &nbsp;&nbsp; 2053875 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust, <br> Series 2025-1A, Class A, <br> 4.88%, 05/27/2042<sup>(b)</sup> <br>|  | 2083564 | &nbsp;&nbsp; 2119965 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Trust, <br> Series 2024-SFR1, Class A, <br> 4.00%, 09/17/2041<sup>(b)</sup> <br>|  | 3479040 | &nbsp;&nbsp; 3429855 |
| &nbsp;&nbsp;&nbsp; IP Lending IV Ltd., <br> Series 2022-4A, Class SNR, <br> 6.05%, 04/28/2027<sup>(b)(i)</sup> <br>|  | 12002000 | &nbsp;&nbsp; 11991198 |
| &nbsp;&nbsp;&nbsp; IP Mortgage Trust, <br> Series 2025-IP, Class A, <br> 5.42%, 06/10/2042<sup>(b)(k)</sup> <br>|  | 10963000 | &nbsp;&nbsp; 11184095 |
| J.P. Morgan Mortgage Trust, | J.P. Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, <br> Class A1, 5.50%, <br> 11/25/2065<sup>(b)(k)</sup> <br>|  | 9696505 | &nbsp;&nbsp; 9774555 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, <br> Class A1, 4.95%, <br> 03/25/2066<sup>(b)(k)</sup> <br>|  | 3033149 | &nbsp;&nbsp; 3033605 |
| &nbsp;&nbsp;&nbsp; Jersey Mike's Funding, <br> Series 2025-1A, Class A2, <br> 5.61%, 08/16/2055<sup>(b)</sup> <br>|  | 7082250 | &nbsp;&nbsp; 7252468 |
| &nbsp;&nbsp;&nbsp; Jimmy John's Funding LLC, <br> Series 2017-1A, Class A2II, <br> 4.85%, 07/30/2047<sup>(b)</sup> <br>|  | 5370750 | &nbsp;&nbsp; 5366650 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| JP Morgan Mortgage Trust, | JP Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-A5, Class 1A2, <br> 4.75%, 08/25/2035<sup>(k)</sup> <br>|  | $52701 | &nbsp;&nbsp; $51191 |
| &nbsp;&nbsp;&nbsp; Series 2007-A4, Class 3A1, <br> 5.25%, 06/25/2037<sup>(k)</sup> <br>|  | 282671 | &nbsp;&nbsp; 217399 |
| &nbsp;&nbsp;&nbsp; Series 20153, Class B2, <br> 3.57%, 05/25/2045<sup>(b)(k)</sup> <br>|  | 2962535 | &nbsp;&nbsp; 2819647 |
| &nbsp;&nbsp;&nbsp; Series 2021-LTV2, Class A1, <br> 2.52%, 05/25/2052<sup>(b)(k)</sup> <br>|  | 10389458 | &nbsp;&nbsp; 8951561 |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A3, <br> 5.50%, 01/25/2055<sup>(b)(k)</sup> <br>|  | 1534572 | &nbsp;&nbsp; 1545477 |
| &nbsp;&nbsp;&nbsp; Series 2024-VIS1, Class A1, <br> 5.99%, 07/25/2064<sup>(b)(k)</sup> <br>|  | 7333002 | &nbsp;&nbsp; 7400732 |
| &nbsp;&nbsp;&nbsp; JPMDB Commercial Mortgage <br> Securities Trust, <br> Series 2020-COR7, Class A5, <br> 2.18%, 05/13/2053<br>|  | 6200000 | &nbsp;&nbsp; 5315990 |
| &nbsp;&nbsp;&nbsp; Juniper Valley Park CLO Ltd., <br> Series 2023-1A, Class ARR, <br> 4.96% (3 mo. Term SOFR + <br> 1.08%), 07/20/2036<sup>(b)(d)</sup> <br>|  | 11050000 | &nbsp;&nbsp; 11044409 |
| &nbsp;&nbsp;&nbsp; KKR CLO 15 Ltd., Series 15, <br> Class A1R2, 4.98% (3 mo. <br> Term SOFR + 1.10%), <br> 01/18/2032<sup>(b)(d)</sup> <br>|  | 4717935 | &nbsp;&nbsp; 4718577 |
| &nbsp;&nbsp;&nbsp; Lehman Mortgage Trust, <br> Series 2006-1, Class 3A5, <br> 5.50%, 02/25/2036<br>|  | 88605 | &nbsp;&nbsp; 63694 |
| &nbsp;&nbsp;&nbsp; Life Mortgage Trust, <br> Series 2021-BMR, Class C, <br> 5.17% (1 mo. Term SOFR + <br> 1.21%), 03/15/2038<sup>(b)(d)</sup> <br>|  | 493949 | &nbsp;&nbsp; 491645 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXIII <br> Ltd., Series 2019-33A, <br> Class AR, 5.19% (3 mo. Term <br> SOFR + 1.29%), <br> 10/15/2032<sup>(b)(d)</sup> <br>|  | 9086531 | &nbsp;&nbsp; 9096654 |
| &nbsp;&nbsp;&nbsp; Mello Mortgage Capital Acceptance <br> Trust, | &nbsp;&nbsp;&nbsp; Mello Mortgage Capital Acceptance <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV2, Class A4, <br> 2.50%, 08/25/2051<sup>(b)(k)</sup> <br>|  | 5576153 | &nbsp;&nbsp; 5043119 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A4, <br> 2.50%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 5607223 | &nbsp;&nbsp; 5062308 |
| &nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors <br> Trust, | &nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-3, Class 3A, <br> 2.39%, 11/25/2035<sup>(k)</sup> <br>|  | 148555 | &nbsp;&nbsp; 142093 |
| &nbsp;&nbsp;&nbsp; Series 2005-A5, Class A9, <br> 4.77%, 06/25/2035<sup>(k)</sup> <br>|  | 221482 | &nbsp;&nbsp; 215373 |
| &nbsp;&nbsp;&nbsp; Metronet Infrastructure <br> Issuer LLC, 6.01%, <br> 07/20/2055<sup>(i)</sup> <br>|  | 7250000 | &nbsp;&nbsp; 7337149 |
| &nbsp;&nbsp;&nbsp; MFA Trust, Series 2021-INV2, <br> Class A1, 1.91%, <br> 11/25/2056<sup>(b)(k)</sup> <br>|  | 6354429 | &nbsp;&nbsp; 5773097 |
| MHP Commercial Mortgage Trust, | MHP Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-STOR, Class A, <br> 4.77% (1 mo. Term SOFR + <br> 0.81%), 07/15/2038<sup>(b)(d)</sup> <br>|  | 5810000 | &nbsp;&nbsp; 5799524 |
| &nbsp;&nbsp;&nbsp; Series 2021-STOR, Class B, <br> 4.97% (1 mo. Term SOFR + <br> 1.01%), 07/15/2038<sup>(b)(d)</sup> <br>|  | 4355000 | &nbsp;&nbsp; 4346144 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| MILE Trust, | MILE Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-STNE, Class A, <br> 5.46% (1 mo. Term SOFR + <br> 1.50%), 07/15/2042<sup>(b)(d)</sup> <br>|  | $8975000 | &nbsp;&nbsp; $8994364 |
| &nbsp;&nbsp;&nbsp; Series 2025-STNE, Class B, <br> 5.66% (1 mo. Term SOFR + <br> 1.70%), 07/15/2042<sup>(b)(d)</sup> <br>|  | 3750000 | &nbsp;&nbsp; 3756544 |
| &nbsp;&nbsp;&nbsp; Series 2025-STNE, Class C, <br> 6.06% (1 mo. Term SOFR + <br> 2.10%), 07/15/2042<sup>(b)(d)</sup> <br>|  | 3165000 | &nbsp;&nbsp; 3171735 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America <br> Merrill Lynch Trust, <br> Series 2025-5C2, Class B, <br> 5.69%, 11/15/2058<sup>(k)</sup> <br>|  | 4421000 | &nbsp;&nbsp; 4559392 |
| Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-L2, Class A4, <br> 4.07%, 03/15/2052<br>|  | 17430000 | &nbsp;&nbsp; 17155870 |
| &nbsp;&nbsp;&nbsp; Series 2019-L3, Class AS, <br> 3.49%, 11/15/2052<br>|  | 10950000 | &nbsp;&nbsp; 10413624 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, | &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-3, Class A1, <br> 6.00%, 07/25/2054<sup>(b)(k)</sup> <br>|  | 5044337 | &nbsp;&nbsp; 5109349 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, <br> Class A1, 5.65%, <br> 10/25/2069<sup>(b)(k)</sup> <br>|  | 7292448 | &nbsp;&nbsp; 7367528 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, <br> Class A1, 5.74%, <br> 11/25/2069<sup>(b)(k)</sup> <br>|  | 5868975 | &nbsp;&nbsp; 5931866 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM8, <br> Class A1, 4.96%, <br> 09/25/2070<sup>(b)(k)</sup> <br>|  | 7653480 | &nbsp;&nbsp; 7667338 |
| &nbsp;&nbsp;&nbsp; Navient Refinance Loan Trust, <br> Series 2025-A, Class A, <br> 5.15%, 02/16/2055<sup>(b)</sup> <br>|  | 5926748 | &nbsp;&nbsp; 6026866 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan <br> Advisers CLO 38 Ltd., <br> Series 2020-38A, Class AR2, <br> 4.84% (3 mo. Term SOFR + <br> 0.96%), 10/20/2036<sup>(b)(d)</sup> <br>|  | 8340000 | &nbsp;&nbsp; 8342185 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-NQM4, <br> Class A1, 2.49%, <br> 09/25/2059<sup>(b)(k)</sup> <br>|  | 961932 | &nbsp;&nbsp; 927425 |
| &nbsp;&nbsp;&nbsp; Series 2020-NQM1, <br> Class A1, 2.46%, <br> 01/26/2060<sup>(b)(k)</sup> <br>|  | 1997648 | &nbsp;&nbsp; 1891726 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM2, <br> Class A1, 3.08%, <br> 03/27/2062<sup>(b)(k)</sup> <br>|  | 5972106 | &nbsp;&nbsp; 5710205 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, <br> Class A1, 5.47%, <br> 11/25/2064<sup>(b)</sup> <br>|  | 2574840 | &nbsp;&nbsp; 2606462 |
| &nbsp;&nbsp;&nbsp; NextGear Floorplan Master <br> Owner Trust, Series 2025-<br> 2A, Class A2, 4.23%, <br> 10/15/2030<sup>(b)</sup> <br>|  | 3200000 | &nbsp;&nbsp; 3214314 |
| &nbsp;&nbsp;&nbsp; Oaktree CLO Ltd., <br> Series 2021-2A, Class AR, <br> 4.87% (3 mo. Term SOFR + <br> 0.97%), 01/15/2035<sup>(b)(d)</sup> <br>|  | 7066000 | &nbsp;&nbsp; 7052186 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM4, <br> Class A1, 1.96%, <br> 10/25/2061<sup>(b)(k)</sup> <br>|  | $8768509 | &nbsp;&nbsp; $7627746 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM1, <br> Class A1, 2.31%, <br> 11/25/2061<sup>(b)(k)</sup> <br>|  | 7256212 | &nbsp;&nbsp; 6578104 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM2, <br> Class A1B, 3.38%, <br> 01/25/2062<sup>(b)</sup> <br>|  | 7063333 | &nbsp;&nbsp; 6551229 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM14, <br> Class A1, 4.94%, <br> 09/25/2064<sup>(b)</sup> <br>|  | 5244092 | &nbsp;&nbsp; 5245815 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM18, <br> Class A1, 5.41%, <br> 10/25/2064<sup>(b)(k)</sup> <br>|  | 3195459 | &nbsp;&nbsp; 3216933 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE2, Class A1, <br> 5.52% (30 Day Average <br> SOFR + 1.45%), <br> 08/25/2055<sup>(b)(d)</sup> <br>|  | 7279314 | &nbsp;&nbsp; 7312695 |
| &nbsp;&nbsp;&nbsp; Oceanview Mortgage Trust, <br> Series 2021-3, Class A5, <br> 2.50%, 07/25/2051<sup>(b)(k)</sup> <br>|  | 6498573 | &nbsp;&nbsp; 5891771 |
| &nbsp;&nbsp;&nbsp; One Bryant Park Trust, <br> Series 2019-OBP, Class A, <br> 2.52%, 09/15/2054<sup>(b)</sup> <br>|  | 22501000 | &nbsp;&nbsp; 20911482 |
| &nbsp;&nbsp;&nbsp; Palmer Square Loan Funding Ltd. <br> (Cayman Islands), | &nbsp;&nbsp;&nbsp; Palmer Square Loan Funding Ltd. <br> (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A1, <br> 5.23% (3 mo. Term SOFR + <br> 0.94%), 07/15/2033<sup>(b)(d)</sup> <br>|  | 17870000 | &nbsp;&nbsp; 17876254 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A1, <br> 0.00% (3 mo. Term SOFR + <br> 0.95%), 01/15/2034<sup>(b)(d)(f)</sup> <br>|  | 9449000 | &nbsp;&nbsp; 9451362 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 6, <br> Series 2020-6A, Class ARR, <br> 4.81% (3 mo. Term SOFR + <br> 0.94%), 05/18/2034<sup>(b)(d)</sup> <br>|  | 9129000 | &nbsp;&nbsp; 9124335 |
| &nbsp;&nbsp;&nbsp; PMT Loan Trust, Series 2025-<br> INV1, Class A7, 6.00%, <br> 01/25/2060<sup>(b)(k)</sup> <br>|  | 4158921 | &nbsp;&nbsp; 4237120 |
| &nbsp;&nbsp;&nbsp; PPM CLO 3 Ltd., Series 2019-<br> 3A, Class AR, 5.23% (3 mo. <br> Term SOFR + 1.35%), <br> 04/17/2034<sup>(b)(d)</sup> <br>|  | 9626000 | &nbsp;&nbsp; 9639111 |
| Progress Residential Trust, | Progress Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR10, Class A, <br> 2.39%, 12/17/2040<sup>(b)</sup> <br>|  | 5977838 | &nbsp;&nbsp; 5688676 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR5, Class A, <br> 4.45%, 06/17/2039<sup>(b)</sup> <br>|  | 9124751 | &nbsp;&nbsp; 9122224 |
| &nbsp;&nbsp;&nbsp; Provident Funding Mortgage <br> Trust, Series 2025-4, <br> Class A1, 6.00%, <br> 09/25/2055<sup>(b)(k)</sup> <br>|  | 12252841 | &nbsp;&nbsp; 12454714 |
| &nbsp;&nbsp;&nbsp; Provident Home Equity Loan <br> Trust, Series 2000-2, <br> Class A1, 4.61% (1 mo. <br> Term SOFR + 0.65%), <br> 08/25/2031<sup>(d)</sup> <br>|  | 78401 | &nbsp;&nbsp; 75434 |
| &nbsp;&nbsp;&nbsp; Qdoba Funding LLC, <br> Series 2023-1A, Class A2, <br> 8.50%, 09/14/2053<sup>(b)</sup> <br>|  | 13584952 | &nbsp;&nbsp; 14145443 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Rate Mortgage Trust, | Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-J4, Class A1, <br> 6.00%, 12/25/2054<sup>(b)(k)</sup> <br>|  | $6024631 | &nbsp;&nbsp; $6131239 |
| &nbsp;&nbsp;&nbsp; Series 2025-J1, Class A4, <br> 6.00%, 03/25/2055<sup>(b)(k)</sup> <br>|  | 5051715 | &nbsp;&nbsp; 5135162 |
| &nbsp;&nbsp;&nbsp; Series 2025-J2, Class A5, <br> 5.50%, 07/25/2055<sup>(b)(k)</sup> <br>|  | 6538132 | &nbsp;&nbsp; 6572135 |
| &nbsp;&nbsp;&nbsp; RCKT Mortgage Trust, <br> Series 2025-CES7, <br> Class A1A, 5.38%, <br> 07/25/2055<sup>(b)</sup> <br>|  | 3811427 | &nbsp;&nbsp; 3852596 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, <br> Series 2020-1, Class A1, <br> 2.38%, 01/26/2060<sup>(b)(k)</sup> <br>|  | 86036 | &nbsp;&nbsp; 85574 |
| &nbsp;&nbsp;&nbsp; RR 16 Ltd., Series 2021-16A, <br> Class A1R, 4.95% (3 mo. <br> Term SOFR + 1.05%), <br> 07/15/2036<sup>(b)(d)</sup> <br>|  | 7825000 | &nbsp;&nbsp; 7828733 |
| &nbsp;&nbsp;&nbsp; RR 17 Ltd., Series 2021-17A, <br> Class A1AR, 4.97% (3 mo. <br> Term SOFR + 1.07%), <br> 07/15/2034<sup>(b)(d)</sup> <br>|  | 22060000 | &nbsp;&nbsp; 22066331 |
| &nbsp;&nbsp;&nbsp; RUN Trust, Series 2022-NQM1, <br> Class A1, 4.00%, <br> 03/25/2067<sup>(b)</sup> <br>|  | 5114599 | &nbsp;&nbsp; 5095690 |
| &nbsp;&nbsp;&nbsp; SCG Commercial Mortgage Trust, <br> Series 2025-FLWR, Class A, <br> 5.21% (1 mo. Term SOFR + <br> 1.25%), 08/15/2042<sup>(b)(d)</sup> <br>|  | 3855000 | &nbsp;&nbsp; 3862349 |
| Sequoia Mortgage Trust, | Sequoia Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-3, Class A1, <br> 2.00%, 03/25/2043<sup>(k)</sup> <br>|  | 300706 | &nbsp;&nbsp; 261635 |
| &nbsp;&nbsp;&nbsp; Series 2013-7, Class A2, <br> 3.00%, 06/25/2043<sup>(k)</sup> <br>|  | 222655 | &nbsp;&nbsp; 204129 |
| &nbsp;&nbsp;&nbsp; Series 2025-10, Class A1, <br> 5.50%, 11/25/2055<sup>(b)(k)</sup> <br>|  | 12528607 | &nbsp;&nbsp; 12586940 |
| &nbsp;&nbsp;&nbsp; Series 2025-8, Class A4, <br> 5.50%, 09/25/2055<sup>(b)(k)</sup> <br>|  | 4439890 | &nbsp;&nbsp; 4472328 |
| SG Residential Mortgage Trust, | SG Residential Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 3.17%, 03/27/2062<sup>(b)(k)</sup> <br>|  | 10740625 | &nbsp;&nbsp; 10176015 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A2, <br> 3.58%, 03/27/2062<sup>(b)(k)</sup> <br>|  | 4511768 | &nbsp;&nbsp; 4172991 |
| &nbsp;&nbsp;&nbsp; Shackleton CLO Ltd., <br> Series 2015-7RA, Class ARR, <br> 5.00% (3 mo. Term SOFR + <br> 1.10%), 07/15/2031<sup>(b)(d)</sup> <br>|  | 1314200 | &nbsp;&nbsp; 1313963 |
| &nbsp;&nbsp;&nbsp; Shellpoint Asset Funding Trust, <br> Series 2013-1, Class A3, <br> 3.75%, 07/25/2043<sup>(b)(k)</sup> <br>|  | 282843 | &nbsp;&nbsp; 273292 |
| SHRN Trust, | SHRN Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class A, <br> 5.16% (1 mo. Term SOFR + <br> 1.20%), 10/15/2040<sup>(b)(d)</sup> <br>|  | 17885000 | &nbsp;&nbsp; 17902513 |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class B, <br> 5.41% (1 mo. Term SOFR + <br> 1.45%), 10/15/2040<sup>(b)(d)</sup> <br>|  | 3525000 | &nbsp;&nbsp; 3530438 |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class C, <br> 5.66% (1 mo. Term SOFR + <br> 1.70%), 10/15/2040<sup>(b)(d)</sup> <br>|  | 3425000 | &nbsp;&nbsp; 3431154 |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO 1 Ltd., <br> Series 2014-1A, Class AR4, <br> 4.96% (3 mo. Term SOFR + <br> 1.08%), 04/17/2034<sup>(b)(d)</sup> <br>|  | 13427000 | &nbsp;&nbsp; 13435983 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO 4 Ltd., <br> Series 2017-4A, Class AR2, <br> 4.98% (3 mo. Term SOFR + <br> 1.12%), 10/26/2034<sup>(b)(d)</sup> <br>|  | $15510000 | &nbsp;&nbsp; $15517708 |
| Sonic Capital LLC, | Sonic Capital LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A2I, <br> 3.85%, 01/20/2050<sup>(b)</sup> <br>|  | 10071925 | &nbsp;&nbsp; 9947986 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2I, <br> 2.19%, 08/20/2051<sup>(b)</sup> <br>|  | 5337917 | &nbsp;&nbsp; 4978878 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2II, <br> 2.64%, 08/20/2051<sup>(b)</sup> <br>|  | 6152500 | &nbsp;&nbsp; 5385504 |
| &nbsp;&nbsp;&nbsp; STAR Trust, Series 2021-1, <br> Class A1, 1.22%, <br> 05/25/2065<sup>(b)(k)</sup> <br>|  | 2819973 | &nbsp;&nbsp; 2662790 |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.28%, 02/25/2050<sup>(b)(k)</sup> <br>|  | 179997 | &nbsp;&nbsp; 173606 |
| &nbsp;&nbsp;&nbsp; Series 2020-INV1, Class A1, <br> 1.03%, 11/25/2055<sup>(b)(k)</sup> <br>|  | 886891 | &nbsp;&nbsp; 849154 |
| &nbsp;&nbsp;&nbsp; Series 2021-6, Class A1, <br> 1.92%, 11/25/2066<sup>(b)(k)</sup> <br>|  | 10216494 | &nbsp;&nbsp; 9113746 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.45%, 12/25/2066<sup>(b)(k)</sup> <br>|  | 7443167 | &nbsp;&nbsp; 6774923 |
| &nbsp;&nbsp;&nbsp; Structured Adjustable Rate Mortgage <br> Loan Trust, | &nbsp;&nbsp;&nbsp; Structured Adjustable Rate Mortgage <br> Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-12, Class 3A2, <br> 5.23%, 09/25/2034<sup>(k)</sup> <br>|  | 33400 | &nbsp;&nbsp; 32999 |
| &nbsp;&nbsp;&nbsp; Series 2004-8, Class 3A, <br> 6.17%, 07/25/2034<sup>(k)</sup> <br>|  | 409564 | &nbsp;&nbsp; 398960 |
| Subway Funding LLC, | Subway Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A23, <br> 6.51%, 07/30/2054<sup>(b)</sup> <br>|  | 7059690 | &nbsp;&nbsp; 7329939 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.03%, 07/30/2054<sup>(b)</sup> <br>|  | 7743780 | &nbsp;&nbsp; 7838874 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.27%, 07/30/2054<sup>(b)</sup> <br>|  | 7677450 | &nbsp;&nbsp; 7859128 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A23, <br> 5.91%, 07/30/2054<sup>(b)</sup> <br>|  | 8019000 | &nbsp;&nbsp; 8022505 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, <br> 5.25%, 07/30/2054<sup>(b)</sup> <br>|  | 7410150 | &nbsp;&nbsp; 7396558 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, <br> 5.57%, 07/30/2054<sup>(b)</sup> <br>|  | 7588350 | &nbsp;&nbsp; 7563909 |
| &nbsp;&nbsp;&nbsp; Suntrust Alternative Loan Trust, <br> Series 2005-1F, Class 2A8, <br> 6.00%, 12/25/2035<br>|  | 60173 | &nbsp;&nbsp; 56465 |
| &nbsp;&nbsp;&nbsp; Switch ABS Issuer LLC, <br> Series 2025-2A, Class A21, <br> 5.12%, 10/25/2055<sup>(b)</sup> <br>|  | 5000000 | &nbsp;&nbsp; 5014486 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XVI Ltd., <br> Series 2015-16A, Class ARR, <br> 5.10% (3 mo. Term SOFR + <br> 1.20%), 10/15/2031<sup>(b)(d)</sup> <br>|  | 2265163 | &nbsp;&nbsp; 2266783 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XX Ltd., <br> Series 2018-20A, Class AR2, <br> 4.99% (3 mo. Term SOFR + <br> 1.10%), 01/16/2032<sup>(b)(d)</sup> <br>|  | 6016066 | &nbsp;&nbsp; 6017739 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXI Ltd., <br> Series 2019-21A, Class AR2, <br> 4.80% (3 mo. Term SOFR + <br> 0.90%), 07/15/2032<sup>(b)(d)</sup> <br>|  | 9109756 | &nbsp;&nbsp; 9113974 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXII Ltd., <br> Series 2020-22A, <br> Class A1AR, 5.06% (3 mo. <br> Term SOFR + 1.18%), <br> 04/18/2033<sup>(b)(d)</sup> <br>|  | 5464227 | &nbsp;&nbsp; 5465244 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXIII Ltd., <br> Series 2020-23A, Class AR2, <br> 4.80% (3 mo. Term SOFR + <br> 0.90%), 01/15/2034<sup>(b)(d)</sup> <br>|  | $2767525 | &nbsp;&nbsp; $2766277 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXIV, Ltd., <br> Series 2020-24A, Class A1R, <br> 5.26% (3 mo. Term SOFR + <br> 1.13%), 10/23/2035<sup>(b)(d)</sup> <br>|  | 16473000 | &nbsp;&nbsp; 16477415 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Funding LLC, <br> Series 2024-A2, Class A, <br> 4.93%, 07/15/2030<br>|  | 5010000 | &nbsp;&nbsp; 5094661 |
| Taco Bell Funding LLC, | Taco Bell Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2I, <br> 4.82%, 08/25/2055<sup>(b)</sup> <br>|  | 5690000 | &nbsp;&nbsp; 5712849 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2II, <br> 5.05%, 08/25/2055<sup>(b)</sup> <br>|  | 3310000 | &nbsp;&nbsp; 3328576 |
| &nbsp;&nbsp;&nbsp; Textainer Marine Containers VII <br> Ltd., Series 2021-2A, <br> Class A, 2.23%, <br> 04/20/2046<sup>(b)</sup> <br>|  | 8213700 | &nbsp;&nbsp; 7785153 |
| &nbsp;&nbsp;&nbsp; Thayer Park CLO Ltd., <br> Series 2017-1A, Class A1RR, <br> 4.87%, 04/20/2034<sup>(b)</sup> <br>|  | 1485000 | &nbsp;&nbsp; 1483333 |
| Thornburg Mortgage Securities Trust, | Thornburg Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-6, Class A2, <br> 5.07% (1 mo. Term SOFR + <br> 1.11%), 12/25/2033<sup>(d)</sup> <br>|  | 104108 | &nbsp;&nbsp; 101991 |
| &nbsp;&nbsp;&nbsp; Series 2005-1, Class A3, <br> 4.66%, 04/25/2045<sup>(k)</sup> <br>|  | 226695 | &nbsp;&nbsp; 222463 |
| TierPoint Issuer LLC, | TierPoint Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br> 6.15%, 04/26/2055<sup>(b)</sup> <br>|  | 11433000 | &nbsp;&nbsp; 11657363 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br> 6.40%, 04/26/2055<sup>(b)</sup> <br>|  | 8934000 | &nbsp;&nbsp; 9101718 |
| &nbsp;&nbsp;&nbsp; Tricon American Homes Trust, <br> Series 2020-SFR2, Class A, <br> 1.48%, 11/17/2039<sup>(b)</sup> <br>|  | 10701814 | &nbsp;&nbsp; 10185811 |
| &nbsp;&nbsp;&nbsp; Tricon Residential Trust, <br> Series 2025-SFR1, Class A, <br> 5.06% (1 mo. Term SOFR + <br> 1.10%), 03/17/2042<sup>(b)(d)</sup> <br>|  | 5695562 | &nbsp;&nbsp; 5700972 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, <br> Series 2019-C16, Class A4, <br> 3.60%, 04/15/2052<br>|  | 16770000 | &nbsp;&nbsp; 16272129 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers Issuer, <br> LLC, Series 2025-2A, <br> Class A2, 5.24%, <br> 11/15/2055<sup>(b)</sup> <br>|  | 7320000 | &nbsp;&nbsp; 7363355 |
| VDCM Commercial Mortgage Trust, | VDCM Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class A, <br> 5.23%, 07/13/2044<sup>(b)(k)</sup> <br>|  | 9585000 | &nbsp;&nbsp; 9738325 |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class B, <br> 5.48%, 07/13/2044<sup>(b)(k)</sup> <br>|  | 2380000 | &nbsp;&nbsp; 2418405 |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class C, <br> 6.03%, 07/13/2044<sup>(b)(k)</sup> <br>|  | 7435000 | &nbsp;&nbsp; 7601157 |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class D, <br> 6.43%, 07/13/2044<sup>(b)(k)</sup> <br>|  | 9393000 | &nbsp;&nbsp; 9622644 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Verus Securitization Trust, | Verus Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1B, <br> 0.82%, 01/25/2066<sup>(b)(k)</sup> <br>|  | $1470916 | &nbsp;&nbsp; $1331660 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, <br> 2.83%, 10/25/2066<sup>(b)</sup> <br>|  | 8240890 | &nbsp;&nbsp; 7617900 |
| &nbsp;&nbsp;&nbsp; Series 2021-R1, Class A1, <br> 0.82%, 10/25/2063<sup>(b)(k)</sup> <br>|  | 1080615 | &nbsp;&nbsp; 1046968 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.72%, 01/25/2067<sup>(b)</sup> <br>|  | 5907404 | &nbsp;&nbsp; 5586131 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 4.13%, 02/25/2067<sup>(b)</sup> <br>|  | 7082528 | &nbsp;&nbsp; 6865213 |
| &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, <br> 5.10%, 09/25/2069<sup>(b)(k)</sup> <br>|  | 4131864 | &nbsp;&nbsp; 4136840 |
| &nbsp;&nbsp;&nbsp; Visio Trust, Series 2020-1R, <br> Class A1, 1.31%, <br> 11/25/2055<sup>(b)</sup> <br>|  | 827870 | &nbsp;&nbsp; 802504 |
| &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through <br> Ctfs. Trust, Series 2007-<br> HY2, Class 2A2, 4.61%, <br> 11/25/2036<sup>(k)</sup> <br>|  | 115440 | &nbsp;&nbsp; 100689 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Mortgage Backed <br> Securities Trust, <br> Series 2005-AR14, Class A1, <br> 6.46%, 08/25/2035<sup>(k)</sup> <br>|  | 50157 | &nbsp;&nbsp; 49352 |
| Wendy's Funding LLC, | Wendy's Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-1A, Class A2II, <br> 3.88%, 03/15/2048<sup>(b)</sup> <br>|  | 10375378 | &nbsp;&nbsp; 10197246 |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A2II, <br> 4.08%, 06/15/2049<sup>(b)</sup> <br>|  | 4853239 | &nbsp;&nbsp; 4745382 |
| &nbsp;&nbsp;&nbsp; WEST Trust, Series 2025-ROSE, <br> Class A, 5.45%, <br> 04/10/2035<sup>(b)(k)</sup> <br>|  | 5762000 | &nbsp;&nbsp; 5882199 |
| &nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage <br> Trust, Series 2014-C23, <br> Class B, 4.42%, <br> 10/15/2057<sup>(k)</sup> <br>|  | 4693000 | &nbsp;&nbsp; 4555978 |
| Zaxby's Funding LLC, | Zaxby's Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2, <br> 3.24%, 07/30/2051<sup>(b)</sup> <br>|  | 21034839 | &nbsp;&nbsp; 19840127 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.59%, 04/30/2054<sup>(b)</sup> <br>|  | 4586938 | &nbsp;&nbsp; 4685828 |
| Zayo Issuer LLC, | Zayo Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br> 5.95%, 06/20/2055<sup>(b)</sup> <br>|  | 8273000 | &nbsp;&nbsp; 8497758 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A2, <br> 5.57%, 10/20/2055<sup>(b)</sup> <br>|  | 6494000 | &nbsp;&nbsp; 6555785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $1,776,054,483) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $1,776,054,483) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $1,776,054,483) | &nbsp;&nbsp; 1735679698 |
| **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–23.40%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–23.40%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–23.40%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–23.40%** |
| **Collateralized Mortgage Obligations–0.66%** | **Collateralized Mortgage Obligations–0.66%** | **Collateralized Mortgage Obligations–0.66%** | **Collateralized Mortgage Obligations–0.66%** |
| Fannie Mae REMICs, | Fannie Mae REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>7.00%, 05/25/2033<sup>(l)</sup> <br>|  | 1383 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/25/2033<sup>(l)</sup> <br>|  | 1526 | &nbsp;&nbsp; 185 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., | &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., |  |  |
| &nbsp;&nbsp;&nbsp; Series K083, Class AM, <br>4.03%, 10/25/2028<sup>(k)</sup> <br>|  | $4736000 | &nbsp;&nbsp; $4761880 |
| &nbsp;&nbsp;&nbsp; Series K085, Class AM, <br>4.06%, 10/25/2028<sup>(k)</sup> <br>|  | 4736000 | &nbsp;&nbsp; 4767639 |
| &nbsp;&nbsp;&nbsp; Series K089, Class AM, <br>3.63%, 01/25/2029<sup>(k)</sup> <br>|  | 8018000 | &nbsp;&nbsp; 7960029 |
| &nbsp;&nbsp;&nbsp; Series K088, Class AM, <br>3.76%, 01/25/2029<sup>(k)</sup> <br>|  | 18944000 | &nbsp;&nbsp; 18888564 |
|  |  |  | &nbsp;&nbsp; 36378453 |
| **Federal Home Loan Mortgage Corp. (FHLMC)–2.20%** | **Federal Home Loan Mortgage Corp. (FHLMC)–2.20%** | **Federal Home Loan Mortgage Corp. (FHLMC)–2.20%** | **Federal Home Loan Mortgage Corp. (FHLMC)–2.20%** |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/2026 |  | 14490 | &nbsp;&nbsp; 14420 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/2028 to <br> 06/01/2032<br>|  | 110300 | &nbsp;&nbsp; 115618 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/2029 to <br> 08/01/2053<br>|  | 52846110 | &nbsp;&nbsp; 54899881 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/2030 to <br> 05/01/2035<br>|  | 120283 | &nbsp;&nbsp; 123567 |
| &nbsp;&nbsp;&nbsp; 8.50%, 08/01/2031 |  | 7562 | &nbsp;&nbsp; 8005 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/2032 to <br> 11/01/2052<br>|  | 34091876 | &nbsp;&nbsp; 30431002 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/2032 to <br> 09/01/2036<br>|  | 39006 | &nbsp;&nbsp; 41019 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/2032 |  | 5174 | &nbsp;&nbsp; 5439 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/2034 to <br> 07/01/2053<br>|  | 26658575 | &nbsp;&nbsp; 27321954 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/2034 to <br> 06/01/2040<br>|  | 703997 | &nbsp;&nbsp; 725882 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/2040 to <br> 10/01/2046<br>|  | 7593753 | &nbsp;&nbsp; 7683317 |
| &nbsp;&nbsp;&nbsp; ARM, <br>6.89% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 2.05%), <br> 12/01/2036<sup>(d)</sup> <br>|  | 23924 | &nbsp;&nbsp; 24807 |
| &nbsp;&nbsp;&nbsp; 7.23% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 2.29%), <br> 02/01/2037<sup>(d)</sup> <br>|  | 2279 | &nbsp;&nbsp; 2354 |
| &nbsp;&nbsp;&nbsp; 6.71% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 1.88%), <br> 05/01/2037<sup>(d)</sup> <br>|  | 36956 | &nbsp;&nbsp; 38220 |
|  |  |  | &nbsp;&nbsp; 121435485 |
| **Federal National Mortgage Association (FNMA)–1.14%** | **Federal National Mortgage Association (FNMA)–1.14%** | **Federal National Mortgage Association (FNMA)–1.14%** | **Federal National Mortgage Association (FNMA)–1.14%** |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/2028 to <br> 01/01/2037<br>|  | 22336 | &nbsp;&nbsp; 23254 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/01/2030 to <br> 08/01/2037<br>|  | 191496 | &nbsp;&nbsp; 198197 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/2030 to <br> 05/01/2047<br>|  | 19883598 | &nbsp;&nbsp; 18899292 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/2032 to <br> 02/01/2034<br>|  | 96455 | &nbsp;&nbsp; 101033 |
| &nbsp;&nbsp;&nbsp; 8.50%, 10/01/2032 |  | 12692 | &nbsp;&nbsp; 13270 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/2033 to <br> 09/01/2053<br>|  | 28418464 | &nbsp;&nbsp; 29080035 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/2033 |  | 11110 | &nbsp;&nbsp; 11678 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/2037 to <br> 10/01/2039<br>|  | 3024 | &nbsp;&nbsp; 3195 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/2039 |  | 209328 | &nbsp;&nbsp; 215779 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/2043 |  | 1544807 | &nbsp;&nbsp; 1435141 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Federal National Mortgage Association (FNMA)–(continued)** | **Federal National Mortgage Association (FNMA)–(continued)** | **Federal National Mortgage Association (FNMA)–(continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/2048 | $13185732 | &nbsp;&nbsp; $12803798 |
| &nbsp;&nbsp;&nbsp; ARM, <br>6.25% (1 yr. U.S. Treasury <br> Yield Curve Rate + 2.20%), <br> 05/01/2035<sup>(d)</sup> <br>| 26978 | &nbsp;&nbsp; 27902 |
| &nbsp;&nbsp;&nbsp; 6.59% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 1.62%), <br> 01/01/2037<sup>(d)</sup> <br>| 12609 | &nbsp;&nbsp; 13035 |
| &nbsp;&nbsp;&nbsp; 6.65% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 1.72%), <br> 03/01/2038<sup>(d)</sup> <br>| 10868 | &nbsp;&nbsp; 11117 |
|  |  | &nbsp;&nbsp; 62836726 |
| **Government National Mortgage Association (GNMA)–3.25%** | **Government National Mortgage Association (GNMA)–3.25%** | **Government National Mortgage Association (GNMA)–3.25%** |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/2026 | 209 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp; 6.56%, 01/15/2027 | 11004 | &nbsp;&nbsp; 11119 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/2028 to <br> 09/15/2032<br>| 47341 | &nbsp;&nbsp; 48247 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/2028 to <br> 02/15/2033<br>| 20647 | &nbsp;&nbsp; 21499 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/2029 to <br> 09/15/2034<br>| 24330 | &nbsp;&nbsp; 24837 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/2031 to <br> 05/15/2032<br>| 2404 | &nbsp;&nbsp; 2451 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/2035 | 13109 | &nbsp;&nbsp; 13352 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/2035 | 1239 | &nbsp;&nbsp; 1274 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/20/2048 | 2415899 | &nbsp;&nbsp; 2300931 |
| &nbsp;&nbsp;&nbsp; TBA, <br>2.50%, 12/01/2055<sup>(m)</sup> <br>| 46250000 | &nbsp;&nbsp; 40145267 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/2055<sup>(m)</sup> <br>| 43634000 | &nbsp;&nbsp; 42683767 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/2055<sup>(m)</sup> <br>| 37810000 | &nbsp;&nbsp; 37773395 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/2055<sup>(m)</sup> <br>| 30008000 | &nbsp;&nbsp; 30309097 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/2055<sup>(m)</sup> <br>| 25897000 | &nbsp;&nbsp; 26398275 |
|  |  | &nbsp;&nbsp; 179733721 |
| **Uniform Mortgage-Backed Securities–16.15%** | **Uniform Mortgage-Backed Securities–16.15%** | **Uniform Mortgage-Backed Securities–16.15%** |
| &nbsp;&nbsp;&nbsp; TBA, <br>4.50%, 12/01/2040 to <br> 12/01/2055<sup>(m)</sup> <br>| 61761730 | &nbsp;&nbsp; 61417523 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/2040 to <br> 12/01/2055<sup>(m)</sup> <br>| 94941822 | &nbsp;&nbsp; 95357337 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/2055<sup>(m)</sup> <br>| 222706641 | &nbsp;&nbsp; 181268260 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/2055<sup>(m)</sup> <br>| 214136525 | &nbsp;&nbsp; 182224729 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/2055<sup>(m)</sup> <br>| 134641987 | &nbsp;&nbsp; 119606190 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/2055<sup>(m)</sup> <br>| 84249877 | &nbsp;&nbsp; 77937886 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/2055<sup>(m)</sup> <br>| 64994561 | &nbsp;&nbsp; 61911873 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/2055<sup>(m)</sup> <br>| 37726596 | &nbsp;&nbsp; 38208073 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/2055<sup>(m)</sup> <br>| 28626676 | &nbsp;&nbsp; 29313871 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/2055<sup>(m)</sup> <br>| 44240000 | &nbsp;&nbsp; 45835367 |
|  |  | &nbsp;&nbsp; 893081109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $1,290,828,282) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $1,290,828,282) | &nbsp;&nbsp; 1293465494 |
| **U.S. Treasury Securities–12.31%** | **U.S. Treasury Securities–12.31%** | **U.S. Treasury Securities–12.31%** |
| **U.S. Treasury Bills–0.47%** | **U.S. Treasury Bills–0.47%** | **U.S. Treasury Bills–0.47%** |
| &nbsp;&nbsp;&nbsp; 3.59% - 4.12%, <br> 05/14/2026<sup>(n)(o)</sup> <br>| 26332000 | &nbsp;&nbsp; 25894289 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Treasury Bonds–1.95%** | **U.S. Treasury Bonds–1.95%** | **U.S. Treasury Bonds–1.95%** |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/2045 | $7199100 | &nbsp;&nbsp; $7194601 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/2055 | 99399300 | &nbsp;&nbsp; 100672853 |
|  |  | &nbsp;&nbsp; 107867454 |
| **U.S. Treasury Notes–9.89%** | **U.S. Treasury Notes–9.89%** | **U.S. Treasury Notes–9.89%** |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/31/2027 | 144808600 | &nbsp;&nbsp; 144780318 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/2028 | 99047000 | &nbsp;&nbsp; 99074083 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/31/2030 | 130365600 | &nbsp;&nbsp; 130498002 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/31/2032 | 10827800 | &nbsp;&nbsp; 10804114 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/2035 | 162018000 | &nbsp;&nbsp; 161777504 |
|  |  | &nbsp;&nbsp; 546934021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $677,338,081) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $677,338,081) | &nbsp;&nbsp; 680695764 |
| **Variable Rate Senior Loan Interests–1.48%**<sup>(p)(q)</sup>  | **Variable Rate Senior Loan Interests–1.48%**<sup>(p)(q)</sup>  | **Variable Rate Senior Loan Interests–1.48%**<sup>(p)(q)</sup>  |
| **Aerospace & Defense–0.05%** | **Aerospace & Defense–0.05%** | **Aerospace & Defense–0.05%** |
| TransDigm, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan J, 6.50% (3 mo. <br> Term SOFR + 3.25%), <br> 02/28/2031<br>| 246875 | &nbsp;&nbsp; 247550 |
| &nbsp;&nbsp;&nbsp; Term Loan M, 6.50% (1 mo. <br> SOFR + 2.50%), <br> 08/30/2032<br>| 2761733 | &nbsp;&nbsp; 2770598 |
|  |  | &nbsp;&nbsp; 3018148 |
| **Automobile Manufacturers–0.03%** | **Automobile Manufacturers–0.03%** | **Automobile Manufacturers–0.03%** |
| &nbsp;&nbsp;&nbsp; Panther BF Aggregator 2 L.P. <br> (Power Solutions, Clarios <br> POWSOL), Term Loan B, <br> 6.67% (1 mo. Term SOFR + <br> 2.75%), 01/15/2032<br>| 1437000 | &nbsp;&nbsp; 1444185 |
| **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower L.P. <br> (Copeland), Incremental Term <br> Loan B, 6.12% (6 mo. Term <br> SOFR + 2.25%), <br> 08/04/2031<br>| 392038 | &nbsp;&nbsp; 392661 |
| **Health Care Facilities–0.00%** | **Health Care Facilities–0.00%** | **Health Care Facilities–0.00%** |
| &nbsp;&nbsp;&nbsp; Select Medical Corp., Term Loan <br> B, 5.92% (1 mo. Term SOFR <br> + 0.20%), 11/30/2031<br>| 155783 | &nbsp;&nbsp; 154809 |
| **Health Care Supplies–0.04%** | **Health Care Supplies–0.04%** | **Health Care Supplies–0.04%** |
| &nbsp;&nbsp;&nbsp; Bausch and Lomb, Inc., Term <br> Loan B, 8.17% (1 mo. Term <br> SOFR + 4.25%), <br> 01/30/2031<br>| 2044875 | &nbsp;&nbsp; 2060723 |
| **Passenger Airlines–0.12%** | **Passenger Airlines–0.12%** | **Passenger Airlines–0.12%** |
| &nbsp;&nbsp;&nbsp; AAdvantage Loyality IP Ltd. <br> (American Airlines, Inc.), <br> Term Loan B, 7.13% (3 mo. <br> SOFR + 3.25%), <br> 05/07/2032<br>| 6862316 | &nbsp;&nbsp; 6894912 |
| **Real Estate Development–0.00%** | **Real Estate Development–0.00%** | **Real Estate Development–0.00%** |
| &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>| 246262 | &nbsp;&nbsp; 247802 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Real Estate Operating Companies–0.00%** | **Real Estate Operating Companies–0.00%** | **Real Estate Operating Companies–0.00%** | **Real Estate Operating Companies–0.00%** |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield US <br> Borrower LLC, Term Loan, <br> 6.67% (1 mo. Term SOFR + <br> 3.75%), 01/31/2030<br>|  | $212406 | &nbsp;&nbsp; $213424 |
| **Restaurants–0.83%** | **Restaurants–0.83%** | **Restaurants–0.83%** | **Restaurants–0.83%** |
| Raising Cane's Restaurants LLC, | Raising Cane's Restaurants LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, 5.92% (1 mo. <br> SOFR + 2.00%), <br> 09/10/2031<br>|  | 15500505 | &nbsp;&nbsp; 15529568 |
| &nbsp;&nbsp;&nbsp; Term Loan, 5.84% (1 mo. <br> Term SOFR + 2.00%), <br> 10/25/2032<br>|  | 30095000 | &nbsp;&nbsp; 30138939 |
|  |  |  | &nbsp;&nbsp; 45668507 |
| **Wireless Telecommunication Services–0.40%** | **Wireless Telecommunication Services–0.40%** | **Wireless Telecommunication Services–0.40%** | **Wireless Telecommunication Services–0.40%** |
| &nbsp;&nbsp;&nbsp; X Corp., Term Loan B, 9.50%, <br> 10/27/2029<br>|  | 22172000 | &nbsp;&nbsp; 22008038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $82,070,273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $82,070,273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $82,070,273) | &nbsp;&nbsp; 82103209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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–1.10%** | **Preferred Stocks–1.10%** | **Preferred Stocks–1.10%** | **Preferred Stocks–1.10%** |
| **Aerospace & Defense–0.04%** | **Aerospace & Defense–0.04%** | **Aerospace & Defense–0.04%** | **Aerospace & Defense–0.04%** |
| Boeing Co. (The), 6.00%, Conv. Pfd. | Boeing Co. (The), 6.00%, Conv. Pfd. | 37000 | &nbsp;&nbsp; 2339140 |
| **Diversified Banks–0.52%** | **Diversified Banks–0.52%** | **Diversified Banks–0.52%** | **Diversified Banks–0.52%** |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co., 7.50%, Class A, <br> Series L, Conv. Pfd. | &nbsp;&nbsp;&nbsp; Wells Fargo & Co., 7.50%, Class A, <br> Series L, Conv. Pfd. | 23403 | &nbsp;&nbsp; 28551894 |
| **Diversified Financial Services–0.24%** | **Diversified Financial Services–0.24%** | **Diversified Financial Services–0.24%** | **Diversified Financial Services–0.24%** |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., <br> 7.63%, Pfd.<sup>(e)</sup>  | &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., <br> 7.63%, Pfd.<sup>(e)</sup>  | 508150 | &nbsp;&nbsp; 13445649 |
| **Electric Utilities–0.02%** | **Electric Utilities–0.02%** | **Electric Utilities–0.02%** | **Electric Utilities–0.02%** |
| &nbsp;&nbsp;&nbsp; Southern Co. (The), 7.13%, Series A, <br> Conv. Pfd. | &nbsp;&nbsp;&nbsp; Southern Co. (The), 7.13%, Series A, <br> Conv. Pfd. | 20000 | &nbsp;&nbsp; 1021600 |
| **Investment Banking & Brokerage–0.11%** | **Investment Banking & Brokerage–0.11%** | **Investment Banking & Brokerage–0.11%** | **Investment Banking & Brokerage–0.11%** |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, 6.88%, Series F, <br> Pfd. | &nbsp;&nbsp;&nbsp; Morgan Stanley, 6.88%, Series F, <br> Pfd. | 249737 | &nbsp;&nbsp; 6315849 |
| **Regional Banks–0.17%** | **Regional Banks–0.17%** | **Regional Banks–0.17%** | **Regional Banks–0.17%** |
| &nbsp;&nbsp;&nbsp; M&T Bank Corp., 7.50%, Series J, <br> Pfd. | &nbsp;&nbsp;&nbsp; M&T Bank Corp., 7.50%, Series J, <br> Pfd. | 348527 | &nbsp;&nbsp; 9284759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $61,061,886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $61,061,886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $61,061,886) | &nbsp;&nbsp; 60958891 |
| **Exchange-Traded Funds–1.05%** | **Exchange-Traded Funds–1.05%** | **Exchange-Traded Funds–1.05%** | **Exchange-Traded Funds–1.05%** |
| Invesco Core Fixed Income ETF<sup>(r)</sup>  | Invesco Core Fixed Income ETF<sup>(r)</sup>  | 10500 | &nbsp;&nbsp; 268541 |
| Invesco High Yield Bond Factor ETF<sup>(c)(r)</sup>  | Invesco High Yield Bond Factor ETF<sup>(c)(r)</sup>  | 134800 | &nbsp;&nbsp; 3051508 |
| Invesco High Yield Select ETF<sup>(r)</sup>  | Invesco High Yield Select ETF<sup>(r)</sup>  | 9000 | &nbsp;&nbsp; 231981 |
| Invesco Senior Loan ETF<sup>(c)(r)</sup>  | Invesco Senior Loan ETF<sup>(c)(r)</sup>  | 112000 | &nbsp;&nbsp; 2343040 |
| &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return <br> Bond ETF<sup>(r)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return <br> Bond ETF<sup>(r)</sup>  | 1893300 | &nbsp;&nbsp; 47540763 |
| Invesco Total Return Bond ETF<sup>(c)(r)</sup>  | Invesco Total Return Bond ETF<sup>(c)(r)</sup>  | 100000 | &nbsp;&nbsp; 4765000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $59,259,120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $59,259,120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $59,259,120) | &nbsp;&nbsp; 58200833 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **Non-U.S. Dollar Denominated Bonds & Notes–0.25%**<sup>(s)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–0.25%**<sup>(s)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–0.25%**<sup>(s)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–0.25%**<sup>(s)</sup>  |
| **Automotive Parts & Equipment–0.01%** | **Automotive Parts & Equipment–0.01%** | **Automotive Parts & Equipment–0.01%** | **Automotive Parts & Equipment–0.01%** |
| &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US <br> Finance Co., 4.75%, <br> 06/15/2031<sup>(b)</sup> <br>| EUR | 100000 | &nbsp;&nbsp; 118449 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Automotive Parts & Equipment–(continued)** | **Automotive Parts & Equipment–(continued)** | **Automotive Parts & Equipment–(continued)** | **Automotive Parts & Equipment–(continued)** |
| &nbsp;&nbsp;&nbsp; Schaeffler AG (Germany), <br> 3.38%, 10/12/2028<sup>(b)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; $232468 |
|  |  |  | &nbsp;&nbsp; 350917 |
| **Cable & Satellite–0.00%** | **Cable & Satellite–0.00%** | **Cable & Satellite–0.00%** | **Cable & Satellite–0.00%** |
| &nbsp;&nbsp;&nbsp; Sunrise FinCo I B.V. <br> (Netherlands), 4.63%, <br> 05/15/2032(Acquired <br> 05/21/2025-05/28/2025; <br> Cost $283,798)<sup>(b)(j)</sup> <br>| EUR | 250000 | &nbsp;&nbsp; 293971 |
| **Commercial & Residential Mortgage Finance–0.00%** | **Commercial & Residential Mortgage Finance–0.00%** | **Commercial & Residential Mortgage Finance–0.00%** | **Commercial & Residential Mortgage Finance–0.00%** |
| &nbsp;&nbsp;&nbsp; ION Platform Finance S.a.r.l. <br> (Luxembourg), | &nbsp;&nbsp;&nbsp; ION Platform Finance S.a.r.l. <br> (Luxembourg), |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/30/2030<sup>(b)</sup> <br>| EUR | 100000 | &nbsp;&nbsp; 113095 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/30/2032<sup>(b)</sup> <br>| EUR | 100000 | &nbsp;&nbsp; 112277 |
|  |  |  | &nbsp;&nbsp; 225372 |
| **Drug Retail–0.06%** | **Drug Retail–0.06%** | **Drug Retail–0.06%** | **Drug Retail–0.06%** |
| &nbsp;&nbsp;&nbsp; Boots Group Finco L.P. (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Boots Group Finco L.P. (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/31/2032<sup>(b)</sup> <br>| EUR | 1025000 | &nbsp;&nbsp; 1224744 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/31/2032<sup>(b)</sup> <br>| GBP | 1500000 | &nbsp;&nbsp; 2044247 |
|  |  |  | &nbsp;&nbsp; 3268991 |
| **Health Care Supplies–0.00%** | **Health Care Supplies–0.00%** | **Health Care Supplies–0.00%** | **Health Care Supplies–0.00%** |
| &nbsp;&nbsp;&nbsp; Bausch + Lomb Netherlands B.V. <br> and Bausch & Lomb, Inc., <br> 5.87% (3 mo. EURIBOR + <br> 3.88%), 01/15/2031<sup>(b)(d)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; 235874 |
| **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** |
| &nbsp;&nbsp;&nbsp; Mobilux Finance S.A.S. (France), <br> 4.25%, 07/15/2028<sup>(b)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; 232818 |
| **Integrated Telecommunication Services–0.05%** | **Integrated Telecommunication Services–0.05%** | **Integrated Telecommunication Services–0.05%** | **Integrated Telecommunication Services–0.05%** |
| &nbsp;&nbsp;&nbsp; AT&T, Inc., Series MPLE, 5.10%, <br> 11/25/2048<br>| CAD | 3527000 | &nbsp;&nbsp; 2533272 |
| **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** |
| &nbsp;&nbsp;&nbsp; Netflix, Inc., 3.88%, <br> 11/15/2029<sup>(b)</sup> <br>| EUR | 5311000 | &nbsp;&nbsp; 6405337 |
| **Sovereign Debt–0.01%** | **Sovereign Debt–0.01%** | **Sovereign Debt–0.01%** | **Sovereign Debt–0.01%** |
| &nbsp;&nbsp;&nbsp; Romanian Government <br> International Bond (Romania), <br> 6.75%, 07/11/2039<sup>(b)</sup> <br>| EUR | 300000 | &nbsp;&nbsp; 364686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $13,363,494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $13,363,494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $13,363,494) | &nbsp;&nbsp; 13911238 |
| **Agency Credit Risk Transfer Notes–0.12%** | **Agency Credit Risk Transfer Notes–0.12%** | **Agency Credit Risk Transfer Notes–0.12%** | **Agency Credit Risk Transfer Notes–0.12%** |
| &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, | &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-R02, <br> Class 1M1, 6.37% (30 Day <br> Average SOFR + 2.30%), <br> 01/25/2043<sup>(b)(d)</sup> <br>|  | $2204735 | &nbsp;&nbsp; 2249656 |
| &nbsp;&nbsp;&nbsp; Series 2025-R04, Class 1A1, <br> 5.07% (30 Day Average <br> SOFR + 1.00%), <br> 05/25/2045<sup>(b)(d)</sup> <br>|  | 1051646 | &nbsp;&nbsp; 1053879 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1, <br> STACR<sup>®</sup>, 6.14% (30 Day <br> Average SOFR + 2.10%), <br> 03/25/2043<sup>(b)(d)</sup> <br>|  | $1617815 | &nbsp;&nbsp; $1640879 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA4, Class A1, <br> STACR<sup>®</sup>, 4.97% (30 Day <br> Average SOFR + 0.90%), <br> 10/25/2045<sup>(b)(d)</sup> <br>|  | 1438938 | &nbsp;&nbsp; 1439751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $6,313,134) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $6,313,134) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $6,313,134) | &nbsp;&nbsp; 6384165 |
| **Municipal Obligations–0.01%** | **Municipal Obligations–0.01%** | **Municipal Obligations–0.01%** | **Municipal Obligations–0.01%** |
| &nbsp;&nbsp;&nbsp; Georgia (State of) Municipal <br> Electric Authority (Plant <br> Vogtle Units 3 & 4), <br> Series 2010 A, RB, 6.66%, <br> 04/01/2057 <br>(Cost $507,000)<br>|  | 507000 | &nbsp;&nbsp; 560002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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–0.00%** | **Common Stocks & Other Equity Interests–0.00%** | **Common Stocks & Other Equity Interests–0.00%** | **Common Stocks & Other Equity Interests–0.00%** |
| **Broadline Retail–0.00%** | **Broadline Retail–0.00%** | **Broadline Retail–0.00%** | **Broadline Retail–0.00%** |
| Americanas S.A. (Brazil)<sup>(t)</sup>  | Americanas S.A. (Brazil)<sup>(t)</sup>  | 10955 | &nbsp;&nbsp; 12191 |
| &nbsp;&nbsp;&nbsp; Americanas S.A., Wts., expiring <br> 03/19/2027 (Brazil)<sup>(t)</sup>  | &nbsp;&nbsp;&nbsp; Americanas S.A., Wts., expiring <br> 03/19/2027 (Brazil)<sup>(t)</sup>  | 3651 | &nbsp;&nbsp; 2736 |
|  |  |  | &nbsp;&nbsp; 14927 |
| **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** |
| Vantage Drilling International Ltd.<sup>(t)</sup>  | Vantage Drilling International Ltd.<sup>(t)</sup>  | 95 | &nbsp;&nbsp; 1140 |
| **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** |
| Smurfit WestRock PLC | Smurfit WestRock PLC | 65 | &nbsp;&nbsp; 2320 |
| **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** |
| Ingevity Corp.<sup>(t)</sup>  | Ingevity Corp.<sup>(t)</sup>  | 10 | &nbsp;&nbsp; 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $4,952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $4,952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $4,952) | &nbsp;&nbsp; 18909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; <br> **Shares** | &nbsp;&nbsp; <br> **Shares** | **Value** |
| **Money Market Funds–2.04%** | **Money Market Funds–2.04%** | **Money Market Funds–2.04%** | **Money Market Funds–2.04%** |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 3.91%<sup>(r)(u)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 3.91%<sup>(r)(u)</sup>  | 39428011 | &nbsp;&nbsp; $39428011 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 3.85%<sup>(r)(u)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 3.85%<sup>(r)(u)</sup>  | 73218503 | &nbsp;&nbsp; 73218503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds <br> (Cost $112,646,514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds <br> (Cost $112,646,514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds <br> (Cost $112,646,514) | &nbsp;&nbsp; 112646514 |
| **Options Purchased–0.04%** | **Options Purchased–0.04%** | **Options Purchased–0.04%** | **Options Purchased–0.04%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,051,898)<sup>(v)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,051,898)<sup>(v)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,051,898)<sup>(v)</sup>  | &nbsp;&nbsp; 1985025 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN <br> SECURITIES (excluding <br> investments purchased with <br> cash collateral from <br> securities on loan)-119.80% <br> (Cost $6,621,174,934)<br>|  |  | &nbsp;&nbsp; 6623020604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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** |  |
| **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–7.65%** | **Money Market Funds–7.65%** | **Money Market Funds–7.65%** | **Money Market Funds–7.65%** |
| &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.00%<sup>(r)(u)(w)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.00%<sup>(r)(u)(w)</sup>  | 117202918 | &nbsp;&nbsp; 117202918 |
| &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 4.12%<sup>(r)(u)(w)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 4.12%<sup>(r)(u)(w)</sup>  | 305737083 | &nbsp;&nbsp; 305828804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan <br> (Cost $423,033,153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan <br> (Cost $423,033,153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan <br> (Cost $423,033,153) | &nbsp;&nbsp; 423031722 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–127.45% <br> (Cost $7,044,208,087) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–127.45% <br> (Cost $7,044,208,087) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–127.45% <br> (Cost $7,044,208,087) | &nbsp;&nbsp; 7046052326 |
| OTHER ASSETS LESS LIABILITIES—(27.45)% | OTHER ASSETS LESS LIABILITIES—(27.45)% | OTHER ASSETS LESS LIABILITIES—(27.45)% | &nbsp;&nbsp; (1517742346)<br>|
| NET ASSETS–100.00% | NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp; $5528309980 |

---

Investment Abbreviations:

---

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

---

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

**Invesco Core Plus Bond Fund**

------

Notes to Schedule of Investments:

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

<sup>(b)</sup> Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act"). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at November 30, 2025 was $2,827,307,289, which represented 51.14% of the Fund's Net Assets. 

<sup>(c)</sup> All or a portion of this security was out on loan at November 30, 2025.

<sup>(d)</sup> Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on November 30, 2025.

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

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

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

<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 November 30, 2025 was $2,611,726, 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> Restricted security. The aggregate value of these securities at November 30, 2025 was $562,208, which represented less than 1% of the Fund's Net Assets.

<sup>(k)</sup> Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2025. 

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

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

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

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

<sup>(p)</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>(q)</sup> Variable rate senior loan interests are, at present, not readily marketable, not registered under the 1933 Act and may be subject to contractual and legal restrictions on sale. Variable rate senior loan interests in the Fund's portfolio generally have variable rates which adjust to a base, such as the 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>(r)</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 November 30, 2025. 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**August 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>**November 30, 2025**<br>| **Dividend Income** |
| Invesco Core Fixed Income ETF | $- | &nbsp;&nbsp; $268320 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $221 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $268541 | &nbsp;&nbsp; $1054 |
| Invesco High Yield Bond Factor ETF | &nbsp;&nbsp;&nbsp;&nbsp; 1861810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1195967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; (6269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 3051508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40608 |
| Invesco High Yield Select ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 1131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3450 |
| Invesco Senior Loan ETF | &nbsp;&nbsp;&nbsp;&nbsp; 2343040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 2343040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40824 |
| &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return Bond <br> ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47239254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp; (23946) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 47540763 | &nbsp;&nbsp;&nbsp;&nbsp; 227182 |
| Invesco Total Return Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp; 4704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 4765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59752 |
| **Investments in Affiliated Money Market** <br> **Funds:**<br>|  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class<br>| &nbsp;&nbsp;&nbsp; 69413412 | &nbsp;&nbsp;&nbsp;&nbsp; 157375258 | &nbsp;&nbsp;&nbsp;&nbsp; (187360659) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 39428011 | &nbsp;&nbsp;&nbsp;&nbsp; 411584 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, Institutional <br> Class<br>| &nbsp;&nbsp; 128905675 | &nbsp;&nbsp;&nbsp;&nbsp; 292268337 | &nbsp;&nbsp;&nbsp;&nbsp; (347955509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 73218503 | &nbsp;&nbsp;&nbsp;&nbsp; 751594 |
| **Investments Purchased with Cash** <br> **Collateral from Securities on Loan:**<br>|  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp; 90053280 | &nbsp;&nbsp;&nbsp;&nbsp; 157376068 | &nbsp;&nbsp;&nbsp;&nbsp; (130226430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp; 117202918 | &nbsp;&nbsp; 1,033,747\* |
| Invesco Private Prime Fund | &nbsp;&nbsp; 252062513 | &nbsp;&nbsp;&nbsp;&nbsp; 390034772 | &nbsp;&nbsp;&nbsp;&nbsp; (336268624) | &nbsp;&nbsp; (18429) | &nbsp;&nbsp; 18572 | &nbsp;&nbsp; 305828804 | &nbsp;&nbsp; 2,800,803\* |
| Total | $549900035 | &nbsp;&nbsp; $1045757976 | &nbsp;&nbsp; $(1001811222) | &nbsp;&nbsp; $13708 | &nbsp;&nbsp; $18572 | &nbsp;&nbsp; $593879069 | &nbsp;&nbsp; $5370598 |

---

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

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

<sup>(u)</sup> The rate shown is the 7-day SEC standardized yield as of November 30, 2025.

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

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

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

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

**Invesco Core Plus Bond Fund**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** |
| **Description** | **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** |
| **Equity Risk** | **Equity Risk** | **Equity Risk** |  |  |  |  |  |
| S&P 500 Index<br> Call | &nbsp;&nbsp; 02/20/2026 | &nbsp;&nbsp; 133 | &nbsp;&nbsp; USD | 6975.00 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 92767500 | $1985025 |

---

&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 Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** |
| **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; 4128 | March-2026 | &nbsp;&nbsp;&nbsp; $862171504 | &nbsp;&nbsp;&nbsp; $739820 | &nbsp;&nbsp;&nbsp; $739820 |
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp; 367 | March-2026 | &nbsp;&nbsp;&nbsp; 43099563 | &nbsp;&nbsp;&nbsp; 286447 | &nbsp;&nbsp;&nbsp; 286447 |
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp; 1661 | March-2026 | &nbsp;&nbsp;&nbsp; 200877187 | &nbsp;&nbsp;&nbsp; 2164064 | &nbsp;&nbsp;&nbsp; 2164064 |
| &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; 3190331 | &nbsp;&nbsp;&nbsp; 3190331 |
| **Short Futures Contracts** |  |  |  |  |  |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 5 Year Notes | &nbsp;&nbsp;&nbsp; 2711 | March-2026 | &nbsp;&nbsp;&nbsp; (297574609)<br>| &nbsp;&nbsp;&nbsp; (981967)<br>| &nbsp;&nbsp;&nbsp; (981967)<br>|
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp; 1476 | March-2026 | &nbsp;&nbsp;&nbsp; (167295375)<br>| &nbsp;&nbsp;&nbsp; (1051808)<br>| &nbsp;&nbsp;&nbsp; (1051808)<br>|
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp; 1821 | March-2026 | &nbsp;&nbsp;&nbsp; (211605891)<br>| &nbsp;&nbsp;&nbsp; (1894998)<br>| &nbsp;&nbsp;&nbsp; (1894998)<br>|
| &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; (3928773)<br>| &nbsp;&nbsp;&nbsp; (3928773)<br>|
| &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; $(738442)<br>| &nbsp;&nbsp;&nbsp; $(738442)<br>|

---

&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** |  |  |  |  |  |  |
| 01/28/2026 | Barclays Bank PLC | EUR | 6238000 | USD | 7277842 | &nbsp;&nbsp;&nbsp; $17675 |
| 01/28/2026 | State Street Bank & Trust Co. | GBP | 392000 | USD | 524192 | &nbsp;&nbsp;&nbsp; 5307 |
| &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; 22982 |
| **Currency Risk** |  |  |  |  |  |  |
| 01/28/2026 | Deutsche Bank AG | CAD | 1000000 | USD | 716804 | &nbsp;&nbsp;&nbsp; (838)<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; $22144 |

---

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

---

| | |
|:---|:---|
| Abbreviations: | Abbreviations: |
| CAD | —Canadian Dollar |
| EUR | —Euro |
| GBP | —British Pound Sterling |
| USD | —U.S. Dollar |

---

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

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

**Invesco Core Plus Bond Fund**

------

**Notes to Quarterly Schedule of Portfolio Holdings**

*November 30, 2025*

*(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 November 30, 2025. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** | **Total** |
| <br>**Investments in Securities** |  |  |  |  |
| U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $2517765489 | &nbsp;&nbsp;&nbsp;&nbsp; $58645373 | &nbsp;&nbsp;&nbsp;&nbsp; $2576410862 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1706564961 | &nbsp;&nbsp;&nbsp;&nbsp; 29114737 | &nbsp;&nbsp;&nbsp;&nbsp; 1735679698 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1293465494 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1293465494 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 680695764 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 680695764 |
| Variable Rate Senior Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 81855407 | &nbsp;&nbsp;&nbsp;&nbsp; 247802 | &nbsp;&nbsp;&nbsp;&nbsp; 82103209 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 60958891 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 60958891 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 58200833 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 58200833 |
| Non-U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13911238 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13911238 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6384165 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6384165 |
| Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 560002 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 560002 |
| Common Stocks & Other Equity Interests | &nbsp;&nbsp;&nbsp;&nbsp; 18909 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18909 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp; 112646514 | &nbsp;&nbsp;&nbsp;&nbsp; 423031722 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 535678236 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp; 1985025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1985025 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; 233810172 | &nbsp;&nbsp;&nbsp;&nbsp; 6724234242 | &nbsp;&nbsp;&nbsp;&nbsp; 88007912 | &nbsp;&nbsp;&nbsp;&nbsp; 7046052326 |
| **Other Investments - Assets\*** |  |  |  |  |
| Investments Matured | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 116607 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 116607 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 3190331 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3190331 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22982 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 22982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3190331 | &nbsp;&nbsp;&nbsp;&nbsp; 139589 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 3329920 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; (3928773)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3928773)<br>|
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (838)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (838)<br>|
|  | &nbsp;&nbsp;&nbsp;&nbsp; (3928773)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (838)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3929611)<br>|
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp; (738442)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 138751 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; (599691)<br>|
| **Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp; $233071730 | &nbsp;&nbsp;&nbsp;&nbsp; $6724372993 | &nbsp;&nbsp;&nbsp;&nbsp; $88007912 | &nbsp;&nbsp;&nbsp;&nbsp; $7045452635 |

---

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

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

A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the reporting period in relation to net assets.

**Invesco Core Plus Bond Fund**

------

The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) during the period ended November 30, 2025:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**08/31/25**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Accrued** <br>**Discounts/** <br>**Premiums**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation**<br>| **Transfers** <br>**into** <br>**Level 3**<br>| **Transfers** <br>**out of** <br>**Level 3**<br>| **Value** <br>**11/30/25**<br>|
| U.S. Dollar Denominated Bonds & Notes | $25022523 | $31151484 | $— | $— | $— | $2471366 | $— | $— | $58645373 |
| Asset-Backed Securities | 28891271 |  |  | 33000 |  | 190466 |  |  | 29114737 |
| Variable Rate Senior Loan Interests | 247497 | 247793 | (248410)<br>|  | (170)<br>| 1092 |  |  | 247802 |
| Investments Matured | 0 |  |  |  |  |  |  |  | 0 |
| &nbsp;&nbsp;&nbsp; Total | $54161291 | $31399277 | $(248410)<br>| $33000 | $(170)<br>| $2662924 | $— | $— | $88007912 |

---

The following table summarizes the valuation techniques and significant unobservable inputs used in determining fair value measurements for those investments classified as Level 3 at period end:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Fair Value <br>at 11/30/25<br>| Valuation <br>Technique<br>| Unobservable <br>Inputs<br>| Range of <br>Unobservable <br>Inputs<br>| Weighted Average of <br>Unobservable Inputs <br>Based on Fair Value<br>|
| U.S. Dollar Denominated Bonds & Notes | $58645373 | Expected Recovery | Anticipated Proceeds | 112.55% of Par | - |
| Asset-Backed Securities | 29114737 | Third-Party Pricing | Broker Quote | 99.91% of Par | - |
| Variable Rate Senior Loan Interests | 247802 | Third-Party Pricing | Broker Quote | 100.63% of Par | - |
| &nbsp;&nbsp;&nbsp; Total | $88007912 |  |  |  |  |

---

**Invesco Core Plus Bond Fund**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AIM Counselor Series Trust (Invesco Counselor Series Trust)

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7094352966.37

**Total Liabilities:** $1584070338.94

**Net Assets:** $5510282627.43

**Delayed Delivery Securities:** $1102084987.60

**Cash Not Reported:** $5058711.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24191.10465590 | **1-Year:** -299345.06898124 | **5-Year:** -901136.32572515 | **10-Year:** -1167498.33257122 | **30-Year:** -462504.74088159

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

- **3-Month:** -6614.35819821 | **1-Year:** -30694.36567947 | **5-Year:** -115472.81366514 | **10-Year:** -78632.31086570 | **30-Year:** -15156.24176149

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076854 | 1.33%                | 0.58%                | 0.58%                |
| Class ID C000076856 | 1.27%                | 0.52%                | 0.41%                |
| Class ID C000076857 | 1.31%                | 0.56%                | 0.56%                |
| Class ID C000076858 | 1.35%                | 0.60%                | 0.49%                |
| Class ID C000076859 | 1.25%                | 0.71%                | 0.49%                |
| Class ID C000120777 | 1.36%                | 0.71%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $29627482.35             | $19816257.77                               |
| Month 2  | $16414961.41             | $-3362385.13                               |
| Month 3  | $6132526.12              | $6050919.44                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1                                      | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31477 | PA      | $31315.41     | 0.00%             | 2035-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A2                     | CUSIP: 863579AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33400 | PA      | $32998.59     | 0.00%             | 2034-09-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292AYN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13109 | PA      | $13351.72     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292D6R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1239 | PA      | $1274.50      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH1, Class M3                                       | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756821 | PA      | $709078.74    | 0.01%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $804111.96    | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                      | Ingevity Corp.                                                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        10 | NS      | $522.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    624000 | PA      | $632608.70    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Ctfs.                                             | CSFB Mortgage-Backed Pass-Through Ctfs., Series 2004-AR5, Class 3A1                           | CUSIP: 22541SJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345479 | PA      | $325992.40    | 0.01%             | 2034-06-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M3                                       | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529825 | PA      | $1435745.20   | 0.03%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs.                             | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs., Series 2007-WM1, Class A1            | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2577651 | PA      | $2294555.55   | 0.04%             | 2037-06-27      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2015-3, Class B2                                           | CUSIP: 46644MAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2962535 | PA      | $2819646.63   | 0.05%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2798 | PA      | $3020.84      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138WGD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    976472 | PA      | $969620.54    | 0.02%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR6, Class 3A2                                           | CUSIP: 362341SA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73249 | PA      | $66710.64     | 0.00%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420887 | PA      | $1350065.33   | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2016161 | PA      | $1912493.18   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1240045 | PA      | $1176284.21   | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FFTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073673 | PA      | $1022292.77   | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401393 | PA      | $1328814.55   | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448127 | PA      | $1369078.83   | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    880872 | PA      | $832925.06    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJY46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1217954 | PA      | $1219303.59   | 0.02%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312939JC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3395270 | PA      | $3442316.15   | 0.06%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31335AXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2601486 | PA      | $2638568.32   | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1                       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166433 | PA      | $161774.49    | 0.00%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31307TDS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    648822 | PA      | $635052.45    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M2                                       | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3084317 | PA      | $2917948.66   | 0.05%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                                                            | Jimmy John's Funding LLC, Series 2017-1A, Class A2II                                          | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5370750 | PA      | $5366649.97   | 0.10%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota S.A.                                                                | Banco de Bogota S.A.                                                                          | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $398624.12    | 0.01%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                          | Allison Transmission, Inc.                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    775000 | PA      | $774379.38    | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline L.L.C.                                                 | Abu Dhabi Crude Oil Pipeline L.L.C.                                                           | CUSIP: 00401MAA4<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $196465.40    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Emirates Semb Corp Water and Power Co. PJSC                                         | Emirates Semb Corp Water and Power Co. PJSC                                                   | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $194906.25    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2018-1A, Class A2II                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |  10375378 | PA      | $10197245.90  | 0.19%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series W                                                                | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24126.95     | 0.00%             | 2047-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC  | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC            | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417500 | PA      | $421619.43    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36195CBY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2415899 | PA      | $2300931.04   | 0.04%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B3, Class C                                             | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6921000 | PA      | $6048164.31   | 0.11%             | 2051-04-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                             | Invesco Senior Loan ETF                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    112000 | NS      | $2343040.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Total Return Bond ETF                                                       | Invesco Total Return Bond ETF                                                                 | CUSIP: 46090A804<br>LEI: 549300G68D7JXKISYN27 | Long             | EC               | RF                | US        |    100000 | NS      | $4765000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc.                                                                           | AT&T Inc., Series MPLE                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $2533271.63   | 0.05%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                               | SABIC Capital II B.V.                                                                         | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201923.20    | 0.00%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K083, Class AM                  | CUSIP: 3137FJXW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4761879.40   | 0.09%             | 2028-10-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K085, Class AM                  | CUSIP: 3137FKJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4767639.32   | 0.09%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140QACL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6144516 | PA      | $5966030.17   | 0.11%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140JGLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7041216 | PA      | $6837768.07   | 0.12%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TAK5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    415000 | PA      | $418298.72    | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001834.00   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                     | Whirlpool Corp.                                                                               | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138237.67    | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L2, Class A4                                      | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17430000 | PA      | $17155869.68  | 0.31%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    641000 | PA      | $641490.11    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A23                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   9571875 | PA      | $9500508.06   | 0.17%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K088, Class AM                  | CUSIP: 3137FL6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  18944000 | PA      | $18888564.17  | 0.34%             | 2029-01-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2019-C16, Class A4                                      | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16770000 | PA      | $16272128.89  | 0.30%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K089, Class AM                  | CUSIP: 3137FL6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   8018000 | PA      | $7960029.06   | 0.14%             | 2029-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                          | CUSIP: 00830YAC5<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |  20285000 | PA      | $20292476.24  | 0.37%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: ZS2929843<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $6405337.01   | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                               | Bioceanico Sovereign Certificate Ltd.                                                         | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    110990 | PA      | $91449.86     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1083236.89   | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69264.06     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                               | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |  73218503 | NS      | $73218502.73  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2019-1A, Class A2II                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   4853239 | PA      | $4745382.26   | 0.09%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 898339AB2<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $185648.74    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A4                                     | CUSIP: 17307GLB2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     48300 | PA      | $45698.06     | 0.00%             | 2034-08-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3                                 | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3313151 | PA      | $3054877.38   | 0.06%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                               | One Bryant Park Trust, Series 2019-OBP, Class A                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22501000 | PA      | $20911482.11  | 0.38%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9425968 | PA      | $8937718.83   | 0.16%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14162.41     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494397.70    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                                   | YUM! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502097.00    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                               | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961932 | PA      | $927425.29    | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                           | FMC Corp.                                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50101.59     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     99000 | PA      | $105780.51    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $169493.99    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                   | Taylor Morrison Communities, Inc.                                                             | CUSIP: AZ7182415<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255569.25    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31296RZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6622 | PA      | $6744.53      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B14, Class A5                                           | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16455000 | PA      | $15597995.63  | 0.28%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2019-2, Class A1                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210294 | PA      | $1175278.45   | 0.02%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2                                    | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18587520 | PA      | $17985795.51  | 0.33%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10950000 | PA      | $10413624.11  | 0.19%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2019-NQM3, Class A1                                                        | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642223 | PA      | $632294.07    | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B15, Class B                                            | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7330000 | PA      | $6206294.87   | 0.11%             | 2072-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501061.20    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    332000 | PA      | $330485.75    | 0.01%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                                    | Wynn Macau, Ltd.                                                                              | CUSIP: ZQ9658860<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $391680.00    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC45, Class A5                                      | CUSIP: 36258YBG2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   8325000 | PA      | $7862902.56   | 0.14%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                               | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1997648 | PA      | $1891726.32   | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | 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        |  10071925 | PA      | $9947985.96   | 0.18%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                             | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429663 | PA      | $420198.12    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                       | Navient Corp.                                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249980.25    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2020-1, Class A1                                      | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86036 | PA      | $85573.92     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Transjamaican Highway Ltd.                                                          | Transjamaican Highway Ltd.                                                                    | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   1128482 | PA      | $1038344.58   | 0.02%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                                  | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179997 | PA      | $173605.92    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                                    | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |  39428011 | NS      | $39428011.20  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                                    | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22374000 | PA      | $20499213.18  | 0.37%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275957.55    | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136559.02    | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC47, Class A5                                      | CUSIP: 36258RBA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $8077063.75   | 0.15%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        | 117202918 | NS      | $117202917.96 | 2.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    218000 | PA      | $169880.54    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145615.91    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2020-1, Class A1                                   | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3735 | PA      | $3725.59      | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Dana Inc.                                                                           | Dana Inc.                                                                                     | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48057.60     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                    | Virgin Media Secured Finance PLC                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1026596.78   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5                        | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $5315989.74   | 0.10%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                             | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2077441 | PA      | $1991062.18   | 0.04%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31297B4P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29346 | PA      | $29654.60     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        | 305828804 | NS      | $305828804.12 | 5.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9                              | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221482 | PA      | $215372.88    | 0.00%             | 2035-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2020-NQM2, Class A1                                                        | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717788 | PA      | $692970.80    | 0.01%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                            | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269615.94    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3522000 | PA      | $1002889.50   | 0.02%             | N/A             | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644107.56    | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-5, Class A1                                             | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905448 | PA      | $875294.91    | 0.02%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                                        | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |     82700 | PA      | $83221.27     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | 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      | $5306.69      | 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      | $-838.08      | -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      | $13592.56     | 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      | $4083.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                       | Schaeffler AG                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232468.19    | 0.00%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Bond Factor ETF                                                  | Invesco High Yield Bond Factor ETF                                                            | CUSIP: 46090A853<br>LEI: 549300RW20HYQZ1T7698 | Long             | EC               | RF                | US        |    130000 | NS      | $2942849.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18703 | PA      | $19127.65     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                   | Lamar Media Corp.                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249693.25    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                         | Tricon American Homes Trust, Series 2020-SFR2, Class A                                        | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10701814 | PA      | $10185811.36  | 0.18%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371JBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35 | PA      | $36.33        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485458.55    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Visio Trust                                                                         | Visio Trust, Series 2020-1R, Class A1                                                         | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827870 | PA      | $802503.84    | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AS7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5650000 | PA      | $1608837.50   | 0.03%             | N/A             | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series W                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5867725.50   | 0.11%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89999.89     | 0.00%             | 2026-12-09      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.              | EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.                        | CUSIP: BN0026623<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $186335.12    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                               | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886891 | PA      | $849154.15    | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150110.01    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                            | Studio City Finance Ltd.                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    550000 | PA      | $521206.84    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-R1, Class A1                                          | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080615 | PA      | $1046968.04   | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series BB                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    919000 | PA      | $915448.34    | 0.02%             | N/A             | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1                              | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1108431 | PA      | $1013335.17   | 0.02%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                 | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $271560.20    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-1, Class A1B                                          | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470916 | PA      | $1331659.88   | 0.02%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488876.35    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                                   | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650356 | PA      | $572365.76    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                            | Comstock Resources, Inc.                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260988.52    | 0.00%             | 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        |   2391000 | PA      | $2369536.23   | 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        |    806000 | PA      | $816099.18    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd., Series 2019-3A, Class AR                                                      | CUSIP: 69355EAL9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |   9626000 | PA      | $9639110.61   | 0.17%             | 2034-04-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                             | NESCO Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    277000 | PA      | $273777.99    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                                 | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493949 | PA      | $491644.68    | 0.01%             | 2038-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-1, Class A1                                                           | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2819973 | PA      | $2662790.37   | 0.05%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                                | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                                 | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   8213700 | PA      | $7785153.13   | 0.14%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                              | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1828065 | PA      | $1647871.85   | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris S. A.                                                           | Banco GNB Sudameris S. A.                                                                     | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $197988.12    | 0.00%             | 2031-04-16      | Variable      | 7.50%                 | 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        |    272000 | PA      | $239224.33    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                    | LCM Investments Holdings II, LLC                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788318.08    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                             | Carriage Services, Inc.                                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $402664.60    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                                        | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27101000 | PA      | $25149728.00  | 0.46%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493963.45    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5174 | PA      | $5439.26      | 0.00%             | 2032-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7SU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9474 | PA      | $9908.29      | 0.00%             | 2035-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11110 | PA      | $11677.87     | 0.00%             | 2033-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15907 | PA      | $16676.63     | 0.00%             | 2037-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7562 | PA      | $8005.30      | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12692 | PA      | $13270.14     | 0.00%             | 2032-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       791 | PA      | $832.58       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                     | Great Lakes Dredge & Dock Corp.                                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    279000 | PA      | $271946.32    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276114.46    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                                 | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21034839 | PA      | $19840127.22  | 0.36%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     41000 | PA      | $30851.06     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     28000 | PA      | $18798.55     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: BQ0169574<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $186824.25    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST, L.P.                                                             | RLJ LODGING TRUST, L.P.                                                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497050.65    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271636.12    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3298000 | PA      | $2984712.49   | 0.05%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Mobilux Finance                                                                     | Mobilux Finance                                                                               | CUSIP: BQ1615468<br>LEI: 9695002JF900PZD9TO50 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232817.62    | 0.00%             | 2028-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class A                                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3927000 | PA      | $3840600.11   | 0.07%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                                     | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2053875.39   | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 21-1                                                     | CUSIP: 246114AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17687000 | PA      | $17468791.41  | 0.32%             | 2026-06-29      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                             | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080784 | PA      | $1804856.57   | 0.03%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Americanas S.A.                                                                     | Americanas S.A.                                                                               | CUSIP: P19055113<br>LEI: 254900SPM3RE7352ST93 | Long             | EC               | CORP              | BR        |     10955 | NS      | $12190.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class A                                     | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5810000 | PA      | $5799523.99   | 0.11%             | 2038-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class B                                     | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4355000 | PA      | $4346144.11   | 0.08%             | 2038-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107583 | PA      | $99522.93     | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2I                                                  | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5337917 | PA      | $4978877.72   | 0.09%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2II                                                 | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6152500 | PA      | $5385504.15   | 0.10%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36206NRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       209 | PA      | $209.67       | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10868 | PA      | $11117.38     | 0.00%             | 2038-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                              | GFL Environmental Inc.                                                                        | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $740551.13    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128QJWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2279 | PA      | $2353.79      | 0.00%             | 2037-02-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391FT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2191 | PA      | $2267.10      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1                                   | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732792 | PA      | $717099.84    | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KM5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94689 | PA      | $98507.89     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2273 | PA      | $2351.89      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9938000 | PA      | $9395391.96   | 0.17%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                 | Expand Energy Corp.                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114603.83    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128QJRN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23924 | PA      | $24806.51     | 0.00%             | 2036-12-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                    | Clarivate Science Holdings Corp.                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433000 | PA      | $409598.39    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393BZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      1383 | PA      | $156.08       | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Provident Home Equity Loan Trust                                                    | Provident Home Equity Loan Trust, Series 2000-2, Class A1                                     | CUSIP: 743844DA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78401 | PA      | $75434.12     | 0.00%             | 2031-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      1525 | PA      | $185.17       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                            | Oceanview Mortgage Trust, Series 2021-3, Class A5                                             | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6498573 | PA      | $5891771.09   | 0.11%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                           | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2835646 | PA      | $2581277.39   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                               | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7319408 | PA      | $6622594.16   | 0.12%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4                           | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5576153 | PA      | $5043118.66   | 0.09%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1C                                     | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10131 | PA      | $9564.57      | 0.00%             | 2035-06-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                      | SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                                | CUSIP: BQ7344964<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    702000 | PA      | $670673.25    | 0.01%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                             | Empresa de los Ferrocarriles del Estado                                                       | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    209000 | PA      | $145581.78    | 0.00%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Alfa Transmisora De Energia S.A.                                                    | Alfa Transmisora De Energia S.A.                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    196896 | PA      | $161103.88    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                                     | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    137000 | PA      | $88738.33     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR Trust, Series 2021-SFR3, Class B                                                         | CUSIP: 00180UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13340000 | PA      | $12979685.27  | 0.24%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series L, Conv. Pfd.                                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     23403 | NS      | $28551894.03  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Providence St. Joseph Health Obligated Group                                        | Providence St. Joseph Health Obligated Group, Series 21A                                      | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $203042.98    | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class C                                       | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200500 | PA      | $6198212.64   | 0.11%             | 2036-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class D                                       | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11981497 | PA      | $11978335.50  | 0.22%             | 2036-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $438137.54    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3                            | CUSIP: 07336GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9295383 | PA      | $8156326.48   | 0.15%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4                            | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9294665 | PA      | $7820774.79   | 0.14%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8                            | CUSIP: 07336GAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8074890 | PA      | $7312481.60   | 0.13%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4                           | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5607223 | PA      | $5062307.73   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3                                     | CUSIP: 17329VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9289877 | PA      | $7828338.78   | 0.14%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                              | Medline Borrower, L.P.                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136011.46    | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                              | Medline Borrower, L.P.                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    269000 | PA      | $269870.48    | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | 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        |    266000 | PA      | $266437.84    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                       | Iliad Holding                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $659911.85    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                          | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534161.98    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-11IN, Class A6                                           | CUSIP: 33851TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13443138 | PA      | $12159709.07  | 0.22%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31417TP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209328 | PA      | $215779.46    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31411EWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12609 | PA      | $13034.68     | 0.00%             | 2037-01-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128NHZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36956 | PA      | $38219.77     | 0.00%             | 2037-05-01      | Floating      | 6.71%                 | 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        |    113688 | PA      | $110927.83    | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26978 | PA      | $27902.19     | 0.00%             | 2035-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1                            | CUSIP: 07336JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9566910 | PA      | $8400550.25   | 0.15%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2                            | CUSIP: 07336JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11673455 | PA      | $9836918.43   | 0.18%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series V                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1488410.88   | 0.03%             | N/A             | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series A                                                | CUSIP: 02379KAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     14265 | PA      | $13105.56     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11724.89     | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | 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        |    702000 | PA      | $691543.78    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                                       | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5191978 | PA      | $5186867.85   | 0.09%             | 2038-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-INV2, Class A1                                                         | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6354429 | PA      | $5773097.21   | 0.10%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   7487000 | PA      | $7106529.38   | 0.13%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   8833000 | PA      | $8787215.03   | 0.16%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2021-NQM4, Class A1                                                         | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8768509 | PA      | $7627746.49   | 0.14%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-7, Class A1                                           | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8240890 | PA      | $7617899.69   | 0.14%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-7, Class A1                                             | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5642886 | PA      | $4967885.34   | 0.09%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2021-SFR10, Class A                                        | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5977838 | PA      | $5688675.82   | 0.10%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                             | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2674064 | PA      | $2440371.58   | 0.04%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010 A, RB | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    507000 | PA      | $560001.78    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp.                                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3591696.23   | 0.07%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2021-6, Class A1                                  | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10216494 | PA      | $9113746.18   | 0.17%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1                                        | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10389458 | PA      | $8951560.83   | 0.16%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust, Series 2006-1, Class 3A5                                               | CUSIP: 52520MFL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88605 | PA      | $63693.93     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alsea, S.A.B. de C.V.                                                               | Alsea, S.A.B. de C.V.                                                                         | CUSIP: BS8792951<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $401089.20    | 0.01%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                                                     | Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8                                    | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60173 | PA      | $56465.25     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S.A.                                              | Globo Comunicacao e Participacoes S.A.                                                        | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    209000 | PA      | $205645.01    | 0.00%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                         | Prosus N.V.                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $962506.92    | 0.02%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17069.68     | 0.00%             | 2027-01-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Compania Cervecerias Unidas S.A.                                                    | Compania Cervecerias Unidas S.A.                                                              | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $226684.18    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-1, Class A1                                   | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6018315 | PA      | $5394429.64   | 0.10%             | 2067-01-25      | Variable      | 2.21%                 | 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        |     36000 | PA      | $33113.71     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM1, Class A1                                                         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7256212 | PA      | $6578104.43   | 0.12%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $273516.93    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series RR                                                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3401000 | PA      | $3356905.69   | 0.06%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: —       |
| Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL          | Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL                    | CUSIP: BT6737410<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $392733.88    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class A                                                           | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10965000 | PA      | $10957207.17  | 0.20%             | 2039-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                           | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6790000 | PA      | $6786190.13   | 0.12%             | 2039-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class C                                                           | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3630000 | PA      | $3628497.54   | 0.07%             | 2039-01-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-1, Class A1                                             | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5875010 | PA      | $5344032.50   | 0.10%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                                  | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7443167 | PA      | $6774923.21   | 0.12%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42257.61     | 0.00%             | 2028-02-04      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128LXSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23762 | PA      | $25224.87     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-1, Class A1                                           | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5907404 | PA      | $5586131.22   | 0.10%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2022-1, Class A1                                             | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10472099 | PA      | $10001436.85  | 0.18%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                    | Comision Federal de Electricidad                                                              | CUSIP: BU3620426<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $566484.90    | 0.01%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2007-13, Class A10                 | CUSIP: 17025JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183964 | PA      | $83422.66     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                             | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6880865 | PA      | $6723864.59   | 0.12%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B                             | CUSIP: 12660BAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5772399 | PA      | $5421498.33   | 0.10%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1B                                                        | CUSIP: 67448DAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7063333 | PA      | $6551229.35   | 0.12%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-2, Class A1                                             | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6117879 | PA      | $5897491.89   | 0.11%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series K                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30948.43     | 0.00%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A1                                        | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10740625 | PA      | $10176015.17  | 0.18%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A2                                        | CUSIP: 78433QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4511768 | PA      | $4172990.58   | 0.08%             | 2062-03-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1                               | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5972106 | PA      | $5710205.43   | 0.10%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15365.43     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                             | CUSIP: 12659YAA2<br>LEI: 213800PIMH7Q7M27DB82 | Long             | ABS-MBS          | CORP              | US        |   8298181 | PA      | $8210776.86   | 0.15%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-3, Class A1                                           | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7082528 | PA      | $6865213.07   | 0.12%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| RUN Trust                                                                           | RUN Trust, Series 2022-NQM1, Class A1                                                         | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5114599 | PA      | $5095690.38   | 0.09%             | 2067-03-25      | Fixed         | 4.00%                 | 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        |    200000 | PA      | $201110.60    | 0.00%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class C                           | CUSIP: 05377RFD1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5417000 | PA      | $5421190.59   | 0.10%             | 2028-08-21      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A                           | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  20133000 | PA      | $20062552.62  | 0.36%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    322000 | PA      | $330436.72    | 0.01%             | 2029-05-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43491.69     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16750.80     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $304825.65    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25484.73     | 0.00%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1                              | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8172738 | PA      | $8150245.52   | 0.15%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2022-SFR5, Class A                                         | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9124751 | PA      | $9122224.44   | 0.17%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2729057.92   | 0.05%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| IP Lending IV Ltd.                                                                  | IP Lending IV Ltd., Series 2022-4A, Class SNR                                                 | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  12002000 | PA      | $11991198.20  | 0.22%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Sunoco L.P. and Sunoco Finance Corp.                                                | Sunoco L.P. and Sunoco Finance Corp.                                                          | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $228026.10    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9098.76      | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14189.15     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7099.85      | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                   | Lenovo Group Ltd.                                                                             | CUSIP: BX9715927<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $440594.16    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                                   | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7986212 | PA      | $7965282.20   | 0.14%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58807.50     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23204.02     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3221000 | PA      | $3344509.25   | 0.06%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612000 | PA      | $621768.13    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    511000 | PA      | $519338.84    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22582.34     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series V                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61037.88     | 0.00%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                                         | Federation des caisses Desjardins du Quebec                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    758000 | PA      | $766159.79    | 0.01%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17932.39     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31883.49     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11975.29     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51256.74     | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC, Series AJ                                           | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61032.98     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66517.44     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126214.34    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312940ZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12301 | PA      | $12694.38     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $65685.90     | 0.00%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312935M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265484 | PA      | $273976.22    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31416WHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8090 | PA      | $8418.00      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                          | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    262000 | PA      | $264338.81    | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                         | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33634.79     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19223.16     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19220.34     | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    773000 | PA      | $814976.22    | 0.01%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $860698.71    | 0.02%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19081.21     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19377.33     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5908000 | PA      | $6302477.16   | 0.11%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6504.78      | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32905.42     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65872.88     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50339.18     | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4383.11      | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25919.78     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25769.23     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60464.39     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    198000 | PA      | $206793.75    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50930.62     | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70061.65     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    818000 | PA      | $843318.33    | 0.02%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    771000 | PA      | $788720.26    | 0.01%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81701.75     | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30091.97     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48084.59     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $217820.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    628000 | PA      | $698902.28    | 0.01%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19346.00     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49960.89     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                             | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28851.75     | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5030000 | PA      | $5240097.77   | 0.10%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3760000 | PA      | $4078483.17   | 0.07%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                     | Transocean Titan Financing Ltd.                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    743143 | PA      | $764196.04    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A                           | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3919000 | PA      | $4005302.65   | 0.07%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-2A, Class A                           | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2492816.29   | 0.05%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                                 | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $626372.39    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Israel Government International Bond                                                | Israel Government International Bond                                                          | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $196733.08    | 0.00%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14801.68     | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15322.43     | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development (The)                                       | OPEC Fund for International Development (The)                                                 | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | CORP              | AT        |   9425000 | PA      | $9429320.04   | 0.17%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P. / Genesis Energy Finance Corp.                                  | Genesis Energy L.P. / Genesis Energy Finance Corp.                                            | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $405950.59    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10284.56     | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462359.80    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Co.                                                 | Manufacturers and Traders Trust Co.                                                           | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    799000 | PA      | $810395.03    | 0.01%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66100.45     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Multibank Inc.                                                                      | Multibank Inc.                                                                                | CUSIP: 625454AB9<br>LEI: 549300QXX3SGZZ4OEU72 | Long             | DBT              | CORP              | PA        |   1701000 | PA      | $1765850.63   | 0.03%             | 2028-02-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                    | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9086531 | PA      | $9096653.60   | 0.17%             | 2032-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                             | Corporacion Nacional del Cobre de Chile                                                       | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3583000 | PA      | $3598274.33   | 0.07%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142936.52    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series W                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82319.84     | 0.00%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46951.60     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | 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        |   2204735 | PA      | $2249656.47   | 0.04%             | 2043-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                        | Synovus Bank                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    774000 | PA      | $790203.80    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Invesco Short Duration Total Return Bond ETF                                        | Invesco Short Duration Total Return Bond ETF                                                  | CUSIP: 46090A739<br>LEI: 549300GDXFVEQHJBTS26 | Long             | EC               | RF                | US        |   1893300 | NS      | $47540763.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco High Yield Select ETF                                                       | Invesco High Yield Select ETF                                                                 | CUSIP: 46090A754<br>LEI: 549300CIKWQL9VXSUD47 | Long             | EC               | RF                | US        |      9000 | NS      | $231981.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2540000 | PA      | $2712801.43   | 0.05%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   5385000 | PA      | $5885577.43   | 0.11%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| TMS Issuer S.a r.l.                                                                 | TMS Issuer S.a r.l.                                                                           | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $229416.00    | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    867000 | PA      | $885809.57    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148813.90    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    156000 | PA      | $163562.55    | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85989.82     | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19750.38     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41474.97     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115577.03    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70969.34     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66668.93     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series Z                                                                      | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5754000 | PA      | $5943295.09   | 0.11%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                                       | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1102969.94   | 0.02%             | 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        |    169000 | PA      | $177338.97    | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    539000 | PA      | $541376.73    | 0.01%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    723000 | PA      | $799815.97    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |   1617815 | PA      | $1640878.57   | 0.03%             | 2043-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79249.79     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26551.50     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     96000 | PA      | $92429.61     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $50854.66     | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                               | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90051.97     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27616.14     | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3013 | PA      | $3183.18      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385HZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1350 | PA      | $1396.97      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QW91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       114 | PA      | $116.77       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                           | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51401.04     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57602.12     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14481.45     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                       | Oklahoma Gas and Electric Co.                                                                 | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    581000 | PA      | $581895.50    | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116201.01    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18617.75     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18471.05     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | Metropolitan Life Global Funding I                                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    521000 | PA      | $541566.93    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       243 | PA      | $250.60       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41754.35     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62838.60     | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31983.26     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                         | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17386.04     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                                                   | Lowe`s Cos., Inc.                                                                             | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39256.78     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co.                                                               | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28769.02     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14721.36     | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85405.93     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53065.64     | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47817.00     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                           | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  13131000 | PA      | $13521773.31  | 0.25%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    959000 | PA      | $999025.23    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46257.22     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8033.92      | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157936.25    | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    228000 | PA      | $234570.91    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272498.63    | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    291000 | PA      | $297244.57    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200VEV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       265 | PA      | $270.15       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11534.90     | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International (23) Ltd.                                                | CK Hutchison International (23) Ltd.                                                          | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   1148000 | PA      | $1172907.72   | 0.02%             | 2033-04-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62462.53     | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35308.58     | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90262.76     | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The), Series J                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13351.05     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $193990.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a.r.l.                                                              | nVent Finance S.a.r.l.                                                                        | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     72000 | PA      | $75562.52     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162826.72    | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $634872.00    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                        | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                                  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    325000 | PA      | $335008.75    | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82478.68     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6054.01      | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                                  | Tractor Supply Co.                                                                            | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17718.41     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    121000 | PA      | $126197.28    | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78021.67     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93995.55     | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33833.22     | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                         | EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    304000 | PA      | $315431.31    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20809.76     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3951000 | PA      | $4099834.13   | 0.07%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513991.50    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $207802.72    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22563.63     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                         | First Quantum Minerals Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $262645.00    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1488000 | PA      | $1539136.83   | 0.03%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27135.45     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35269.75     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    764000 | PA      | $784232.39    | 0.01%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17102.78     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                           | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55649.36     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $795139.50    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63445.56     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64776.28     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4144.95      | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    970000 | PA      | $980016.24    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    886000 | PA      | $951827.36    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Piedmont Natural Gas Co., Inc.                                                      | Piedmont Natural Gas Co., Inc.                                                                | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62926.43     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                   | MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                             | CUSIP: ZK8297671<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $212465.26    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71816.03     | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83994.14     | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3285000 | PA      | $3809456.82   | 0.07%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: —       |
| Cox Communications, Inc.                                                            | Cox Communications, Inc.                                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20225.18     | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                            | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $329394.00    | 0.01%             | 2038-06-29      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34886.56     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10460.52     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45402.30     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17542.00     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48133.52     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39278.32     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $748475.72    | 0.01%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    790000 | PA      | $823347.25    | 0.01%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72192.43     | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70363.06     | 0.00%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58051.38     | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     51000 | PA      | $54035.44     | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64036.62     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26214.29     | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37212.52     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121049.77    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6323.07      | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150794.35    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16820.92     | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65826.23     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    799000 | PA      | $820867.44    | 0.01%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14552.94     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16999.77     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     79000 | PA      | $83136.68     | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC, Series 2023-1, Class A2                                                  | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11786710 | PA      | $11927844.07  | 0.22%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37370.51     | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Gabon Blue Bond Master Trust                                                        | Gabon Blue Bond Master Trust                                                                  | CUSIP: 362419AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4013000 | PA      | $4133082.93   | 0.08%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172119.14    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    897000 | PA      | $907595.96    | 0.02%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33729.44     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11387.08     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52785.94     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194045.76    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155671.40    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40202.23     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517249.00    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series W                                                     | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8038000 | PA      | $8546676.79   | 0.16%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39998.85     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27924.75     | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                          | Alexander Funding Trust II                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $555367.16    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                          | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    508150 | NS      | $13445649.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                             | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   2662568 | PA      | $2688670.54   | 0.05%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106321.29    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     73000 | PA      | $77854.23     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60815.06     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34788.34     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    129000 | PA      | $132991.88    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    101000 | PA      | $105555.52    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    159000 | PA      | $166017.50    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    893000 | PA      | $929704.94    | 0.02%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $780034.29    | 0.01%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                                              | UBS AG                                                                                        | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    728000 | PA      | $761210.78    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67474.45     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74822.44     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                   | Black Hills Corp.                                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    105000 | PA      | $113330.58    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                             | Minerva Luxembourg S.A.                                                                       | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   3014000 | PA      | $3301375.86   | 0.06%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $222485.48    | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35160.52     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65496.70     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48887.60     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                           | Lennox International Inc.                                                                     | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98371.04     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58927.52     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287LES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.02        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312943TR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14324 | PA      | $14834.38     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp.                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29882.77     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                                | Banco Bilbao Vizcaya Argentaria S.A.                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1807000 | PA      | $2018661.14   | 0.04%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5199.42      | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                            | A.P. Moller - Maersk A/S                                                                      | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     55000 | PA      | $58870.99     | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3501978.72   | 0.06%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     77000 | PA      | $85986.90     | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                         | Intuit Inc.                                                                                   | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102956.68    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series AA                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5457000 | PA      | $5708938.78   | 0.10%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140XMMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28262837 | PA      | $28921471.40  | 0.52%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3133KRMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26120438 | PA      | $26760645.04  | 0.49%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6392801 | PA      | $6636849.67   | 0.12%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132E0BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16067333 | PA      | $16693296.51  | 0.30%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75372.66     | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3133KRP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30381644 | PA      | $31565262.60  | 0.57%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Corp.                                                       | Nissan Motor Acceptance Corp.                                                                 | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    402000 | PA      | $415054.96    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc., Series NC5                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $33151.46     | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     41000 | PA      | $45330.31     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44665.48     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $219425.00    | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc.                                                | Public Service Enterprise Group Inc.                                                          | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28273.78     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    123000 | PA      | $130687.97    | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     47000 | PA      | $51297.87     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     47000 | PA      | $51774.77     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36820.39     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23903.22     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                             | J. M. Smucker Co. (The)                                                                       | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49057.22     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                                   | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $815795.17    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae TBA                                                                      | Fannie Mae TBA                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        | 222706641 | PA      | $181268259.93 | 3.29%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       992 | PA      | $1045.01      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $99.52        | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63546.04     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84467.18     | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91902.00     | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DD3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5145000 | PA      | $5669435.00   | 0.10%             | N/A             | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                                   | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13584952 | PA      | $14145443.19  | 0.26%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1462632.65   | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    223000 | PA      | $232311.81    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    113000 | PA      | $126224.64    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45117.51     | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8964.96      | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc.                                                              | Quest Diagnostics Inc.                                                                        | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     58000 | PA      | $64748.43     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     71000 | PA      | $75402.47     | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33125.67     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $771739.15    | 0.01%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    758000 | PA      | $819554.31    | 0.01%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                             | Sociedad Quimica y Minera de Chile S.A.                                                       | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   2961000 | PA      | $3172006.78   | 0.06%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    141000 | PA      | $152022.28    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                          | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11702.21     | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    832000 | PA      | $871249.72    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $228928.40    | 0.00%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33569.34     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                            | Costa Rica Government International Bond                                                      | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   3279000 | PA      | $3641739.38   | 0.07%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79808.27     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     78000 | PA      | $84359.28     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67264.35     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        32 | PA      | $32.52        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115311.76    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $155637.48    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     86000 | PA      | $95110.61     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp./Sealed Air Corp US                                                 | Sealed Air Corp./Sealed Air Corp US                                                           | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $228336.22    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213E2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       101 | PA      | $105.67       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    728000 | PA      | $853589.46    | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    789000 | PA      | $868517.79    | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201M3D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        43 | PA      | $45.71        | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209LMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33 | PA      | $33.61        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2673158.40   | 0.05%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1691174.80   | 0.03%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan J                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    246875 | PA      | $247550.20    | 0.00%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17437.61     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24116.63     | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5284.52      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6378.01      | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7368.85      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87840.44     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $110840.26    | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117376.36    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     93000 | PA      | $97556.70     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116941.44    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85767.50     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81148.69     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $113.14       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390HA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       212 | PA      | $221.93       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287QRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       159 | PA      | $166.12       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79716.71     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    695000 | PA      | $720155.78    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484806.13    | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95835.73     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107458.22    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103247.53    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     97000 | PA      | $92356.92     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67392.94     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    256000 | PA      | $266361.09    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $920603.19    | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                               | Athene Global Funding                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    228000 | PA      | $234578.20    | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36291LXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15895 | PA      | $16200.05     | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53915.46     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                                  | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8079.86      | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    595000 | PA      | $607769.87    | 0.01%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144799.78    | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17197.21     | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2323000 | PA      | $2386173.99   | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    511000 | PA      | $516115.37    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    504000 | PA      | $516804.29    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79849.11     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101356.34    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86840.37     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $38092.25     | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3819000 | PA      | $4075331.28   | 0.07%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83878.52     | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | 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        |    441000 | PA      | $457433.87    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30187.22     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13361.69     | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99082.75     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    749000 | PA      | $755685.21    | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $27992.64     | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60752.11     | 0.00%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20959.42     | 0.00%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26296.72     | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10464.79     | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47241.18     | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62949.68     | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                      | Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    627000 | PA      | $651218.50    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358135.55    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    223000 | PA      | $228623.00    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101689.70    | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QSM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       692 | PA      | $704.26       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       610 | PA      | $619.61       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212M7L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       209 | PA      | $216.25       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UWX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       561 | PA      | $584.28       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379043 | PA      | $383129.36    | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292GVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        70 | PA      | $73.00        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $252.32       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31389DTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1406 | PA      | $1455.68      | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287VRT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       439 | PA      | $461.94       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1611 | PA      | $1641.41      | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                             | Brazilian Government International Bond                                                       | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5494000 | PA      | $5590694.40   | 0.10%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105499.82    | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22095.47     | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209EVR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       267 | PA      | $273.05       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: ZF4885009<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $420005.53    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213F7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       749 | PA      | $766.23       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3552000 | PA      | $3662465.85   | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149681.23    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137725.70    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36208R2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       664 | PA      | $684.28       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $66389.40     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comerica Inc.                                                                       | Comerica Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3127.94      | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171550.88    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                                 | NGL Energy Operating LLC / NGL Energy Finance Corp.                                           | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    323000 | PA      | $335124.13    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127075.37    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp., Series C                                                                        | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   3669000 | PA      | $4101076.12   | 0.07%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: —       |
| Northern Natural Gas Co.                                                            | Northern Natural Gas Co.                                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63139.27     | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    217000 | PA      | $222594.14    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings, LLC                                                     | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $168439.67    | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.65      | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25476.90     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75465.90     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103868.41    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46031.81     | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76140.29     | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                             | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |  10985686 | PA      | $11082438.25  | 0.20%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Stena International S.A.                                                            | Stena International S.A.                                                                      | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    754000 | PA      | $775839.61    | 0.01%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68321.12     | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6694.36      | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130047.85    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO Ltd., Series 2024-1A, Class A1                                                    | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10281590.50  | 0.19%             | 2037-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3116.21      | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    237000 | PA      | $242596.98    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61348.18     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $3100869.52   | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79587.83     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47377.04     | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42528.32     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    817000 | PA      | $850532.14    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52135.70     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61231.96     | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80185.72     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99718.32     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                               | Inversiones CMPC S.A.                                                                         | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    225000 | PA      | $231948.45    | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93642.14     | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    274000 | PA      | $283597.94    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    199000 | PA      | $206461.15    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85503.33     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    173000 | PA      | $177597.35    | 0.00%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77522.37     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    197000 | PA      | $196509.69    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    196000 | PA      | $195518.81    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                                | Carrier Global Corp.                                                                          | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30262.83     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185682.93    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    222000 | PA      | $231472.89    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27483.40     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170469.69    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    321000 | PA      | $313320.52    | 0.01%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4929000 | PA      | $5093480.73   | 0.09%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                      | Cheniere Energy Partners, L.P.                                                                | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56344.53     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2718000 | PA      | $2165294.70   | 0.04%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc., Series BB                                                                     | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5272000 | PA      | $5459572.49   | 0.10%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    857000 | PA      | $885604.84    | 0.02%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     57000 | PA      | $59883.32     | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                   | Radian Group Inc.                                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117371.03    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    836000 | PA      | $889985.54    | 0.02%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179493.65    | 0.00%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66425.23     | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                               | Essex Portfolio, L.P.                                                                         | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58462.55     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48805.89     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5190.92      | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38161.99     | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131686.47    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                                | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    885000 | PA      | $916902.13    | 0.02%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277028.37    | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A.                                                                | Banco do Brasil S.A.                                                                          | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $826174.40    | 0.01%             | 2031-03-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $814157.98    | 0.01%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    258000 | PA      | $264607.72    | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132691.49    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    156000 | PA      | $162882.99    | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2243 | PA      | $2320.94      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31374TC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2295 | PA      | $2374.92      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MSD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       120 | PA      | $123.30       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213HWZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       179 | PA      | $186.63       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200XFC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1935 | PA      | $1966.24      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       477 | PA      | $487.40       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287XG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       481 | PA      | $497.79       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    298000 | PA      | $290145.27    | 0.01%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    619000 | PA      | $636853.14    | 0.01%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    139000 | PA      | $140585.15    | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95015.30     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69011.00     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    933000 | PA      | $956432.34    | 0.02%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    888000 | PA      | $919031.07    | 0.02%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                                  | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    207000 | PA      | $205158.66    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57340.39     | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60780.69     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    109000 | PA      | $114109.64    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113384.19    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84544.81     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66923.22     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64210.08     | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5259.59      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $6437.04      | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $831010.55    | 0.02%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                               | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $767669.60    | 0.01%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103769.10    | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167040.28    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186657.48    | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H2, Class A1                                                | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4824437 | PA      | $4872950.38   | 0.09%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                          | ESAB Corp.                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515722.50    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   4177000 | PA      | $4366108.16   | 0.08%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class A1                                        | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7333002 | PA      | $7400732.43   | 0.13%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    522000 | PA      | $539354.93    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $102530.47    | 0.00%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    283000 | PA      | $284212.59    | 0.01%             | 2027-04-04      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    234000 | PA      | $243011.61    | 0.00%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96571.54     | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206065.75    | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146832.86    | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98017.89     | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    397000 | PA      | $412931.61    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    728000 | PA      | $753275.80    | 0.01%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $634368.78    | 0.01%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $792802.51    | 0.01%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Panama Infrastructure Receivable Purchaser PLC                                      | Panama Infrastructure Receivable Purchaser PLC                                                | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |   4414000 | PA      | $3421048.63   | 0.06%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                      | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    198000 | PA      | $206469.79    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    784000 | PA      | $811408.14    | 0.01%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $235585.26    | 0.00%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1510163.87   | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111079.50    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131865.94    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150309.90    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95659.36     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    996000 | PA      | $1040621.69   | 0.02%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106236.09    | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171382.12    | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    132000 | PA      | $138177.14    | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129513.96    | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    728000 | PA      | $692243.77    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series X                                                     | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9235000 | PA      | $9757183.84   | 0.18%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    948000 | PA      | $1004565.26   | 0.02%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23604.72     | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1066883.80   | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   1070000 | PA      | $1090822.46   | 0.02%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   2167500 | PA      | $2264394.21   | 0.04%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27931.67     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390RXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2589 | PA      | $2678.70      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131989.72    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    232000 | PA      | $233448.03    | 0.00%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    208000 | PA      | $217744.01    | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212SUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1099 | PA      | $1133.00      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   3865000 | PA      | $4023754.88   | 0.07%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                                       | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1739773.15   | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A4                                       | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1991000 | PA      | $2062619.26   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200RAD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       347 | PA      | $365.66       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    141000 | PA      | $151841.96    | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220637.01    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                           | Banco del Estado de Chile                                                                     | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    421000 | PA      | $446209.48    | 0.01%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Vantage Drilling International Ltd.                                                 | Vantage Drilling International Ltd.                                                           | CUSIP: G9325C105<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |        95 | NS      | $1140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56774.98     | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                       | Iliad Holding                                                                                 | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $317118.81    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    757000 | PA      | $790671.92    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    989000 | PA      | $1008968.99   | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    740000 | PA      | $785103.75    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                      | Ohio Power Co.                                                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    119000 | PA      | $125031.28    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72922.22     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3242559.81   | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3941000 | PA      | $4214639.63   | 0.08%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2582010.67   | 0.05%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2906633.24   | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6211.42      | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27631.83     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                                                  | Zaxbys Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4586938 | PA      | $4685827.74   | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36687.68     | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp., Series J, Pfd.                                                                | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    348527 | NS      | $9284759.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    382000 | PA      | $381923.03    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International, LLC                                                | Graphic Packaging International, LLC                                                          | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118105.91    | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                                    | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82109.43     | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82524.04     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                               | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   2265163 | PA      | $2266782.98   | 0.04%             | 2031-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148321.43    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                           | Cougar JV Subsidiary, LLC                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $264767.18    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                          | Eni S.p.A.                                                                                    | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    722000 | PA      | $748593.96    | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     16000 | PA      | $16641.74     | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    913000 | PA      | $931260.88    | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55787.72     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A.S.                                                          | Turk Telekomunikasyon A.S.                                                                    | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    700000 | PA      | $726741.18    | 0.01%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                                  | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    261000 | PA      | $273665.97    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10210.67     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186496.81    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312941NX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386655 | PA      | $403613.76    | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                             | Adventist Health System                                                                       | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93891.14     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144457.23    | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    317000 | PA      | $315352.36    | 0.01%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Entergy Corp.                                                                       | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    146000 | PA      | $153699.31    | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67918.52     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                                | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    660000 | PA      | $692392.88    | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       349 | PA      | $366.08       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                            | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63262.08     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                       | Cencosud S.A.                                                                                 | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $840036.00    | 0.02%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UC73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       146 | PA      | $149.62       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                                      | Starz Capital Holdings 1, Inc.                                                                | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262150.00    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36210AUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       176 | PA      | $176.53       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MZ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       732 | PA      | $757.90       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209YRN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       250 | PA      | $254.59       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128PWBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14490 | PA      | $14420.16     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7743780 | PA      | $7838873.62   | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7677450 | PA      | $7859127.64   | 0.14%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A23                                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7059690 | PA      | $7329939.17   | 0.13%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                             | Regions Financial Corp.                                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    174000 | PA      | $181329.21    | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3633134.57   | 0.07%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27735.75     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc.                                                | Acrisure LLC / Acrisure Finance Inc.                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $519596.00    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                            | Sierra Pacific Power Co.                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27336.29     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263249.72    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  13492000 | PA      | $13738822.65  | 0.25%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                   | Brink's Co. (The)                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517089.00    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                                                | Symphony CLO XX Ltd., Series 2018-20A, Class AR2                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6016066 | PA      | $6017738.84   | 0.11%             | 2032-01-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    224000 | PA      | $238146.99    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                     | Trinidad & Tobago Government International Bond                                               | CUSIP: 896292AM1<br>LEI: HYBZ5SXKW67ICKUUWH81 | Long             | DBT              | NUSS              | TT        |   8505000 | PA      | $8613183.60   | 0.16%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226642.68    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                                   | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    171000 | PA      | $178126.48    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | 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        |    392038 | PA      | $392660.85    | 0.01%             | 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        |    101000 | PA      | $102954.55    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1016000 | PA      | $1047540.42   | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1010000 | PA      | $1065429.22   | 0.02%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    980000 | PA      | $1018027.44   | 0.02%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1694 | PA      | $1753.27      | 0.00%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    445000 | PA      | $473379.49    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396866 | PA      | $409556.57    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock PLC                                                                | Smurfit Westrock PLC                                                                          | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        65 | NS      | $2319.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance PLC                                                                  | Zegona Finance PLC                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $626830.91    | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $1030002.40   | 0.02%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    942000 | PA      | $977369.10    | 0.02%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    273000 | PA      | $280981.52    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    273000 | PA      | $277457.31    | 0.01%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    156000 | PA      | $162188.13    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    232000 | PA      | $238386.61    | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33220.82     | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   7240000 | PA      | $7552922.79   | 0.14%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   5540000 | PA      | $5781900.83   | 0.10%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    267000 | PA      | $279944.43    | 0.01%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99823.63     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41556.01     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167604.17    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                      | Summit Midstream Holdings, LLC                                                                | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $267464.64    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    218000 | PA      | $222191.89    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                                  | United Airlines 2024-1 Class AA Pass Through Trust, Series AA                                 | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    256829 | PA      | $267070.97    | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                   | United Airlines 2024-1 Class A Pass Through Trust, Series 24-A                                | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    301243 | PA      | $311052.66    | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding, LLC                                                         | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                          | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5010000 | PA      | $5094660.98   | 0.09%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series DD                                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6536000 | PA      | $6944885.62   | 0.13%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114286.19    | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17054.77     | 0.00%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126146.59    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43812.92     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |   2578000 | PA      | $2693450.57   | 0.05%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2024-1, Class A3A                                       | CUSIP: 17332CAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6973293 | PA      | $7088182.61   | 0.13%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109336.22    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2805000 | PA      | $2917200.00   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    466667 | PA      | $518477.77    | 0.01%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAX5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    825000 | PA      | $843628.04    | 0.02%             | 2034-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    467000 | PA      | $480974.90    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3245000 | PA      | $3462415.00   | 0.06%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class A1                       | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5044337 | PA      | $5109349.35   | 0.09%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60730.50     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                   | Nationstar Mortgage Holdings Inc.                                                             | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518000 | PA      | $531294.47    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                                  | BMO Mortgage Trust, Series 2024-5C5, Class AS                                                 | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2631690.00   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                              | Peruvian Government International Bond                                                        | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2934000 | PA      | $3017619.00   | 0.05%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 15 Ltd.                                                                     | KKR CLO 15 Ltd., Series 15, Class A1R2                                                        | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   4717935 | PA      | $4718576.75   | 0.09%             | 2032-01-18      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148408.94    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73205.97     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4102.67      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162036.47    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                   | D.R. Horton, Inc.                                                                             | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200218.12    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    421000 | PA      | $428498.19    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    631000 | PA      | $612439.34    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    898000 | PA      | $869378.09    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    421000 | PA      | $427614.90    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                     | Idaho Power Co.                                                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104833.74    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    685000 | PA      | $688076.18    | 0.01%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658324.47    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109428.62    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    109000 | PA      | $113180.64    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    212000 | PA      | $213887.35    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5206.97      | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123734.51    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    244000 | PA      | $249550.25    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190603.86    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    259000 | PA      | $264230.01    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    691000 | PA      | $709812.01    | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51550.43     | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116305.94    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79720.93     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    289000 | PA      | $293039.69    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75744.76     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | 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        |    379000 | PA      | $392448.44    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     82000 | PA      | $87350.65     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140461.27    | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    176000 | PA      | $183960.02    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                     | Affiliated Managers Group, Inc.                                                               | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    441000 | PA      | $453555.72    | 0.01%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189661.57    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                              | Invitation Homes Trust, Series 2024-SFR1, Class A                                             | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3479040 | PA      | $3429855.47   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Americanas S.A., Wrts. 2027-03-16                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      3652 | NS      | $2736.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116690.14    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    309000 | PA      | $310435.74    | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144611.82    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76686.52     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                                       | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    552000 | PA      | $559668.89    | 0.01%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284591.68    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    467000 | PA      | $455648.45    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-8, Class A3                                           | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1534572 | PA      | $1545476.86   | 0.03%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-8, Class A1                                             | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |   6371677 | PA      | $6396111.91   | 0.12%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $200168.08    | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                | Columbia Pipelines Operating Co. LLC                                                          | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $482377.65    | 0.01%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc.                                               | 1011778 BC ULC / New Red Finance Inc.                                                         | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1384000 | PA      | $1412048.14   | 0.03%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                        | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108708.06    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    267000 | PA      | $269294.63    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    548000 | PA      | $551232.10    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130221.96    | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118777.58    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    722000 | PA      | $749625.16    | 0.01%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    369000 | PA      | $367777.88    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    468000 | PA      | $453337.70    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                                  | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    271000 | PA      | $267617.09    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180451.76    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7410150 | PA      | $7396558.30   | 0.13%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                                 | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7588350 | PA      | $7563909.44   | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    167000 | PA      | $166026.10    | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A23                                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8019000 | PA      | $8022505.10   | 0.15%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16625.82     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 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        |    376000 | PA      | $396317.16    | 0.01%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                  | FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2330664 | PA      | $2440018.63   | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     19000 | PA      | $19285.33     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2024-7, Class A1                                           | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   4131864 | PA      | $4136839.55   | 0.08%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                      | Raising Cane's Restaurants LLC, Term Loan B                                                   | CUSIP: 75101XAP2<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |  15500505 | PA      | $15529568.27  | 0.28%             | 2031-09-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    472000 | PA      | $476427.43    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    517000 | PA      | $522301.40    | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323517.59    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562057.21    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176364.10    | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXII Ltd.                                                              | Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR                                           | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5464227 | PA      | $5465243.55   | 0.10%             | 2033-04-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    518000 | PA      | $519504.82    | 0.01%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    495000 | PA      | $487807.58    | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    473000 | PA      | $432545.15    | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272833.11    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    454000 | PA      | $447505.21    | 0.01%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298BHK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2546 | PA      | $2621.76      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    745000 | PA      | $759540.91    | 0.01%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5690000 | PA      | $5596432.62   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        36 | PA      | $37.18        | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aethon United BR L.P./ Aethon United Finance Corp.                                  | Aethon United BR L.P./ Aethon United Finance Corp.                                            | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    589000 | PA      | $615894.92    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   3937000 | PA      | $3857057.36   | 0.07%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175267.35    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   6976000 | PA      | $7093961.72   | 0.13%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $354237.53    | 0.01%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: —       |
| Simon Property Group, L.P.                                                          | Simon Property Group, L.P.                                                                    | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    528000 | PA      | $528972.80    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                                        | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    371000 | PA      | $372958.33    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                  | Cerdia Finanz GmbH                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $207446.00    | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HTS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1750 | PA      | $1813.37      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                         | Wayfair LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44838.12     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM14, Class A1                                                        | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   5244092 | PA      | $5245815.41   | 0.10%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    431000 | PA      | $408502.54    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    644000 | PA      | $550556.55    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    506000 | PA      | $426377.88    | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                 | Post Holdings, Inc.                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65161.09     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2024-INV2, Class A1                                | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   4920171 | PA      | $4931992.49   | 0.09%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226019.25    | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    197000 | PA      | $184211.72    | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    191000 | PA      | $194109.84    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | Bank5, Series 2024-5YR10, Class A                                                             | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3175000 | PA      | $3282957.62   | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    248000 | PA      | $248905.35    | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    237000 | PA      | $237823.32    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six, LLC                                                         | Goodman US Finance Six, LLC                                                                   | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76425.12     | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    283000 | PA      | $269432.33    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                         | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    271000 | PA      | $269280.51    | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                                  | Ooredoo International Finance Ltd.                                                            | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $266739.73    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                    | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    262000 | PA      | $258630.48    | 0.00%             | 2054-10-15      | 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        |   6624551 | PA      | $6833224.76   | 0.12%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                                       | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4070000 | PA      | $4113432.60   | 0.07%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                              | Norinchukin Bank (The)                                                                        | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    706000 | PA      | $722994.93    | 0.01%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    964000 | PA      | $985857.46    | 0.02%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    708000 | PA      | $729036.80    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55748.28     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                                                 | Shackleton CLO Ltd., Series 2015-7RA, Class ARR                                               | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |   1314200 | PA      | $1313962.59   | 0.02%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                             | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                                       | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    600000 | PA      | $639406.71    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                            | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   8114739 | PA      | $8148268.22   | 0.15%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                       | Magnera Corp.                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    194000 | PA      | $185332.08    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482894.85    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    430000 | PA      | $441636.30    | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283646.03    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    414000 | PA      | $420215.20    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | 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        |   3467000 | PA      | $3529912.18   | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 8 Ltd.                                            | Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ARR                           | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   5985000 | PA      | $5992834.37   | 0.11%             | 2034-10-20      | Floating      | 5.03%                 | 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        |    275000 | PA      | $276866.15    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class A                                       | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7025000 | PA      | $7167884.29   | 0.13%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class B                                       | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4590000 | PA      | $4695499.31   | 0.09%             | 2046-11-13      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $241524.97    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    252000 | PA      | $259163.81    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    184000 | PA      | $182501.93    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The), Conv. Pfd.                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     37000 | NS      | $2339140.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                                             | Synovus Financial Corp.                                                                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    177000 | PA      | $183761.75    | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    309000 | PA      | $297713.22    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    152000 | PA      | $155239.85    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368338.54    | 0.01%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $730461.96    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                                       | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    973000 | PA      | $1004040.89   | 0.02%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                              | Waste Management, Inc.                                                                        | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    739000 | PA      | $734305.26    | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    431000 | PA      | $439099.82    | 0.01%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337511.84    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings, Inc.                                                       | Horizon Mutual Holdings, Inc.                                                                 | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $2072939.28   | 0.04%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    515000 | PA      | $533550.30    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Cedar Funding XI Clo Ltd.                                                           | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                                        | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   6705740 | PA      | $6712459.63   | 0.12%             | 2032-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                         | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     49000 | PA      | $51008.59     | 0.00%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    951000 | PA      | $983976.68    | 0.02%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130641.14    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    231000 | PA      | $245105.06    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2024-J4, Class A1                                                 | CUSIP: 75408TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6024631 | PA      | $6131238.51   | 0.11%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zions BanCorp., N.A.                                                                | Zions BanCorp., N.A.                                                                          | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    806000 | PA      | $859868.19    | 0.02%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                              | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3994000 | PA      | $3996040.93   | 0.07%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201S6V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13485 | PA      | $14078.11     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                                | Select Medical Corp., Term Loan B                                                             | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    155783 | PA      | $154809.16    | 0.00%             | 2031-11-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    293000 | PA      | $295717.87    | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    428000 | PA      | $442531.46    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1080479.24   | 0.02%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: —       |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-4A, Class A1R                                       | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   1760000 | PA      | $1762923.36   | 0.03%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167349.48    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34792.47     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  17797000 | PA      | $18730630.62  | 0.34%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    578000 | PA      | $585060.60    | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $63145.31     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3197000 | PA      | $3315599.11   | 0.06%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1                               | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   2574840 | PA      | $2606461.97   | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM18, Class A1                                                        | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   3195459 | PA      | $3216932.86   | 0.06%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263602.84    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                             | Amazon Conservation DAC                                                                       | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |  10080000 | PA      | $10539144.00  | 0.19%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83850.62     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100434.35    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148325.60    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    142000 | PA      | $145879.81    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H8, Class A1                                                | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6080523 | PA      | $6128065.60   | 0.11%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM5, Class A1                    | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7292448 | PA      | $7367528.42   | 0.13%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2016-1A, Class AR3                                                  | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   4204755 | PA      | $4206630.43   | 0.08%             | 2031-10-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXV                                                                      | Apidos CLO XXV, Series 2016-25A, Class A1R3                                                   | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |  10795000 | PA      | $10796511.30  | 0.20%             | 2037-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                              | Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR4                                             | CUSIP: 82666TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13427000 | PA      | $13435982.66  | 0.24%             | 2034-04-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61671.63     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     89000 | PA      | $94677.84     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    376000 | PA      | $418288.74    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                                      | Clover CLO LLC, Series 2021-3A, Class AR                                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10177000 | PA      | $10183340.27  | 0.18%             | 2035-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46637.49     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255083.80    | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186192.73    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19222.06     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120773.90    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    641000 | PA      | $660001.89    | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    569000 | PA      | $592550.92    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    279000 | PA      | $294786.72    | 0.01%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                                  | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    362000 | PA      | $383409.12    | 0.01%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: —       |
| Sixth Street Lending Partners                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7196.29      | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    357000 | PA      | $369864.67    | 0.01%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  12881000 | PA      | $13617878.73  | 0.25%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1200906.63   | 0.02%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1052339.55   | 0.02%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $66012.38     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $356327.95    | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    596000 | PA      | $619664.83    | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co., Ltd. (The)                                             | Dai-ichi Life Insurance Co., Ltd. (The)                                                       | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   1163000 | PA      | $1218082.01   | 0.02%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    957000 | PA      | $1036823.68   | 0.02%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Caturus Energy, LLC                                                                 | Caturus Energy, LLC                                                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263306.63    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                           | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22871.04     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | 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        |    531000 | PA      | $552372.75    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                      | Hyundai Capital Services, Inc.                                                                | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   4005000 | PA      | $4091431.54   | 0.07%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    146000 | PA      | $154204.70    | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99997.57     | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL)                      | Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL), Term Loan B                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1437000 | PA      | $1444185.00   | 0.03%             | 2032-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                            | Azule Energy Finance PLC                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $331409.57    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                                   | Turkcell Iletisim Hizmetleri A.S.                                                             | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    670000 | PA      | $709798.25    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    783000 | PA      | $797965.63    | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $117210.68    | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59180.04     | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool, S.A.B. de C.V.                                              | El Puerto de Liverpool, S.A.B. de C.V.                                                        | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |   4483000 | PA      | $4796272.04   | 0.09%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167163.47    | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    392000 | PA      | $406768.09    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 89834JAC7<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    655000 | PA      | $744495.01    | 0.01%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    393000 | PA      | $393148.37    | 0.01%             | 2031-01-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: —       |
| PMT Loan Trust                                                                      | PMT Loan Trust, Series 2025-INV1, Class A7                                                    | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4158921 | PA      | $4237119.55   | 0.08%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190908.60    | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1106489.91   | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    441000 | PA      | $441627.29    | 0.01%             | 2029-01-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    968000 | PA      | $1006462.47   | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    169000 | PA      | $177155.85    | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                                 | Bank of New Zealand                                                                           | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    805000 | PA      | $833875.35    | 0.02%             | 2035-01-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    379000 | PA      | $392845.93    | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    441000 | PA      | $450052.55    | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    747000 | PA      | $771070.57    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORLEN S.A.                                                                          | ORLEN S.A.                                                                                    | CUSIP: YS8280515<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    800000 | PA      | $848807.70    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                    | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5868975 | PA      | $5931865.64   | 0.11%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                    | American National Global Funding                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    231000 | PA      | $238632.54    | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   6148000 | PA      | $6531327.80   | 0.12%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    203000 | PA      | $205664.76    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148408.88    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Agl Clo 17 Ltd.                                                                     | Agl Clo 17 Ltd., Series 2022-17A, Class AR                                                    | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |  12106000 | PA      | $12088083.12  | 0.22%             | 2035-01-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 1 Ltd.                                            | Goldentree Loan Management US CLO 1 Ltd., Series 2017-1A, Class A1R3                          | CUSIP: 38136FBU6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   4358000 | PA      | $4352169.00   | 0.08%             | 2034-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                 | Egypt Government International Bond                                                           | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    385000 | PA      | $417626.69    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57541.09     | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series OO                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    544000 | PA      | $562406.78    | 0.01%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    399000 | PA      | $410959.61    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    672000 | PA      | $697387.90    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    469000 | PA      | $436089.89    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    780000 | PA      | $728276.45    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134454.25    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1326876.16   | 0.02%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    926000 | PA      | $963384.92    | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                    | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7066000 | PA      | $7052185.97   | 0.13%             | 2035-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                                                            | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                                            | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7063000 | PA      | $7049050.58   | 0.13%             | 2034-04-22      | Floating      | 4.81%                 | 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        |    132000 | PA      | $131228.31    | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    142000 | PA      | $144472.86    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21715.88     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2690998.94   | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2490654.21   | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2331148.73   | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    908000 | PA      | $976289.74    | 0.02%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2910032.25   | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    407000 | PA      | $417469.97    | 0.01%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    498000 | PA      | $515541.51    | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1488263.67   | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                  | Healthpeak OP, LLC                                                                            | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    204000 | PA      | $209949.00    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    927000 | PA      | $941257.08    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1998232.24   | 0.04%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    776000 | PA      | $804193.41    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1401970.81   | 0.03%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1267000 | PA      | $1299711.41   | 0.02%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                                    | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                                   | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   9129000 | PA      | $9124335.08   | 0.17%             | 2034-05-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                               | TrueNoord Capital DAC                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    252000 | PA      | $264724.24    | 0.00%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                             | C&W Senior Finance Ltd.                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208067.40    | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                                        | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   6388000 | PA      | $6381088.18   | 0.12%             | 2034-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                               | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   9109756 | PA      | $9113973.59   | 0.17%             | 2032-07-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                             | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2767525 | PA      | $2766277.04   | 0.05%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                        | Hexcel Corp.                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    106000 | PA      | $112122.87    | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Port Of Spain Waterfront Development                                                | Port Of Spain Waterfront Development                                                          | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    193333 | PA      | $193528.60    | 0.00%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                                | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                              | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9863000 | PA      | $9863858.08   | 0.18%             | 2035-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   5159000 | PA      | $5360149.41   | 0.10%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2767000 | PA      | $2913349.40   | 0.05%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                         | Sysco Corp.                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    292000 | PA      | $301734.92    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., Term Loan B                                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  22172000 | PA      | $22008038.06  | 0.40%             | 2029-10-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                            | Tricon Residential Trust, Series 2025-SFR1, Class A                                           | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5695562 | PA      | $5700972.44   | 0.10%             | 2042-03-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    528000 | PA      | $557740.44    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    869000 | PA      | $900024.98    | 0.02%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    829000 | PA      | $850202.56    | 0.02%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    349000 | PA      | $366970.13    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    238000 | PA      | $242612.02    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    269000 | PA      | $280582.84    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    635000 | PA      | $676973.50    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    705000 | PA      | $725016.36    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    559000 | PA      | $577625.69    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J1, Class A4                                                 | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5051715 | PA      | $5135161.86   | 0.09%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    666000 | PA      | $690217.02    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class B                                                           | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5740000 | PA      | $5725854.34   | 0.10%             | 2042-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class A                                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9085000 | PA      | $9069962.51   | 0.16%             | 2042-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1944000 | PA      | $1668195.00   | 0.03%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M6XU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50168 | PA      | $52438.87     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2683 | PA      | $2775.66      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31401BNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147537 | PA      | $150146.05    | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26332000 | PA      | $25894289.22  | 0.47%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202SBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5619 | PA      | $5833.82      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201KBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3493 | PA      | $3562.70      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    442000 | PA      | $453877.80    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    441000 | PA      | $456343.92    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    720000 | PA      | $738006.60    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1207424.73   | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                                    | Akbank Turk A.S.                                                                              | CUSIP: 00971YAM2<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $205577.15    | 0.00%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    876000 | PA      | $899740.34    | 0.02%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1540200.55   | 0.03%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60538.88     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63970.29     | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                              | 200 Park Funding Trust                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $851293.57    | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    756000 | PA      | $777161.29    | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                     | Republic of Kenya Government International Bond                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $203130.02    | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    565000 | PA      | $576520.36    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    803000 | PA      | $821100.88    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| High Street Funding Trust III                                                       | High Street Funding Trust III                                                                 | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672000 | PA      | $671292.79    | 0.01%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                      | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    217000 | PA      | $217719.61    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                               | Walker & Dunlop, Inc.                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $265410.53    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                                       | New Gold Inc.                                                                                 | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    622000 | PA      | $662109.05    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92095.92     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    597000 | PA      | $617298.68    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia International Bond                                              | Republic of Armenia International Bond                                                        | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    600000 | PA      | $622280.24    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    452000 | PA      | $463195.89    | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1076387.54   | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1002324.76   | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1009867.36   | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    668000 | PA      | $686479.56    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1105273.04   | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                                          | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2                        | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   8340000 | PA      | $8342185.08   | 0.15%             | 2036-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1204767.20   | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    462000 | PA      | $465394.43    | 0.01%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    163000 | PA      | $165039.37    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1132000 | PA      | $1165667.37   | 0.02%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    491000 | PA      | $507766.37    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    132000 | PA      | $136795.83    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    456000 | PA      | $476950.18    | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc., Series G                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1224065.06   | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1645911.17   | 0.03%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $471764.10    | 0.01%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| WEST Trust                                                                          | WEST Trust, Series 2025-ROSE, Class A                                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5762000 | PA      | $5882198.78   | 0.11%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1178067.70   | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    304000 | PA      | $308096.88    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198841.66    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    916000 | PA      | $936665.45    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                        | Navient Refinance Loan Trust, Series 2025-A, Class A                                          | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5926748 | PA      | $6026866.34   | 0.11%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    272000 | PA      | $279544.49    | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    587000 | PA      | $596729.67    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    955000 | PA      | $979012.99    | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282648.49    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                        | EZCORP, Inc.                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    502000 | PA      | $527528.71    | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    522000 | PA      | $531700.99    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    810000 | PA      | $852283.43    | 0.02%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    669000 | PA      | $682247.57    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1345775.73   | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    667000 | PA      | $687775.53    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                   | 1261229 B.C. Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    185000 | PA      | $191417.65    | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    455000 | PA      | $474004.39    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                                  | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    756000 | PA      | $769324.36    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1066000 | PA      | $1096635.77   | 0.02%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution, Ltd.                                                            | LG Energy Solution, Ltd.                                                                      | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    410000 | PA      | $426637.40    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    410000 | PA      | $431087.23    | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                       | Fortitude Group Holdings, LLC                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281257.16    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                            | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1938016.91   | 0.04%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    617000 | PA      | $641914.60    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                           | Forvia SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    196000 | PA      | $209050.27    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: YQ7562081<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $364685.99    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR                                      | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1170000 | PA      | $1170498.42   | 0.02%             | 2035-04-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $268237.06    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    635000 | PA      | $649448.25    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    544000 | PA      | $562621.89    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221173.48    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-1A, Class A2                                                | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11433000 | PA      | $11657363.48  | 0.21%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-2A, Class A2                                                | CUSIP: 88651CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8934000 | PA      | $9101717.98   | 0.17%             | 2055-04-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    204000 | PA      | $209398.43    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    609000 | PA      | $612837.34    | 0.01%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    751000 | PA      | $760483.32    | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                                   | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    768000 | PA      | $801267.67    | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    128000 | PA      | $135932.78    | 0.00%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                                 | Trans-Allegheny Interstate Line Co.                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $476496.94    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    995000 | PA      | $996990.21    | 0.02%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1391174.74   | 0.03%             | 2027-04-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    927000 | PA      | $943600.51    | 0.02%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    106000 | PA      | $112642.11    | 0.00%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1095506.92   | 0.02%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    411000 | PA      | $419273.27    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1251676.04   | 0.02%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1742029.97   | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    774000 | PA      | $818673.05    | 0.01%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1732112.61   | 0.03%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    904000 | PA      | $911723.28    | 0.02%             | 2028-04-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1332000 | PA      | $1357054.17   | 0.02%             | 2031-04-24      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1409000 | PA      | $1460481.03   | 0.03%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    442000 | PA      | $492734.53    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1139544.75   | 0.02%             | 2029-04-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    277000 | PA      | $293895.70    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    621000 | PA      | $677086.24    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    963000 | PA      | $974642.33    | 0.02%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    762000 | PA      | $785227.60    | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    783000 | PA      | $796128.30    | 0.01%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2446873.24   | 0.04%             | 2029-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1792498.69   | 0.03%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    144000 | PA      | $152934.40    | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1142000 | PA      | $1199334.61   | 0.02%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    753000 | PA      | $780493.17    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    471000 | PA      | $499923.22    | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33211.37     | 0.00%             | 2028-04-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52618.29     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                              | Excelerate Energy L.P.                                                                        | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    256000 | PA      | $272931.07    | 0.00%             | 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        |   7495000 | PA      | $7845046.48   | 0.14%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2215461.37   | 0.04%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2768000 | PA      | $2889210.55   | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   4672000 | PA      | $4991489.77   | 0.09%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1357820.90   | 0.02%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    397000 | PA      | $403192.29    | 0.01%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1555087.28   | 0.03%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1148000 | PA      | $1233513.37   | 0.02%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                           | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |   1511908 | PA      | $1522770.54   | 0.03%             | 2055-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    559000 | PA      | $588604.82    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1671745.31   | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    578000 | PA      | $594150.66    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                           | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   3591000 | PA      | $3685878.28   | 0.07%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                           | CUSIP: 693483AK5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   2329000 | PA      | $2464962.55   | 0.04%             | 2035-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    859000 | PA      | $882083.48    | 0.02%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    833000 | PA      | $819729.45    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    586000 | PA      | $588530.36    | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1171403.58   | 0.02%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    950000 | PA      | $959323.59    | 0.02%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406360.77    | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    203000 | PA      | $206759.73    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    390000 | PA      | $400522.20    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    968000 | PA      | $999104.19    | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings, LLC                                                     | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $580044.09    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    300000 | PA      | $317873.25    | 0.01%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2276000 | PA      | $2303361.28   | 0.04%             | 2029-05-09      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2128000 | PA      | $2178488.14   | 0.04%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1026000 | PA      | $1037949.96   | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2022581.07   | 0.04%             | 2028-05-07      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $2354039.23   | 0.04%             | 2031-05-07      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA, S.A.B. de C.V.                                                     | Coca-Cola FEMSA, S.A.B. de C.V.                                                               | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   9654000 | PA      | $9794465.70   | 0.18%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-2A, Class A2                                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8273000 | PA      | $8497758.38   | 0.15%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating L.P.                                                                  | ERP Operating L.P.                                                                            | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    504000 | PA      | $517717.98    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                        | MassMutual Global Funding II                                                                  | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1388192.65   | 0.03%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2530240.21   | 0.05%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                  | American International Group, Inc.                                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363830.76    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    911000 | PA      | $946125.17    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $442051.44    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1379587.69   | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Windfall Mining Group Inc.                                                          | Windfall Mining Group Inc.                                                                    | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   4540000 | PA      | $4759726.87   | 0.09%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2398489.87   | 0.04%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1919393.56   | 0.03%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1898619.40   | 0.03%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    967000 | PA      | $980363.09    | 0.02%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1323000 | PA      | $1356087.03   | 0.02%             | 2031-05-13      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1370325.77   | 0.02%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    494000 | PA      | $509010.78    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                    | Fair Isaac Corp.                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314256.75    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2647000 | PA      | $2698647.02   | 0.05%             | 2031-05-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $443014.02    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1407000 | PA      | $1455250.70   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | 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        |   6862316 | PA      | $6894912.01   | 0.13%             | 2032-05-07      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    800000 | PA      | $850446.96    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    244000 | PA      | $248253.56    | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2478000 | PA      | $2553408.02   | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co., LLC                                                           | AEP Transmission Co., LLC                                                                     | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    259000 | PA      | $269919.78    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    631000 | PA      | $660873.48    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                              | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    273000 | PA      | $280428.31    | 0.01%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    421000 | PA      | $435818.34    | 0.01%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CROWN Americas LLC                                                                  | CROWN Americas LLC                                                                            | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    742000 | PA      | $760277.69    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    499000 | PA      | $524025.94    | 0.01%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    709000 | PA      | $728115.00    | 0.01%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    735000 | PA      | $768937.58    | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Baltimore Gas and Electric Co.                                                      | Baltimore Gas and Electric Co.                                                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    678000 | PA      | $709435.96    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                            | Belrose Funding Trust II                                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2192007.38   | 0.04%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                            | Magna International Inc.                                                                      | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $291604.51    | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   8116000 | PA      | $8339157.54   | 0.15%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                      | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                       | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2065000 | PA      | $2141225.35   | 0.04%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1070819.77   | 0.02%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1423749.85   | 0.03%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp. (An Electric Membership Corp.)                               | Oglethorpe Power Corp. (An Electric Membership Corp.)                                         | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    312000 | PA      | $315278.51    | 0.01%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                          | EnPro Inc.                                                                                    | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3875883.99   | 0.07%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust, Series 2025-OANA, Class B                                                          | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7781000 | PA      | $7828435.31   | 0.14%             | 2040-06-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1395208.08   | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| PSEG Power LLC                                                                      | PSEG Power LLC                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32863.18     | 0.00%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                                | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1258000 | PA      | $1312406.05   | 0.02%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                               | Woodside Finance Ltd.                                                                         | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    232000 | PA      | $242335.98    | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8052.68      | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2543144.31   | 0.05%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    965000 | PA      | $990075.79    | 0.02%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1412000 | PA      | $1456538.32   | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | 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        |    262000 | PA      | $272455.90    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                     | Teva Pharmaceutical Finance Netherlands IV B.V.                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   5080000 | PA      | $5276357.24   | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140394.60    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $2008944.63   | 0.04%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1534479.68   | 0.03%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2779823.20   | 0.05%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1768000 | PA      | $1792368.93   | 0.03%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1311000 | PA      | $1338087.17   | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    913000 | PA      | $944955.75    | 0.02%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    929000 | PA      | $969258.48    | 0.02%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    799000 | PA      | $856775.04    | 0.02%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1282000 | PA      | $1314348.85   | 0.02%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1373000 | PA      | $1437544.52   | 0.03%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceuticals Finance Netherlands B.V.                                       | Teva Pharmaceuticals Finance Netherlands B.V.                                                 | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2790000 | PA      | $2931282.81   | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1489000 | PA      | $1606559.89   | 0.03%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                              | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1052940.30   | 0.02%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Conv.                                                                     | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5591000 | PA      | $5658172.01   | 0.10%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4506974.61   | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| CACI International Inc.                                                             | CACI International Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84544.07     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |    250000 | PA      | $293971.20    | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    713000 | PA      | $741526.87    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38520.30     | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina S.A.                                                              | Telecom Argentina S.A.                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    800000 | PA      | $821916.00    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                                | Flutter Treasury DAC                                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2994000 | PA      | $3025841.19   | 0.05%             | 2031-06-04      | Fixed         | 5.88%                 | 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        |   4376115 | PA      | $4413897.09   | 0.08%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29731.05     | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    728000 | PA      | $752748.09    | 0.01%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91883.81     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   7924000 | PA      | $8040565.05   | 0.15%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   9638000 | PA      | $9953599.97   | 0.18%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   9933000 | PA      | $10597074.69  | 0.19%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    474000 | PA      | $479335.91    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    624000 | PA      | $644236.76    | 0.01%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Florida Gas Transmission Co., LLC                                                   | Florida Gas Transmission Co., LLC                                                             | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1739082.73   | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2493713.56   | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cascades Inc./Cascades USA Inc.                                                     | Cascades Inc./Cascades USA Inc.                                                               | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $240740.12    | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    653000 | PA      | $677106.15    | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                                                | Jackson National Life Global Funding                                                          | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1179990.94   | 0.02%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IP Mortgage Trust                                                                   | IP Mortgage Trust, Series 2025-IP, Class A                                                    | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10963000 | PA      | $11184095.21  | 0.20%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3046000 | PA      | $3162539.96   | 0.06%             | N/A             | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3123051.74   | 0.06%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45234.00     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                               | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    982000 | PA      | $1002192.33   | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                      | Autodesk, Inc.                                                                                | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620425.82    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                      | JH North America Holdings Inc.                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    577000 | PA      | $591910.83    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                      | JH North America Holdings Inc.                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1021265.16   | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94994.65     | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                         | Clarios Global L.P./ Clarios US Finance Co.                                                   | CUSIP: YN0904816<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118449.32    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2384157.91   | 0.04%             | 2028-06-09      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2025-R04, Class 1A1                          | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1051646 | PA      | $1053878.49   | 0.02%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U                                                        | Vista Energy Argentina S.A.U                                                                  | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    500000 | PA      | $514940.95    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                       | Rollins, Inc.                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    307000 | PA      | $314897.02    | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1130262.63   | 0.02%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    774000 | PA      | $794960.67    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                   | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $396302.00    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                         | Toll Brothers Finance Corp.                                                                   | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1751810.79   | 0.03%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Rocket Cos., Inc.                                                                   | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $789519.92    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc., Conv.                                                                  | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4940080.02   | 0.09%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                     | Whirlpool Corp.                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178004.21    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                     | Whirlpool Corp.                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90971.10     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                                  | CLI Funding IX LLC, Series 2025-1A, Class A                                                   | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   3508849 | PA      | $3574945.31   | 0.06%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust, Series 2025-1A, Class A                                         | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2083564 | PA      | $2119965.27   | 0.04%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1386606.85   | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                                  | Metronet Infrastructure Issuer LLC                                                            | CUSIP: 59170JAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7337149.35   | 0.13%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | 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        |    275000 | PA      | $279524.85    | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132DUUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33443053 | PA      | $29795950.38  | 0.54%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1056479.05   | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    769000 | PA      | $811428.99    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Invesco Core Fixed Income ETF                                                       | Invesco Core Fixed Income ETF                                                                 | CUSIP: 46127B601<br>LEI: 254900MLIL9B3UBH2053 | Long             | EC               | RF                | US        |     10500 | NS      | $268540.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1296123.16   | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a.r.l.                                                              | FS Luxembourg S.a.r.l.                                                                        | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $615504.00    | 0.01%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                          | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2543047.83   | 0.05%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2881080.40   | 0.05%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing, Inc.                                                             | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    399000 | PA      | $406721.45    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    457000 | PA      | $462695.45    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1174698.30   | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $2021370.31   | 0.04%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1199050.41   | 0.02%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   5873000 | PA      | $5960292.98   | 0.11%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3877000 | PA      | $3979572.43   | 0.07%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1422929.83   | 0.03%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Bahamas Government International Bond                                               | Bahamas Government International Bond                                                         | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   3525000 | PA      | $3837033.00   | 0.07%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb Inc.                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc.                                           | CUSIP: YN3045658<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    200000 | PA      | $235874.27    | 0.00%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                                | EFMT, Series 2025-NQM2, Class A1                                                              | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   8868025 | PA      | $8938791.32   | 0.16%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Notes Future                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1776 | NC      | $-1265590.03  | -0.02%            |  |  |  | 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       |     -1821 | NC      | $-1894998.16  | -0.03%            |  |  |  | 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       |       367 | NC      | $286446.81    | 0.01%             |  |  |  | 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       |      1661 | NC      | $2164063.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $208694.40    | 0.00%             | N/A             | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Bausch and Lomb, Inc.                                                               | Bausch and Lomb, Inc., Term Loan                                                              | CUSIP: C0787FAJ1<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   2044875 | PA      | $2060722.78   | 0.04%             | 2031-01-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6846000 | PA      | $7217053.20   | 0.13%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.  | JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.            | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4139000 | PA      | $4239278.04   | 0.08%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.  | JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.            | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4159732.70   | 0.08%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                                              | Barbados Government International Bond                                                        | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |   3388000 | PA      | $3563125.72   | 0.06%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   9777000 | PA      | $10076176.20  | 0.18%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.  | JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.            | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1889163.71   | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | 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        |   6538132 | PA      | $6572135.34   | 0.12%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc.                                                                      | Tidewater Inc.                                                                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    377000 | PA      | $403369.64    | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class B                                       | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2418405.11   | 0.04%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class C                                       | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7435000 | PA      | $7601156.64   | 0.14%             | 2044-07-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class D                                       | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9393000 | PA      | $9622643.82   | 0.17%             | 2044-07-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                                  | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2410606.16   | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1211579.44   | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A                                       | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9585000 | PA      | $9738324.54   | 0.18%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1820000 | PA      | $1888381.70   | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1588000 | PA      | $1618267.69   | 0.03%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1323000 | PA      | $1376744.14   | 0.02%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| TELUS Corp.                                                                         | TELUS Corp.                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1368000 | PA      | $1402575.86   | 0.03%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| CaixaBank, S.A.                                                                     | CaixaBank, S.A.                                                                               | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1139000 | PA      | $1159679.32   | 0.02%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2214000 | PA      | $2235790.59   | 0.04%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1951000 | PA      | $1977175.83   | 0.04%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   2703000 | PA      | $2780847.48   | 0.05%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                     | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A1                                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17870000 | PA      | $17876254.50  | 0.32%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    441000 | PA      | $403515.00    | 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        |  17670000 | PA      | $14149959.30  | 0.26%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Elmwood CLO 15 Ltd.                                                                 | Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R                                                | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  16550000 | PA      | $16557761.95  | 0.30%             | 2035-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2371000 | PA      | $2407944.76   | 0.04%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3480000 | PA      | $3607520.84   | 0.07%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2165000 | PA      | $2185019.80   | 0.04%             | 2031-07-08      | Floating      | 5.35%                 | No            |                  2 | On Loan: —       |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   3219000 | PA      | $3304105.43   | 0.06%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                                   | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3156901.11   | 0.06%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                            | SGUS LLC                                                                                      | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67020 | PA      | $54645.16     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    422000 | PA      | $409689.21    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class B                                                         | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3756544.13   | 0.07%             | 2042-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class C                                                         | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165000 | PA      | $3171735.12   | 0.06%             | 2042-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: YN7790887<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $346860.00    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2164347.72   | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2836263.82   | 0.05%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                  | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319819.50    | 0.01%             | 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        |    280000 | PA      | $293664.68    | 0.01%             | 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        |    374000 | PA      | $387074.29    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | 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       |      4128 | NC      | $739820.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -3181 | NC      | $-1199322.03  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                                              | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class A1R                            | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15795000 | PA      | $15793104.60  | 0.29%             | 2034-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    402000 | PA      | $412297.23    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class A                                                         | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8975000 | PA      | $8994364.46   | 0.16%             | 2042-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1928221.68   | 0.03%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   6499000 | PA      | $6785475.92   | 0.12%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   5231000 | PA      | $5582784.75   | 0.10%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1842000 | PA      | $1890560.65   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | Banque Federative du Credit Mutuel                                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4229000 | PA      | $4276343.99   | 0.08%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                    | Gray Media, Inc.                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77798.25     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System, L.L.C.                                               | Gulfstream Natural Gas System, L.L.C.                                                         | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2614000 | PA      | $2695195.78   | 0.05%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  11622000 | PA      | $12015271.16  | 0.22%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  10276000 | PA      | $10552989.79  | 0.19%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1083211.73   | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1138000 | PA      | $1189590.40   | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT7, Class A                                                           | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350000 | PA      | $5359173.11   | 0.10%             | 2044-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                    | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                              | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    300000 | PA      | $310803.00    | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3308443.42   | 0.06%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                           | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41594.54     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                                         | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAS1<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2294364.01   | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                              | Aircastle Ltd. / Aircastle Ireland DAC                                                        | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1079000 | PA      | $1092186.91   | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    527000 | PA      | $559896.39    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| AECOM                                                                               | AECOM                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   6365000 | PA      | $6547770.98   | 0.12%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                               | Kioxia Holdings Corp.                                                                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    569000 | PA      | $592328.43    | 0.01%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                   | Golub Capital Private Credit Fund                                                             | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    897000 | PA      | $902888.73    | 0.02%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    176000 | PA      | $184229.41    | 0.00%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                               | Kioxia Holdings Corp.                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1108000 | PA      | $1141158.01   | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2025-CES7, Class A1A                                              | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   3811427 | PA      | $3852595.68   | 0.07%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                               | Jersey Mike's Funding, Series 2025-1A, Class A2                                               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7082250 | PA      | $7252467.63   | 0.13%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1790709.94   | 0.03%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2177730.23   | 0.04%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1771068.47   | 0.03%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: —       |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                     | Comision Ejecutiva Hidroelectrica del Rio Lempa                                               | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    333000 | PA      | $356643.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco L.P.                                                              | Boots Group Finco L.P.                                                                        | CUSIP: YM3458762<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1224743.58   | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco L.P.                                                              | Boots Group Finco L.P.                                                                        | CUSIP: YM3484644<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $2044247.13   | 0.04%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1164345.73   | 0.02%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                                                         | Truist Bank                                                                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4256000 | PA      | $4277708.83   | 0.08%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3315862.88   | 0.06%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                      | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1762900.02   | 0.03%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1577106.89   | 0.03%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3322000 | PA      | $3345001.33   | 0.06%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527226.48    | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130202.75    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131685.75    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co., L.L.C.                                                    | Southern Natural Gas Co., L.L.C.                                                              | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    729000 | PA      | $747881.87    | 0.01%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                                                         | Truist Bank                                                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5142000 | PA      | $5145610.35   | 0.09%             | 2028-07-24      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3943000 | PA      | $3975896.21   | 0.07%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2749284.72   | 0.05%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5878473.35   | 0.11%             | 2029-07-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1554943.28   | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9696505 | PA      | $9774554.50   | 0.18%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    751000 | PA      | $756378.09    | 0.01%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1401611.59   | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2883174.26   | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                          | Amneal Pharmaceuticals LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    295000 | PA      | $311970.47    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                                                                 | Synchrony Financial                                                                           | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    427000 | PA      | $431564.48    | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| 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        |   4439516 | PA      | $4448555.34   | 0.08%             | 2055-10-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc., Conv.                                                               | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   8443000 | PA      | $8660407.25   | 0.16%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1637369.35   | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2154277.46   | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Eagle Funding LuxCo S.a.r.l.                                                        | Eagle Funding LuxCo S.a.r.l.                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  40751000 | PA      | $41420946.44  | 0.75%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3734103.17   | 0.07%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1552105.08   | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1202665.28   | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3856269.12   | 0.07%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2634988.23   | 0.05%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1873000 | PA      | $1893337.03   | 0.03%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1429000 | PA      | $1450940.87   | 0.03%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99399300 | PA      | $100672853.53 | 1.83%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18864.42     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4323000 | PA      | $4375922.99   | 0.08%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3870013.61   | 0.07%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                                                     | Louisville Gas and Electric Co.                                                               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1109311.38   | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                             | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    112500 | PA      | $115332.19    | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2176000 | PA      | $2261040.82   | 0.04%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                       | CHC Group LLC                                                                                 | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    128000 | PA      | $122825.75    | 0.00%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144137.30    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    433000 | PA      | $439678.92    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    238000 | PA      | $231843.64    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | 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        |   3151000 | PA      | $3280859.01   | 0.06%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    376000 | PA      | $380773.30    | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                     | South Bow Canadian infrastructure Holdings Ltd.                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1834000 | PA      | $1951629.09   | 0.04%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| SCG Commercial Mortgage Trust                                                       | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                                      | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3855000 | PA      | $3862349.17   | 0.07%             | 2042-08-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                                 | CNA Financial Corp.                                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   4296000 | PA      | $4342545.66   | 0.08%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    950000 | PA      | $958425.89    | 0.02%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5873000 | PA      | $5935704.44   | 0.11%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                           | MSCI Inc.                                                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1965591.86   | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5731000 | PA      | $5878965.42   | 0.11%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                        | American Water Capital Corp.                                                                  | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1485160.71   | 0.03%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1345734.86   | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PPL Electric Utilities Corp.                                                        | PPL Electric Utilities Corp.                                                                  | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1079129.41   | 0.02%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                        | Match Group Holdings II, LLC                                                                  | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3826139.07   | 0.07%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                           | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    715000 | PA      | $720381.26    | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                           | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1946100.95   | 0.04%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    768000 | PA      | $771741.46    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    875000 | PA      | $880513.17    | 0.02%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2455213.55   | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Ball Corp.                                                                          | Ball Corp.                                                                                    | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   8352000 | PA      | $8515156.32   | 0.15%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                                | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2194233.11   | 0.04%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3474659.63   | 0.06%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4728721.32   | 0.09%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2706566.73   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                              | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    779000 | PA      | $785664.08    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics, Inc.                                                              | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2956400.41   | 0.05%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1585674.91   | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-8, Class A4                                               | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4439890 | PA      | $4472328.23   | 0.08%             | 2055-09-25      | Variable      | 5.50%                 | 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        |    246262 | PA      | $247801.64    | 0.00%             | 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        |    151980 | PA      | $54181.36     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                          | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2340375.33   | 0.04%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    547000 | PA      | $560690.30    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2393547.40   | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3536005.84   | 0.06%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1618470.15   | 0.03%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  12426000 | PA      | $12266053.77  | 0.22%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9001000 | PA      | $8962772.75   | 0.16%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2147517.28   | 0.04%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                              | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1080280.15   | 0.02%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                                   | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2904362.59   | 0.05%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                                   | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8940000 | PA      | $9010416.80   | 0.16%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II                                  | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $7887727.38   | 0.14%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                          | Arizona Public Service Co.                                                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   4362000 | PA      | $4491190.62   | 0.08%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2495379.41   | 0.05%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1755391.45   | 0.03%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $2000432.46   | 0.04%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |  15910000 | PA      | $15990923.35  | 0.29%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                         | goeasy Ltd.                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1418000 | PA      | $1339201.46   | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   6991000 | PA      | $7047167.72   | 0.13%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1042986.96   | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $1023133.97   | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Block, Inc.                                                                         | Block, Inc.                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1130339.50   | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                         | Block, Inc.                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    913000 | PA      | $930957.80    | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1055177.16   | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2761733 | PA      | $2770598.16   | 0.05%             | 2032-08-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-3A, Class A2                                             | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8430000 | PA      | $8185057.92   | 0.15%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-4A, Class A2                                             | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $9786390.45   | 0.18%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2067680.60   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1864938.68   | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Essential Properties, L.P.                                                          | Essential Properties, L.P.                                                                    | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    763000 | PA      | $766968.29    | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    930000 | PA      | $960761.76    | 0.02%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1732810.05   | 0.03%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    209000 | PA      | $209632.01    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   4834000 | PA      | $4879933.92   | 0.09%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5630125.66   | 0.10%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                  | RGA Global Funding                                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   5401000 | PA      | $5441053.60   | 0.10%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                 | Hanover Insurance Group, Inc. (The)                                                           | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1212666.94   | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   5874000 | PA      | $5914031.31   | 0.11%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5769000 | PA      | $5809759.43   | 0.11%             | 2030-08-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Wynnton Funding Trust                                                               | Wynnton Funding Trust                                                                         | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4397000 | PA      | $4457528.71   | 0.08%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                            | Wynnton Funding Trust II                                                                      | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4157000 | PA      | $4227064.03   | 0.08%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-VII Ltd.                                                          | CIFC Funding 2021-VII Ltd., Series 2021-7A, Class AR                                          | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |  17100000 | PA      | $17104018.50  | 0.31%             | 2035-01-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2025-HE2, Class A1                                                          | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-MBS          | CORP              | US        |   7279314 | PA      | $7312695.25   | 0.13%             | 2055-08-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-2 Ltd.                                                          | Carlyle US CLO 2020-2 Ltd., Series 2020-2A, Class A1R2                                        | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14320000 | PA      | $14305579.76  | 0.26%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2705208.61   | 0.05%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| Symphony CLO XXIV, Ltd.                                                             | Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R                                           | CUSIP: 87167QAQ1<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |  16473000 | PA      | $16477414.76  | 0.30%             | 2035-10-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                                          | RR 17 Ltd., Series 2021-17A, Class A1AR                                                       | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |  22060000 | PA      | $22066331.22  | 0.40%             | 2034-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co., Series C                                                                   | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2482763.68   | 0.05%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                   | Cigna Group (The)                                                                             | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $2228583.31   | 0.04%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2260000 | PA      | $2335047.82   | 0.04%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services, LLC                                                            | Kodiak Gas Services, LLC                                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1579098.70   | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1486000 | PA      | $1550507.35   | 0.03%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2377000 | PA      | $2397680.61   | 0.04%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9587000 | PA      | $9734304.26   | 0.18%             | N/A             | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4116000 | PA      | $4226348.31   | 0.08%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2281000 | PA      | $2299511.30   | 0.04%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                   | Sumitomo Mitsui Trust Group, Inc.                                                             | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   1168000 | PA      | $1185205.64   | 0.02%             | 2036-09-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| New England Power Co.                                                               | New England Power Co.                                                                         | CUSIP: 644188BK9<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1208788.42   | 0.02%             | 2055-09-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series A                                                      | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    504000 | PA      | $504821.32    | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series B                                                      | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    852000 | PA      | $863597.95    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                             | Suzano Netherlands B.V.                                                                       | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |   3430000 | PA      | $3410706.25   | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | 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        |     27000 | PA      | $27792.99     | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1915000 | PA      | $1959784.19   | 0.04%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5803000 | PA      | $5835844.98   | 0.11%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5933790.89   | 0.11%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  11139000 | PA      | $11567795.81  | 0.21%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7363000 | PA      | $7305956.70   | 0.13%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                            | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1076951.50   | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1646000 | PA      | $1698488.26   | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4319000 | PA      | $4350652.61   | 0.08%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                                 | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   9885000 | PA      | $9910023.88   | 0.18%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   5003000 | PA      | $5038631.37   | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3763000 | PA      | $3831637.12   | 0.07%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6816000 | PA      | $6958451.20   | 0.13%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                                                    | Marriott Ownership Resorts, Inc.                                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1429416.00   | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                                 | CUSIP: 78392BAK3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  16839000 | PA      | $16844183.89  | 0.31%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2742205.65   | 0.05%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Provident Funding Mortgage Trust 2025-4                                             | Provident Funding Mortgage Trust 2025-4, Series 2025-4, Class A1                              | CUSIP: 74387AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12252841 | PA      | $12454714.19  | 0.23%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2648019.44   | 0.05%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1747656.05   | 0.03%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1736524.06   | 0.03%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10323000 | PA      | $10380953.32  | 0.19%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $3029760.05   | 0.05%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2532486.93   | 0.05%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2488780.10   | 0.05%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $3117263.43   | 0.06%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series C                                                     | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3394000 | PA      | $3403249.26   | 0.06%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series D                                                     | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5579099.23   | 0.10%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2499000 | PA      | $2471055.18   | 0.04%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1069183.01   | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2617000 | PA      | $2584243.53   | 0.05%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                               | Turkiye Government International Bond                                                         | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  13168000 | PA      | $13507163.96  | 0.25%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class A                           | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5324000 | PA      | $5333061.98   | 0.10%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class B                           | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2856000 | PA      | $2855608.44   | 0.05%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class C                           | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1091600 | PA      | $1098321.75   | 0.02%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class A                           | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  12125000 | PA      | $12148066.60  | 0.22%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class B                           | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5277000 | PA      | $5301690.03   | 0.10%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class C                           | CUSIP: 05377RLC6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2363000 | PA      | $2365397.03   | 0.04%             | 2032-02-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                       | Raymond James Financial, Inc.                                                                 | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   3132000 | PA      | $3121182.01   | 0.06%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                       | Raymond James Financial, Inc.                                                                 | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2212181.16   | 0.04%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2II                                            | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3310000 | PA      | $3328576.38   | 0.06%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2I                                             | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5690000 | PA      | $5712848.76   | 0.10%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                                  | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3423499.68   | 0.06%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                                | SA Global Sukuk Ltd.                                                                          | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |  14310000 | PA      | $14115120.70  | 0.26%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                                | SA Global Sukuk Ltd.                                                                          | CUSIP: 78397PAH4<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |  13607000 | PA      | $13297838.07  | 0.24%             | 2035-09-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Hawaiian Electric Co., Inc.                                                         | Hawaiian Electric Co., Inc.                                                                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1722373.70   | 0.03%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 4, Ltd.                                                             | Signal Peak CLO 4, Ltd., Series 2017-4A, Class AR2                                            | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |  15510000 | PA      | $15517708.47  | 0.28%             | 2034-10-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2681000 | PA      | $2672233.67   | 0.05%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7476000 | PA      | $7388051.51   | 0.13%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RWE Finance US, LLC                                                                 | RWE Finance US, LLC                                                                           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2167529.24   | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RWE Finance US, LLC                                                                 | RWE Finance US, LLC                                                                           | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2233572.33   | 0.04%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                             | FWD Group Holdings Ltd.                                                                       | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |   1533000 | PA      | $1543521.70   | 0.03%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                             | FWD Group Holdings Ltd.                                                                       | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |   1670000 | PA      | $1684847.65   | 0.03%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                        | Diversified Healthcare Trust                                                                  | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152664.00    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                     | Santander UK Group Holdings PLC                                                               | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2183000 | PA      | $2183366.42   | 0.04%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   7492000 | PA      | $7417880.89   | 0.13%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                          | Melco Resorts Finance Ltd.                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    799000 | PA      | $791704.13    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc. (The)                                                            | Carlyle Group Inc. (The)                                                                      | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $3050865.71   | 0.06%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                    | Solstice Advanced Materials Inc.                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1193403.01   | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Southern Power Co.                                                                  | Southern Power Co., Series A                                                                  | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2136412.90   | 0.04%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Southern Power Co.                                                                  | Southern Power Co., Series B                                                                  | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2570501.64   | 0.05%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10902000 | PA      | $10810859.28  | 0.20%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2438000 | PA      | $2438980.78   | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   9088000 | PA      | $9006389.76   | 0.16%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2740187.65   | 0.05%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                        | Wisconsin Electric Power Co.                                                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1886578.14   | 0.03%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                                     | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2889051.56   | 0.05%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $2184995.37   | 0.04%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                          | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6011000 | PA      | $6026351.73   | 0.11%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2666000 | PA      | $2665651.82   | 0.05%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2666000 | PA      | $2667528.55   | 0.05%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                 | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    528000 | PA      | $531640.03    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                 | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    967000 | PA      | $977335.30    | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-3A, Class A2                                                    | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6494000 | PA      | $6555785.21   | 0.12%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3788000 | PA      | $3784137.83   | 0.07%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                    | Embraer Netherlands Finance B.V.                                                              | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $793960.00    | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                   | Lamar Media Corp.                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4934000 | PA      | $4945544.43   | 0.09%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $3204116.56   | 0.06%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4784000 | PA      | $4797128.20   | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd.                                                       | Juniper Valley Park CLO, Ltd., Series 2023-1A, Class ARR                                      | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | GB        |  11050000 | PA      | $11044408.70  | 0.20%             | 2036-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                     | National Health Investors, Inc.                                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    829000 | PA      | $826150.50    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3784000 | PA      | $3778616.24   | 0.07%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1                               | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   5709818 | PA      | $5719425.15   | 0.10%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                                        | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   2305000 | PA      | $2299919.39   | 0.04%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                                        | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1925187.34   | 0.03%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series C                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5967000 | PA      | $5929692.53   | 0.11%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series D                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1732208.35   | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties, L.P.                                                       | COPT Defense Properties, L.P.                                                                 | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    793000 | PA      | $790144.85    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                              | Baiterek National Managing Holding JSC                                                        | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $397038.78    | 0.01%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo, LLC                                               | CrossCountry Intermediate HoldCo, LLC                                                         | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2892787.94   | 0.05%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3817880.30   | 0.07%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corp. Inmobiliaria Vesta, S. A. B. de C. V.                                         | Corp. Inmobiliaria Vesta, S. A. B. de C. V.                                                   | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $806640.00    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4459000 | PA      | $4453564.48   | 0.08%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3661984.71   | 0.07%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4601000 | PA      | $4675614.42   | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3249000 | PA      | $3202751.49   | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2320675.68   | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3692000 | PA      | $3483401.93   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc.                                                                 | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   4228000 | PA      | $4278404.74   | 0.08%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2369793.97   | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Boston Properties L.P.                                                              | Boston Properties L.P., Conv.                                                                 | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5066000 | PA      | $5033755.21   | 0.09%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a.r.l.                                                              | Aegea Finance S.a.r.l.                                                                        | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    324000 | PA      | $307601.40    | 0.01%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Windstream Services, LLC                                                            | Windstream Services, LLC                                                                      | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207800.72    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   3981000 | PA      | $3962947.84   | 0.07%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7411000 | PA      | $7481189.58   | 0.14%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Fortitude Global Funding                                                            | Fortitude Global Funding                                                                      | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   4548000 | PA      | $4553345.95   | 0.08%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                 | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   6452000 | PA      | $6560632.65   | 0.12%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                             | AP Grange Holdings, LLC                                                                       | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  27441000 | PA      | $30883918.82  | 0.56%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2821346.82   | 0.05%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: —       |
| Egyptian Financial Co. for Sovereign Taskeek (The)                                  | Egyptian Financial Co. for Sovereign Taskeek (The)                                            | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |   4333000 | PA      | $4385035.00   | 0.08%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)                                  | Egyptian Financial Co. for Sovereign Taskeek (The)                                            | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |   1848000 | PA      | $1916838.00   | 0.03%             | 2032-10-07      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A.S.                                                          | Turk Telekomunikasyon A.S.                                                                    | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $508005.64    | 0.01%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R3                         | CUSIP: 14311NBC7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   8951760 | PA      | $8957820.07   | 0.16%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                                | Kuwait International Government Bond                                                          | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   5253000 | PA      | $5260451.96   | 0.10%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: —       |
| Kuwait International Government Bond                                                | Kuwait International Government Bond                                                          | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   5320000 | PA      | $5338581.32   | 0.10%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                       | Transocean International Ltd.                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    274000 | PA      | $285809.44    | 0.01%             | 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        |    100000 | PA      | $112276.66    | 0.00%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a. r.l.                                                      | ION Platform Finance S.a. r.l.                                                                | CUSIP: YK3678280<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113095.59    | 0.00%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-II                                                            | Barings CLO Ltd. 2021-II, Series 2021-2A, Class A1R                                           | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |  10740000 | PA      | $10751599.20  | 0.20%             | 2034-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                    | 180 Medical Inc.                                                                              | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1777825.37   | 0.03%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2785803.28   | 0.05%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3229000 | PA      | $3223366.04   | 0.06%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                                          | Deere Funding Canada Corp.                                                                    | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7998000 | PA      | $8009044.60   | 0.15%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd.                                                                | Harbor Park CLO Ltd., Series 2018-1A, Class AR2                                               | CUSIP: 41154XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6253812.50   | 0.11%             | 2031-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4279445.83   | 0.08%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $5053882.67   | 0.09%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   5632000 | PA      | $5688174.13   | 0.10%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $4023989.76   | 0.07%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                                     | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1743245.28   | 0.03%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Getty Images, Inc.                                                                  | Getty Images, Inc.                                                                            | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70552.36     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3221000 | PA      | $3254521.56   | 0.06%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2025-4, Class A3                                       | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5110000 | PA      | $5140947.18   | 0.09%             | 2029-12-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class A                                               | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17885000 | PA      | $17902512.99  | 0.32%             | 2040-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class B                                               | CUSIP: 82556AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3525000 | PA      | $3530438.02   | 0.06%             | 2040-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class C                                               | CUSIP: 82556AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425000 | PA      | $3431154.04   | 0.06%             | 2040-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-B                                                | Barings Equipment Finance LLC 2025-B, Series 2025-B, Class A3                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5077072.04   | 0.09%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-10, Class A1                                              | CUSIP: 81750CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12528607 | PA      | $12586940.09  | 0.23%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk (DIFC) Ltd.                                                               | DAE Sukuk (DIFC) Ltd.                                                                         | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    600000 | PA      | $595735.22    | 0.01%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                               | Switch ABS Issuer LLC, Series 2025-2A, Class A21                                              | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5014485.50   | 0.09%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2II                                             | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3210000 | PA      | $3244569.13   | 0.06%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2I                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4770000 | PA      | $4811632.08   | 0.09%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| RR 16 Ltd.                                                                          | RR 16 Ltd., Series 2021-16A, Class A1R                                                        | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   7825000 | PA      | $7828732.53   | 0.14%             | 2036-07-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                                    | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3915000 | PA      | $3930577.16   | 0.07%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                               | Nextgear Floorplan Master Owner Trust, Series 2025-2A, Class A2                               | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3214313.60   | 0.06%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16791730 | PA      | $16440515.01  | 0.30%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28626676 | PA      | $29313870.81  | 0.53%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50481822 | PA      | $50386425.49  | 0.91%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7851000 | PA      | $7861968.16   | 0.14%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5716000 | PA      | $5739513.45   | 0.10%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: —       |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1357689.79   | 0.02%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5338000 | PA      | $5345416.72   | 0.10%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7359000 | PA      | $7402692.96   | 0.13%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: —       |
| Constellation Global Funding                                                        | Constellation Global Funding                                                                  | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   4816000 | PA      | $4795434.28   | 0.09%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                    | WULF Compute LLC                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5115000 | PA      | $5292595.15   | 0.10%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8, Series 2025-NQM8, Class A1          | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7653480 | PA      | $7667337.84   | 0.14%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota S.A. ESP                                                       | Grupo Energia Bogota S.A. ESP                                                                 | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $799980.00    | 0.01%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  84249877 | PA      | $77937886.33  | 1.41%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25897000 | PA      | $26398275.28  | 0.48%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37726596 | PA      | $38208073.38  | 0.69%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1744810.11   | 0.03%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1389156.08   | 0.03%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   4366000 | PA      | $4369575.27   | 0.08%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1211470.89   | 0.02%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2616794.54   | 0.05%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8157000 | PA      | $8167571.47   | 0.15%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8788000 | PA      | $8819904.04   | 0.16%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                                | Beignet Investor LLC                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39218000 | PA      | $42306388.48  | 0.77%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 134641987 | PA      | $119606190.48 | 2.17%             | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  43634000 | PA      | $42683767.11  | 0.77%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37810000 | PA      | $37773395.00  | 0.69%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3592000 | PA      | $3588656.75   | 0.07%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   6826002 | PA      | $6712033.64   | 0.12%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2438087.93   | 0.04%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  14999000 | PA      | $14928673.29  | 0.27%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13852000 | PA      | $13787933.53  | 0.25%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: —       |
| Kazakhstan Government International Bond                                            | Kazakhstan Government International Bond                                                      | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    500000 | PA      | $497484.38    | 0.01%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R4                         | CUSIP: 14312JBN1<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3300260.70   | 0.06%             | 2032-01-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                      | Pershing Square Holdings, Ltd.                                                                | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   8536000 | PA      | $8615516.94   | 0.16%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                           | Versant Media Group, Inc.                                                                     | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $277584.57    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2025-DNA4, Class A1                                                       | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |   1438938 | PA      | $1439751.36   | 0.03%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                                        | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3033149 | PA      | $3033604.90   | 0.06%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 130365600 | PA      | $130498001.91 | 2.37%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 144808600 | PA      | $144780317.43 | 2.63%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10827800 | PA      | $10804114.19  | 0.20%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                      | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3674000 | PA      | $3653292.31   | 0.07%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                                   | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2204782.74   | 0.04%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                                   | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3749131.40   | 0.07%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-HE2, Class A1                                | CUSIP: 362934AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1798163 | PA      | $1803071.75   | 0.03%             | 2065-12-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                      | Raising Cane's Restaurants LLC, Term Loan                                                     | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |  30095000 | PA      | $30138938.70  | 0.55%             | 2032-10-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                               | Turkiye Government International Bond                                                         | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $603900.00    | 0.01%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2734677.68   | 0.05%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5822000 | PA      | $5811700.88   | 0.11%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5826000 | PA      | $5802730.49   | 0.11%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4746000 | PA      | $4626698.99   | 0.08%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    938000 | PA      | $935561.41    | 0.02%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3417000 | PA      | $3408609.49   | 0.06%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2810134.56   | 0.05%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2530127.69   | 0.05%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                            | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3968000 | PA      | $3962753.63   | 0.07%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | S&P 500 Index Option                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       133 | NC      | $1985025.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                                        | Textron Inc.                                                                                  | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   4047000 | PA      | $4051110.86   | 0.07%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class B                  | CUSIP: 61779RCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4421000 | PA      | $4559391.89   | 0.08%             | 2058-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                               | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   9175176 | PA      | $9182302.73   | 0.17%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class A Pass Through Trust                                 | American Airlines 2025-1 Class A Pass Through Trust                                           | CUSIP: 02377NAA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   5776000 | PA      | $5796922.98   | 0.11%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class B Pass Through Trust                                 | American Airlines 2025-1 Class B Pass Through Trust, Series B                                 | CUSIP: 02377PAA3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2347275.61   | 0.04%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                                                   | Blackstone Reg Finance Co. L.L.C.                                                             | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2072073.35   | 0.04%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Blackstone Reg Finance Co. L.L.C.                                                   | Blackstone Reg Finance Co. L.L.C.                                                             | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2175672.22   | 0.04%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                       | VoltaGrid LLC                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269436.13    | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                      | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8244000 | PA      | $8219857.78   | 0.15%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                      | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2621000 | PA      | $2627032.41   | 0.05%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                      | EFMT 2025-NQM5, Series 2025-NQM5, Class A1                                                    | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7198156 | PA      | $7211553.53   | 0.13%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                                            | William Carter Co. (The)                                                                      | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137862.44    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  10476000 | PA      | $10456981.87  | 0.19%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7200000 | PA      | $7237979.71   | 0.13%             | 2030-11-06      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                   | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4580000 | PA      | $4581856.73   | 0.08%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  16935000 | PA      | $16876290.93  | 0.31%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  13995000 | PA      | $14152111.93  | 0.26%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2134000 | PA      | $2148350.08   | 0.04%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3844000 | PA      | $3880090.28   | 0.07%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8200000 | PA      | $8269865.48   | 0.15%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 214136525 | PA      | $182224728.72 | 3.31%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                    | CMS Energy Corp., Conv.                                                                       | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   6724000 | PA      | $6819817.00   | 0.12%             | 2031-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO, Ltd.                                                            | Beechwood Park CLO, Ltd., Series 2019-1A, Class A1RR                                          | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5305000 | PA      | $5308564.96   | 0.10%             | 2035-01-17      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $6699132.78   | 0.12%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                              | Lincoln National Corp.                                                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   6870000 | PA      | $6898461.52   | 0.13%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116897.62    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5168000 | PA      | $5253455.67   | 0.10%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   9887000 | PA      | $10115821.07  | 0.18%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6217000 | PA      | $6324558.02   | 0.11%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                           | eBay Inc.                                                                                     | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   4567000 | PA      | $4587470.34   | 0.08%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   8128000 | PA      | $8161123.88   | 0.15%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23763.79     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8474000 | PA      | $8544500.54   | 0.16%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13724000 | PA      | $13775465.14  | 0.25%             | 2047-05-06      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1215963.51   | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                                 | Cushman & Wakefield US Borrower LLC, Term Loan                                                | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    212406 | PA      | $213424.50    | 0.00%             | 2030-01-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-3 Ltd.                                              | Palmer Square Loan Funding 2025-3 Ltd., Series 2025-3A, Class A1                              | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9449000 | PA      | $9451362.25   | 0.17%             | 2034-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  64994561 | PA      | $61911872.87  | 1.12%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   9841000 | PA      | $9834300.94   | 0.18%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3856000 | PA      | $3881824.33   | 0.07%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: —       |
| BlackRock DLF X 2025-C CLO L.P.                                                     | BlackRock DLF X 2025-C CLO L.P., Series 2025-2A, Class A                                      | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8865000 | PA      | $8872561.85   | 0.16%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44240000 | PA      | $45835366.95  | 0.83%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Series A, Conv. Pfd.                                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     20000 | NS      | $1021600.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                                                         | Wayfair LLC                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117628.10    | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2341000 | PA      | $2344341.78   | 0.04%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Polaris Inc.                                                                        | Polaris Inc.                                                                                  | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   7220000 | PA      | $7315542.12   | 0.13%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  10236000 | PA      | $10250842.20  | 0.19%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Cipher Compute LLC                                                                  | Cipher Compute LLC                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8873000 | PA      | $9025525.18   | 0.16%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 162018000 | PA      | $161777503.72 | 2.94%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99047000 | PA      | $99074083.41  | 1.80%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44970000 | PA      | $44977007.68  | 0.82%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44460000 | PA      | $44970911.65  | 0.82%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                    | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                                    | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7320000 | PA      | $7363355.26   | 0.13%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                              | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $4049162.93   | 0.07%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                              | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   6136000 | PA      | $6159437.68   | 0.11%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3738000.94   | 0.07%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5561000 | PA      | $5570683.70   | 0.10%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9357000 | PA      | $9443533.35   | 0.17%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2629096 | PA      | $2655585.67   | 0.05%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46250000 | PA      | $40145267.33  | 0.73%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2221855.89   | 0.04%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   4409000 | PA      | $4434401.57   | 0.08%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $11775884.78  | 0.21%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  10384000 | PA      | $10413220.99  | 0.19%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class D                                                           | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6990000 | PA      | $7018375.21   | 0.13%             | 2044-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   4809000 | PA      | $4847648.39   | 0.09%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                         | HA Sustainable Infrastructure Capital, Inc.                                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   6046000 | PA      | $6164755.53   | 0.11%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                                        | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   7785000 | PA      | $7789165.83   | 0.14%             | 2027-05-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur S.A.                                                  | Transportadora de Gas del Sur S.A.                                                            | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    900000 | PA      | $887220.00    | 0.02%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                                  | APLD ComputeCo LLC                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $231899.90    | 0.00%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30008000 | PA      | $30309097.27  | 0.55%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class C                                                           | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10925000 | PA      | $10965349.30  | 0.20%             | 2044-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5789100 | PA      | $5785481.81   | 0.10%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3694000 | PA      | $3781338.94   | 0.07%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                          | Evergy Missouri West, Inc.                                                                    | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3502920.99   | 0.06%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                                                 | Voya Global Funding                                                                           | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4533289.85   | 0.08%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Ciudad Autonoma De Buenos Aires                                                     | Ciudad Autonoma De Buenos Aires                                                               | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    571200 | PA      | $574655.76    | 0.01%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6089000 | PA      | $6119481.66   | 0.11%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6836000 | PA      | $6885843.19   | 0.12%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6255000 | PA      | $6332226.48   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   9363000 | PA      | $9424904.88   | 0.17%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6287180.76   | 0.11%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                                 | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4116000 | PA      | $4147276.83   | 0.08%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3102000 | PA      | $3152333.95   | 0.06%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                         | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   6831000 | PA      | $6912381.53   | 0.13%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   8629000 | PA      | $8739737.51   | 0.16%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                         | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   3754000 | PA      | $3771042.26   | 0.07%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc., Conv.                                                              | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   5227000 | PA      | $5328084.38   | 0.10%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                             | VSP Optical Group, Inc.                                                                       | CUSIP: 91836LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1944236.80   | 0.04%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                      | FIBRA Prologis                                                                                | CUSIP: 31575KAA3<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | CORP              | MX        |    440000 | PA      | $438781.20    | 0.01%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                                            | Duke Energy Florida, LLC                                                                      | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2397516.41   | 0.04%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                                            | Duke Energy Florida, LLC                                                                      | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3820658.78   | 0.07%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                                                                  | Ares LIII CLO Ltd., Series 2019-53A, Class A1R2                                               | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3425000 | PA      | $3425856.25   | 0.06%             | 2036-10-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-3, Class A1                                               | CUSIP: 81745RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300706 | PA      | $261634.66    | 0.00%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-7, Class A2                                               | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    222655 | PA      | $204128.88    | 0.00%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Shellpoint Asset Funding Trust                                                      | Shellpoint Asset Funding Trust, Series 2013-1, Class A3                                       | CUSIP: 822804AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282843 | PA      | $273291.53    | 0.00%             | 2043-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    218000 | PA      | $196230.31    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2003-6, Class A2                                  | CUSIP: 885220EQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104108 | PA      | $101990.59    | 0.00%             | 2033-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                            | Bear Stearns ALT-A Trust, Series 2004-11, Class 2A3                                           | CUSIP: 07386HMX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105084 | PA      | $106544.19    | 0.00%             | 2034-11-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series F, Pfd.                                                                | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    249737 | NS      | $6315848.73   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31405UV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49638 | PA      | $50568.72     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A2                            | CUSIP: 92926UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115440 | PA      | $100688.95    | 0.00%             | 2036-11-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2005-1, Class 4A1                                      | CUSIP: 007036FT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224601 | PA      | $220477.69    | 0.00%             | 2035-05-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa, S.A.B.                                                              | Grupo Televisa, S.A.B.                                                                        | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $703773.66    | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $854542.47    | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31411EUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.87        | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14, Class A1                      | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50157 | PA      | $49351.69     | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A4, Class 3A1                                         | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282671 | PA      | $217398.79    | 0.00%             | 2037-06-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                           | GMACM Mortgage Loan Trust, Series 2006-AR1, Class 1A1                                         | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323762 | PA      | $268725.54    | 0.00%             | 2036-04-19      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                              | Paraguay Government International Bond                                                        | CUSIP: EK4231057<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    800000 | PA      | $826569.09    | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                     | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4693000 | PA      | $4555977.54   | 0.08%             | 2057-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371NCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $11.81        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KLAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $2.92         | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544807 | PA      | $1435140.71   | 0.03%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A                       | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409564 | PA      | $398959.77    | 0.01%             | 2034-07-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2005-A5, Class 1A2                                         | CUSIP: 466247SE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52701 | PA      | $51191.43     | 0.00%             | 2035-08-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298DXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110691 | PA      | $113535.61    | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31386XQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125673 | PA      | $130663.82    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201V5K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44819 | PA      | $45663.63     | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36207NKG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11004 | PA      | $11119.16     | 0.00%             | 2027-01-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298GCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108839 | PA      | $114082.06    | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A                               | CUSIP: 59020UL52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148555 | PA      | $142092.90    | 0.00%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31403VZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95786 | PA      | $100332.01    | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     79000 | PA      | $63655.31     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2005-1, Class A3                                  | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226695 | PA      | $222462.82    | 0.00%             | 2045-04-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS                         | CUSIP: 06054ABB4<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |   2046440 | PA      | $2041946.49   | 0.04%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer