# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0000842790-26-000032
**Filing Date:** 2026-1
**Character Count:** 549057
**Document Hash:** 842cb44140fd419eae1e5ca9c77cb29b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000842790-26-000032.hdr.sgml**: 20260129

**ACCESSION NUMBER**: 0000842790-26-000032

**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**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790

**ORGANIZATION NAME:**
- **EIN:** 760343427
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 26575884

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS
- **DATE OF NAME CHANGE:** 20000921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM PRIME RATE PREMIUM INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910320

## Series and Classes Contracts Data

### INVESCO Short Term Bond Fund (Series ID: S000000256)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000621 | Class A      | STBAX           |
| C000000622 | Class C      | STBCX           |
| C000000623 | Class R      | STBRX           |
| C000023124 | CLASS R5     | ISTBX           |
| C000071217 | Class Y      | STBYX           |
| C000120677 | Class R6     | ISTFX           |

## 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–67.63%** | **U.S. Dollar Denominated Bonds & Notes–67.63%** | **U.S. Dollar Denominated Bonds & Notes–67.63%** | **U.S. Dollar Denominated Bonds & Notes–67.63%** |
| **Aerospace & Defense–0.93%** | **Aerospace & Defense–0.93%** | **Aerospace & Defense–0.93%** | **Aerospace & Defense–0.93%** |
| &nbsp;&nbsp;&nbsp; BAE Systems PLC (United Kingdom), <br> 5.00%, 03/26/2027<sup>(b)</sup> <br>|  | $1534000 | &nbsp;&nbsp; $1552302 |
| Boeing Co. (The), | Boeing Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/2027 |  | 640000 | &nbsp;&nbsp; 657831 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/2029 |  | 925000 | &nbsp;&nbsp; 984011 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., 5.40%, <br> 01/15/2027<br>|  | 2920000 | &nbsp;&nbsp; 2964266 |
| &nbsp;&nbsp;&nbsp; Lockheed Martin Corp., 4.15%, <br> 08/15/2028<br>|  | 1647000 | &nbsp;&nbsp; 1658795 |
| RTX Corp., | RTX Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/27/2026 |  | 447000 | &nbsp;&nbsp; 447501 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/08/2026 |  | 3603000 | &nbsp;&nbsp; 3656326 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2029 |  | 966000 | &nbsp;&nbsp; 1014405 |
| TransDigm, Inc., | TransDigm, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/2028<sup>(b)</sup> <br>|  | 874000 | &nbsp;&nbsp; 892961 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/2029<sup>(b)</sup> <br>|  | 5421000 | &nbsp;&nbsp; 5590227 |
|  |  |  | &nbsp;&nbsp; 19418625 |
| **Agricultural & Farm Machinery–0.29%** | **Agricultural & Farm Machinery–0.29%** | **Agricultural & Farm Machinery–0.29%** | **Agricultural & Farm Machinery–0.29%** |
| AGCO Corp., 5.45%, 03/21/2027 |  | 1100000 | &nbsp;&nbsp; 1114313 |
| &nbsp;&nbsp;&nbsp; CNH Industrial Capital LLC, 4.75%, <br> 03/21/2028<br>|  | 640000 | &nbsp;&nbsp; 648625 |
| &nbsp;&nbsp;&nbsp; Imperial Brands Finance PLC (United <br> Kingdom), 4.50%, <br> 06/30/2028<sup>(b)</sup> <br>|  | 2921000 | &nbsp;&nbsp; 2949186 |
| John Deere Capital Corp., | John Deere Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/08/2026 |  | 856000 | &nbsp;&nbsp; 864074 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/2028 |  | 394000 | &nbsp;&nbsp; 403708 |
|  |  |  | &nbsp;&nbsp; 5979906 |
| **Apparel Retail–0.06%** | **Apparel Retail–0.06%** | **Apparel Retail–0.06%** | **Apparel Retail–0.06%** |
| &nbsp;&nbsp;&nbsp; Gap, Inc. (The), 3.63%, <br> 10/01/2029<sup>(b)</sup> <br>|  | 1272000 | &nbsp;&nbsp; 1208275 |
| **Apparel, Accessories & Luxury Goods–0.04%** | **Apparel, Accessories & Luxury Goods–0.04%** | **Apparel, Accessories & Luxury Goods–0.04%** | **Apparel, Accessories & Luxury Goods–0.04%** |
| &nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. (Canada), <br> 4.70%, 10/07/2030<sup>(b)</sup> <br>|  | 789000 | &nbsp;&nbsp; 787261 |
| **Application Software–0.62%** | **Application Software–0.62%** | **Application Software–0.62%** | **Application Software–0.62%** |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc., <br> 4.30%, 09/10/2029<br>|  | 1768000 | &nbsp;&nbsp; 1777538 |
| &nbsp;&nbsp;&nbsp; Constellation Software, Inc. <br> (Canada), 5.16%, <br> 02/16/2029<sup>(b)(c)</sup> <br>|  | 761000 | &nbsp;&nbsp; 778653 |
| Intuit, Inc., | Intuit, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/2026 |  | 2163000 | &nbsp;&nbsp; 2183998 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/2028 |  | 3439000 | &nbsp;&nbsp; 3552001 |
| &nbsp;&nbsp;&nbsp; Open Text Corp. (Canada), 6.90%, <br> 12/01/2027<sup>(b)</sup> <br>|  | 285000 | &nbsp;&nbsp; 295914 |
| Roper Technologies, Inc., | Roper Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/2028 |  | 845000 | &nbsp;&nbsp; 849117 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/2030 |  | 887000 | &nbsp;&nbsp; 892589 |
| &nbsp;&nbsp;&nbsp; SS&C Technologies, Inc., 5.50%, <br> 09/30/2027<sup>(b)</sup> <br>|  | 737000 | &nbsp;&nbsp; 737563 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc., 4.85%, <br> 04/01/2030<sup>(c)</sup> <br>|  | 1918000 | &nbsp;&nbsp; 1959925 |
|  |  |  | &nbsp;&nbsp; 13027298 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Asset Management & Custody Banks–0.75%** | **Asset Management & Custody Banks–0.75%** | **Asset Management & Custody Banks–0.75%** | **Asset Management & Custody Banks–0.75%** |
| &nbsp;&nbsp;&nbsp; Ares Strategic Income Fund, 4.85%, <br> 01/15/2029<sup>(b)</sup> <br>|  | $8610000 | &nbsp;&nbsp; $8503558 |
| &nbsp;&nbsp;&nbsp; Bain Capital Specialty Finance, Inc., <br> 5.95%, 03/15/2030<sup>(c)</sup> <br>|  | 355000 | &nbsp;&nbsp; 355009 |
| Bank of New York Mellon Corp. (The), | Bank of New York Mellon Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/2028<sup>(d)</sup> <br>|  | 1718000 | &nbsp;&nbsp; 1730132 |
| &nbsp;&nbsp;&nbsp; 4.85% (SOFR + 0.68%), <br> 06/09/2028<sup>(e)</sup> <br>|  | 3091000 | &nbsp;&nbsp; 3097701 |
| &nbsp;&nbsp;&nbsp; Citadel L.P., 6.00%, <br> 01/23/2030<sup>(b)</sup> <br>|  | 295000 | &nbsp;&nbsp; 307284 |
| &nbsp;&nbsp;&nbsp; Golub Capital Private Credit Fund, <br> 5.45%, 08/15/2028<sup>(b)</sup> <br>|  | 722000 | &nbsp;&nbsp; 726740 |
| &nbsp;&nbsp;&nbsp; Northern Trust Corp., 4.15%, <br> 11/19/2030<br>|  | 909000 | &nbsp;&nbsp; 912638 |
|  |  |  | &nbsp;&nbsp; 15633062 |
| **Automobile Manufacturers–3.69%** | **Automobile Manufacturers–3.69%** | **Automobile Manufacturers–3.69%** | **Automobile Manufacturers–3.69%** |
| &nbsp;&nbsp;&nbsp; Allison Transmission, Inc., 4.75%, <br> 10/01/2027<sup>(b)</sup> <br>|  | 4950000 | &nbsp;&nbsp; 4946036 |
| &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; 5.15%, 01/16/2026<sup>(b)(c)</sup> <br>|  | 1495000 | &nbsp;&nbsp; 1496388 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/12/2027<sup>(b)(c)</sup> <br>|  | 2316000 | &nbsp;&nbsp; 2326137 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/13/2028<sup>(b)</sup> <br>|  | 794000 | &nbsp;&nbsp; 806011 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 7.12% (SOFR + 2.95%), <br> 03/06/2026<sup>(c)(e)</sup> <br>|  | 2378000 | &nbsp;&nbsp; 2390654 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/17/2027 |  | 5336000 | &nbsp;&nbsp; 5411136 |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/2028<sup>(c)</sup> <br>|  | 1671000 | &nbsp;&nbsp; 1708699 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/2028 |  | 1798000 | &nbsp;&nbsp; 1882821 |
| Honda Motor Co. Ltd. (Japan), | Honda Motor Co. Ltd. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/2028<sup>(c)</sup> <br>|  | 7444000 | &nbsp;&nbsp; 7517265 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/2030 |  | 9484000 | &nbsp;&nbsp; 9611243 |
| Hyundai Capital America, | Hyundai Capital America, |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/26/2026<sup>(b)(c)</sup> <br>|  | 1016000 | &nbsp;&nbsp; 1024106 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/19/2027<sup>(b)</sup> <br>|  | 2094000 | &nbsp;&nbsp; 2123927 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/23/2027<sup>(b)(c)</sup> <br>|  | 4263000 | &nbsp;&nbsp; 4308203 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/07/2028<sup>(b)</sup> <br>|  | 5378000 | &nbsp;&nbsp; 5464024 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/30/2028<sup>(b)</sup> <br>|  | 589000 | &nbsp;&nbsp; 606073 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/18/2028<sup>(b)</sup> <br>|  | 1602000 | &nbsp;&nbsp; 1601460 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/08/2030<sup>(b)</sup> <br>|  | 1675000 | &nbsp;&nbsp; 1728107 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/18/2030<sup>(b)(c)</sup> <br>|  | 3226000 | &nbsp;&nbsp; 3231896 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital Services, Inc. (South <br> Korea), 5.25%, 01/22/2028<sup>(b)</sup> <br>|  | 2243000 | &nbsp;&nbsp; 2291406 |
| &nbsp;&nbsp;&nbsp; PACCAR Financial Corp., 4.25%, <br> 06/23/2027<sup>(c)</sup> <br>|  | 6172000 | &nbsp;&nbsp; 6222688 |
| &nbsp;&nbsp;&nbsp; Toyota Motor Credit Corp., 4.55%, <br> 08/07/2026<br>|  | 4097000 | &nbsp;&nbsp; 4115297 |
| &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), | &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/2026<sup>(b)</sup> <br>|  | 4373000 | &nbsp;&nbsp; 4388816 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/14/2026<sup>(b)</sup> <br>|  | 2154000 | &nbsp;&nbsp; 2163673 |
|  |  |  | &nbsp;&nbsp; 77366066 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Automotive Parts & Equipment–0.59%** | **Automotive Parts & Equipment–0.59%** | **Automotive Parts & Equipment–0.59%** | **Automotive Parts & Equipment–0.59%** |
| BMW US Capital LLC (Germany), | BMW US Capital LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/11/2027<sup>(b)</sup> <br>|  | $3094000 | &nbsp;&nbsp; $3102677 |
| &nbsp;&nbsp;&nbsp; 4.73% (SOFR + 0.71%), <br> 08/11/2027<sup>(b)(e)</sup> <br>|  | 8135000 | &nbsp;&nbsp; 8157331 |
| &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US <br> Finance Co., 6.75%, <br> 02/15/2030<sup>(b)</sup> <br>|  | 373000 | &nbsp;&nbsp; 388013 |
| &nbsp;&nbsp;&nbsp; ERAC USA Finance LLC, 5.00%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 610000 | &nbsp;&nbsp; 627324 |
|  |  |  | &nbsp;&nbsp; 12275345 |
| **Automotive Retail–0.58%** | **Automotive Retail–0.58%** | **Automotive Retail–0.58%** | **Automotive Retail–0.58%** |
| Lithia Motors, Inc., | Lithia Motors, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/2027<sup>(b)</sup> <br>|  | 6000000 | &nbsp;&nbsp; 6012734 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/2030<sup>(b)</sup> <br>|  | 3874000 | &nbsp;&nbsp; 3896188 |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc., 5.75%, <br> 11/20/2026<sup>(c)</sup> <br>|  | 2281000 | &nbsp;&nbsp; 2316586 |
|  |  |  | &nbsp;&nbsp; 12225508 |
| **Biotechnology–0.11%** | **Biotechnology–0.11%** | **Biotechnology–0.11%** | **Biotechnology–0.11%** |
| AbbVie, Inc., 4.80%, 03/15/2027 |  | 2187000 | &nbsp;&nbsp; 2211536 |
| **Broadline Retail–0.61%** | **Broadline Retail–0.61%** | **Broadline Retail–0.61%** | **Broadline Retail–0.61%** |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc., 3.90%, <br> 11/20/2028<br>|  | 12729000 | &nbsp;&nbsp; 12781261 |
| **Building Products–0.32%** | **Building Products–0.32%** | **Building Products–0.32%** | **Building Products–0.32%** |
| Amrize Finance US LLC, | Amrize Finance US LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/2027<sup>(b)</sup> <br>|  | 2853000 | &nbsp;&nbsp; 2870977 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/2030<sup>(b)</sup> <br>|  | 406000 | &nbsp;&nbsp; 416744 |
| &nbsp;&nbsp;&nbsp; CRH America Finance, Inc., 4.40%, <br> 02/09/2031<br>|  | 2235000 | &nbsp;&nbsp; 2240562 |
| &nbsp;&nbsp;&nbsp; Lennox International, Inc., 5.50%, <br> 09/15/2028<br>|  | 1083000 | &nbsp;&nbsp; 1121430 |
|  |  |  | &nbsp;&nbsp; 6649713 |
| **Cargo Ground Transportation–0.58%** | **Cargo Ground Transportation–0.58%** | **Cargo Ground Transportation–0.58%** | **Cargo Ground Transportation–0.58%** |
| &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>|  | 1231000 | &nbsp;&nbsp; 1238443 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/12/2027<sup>(b)(c)</sup> <br>|  | 743000 | &nbsp;&nbsp; 751619 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/01/2028<sup>(b)</sup> <br>|  | 828000 | &nbsp;&nbsp; 865145 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(b)</sup> <br>|  | 6433000 | &nbsp;&nbsp; 6640290 |
| Ryder System, Inc., | Ryder System, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/2027 |  | 1834000 | &nbsp;&nbsp; 1861416 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/2029 |  | 805000 | &nbsp;&nbsp; 823846 |
|  |  |  | &nbsp;&nbsp; 12180759 |
| **Commercial & Residential Mortgage Finance–0.66%** | **Commercial & Residential Mortgage Finance–0.66%** | **Commercial & Residential Mortgage Finance–0.66%** | **Commercial & Residential Mortgage Finance–0.66%** |
| &nbsp;&nbsp;&nbsp; CrossCountry Intermediate <br> HoldCo LLC, 6.50%, <br> 10/01/2030<sup>(b)</sup> <br>|  | 1340000 | &nbsp;&nbsp; 1358688 |
| &nbsp;&nbsp;&nbsp; Nationwide Building Society (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Nationwide Building Society (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 6.56%, 10/18/2027<sup>(b)(d)</sup> <br>|  | 1990000 | &nbsp;&nbsp; 2029290 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/30/2030<sup>(b)</sup> <br>|  | 9656000 | &nbsp;&nbsp; 9665983 |
| &nbsp;&nbsp;&nbsp; Rocket Cos., Inc., 6.13%, <br> 08/01/2030<sup>(b)</sup> <br>|  | 710000 | &nbsp;&nbsp; 737578 |
|  |  |  | &nbsp;&nbsp; 13791539 |
| **Computer & Electronics Retail–0.19%** | **Computer & Electronics Retail–0.19%** | **Computer & Electronics Retail–0.19%** | **Computer & Electronics Retail–0.19%** |
| &nbsp;&nbsp;&nbsp; Dell International LLC/EMC Corp., <br> 4.15%, 02/15/2029<br>|  | 4061000 | &nbsp;&nbsp; 4056444 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Construction Machinery & Heavy Transportation Equipment–**<br> **0.75%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.75%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.75%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.75%** |
| Caterpillar Financial Services Corp., | Caterpillar Financial Services Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/07/2027 |  | $2768000 | &nbsp;&nbsp; $2790719 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/14/2028 |  | 3000000 | &nbsp;&nbsp; 3008558 |
| &nbsp;&nbsp;&nbsp; 4.61% (SOFR + 0.58%), <br> 11/14/2028<sup>(c)(e)</sup> <br>|  | 3840000 | &nbsp;&nbsp; 3859469 |
| &nbsp;&nbsp;&nbsp; Cummins, Inc., 4.25%, <br> 05/09/2028<br>|  | 1725000 | &nbsp;&nbsp; 1740737 |
| &nbsp;&nbsp;&nbsp; Komatsu Finance America, Inc., <br> 5.50%, 10/06/2027<sup>(b)(c)</sup> <br>|  | 2357000 | &nbsp;&nbsp; 2418146 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp., 4.90%, 05/29/2030<br>|  | 1766000 | &nbsp;&nbsp; 1811890 |
|  |  |  | &nbsp;&nbsp; 15629519 |
| **Construction Materials–0.11%** | **Construction Materials–0.11%** | **Construction Materials–0.11%** | **Construction Materials–0.11%** |
| &nbsp;&nbsp;&nbsp; JH North America Holdings, Inc., <br> 5.88%, 01/31/2031<sup>(b)(c)</sup> <br>|  | 2232000 | &nbsp;&nbsp; 2263618 |
| **Consumer Electronics–0.78%** | **Consumer Electronics–0.78%** | **Consumer Electronics–0.78%** | **Consumer Electronics–0.78%** |
| LG Electronics, Inc. (South Korea), | LG Electronics, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/24/2027<sup>(b)</sup> <br>|  | 14770000 | &nbsp;&nbsp; 15057428 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/24/2029<sup>(b)</sup> <br>|  | 1284000 | &nbsp;&nbsp; 1341399 |
|  |  |  | &nbsp;&nbsp; 16398827 |
| **Consumer Finance–1.12%** | **Consumer Finance–1.12%** | **Consumer Finance–1.12%** | **Consumer Finance–1.12%** |
| American Express Co., | American Express Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/23/2027<sup>(d)</sup> <br>|  | 2348000 | &nbsp;&nbsp; 2362655 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/2029<sup>(d)</sup> <br>|  | 4875000 | &nbsp;&nbsp; 4956738 |
| &nbsp;&nbsp;&nbsp; 5.31% (SOFR + 1.26%), <br> 04/25/2029<sup>(e)</sup> <br>|  | 1371000 | &nbsp;&nbsp; 1389095 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/20/2029<sup>(d)</sup> <br>|  | 2917000 | &nbsp;&nbsp; 2941336 |
| &nbsp;&nbsp;&nbsp; 4.87% (SOFR + 0.81%), <br> 07/20/2029<sup>(e)</sup> <br>|  | 4351000 | &nbsp;&nbsp; 4357281 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp., 7.15%, <br> 10/29/2027<sup>(d)</sup> <br>|  | 1200000 | &nbsp;&nbsp; 1230478 |
| General Motors Financial Co., Inc., | General Motors Financial Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/06/2026 |  | 285000 | &nbsp;&nbsp; 286208 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/27/2028<sup>(c)</sup> <br>|  | 3088000 | &nbsp;&nbsp; 3090277 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp., 6.50%, <br> 03/15/2033<sup>(c)</sup> <br>|  | 1190000 | &nbsp;&nbsp; 1196735 |
| SLM Corp., 6.50%, 01/31/2030<sup>(c)</sup> <br>|  | 1302000 | &nbsp;&nbsp; 1358181 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial, 5.02%, <br> 07/29/2029<sup>(c)(d)</sup> <br>|  | 316000 | &nbsp;&nbsp; 319378 |
|  |  |  | &nbsp;&nbsp; 23488362 |
| **Consumer Staples Merchandise Retail–0.19%** | **Consumer Staples Merchandise Retail–0.19%** | **Consumer Staples Merchandise Retail–0.19%** | **Consumer Staples Merchandise Retail–0.19%** |
| Walmart, Inc., 4.10%, 04/28/2027 |  | 3921000 | &nbsp;&nbsp; 3948387 |
| **Distillers & Vintners–0.01%** | **Distillers & Vintners–0.01%** | **Distillers & Vintners–0.01%** | **Distillers & Vintners–0.01%** |
| &nbsp;&nbsp;&nbsp; Constellation Brands, Inc., 4.80%, <br> 05/01/2030<br>|  | 203000 | &nbsp;&nbsp; 206760 |
| **Distributors–0.15%** | **Distributors–0.15%** | **Distributors–0.15%** | **Distributors–0.15%** |
| Genuine Parts Co., | Genuine Parts Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/2028 |  | 1363000 | &nbsp;&nbsp; 1444652 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2029 |  | 1710000 | &nbsp;&nbsp; 1736868 |
|  |  |  | &nbsp;&nbsp; 3181520 |
| **Diversified Banks–14.87%** | **Diversified Banks–14.87%** | **Diversified Banks–14.87%** | **Diversified Banks–14.87%** |
| &nbsp;&nbsp;&nbsp; ASB Bank Ltd. (New Zealand), <br> 4.16%, 10/29/2030<sup>(b)</sup> <br>|  | 4300000 | &nbsp;&nbsp; 4307314 |
| &nbsp;&nbsp;&nbsp; Banco Santander S.A. (Spain), <br> 6.53%, 11/07/2027<sup>(d)</sup> <br>|  | 400000 | &nbsp;&nbsp; 408748 |

---

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

**Invesco Short Term 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%, 01/20/2027<sup>(d)</sup> <br>|  | $2084000 | &nbsp;&nbsp; $2086078 |
| &nbsp;&nbsp;&nbsp; 4.98%, 01/24/2029<sup>(d)</sup> <br>|  | 6581000 | &nbsp;&nbsp; 6705070 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/2029<sup>(d)</sup> <br>|  | 1644000 | &nbsp;&nbsp; 1666719 |
| &nbsp;&nbsp;&nbsp; 5.14% (SOFR + 1.11%), <br> 05/09/2029<sup>(c)(e)</sup> <br>|  | 4781000 | &nbsp;&nbsp; 4816081 |
| &nbsp;&nbsp;&nbsp; 5.06% (SOFR + 1.01%), <br> 01/24/2031<sup>(c)(e)</sup> <br>|  | 1408000 | &nbsp;&nbsp; 1408532 |
| &nbsp;&nbsp;&nbsp; Series RR, 4.38%<sup>(c)(d)(f)</sup> <br>|  | 1936000 | &nbsp;&nbsp; 1910900 |
| &nbsp;&nbsp;&nbsp; Bank of Montreal (Canada), 4.91% <br> (SOFR + 0.86%), 01/27/2029<sup>(e)</sup> <br>|  | 3039000 | &nbsp;&nbsp; 3046748 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon (The), <br> 4.73%, 04/20/2029<sup>(d)</sup> <br>|  | 1093000 | &nbsp;&nbsp; 1112573 |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/13/2027<sup>(d)</sup> <br>|  | 3458000 | &nbsp;&nbsp; 3517600 |
| &nbsp;&nbsp;&nbsp; 5.09%, 02/25/2029<sup>(d)</sup> <br>|  | 2040000 | &nbsp;&nbsp; 2078888 |
| BNP Paribas S.A. (France), | BNP Paribas S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 4.79%, 05/09/2029<sup>(b)(d)</sup> <br>|  | 2287000 | &nbsp;&nbsp; 2313637 |
| &nbsp;&nbsp;&nbsp; 5.45% (SOFR + 1.43%), <br> 05/09/2029<sup>(b)(e)</sup> <br>|  | 3299000 | &nbsp;&nbsp; 3338659 |
| Citibank N.A., | Citibank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 5.49%, 12/04/2026 |  | 2410000 | &nbsp;&nbsp; 2443740 |
| &nbsp;&nbsp;&nbsp; 4.74% (SOFR + 0.71%), <br> 11/19/2027<sup>(e)</sup> <br>|  | 5642000 | &nbsp;&nbsp; 5655115 |
| Citigroup, Inc., | Citigroup, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 05/07/2028<sup>(d)</sup> <br>|  | 3796000 | &nbsp;&nbsp; 3823548 |
| &nbsp;&nbsp;&nbsp; 5.17% (SOFR + 1.14%), <br> 05/07/2028<sup>(e)</sup> <br>|  | 3081000 | &nbsp;&nbsp; 3100285 |
| &nbsp;&nbsp;&nbsp; 4.79%, 03/04/2029<sup>(d)</sup> <br>|  | 6180000 | &nbsp;&nbsp; 6268389 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/2030<sup>(d)</sup> <br>|  | 2368000 | &nbsp;&nbsp; 2390212 |
| &nbsp;&nbsp;&nbsp; 5.49% (SOFR + 1.46%), <br> 05/07/2031<sup>(e)</sup> <br>|  | 1384000 | &nbsp;&nbsp; 1404912 |
| &nbsp;&nbsp;&nbsp; 5.32% (SOFR + 1.17%), <br> 09/11/2031<sup>(e)</sup> <br>|  | 8138000 | &nbsp;&nbsp; 8170833 |
| &nbsp;&nbsp;&nbsp; Comerica, Inc., 5.98%, <br> 01/30/2030<sup>(d)</sup> <br>|  | 461000 | &nbsp;&nbsp; 480660 |
| &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank U.A. <br> (Netherlands), 3.96%, <br> 10/17/2028<br>|  | 2008000 | &nbsp;&nbsp; 2015990 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp, 6.34%, <br> 07/27/2029<sup>(d)</sup> <br>|  | 281000 | &nbsp;&nbsp; 296130 |
| Fifth Third Bank N.A., | Fifth Third Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.86% (SOFR + 0.81%), <br> 01/28/2028<sup>(e)</sup> <br>|  | 2922000 | &nbsp;&nbsp; 2927341 |
| &nbsp;&nbsp;&nbsp; 4.97%, 01/28/2028<sup>(d)</sup> <br>|  | 2230000 | &nbsp;&nbsp; 2250441 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Bank USA, 5.28%, <br> 03/18/2027<sup>(d)</sup> <br>|  | 5682000 | &nbsp;&nbsp; 5700350 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.89%, 08/14/2027<sup>(d)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 2023625 |
| &nbsp;&nbsp;&nbsp; 5.07% (SOFR + 1.04%), <br> 11/19/2028<sup>(e)</sup> <br>|  | 3502000 | &nbsp;&nbsp; 3518378 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/19/2028<sup>(d)</sup> <br>|  | 5665000 | &nbsp;&nbsp; 5771302 |
| &nbsp;&nbsp;&nbsp; 5.07% (SOFR + 1.03%), <br> 03/03/2029<sup>(e)</sup> <br>|  | 4643000 | &nbsp;&nbsp; 4655932 |
| HSBC USA, Inc., | HSBC USA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.29%, 03/04/2027 |  | 4202000 | &nbsp;&nbsp; 4269358 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/03/2028 |  | 2038000 | &nbsp;&nbsp; 2072535 |
| &nbsp;&nbsp;&nbsp; ING Groep N.V. (Netherlands), <br> 6.08%, 09/11/2027<sup>(d)</sup> <br>|  | 2664000 | &nbsp;&nbsp; 2702222 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.07%, 10/22/2027<sup>(c)(d)</sup> <br>|  | $3103000 | &nbsp;&nbsp; $3156293 |
| &nbsp;&nbsp;&nbsp; 5.04%, 01/23/2028<sup>(d)</sup> <br>|  | 3015000 | &nbsp;&nbsp; 3046432 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/2028<sup>(d)</sup> <br>|  | 1724000 | &nbsp;&nbsp; 1758707 |
| &nbsp;&nbsp;&nbsp; 4.98%, 07/22/2028<sup>(d)</sup> <br>|  | 5570000 | &nbsp;&nbsp; 5654871 |
| &nbsp;&nbsp;&nbsp; 4.51%, 10/22/2028<sup>(d)</sup> <br>|  | 3378000 | &nbsp;&nbsp; 3409455 |
| &nbsp;&nbsp;&nbsp; 4.85% (SOFR + 0.80%), <br> 01/24/2029<sup>(c)(e)</sup> <br>|  | 2486000 | &nbsp;&nbsp; 2492077 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/2029<sup>(d)</sup> <br>|  | 658000 | &nbsp;&nbsp; 670692 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/23/2029<sup>(d)</sup> <br>|  | 1693000 | &nbsp;&nbsp; 1787537 |
| KeyBank N.A., | KeyBank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/26/2026 |  | 1588000 | &nbsp;&nbsp; 1588426 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/2027<sup>(c)</sup> <br>|  | 1773000 | &nbsp;&nbsp; 1827877 |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.99%, 08/07/2027<sup>(d)</sup> <br>|  | 1991000 | &nbsp;&nbsp; 2015195 |
| &nbsp;&nbsp;&nbsp; 5.46%, 01/05/2028<sup>(d)</sup> <br>|  | 3583000 | &nbsp;&nbsp; 3633483 |
| &nbsp;&nbsp;&nbsp; 5.09% (SOFR + 1.06%), <br> 11/26/2028<sup>(e)</sup> <br>|  | 5345000 | &nbsp;&nbsp; 5374863 |
| &nbsp;&nbsp;&nbsp; Manufacturers & Traders Trust Co., <br> 4.65%, 01/27/2026<br>|  | 2517000 | &nbsp;&nbsp; 2517572 |
| Morgan Stanley Bank N.A., | Morgan Stanley Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/15/2027<sup>(d)</sup> <br>|  | 2164000 | &nbsp;&nbsp; 2171405 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/14/2028<sup>(d)</sup> <br>|  | 2923000 | &nbsp;&nbsp; 2949089 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/26/2028<sup>(d)</sup> <br>|  | 3629000 | &nbsp;&nbsp; 3705110 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/14/2028<sup>(d)</sup> <br>|  | 2975000 | &nbsp;&nbsp; 3017607 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/2029<sup>(d)</sup> <br>|  | 1075000 | &nbsp;&nbsp; 1095547 |
| Morgan Stanley Private Bank N.A., | Morgan Stanley Private Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/2028<sup>(d)</sup> <br>|  | 1930000 | &nbsp;&nbsp; 1942246 |
| &nbsp;&nbsp;&nbsp; 4.85% (SOFR + 0.77%), <br> 07/06/2028<sup>(e)</sup> <br>|  | 4194000 | &nbsp;&nbsp; 4203758 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank, N.A., <br> 4.20%, 11/17/2028<sup>(d)</sup> <br>|  | 13981000 | &nbsp;&nbsp; 14007897 |
| &nbsp;&nbsp;&nbsp; National Securities Clearing Corp., <br> 5.10%, 11/21/2027<sup>(b)</sup> <br>|  | 2239000 | &nbsp;&nbsp; 2290460 |
| NatWest Group PLC (United Kingdom), | NatWest Group PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.58%, 03/01/2028<sup>(d)</sup> <br>|  | 2359000 | &nbsp;&nbsp; 2400684 |
| &nbsp;&nbsp;&nbsp; 5.52%, 09/30/2028<sup>(d)</sup> <br>|  | 1700000 | &nbsp;&nbsp; 1742915 |
| &nbsp;&nbsp;&nbsp; Norinchukin Bank (The) (Japan), <br> 5.09%, 10/16/2029<sup>(b)</sup> <br>|  | 946000 | &nbsp;&nbsp; 968772 |
| PNC Bank N.A., | PNC Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 4.54%, 05/13/2027<sup>(d)</sup> <br>|  | 4463000 | &nbsp;&nbsp; 4469919 |
| &nbsp;&nbsp;&nbsp; 4.43%, 07/21/2028<sup>(d)</sup> <br>|  | 4774000 | &nbsp;&nbsp; 4805696 |
| &nbsp;&nbsp;&nbsp; 4.79% (SOFR + 0.73%), <br> 07/21/2028<sup>(e)</sup> <br>|  | 2935000 | &nbsp;&nbsp; 2935560 |
| PNC Financial Services Group, Inc. (The), | PNC Financial Services Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.62%, 10/20/2027<sup>(d)</sup> <br>|  | 2150000 | &nbsp;&nbsp; 2195437 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/2029<sup>(d)</sup> <br>|  | 2004000 | &nbsp;&nbsp; 2078077 |
| Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/03/2028<sup>(d)</sup> <br>|  | 13415000 | &nbsp;&nbsp; 13397028 |
| &nbsp;&nbsp;&nbsp; 4.88% (SOFR + 0.83%), <br> 01/24/2029<sup>(e)</sup> <br>|  | 2950000 | &nbsp;&nbsp; 2959210 |
| &nbsp;&nbsp;&nbsp; 4.97%, 01/24/2029<sup>(c)(d)</sup> <br>|  | 5992000 | &nbsp;&nbsp; 6103568 |
| &nbsp;&nbsp;&nbsp; Santander UK Group Holdings PLC <br> (United Kingdom), 4.32%, <br> 09/22/2029<sup>(d)</sup> <br>|  | 6629000 | &nbsp;&nbsp; 6638539 |

---

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

**Invesco Short Term 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; Standard Chartered PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Standard Chartered PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 6.19%, 07/06/2027<sup>(b)(d)</sup> <br>|  | $2002000 | &nbsp;&nbsp; $2024930 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/08/2028<sup>(b)(d)</sup> <br>|  | 1969000 | &nbsp;&nbsp; 2026073 |
| &nbsp;&nbsp;&nbsp; 5.30% (SOFR + 1.24%), <br> 01/21/2029<sup>(b)(e)</sup> <br>|  | 2290000 | &nbsp;&nbsp; 2306689 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/2029<sup>(b)(d)</sup> <br>|  | 2904000 | &nbsp;&nbsp; 2981731 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd. <br> (Japan), 4.92% (SOFR + 0.75%), <br> 09/11/2028<sup>(b)(e)</sup> <br>|  | 2481000 | &nbsp;&nbsp; 2486498 |
| Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/2028 |  | 13567000 | &nbsp;&nbsp; 13601349 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/2030 |  | 8185000 | &nbsp;&nbsp; 8374950 |
| Truist Bank, | Truist Bank, |  |  |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/2028<sup>(d)</sup> <br>|  | 2943000 | &nbsp;&nbsp; 2958012 |
| &nbsp;&nbsp;&nbsp; 4.82% (SOFR + 0.77%), <br> 07/24/2028<sup>(e)</sup> <br>|  | 4112000 | &nbsp;&nbsp; 4114887 |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/23/2029<sup>(d)</sup> <br>|  | 17775000 | &nbsp;&nbsp; 17776216 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp, 6.79%, <br> 10/26/2027<sup>(d)</sup> <br>|  | 5950000 | &nbsp;&nbsp; 6090273 |
| &nbsp;&nbsp;&nbsp; UBS AG (Switzerland), 4.53% (SOFR <br> + 0.50%), 05/17/2027<sup>(e)</sup> <br>|  | 3340000 | &nbsp;&nbsp; 3341787 |
| Wells Fargo & Co., | Wells Fargo & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/2028<sup>(d)</sup> <br>|  | 1067000 | &nbsp;&nbsp; 1089941 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/23/2029<sup>(d)</sup> <br>|  | 3045000 | &nbsp;&nbsp; 3105275 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/2029<sup>(d)</sup> <br>|  | 1039000 | &nbsp;&nbsp; 1077060 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/23/2029<sup>(d)</sup> <br>|  | 1161000 | &nbsp;&nbsp; 1229616 |
| &nbsp;&nbsp;&nbsp; 7.63%<sup>(c)(d)(f)</sup> <br>|  | 1131000 | &nbsp;&nbsp; 1205767 |
|  |  |  | &nbsp;&nbsp; 311461903 |
| **Diversified Capital Markets–1.25%** | **Diversified Capital Markets–1.25%** | **Diversified Capital Markets–1.25%** | **Diversified Capital Markets–1.25%** |
| Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.29% (SOFR + 1.21%), <br> 01/10/2029<sup>(e)</sup> <br>|  | 1208000 | &nbsp;&nbsp; 1214506 |
| &nbsp;&nbsp;&nbsp; 5.37%, 01/10/2029<sup>(d)</sup> <br>|  | 2221000 | &nbsp;&nbsp; 2268772 |
| UBS Group AG (Switzerland), | UBS Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/12/2027<sup>(b)(d)</sup> <br>|  | 4681000 | &nbsp;&nbsp; 4687543 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/23/2029<sup>(b)(d)</sup> <br>|  | 5386000 | &nbsp;&nbsp; 5386421 |
| &nbsp;&nbsp;&nbsp; 4.95% (SOFR + 0.84%), <br> 12/23/2029<sup>(b)(e)</sup> <br>|  | 12734000 | &nbsp;&nbsp; 12703936 |
|  |  |  | &nbsp;&nbsp; 26261178 |
| **Diversified Chemicals–0.14%** | **Diversified Chemicals–0.14%** | **Diversified Chemicals–0.14%** | **Diversified Chemicals–0.14%** |
| &nbsp;&nbsp;&nbsp; Sasol Financing USA LLC (South <br> Africa), 8.75%, <br> 05/03/2029<sup>(b)(c)</sup> <br>|  | 2930000 | &nbsp;&nbsp; 2981764 |
| **Diversified Financial Services–2.51%** | **Diversified Financial Services–2.51%** | **Diversified Financial Services–2.51%** | **Diversified Financial Services–2.51%** |
| &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; 6.10%, 01/15/2027 |  | 4065000 | &nbsp;&nbsp; 4143514 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/2028 |  | 1288000 | &nbsp;&nbsp; 1336095 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/2030 |  | 8141000 | &nbsp;&nbsp; 8132700 |
| Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2028<sup>(b)</sup> <br>|  | 2192000 | &nbsp;&nbsp; 2218776 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/04/2028<sup>(b)</sup> <br>|  | 2041000 | &nbsp;&nbsp; 2128666 |
| &nbsp;&nbsp;&nbsp; Eagle Funding LuxCo S.a.r.l. <br> (Mexico), 5.50%, 08/17/2030<sup>(b)</sup> <br>|  | 16583000 | &nbsp;&nbsp; 16855624 |
| Goldman Sachs Private Credit Corp., | Goldman Sachs Private Credit Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/06/2028<sup>(b)</sup> <br>|  | 356000 | &nbsp;&nbsp; 362109 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/2030<sup>(b)(c)</sup> <br>|  | 356000 | &nbsp;&nbsp; 363283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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 |  | $703000 | &nbsp;&nbsp; $716433 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/03/2028 |  | 2517000 | &nbsp;&nbsp; 2554057 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/2028 |  | 744000 | &nbsp;&nbsp; 794228 |
| &nbsp;&nbsp;&nbsp; OPEC Fund for International <br> Development (The) <br> (Supranational), 4.50%, <br> 01/26/2026<sup>(b)</sup> <br>|  | 11240000 | &nbsp;&nbsp; 11245152 |
| &nbsp;&nbsp;&nbsp; Voya Global Funding, 4.60%, <br> 11/24/2030<sup>(b)</sup> <br>|  | 1794000 | &nbsp;&nbsp; 1809282 |
|  |  |  | &nbsp;&nbsp; 52659919 |
| **Diversified Metals & Mining–0.17%** | **Diversified Metals & Mining–0.17%** | **Diversified Metals & Mining–0.17%** | **Diversified Metals & Mining–0.17%** |
| Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.15% (SOFR + 1.06%), <br> 04/04/2027<sup>(b)(e)</sup> <br>|  | 1141000 | &nbsp;&nbsp; 1145889 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/01/2028<sup>(b)(c)</sup> <br>|  | 560000 | &nbsp;&nbsp; 570407 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/01/2030<sup>(b)</sup> <br>|  | 761000 | &nbsp;&nbsp; 784703 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Finance (USA) PLC <br> (Australia), 4.88%, 03/14/2030<br>|  | 1130000 | &nbsp;&nbsp; 1163608 |
|  |  |  | &nbsp;&nbsp; 3664607 |
| **Diversified Support Services–0.18%** | **Diversified Support Services–0.18%** | **Diversified Support Services–0.18%** | **Diversified Support Services–0.18%** |
| &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>|  | 1728000 | &nbsp;&nbsp; 1824114 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/25/2030<sup>(b)</sup> <br>|  | 1787000 | &nbsp;&nbsp; 1831933 |
| &nbsp;&nbsp;&nbsp; RB Global Holdings, Inc. (Canada), <br> 6.75%, 03/15/2028<sup>(b)</sup> <br>|  | 217000 | &nbsp;&nbsp; 222439 |
|  |  |  | &nbsp;&nbsp; 3878486 |
| **Electric Utilities–3.69%** | **Electric Utilities–3.69%** | **Electric Utilities–3.69%** | **Electric Utilities–3.69%** |
| &nbsp;&nbsp;&nbsp; Alexander Funding Trust II, 7.47%, <br> 07/31/2028<sup>(b)</sup> <br>|  | 1175000 | &nbsp;&nbsp; 1254916 |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., <br> Series C, 5.80%, 03/15/2056<sup>(d)</sup> <br>|  | 2713000 | &nbsp;&nbsp; 2696037 |
| &nbsp;&nbsp;&nbsp; Capital Power (US Holdings), Inc. <br> (Canada), 5.26%, <br> 06/01/2028<sup>(b)</sup> <br>|  | 2278000 | &nbsp;&nbsp; 2323169 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC, 5.20%, <br> 10/01/2028<br>|  | 811000 | &nbsp;&nbsp; 837846 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc., 4.55% (SOFR + 0.52%), <br> 11/18/2027<sup>(e)</sup> <br>|  | 2606000 | &nbsp;&nbsp; 2612042 |
| Duke Energy Corp., | Duke Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/2025 |  | 1465000 | &nbsp;&nbsp; 1465145 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/2027 |  | 2749000 | &nbsp;&nbsp; 2771580 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/2027 |  | 428000 | &nbsp;&nbsp; 435336 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/2029 |  | 638000 | &nbsp;&nbsp; 652042 |
| &nbsp;&nbsp;&nbsp; Duke Energy Florida LLC, 4.20%, <br> 12/01/2030<sup>(c)</sup> <br>|  | 918000 | &nbsp;&nbsp; 920117 |
| Exelon Corp., 5.13%, 03/15/2031 |  | 2154000 | &nbsp;&nbsp; 2230902 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Transmission LLC, <br> 4.55%, 01/15/2030<br>|  | 394000 | &nbsp;&nbsp; 399172 |
| &nbsp;&nbsp;&nbsp; Georgia Power Co., 4.00%, <br> 10/01/2028<sup>(c)</sup> <br>|  | 3222000 | &nbsp;&nbsp; 3230014 |
| &nbsp;&nbsp;&nbsp; Jersey Central Power & Light Co., <br> 4.15%, 01/15/2029<sup>(b)</sup> <br>|  | 4290000 | &nbsp;&nbsp; 4293770 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., | &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/13/2026 |  | $2326000 | &nbsp;&nbsp; $2360026 |
| &nbsp;&nbsp;&nbsp; 4.82% (SOFR + 0.80%), <br> 02/05/2027<sup>(c)(e)</sup> <br>|  | 3605000 | &nbsp;&nbsp; 3624136 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/2027 |  | 3220000 | &nbsp;&nbsp; 3233893 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/2029 |  | 1153000 | &nbsp;&nbsp; 1182072 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/2028 |  | 5987000 | &nbsp;&nbsp; 6022667 |
| NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/29/2026 |  | 4337000 | &nbsp;&nbsp; 4341139 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/2027 |  | 5066000 | &nbsp;&nbsp; 5120977 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/2028 |  | 1801000 | &nbsp;&nbsp; 1834486 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/2055<sup>(d)</sup> <br>|  | 2377000 | &nbsp;&nbsp; 2469672 |
| &nbsp;&nbsp;&nbsp; Niagara Mohawk Power Corp., <br> 4.65%, 10/03/2030<sup>(b)</sup> <br>|  | 2282000 | &nbsp;&nbsp; 2300438 |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc., 4.73%, <br> 10/15/2030<sup>(b)(c)</sup> <br>|  | 2443000 | &nbsp;&nbsp; 2440022 |
| &nbsp;&nbsp;&nbsp; Oncor Electric Delivery Co. LLC, <br> 4.50%, 03/20/2027<sup>(b)</sup> <br>|  | 3811000 | &nbsp;&nbsp; 3840834 |
| PacifiCorp, 5.10%, 02/15/2029<sup>(c)</sup> <br>|  | 738000 | &nbsp;&nbsp; 752412 |
| Pinnacle West Capital Corp., | Pinnacle West Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/2028 |  | 575000 | &nbsp;&nbsp; 585024 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2030 |  | 920000 | &nbsp;&nbsp; 952382 |
| &nbsp;&nbsp;&nbsp; Southern Co. (The), Series B, <br> 4.00%, 01/15/2051<sup>(d)</sup> <br>|  | 1332000 | &nbsp;&nbsp; 1333733 |
| &nbsp;&nbsp;&nbsp; Trans-Allegheny Interstate Line Co., <br> 5.00%, 01/15/2031<sup>(b)</sup> <br>|  | 350000 | &nbsp;&nbsp; 360983 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/30/2026<sup>(b)</sup> <br>|  | 1651000 | &nbsp;&nbsp; 1666315 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/2027<sup>(b)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1502751 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/2028<sup>(b)</sup> <br>|  | 3652000 | &nbsp;&nbsp; 3644915 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/2030<sup>(b)</sup> <br>|  | 1299000 | &nbsp;&nbsp; 1297046 |
| &nbsp;&nbsp;&nbsp; Xcel Energy, Inc., 4.75%, <br> 03/21/2028<br>|  | 363000 | &nbsp;&nbsp; 368263 |
|  |  |  | &nbsp;&nbsp; 77356274 |
| **Electrical Components & Equipment–0.80%** | **Electrical Components & Equipment–0.80%** | **Electrical Components & Equipment–0.80%** | **Electrical Components & Equipment–0.80%** |
| EnerSys, 4.38%, 12/15/2027<sup>(b)(c)</sup> <br>|  | 337000 | &nbsp;&nbsp; 335463 |
| &nbsp;&nbsp;&nbsp; Molex Electronic Technologies LLC, <br> 4.75%, 04/30/2028<sup>(b)</sup> <br>|  | 833000 | &nbsp;&nbsp; 843071 |
| Regal Rexnord Corp., | Regal Rexnord Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/2026 |  | 3047000 | &nbsp;&nbsp; 3054177 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/2028 |  | 1522000 | &nbsp;&nbsp; 1575630 |
| &nbsp;&nbsp;&nbsp; Vertiv Group Corp., 4.13%, <br> 11/15/2028<sup>(b)</sup> <br>|  | 11000000 | &nbsp;&nbsp; 10915268 |
|  |  |  | &nbsp;&nbsp; 16723609 |
| **Electronic Components–0.89%** | **Electronic Components–0.89%** | **Electronic Components–0.89%** | **Electronic Components–0.89%** |
| Amphenol Corp., | Amphenol Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/2027 |  | 14763000 | &nbsp;&nbsp; 14748721 |
| &nbsp;&nbsp;&nbsp; 4.55% (SOFR + 0.53%), <br> 11/15/2027<sup>(c)(e)</sup> <br>|  | 3910000 | &nbsp;&nbsp; 3917165 |
|  |  |  | &nbsp;&nbsp; 18665886 |
| **Electronic Equipment & Instruments–0.11%** | **Electronic Equipment & Instruments–0.11%** | **Electronic Equipment & Instruments–0.11%** | **Electronic Equipment & Instruments–0.11%** |
| &nbsp;&nbsp;&nbsp; Keysight Technologies, Inc., 5.35%, <br> 07/30/2030<br>|  | 2161000 | &nbsp;&nbsp; 2254609 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Environmental & Facilities Services–0.25%** | **Environmental & Facilities Services–0.25%** | **Environmental & Facilities Services–0.25%** | **Environmental & Facilities Services–0.25%** |
| Veralto Corp., | Veralto Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/18/2026 |  | $3720000 | &nbsp;&nbsp; $3755238 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/2028 |  | 1514000 | &nbsp;&nbsp; 1563733 |
|  |  |  | &nbsp;&nbsp; 5318971 |
| **Fertilizers & Agricultural Chemicals–0.14%** | **Fertilizers & Agricultural Chemicals–0.14%** | **Fertilizers & Agricultural Chemicals–0.14%** | **Fertilizers & Agricultural Chemicals–0.14%** |
| &nbsp;&nbsp;&nbsp; Mosaic Co. (The), 4.35%, <br> 01/15/2029<br>|  | 2878000 | &nbsp;&nbsp; 2887386 |
| **Financial Exchanges & Data–0.01%** | **Financial Exchanges & Data–0.01%** | **Financial Exchanges & Data–0.01%** | **Financial Exchanges & Data–0.01%** |
| Nasdaq, Inc., 5.35%, 06/28/2028 |  | 267000 | &nbsp;&nbsp; 275513 |
| **Food Retail–0.19%** | **Food Retail–0.19%** | **Food Retail–0.19%** | **Food Retail–0.19%** |
| &nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, Inc. <br> (Canada), 4.15%, <br> 09/29/2028<sup>(b)</sup> <br>|  | 3998000 | &nbsp;&nbsp; 4014582 |
| **Forest Products–0.03%** | **Forest Products–0.03%** | **Forest Products–0.03%** | **Forest Products–0.03%** |
| &nbsp;&nbsp;&nbsp; Georgia-Pacific LLC, 4.40%, <br> 06/30/2028<sup>(b)(c)</sup> <br>|  | 539000 | &nbsp;&nbsp; 545068 |
| **Gas Utilities–0.08%** | **Gas Utilities–0.08%** | **Gas Utilities–0.08%** | **Gas Utilities–0.08%** |
| &nbsp;&nbsp;&nbsp; Snam S.p.A. (Italy), 5.00%, <br> 05/28/2030<sup>(b)(c)</sup> <br>|  | 1068000 | &nbsp;&nbsp; 1094949 |
| &nbsp;&nbsp;&nbsp; Southwest Gas Corp., 5.45%, <br> 03/23/2028<br>|  | 538000 | &nbsp;&nbsp; 553075 |
|  |  |  | &nbsp;&nbsp; 1648024 |
| **Gold–0.31%** | **Gold–0.31%** | **Gold–0.31%** | **Gold–0.31%** |
| &nbsp;&nbsp;&nbsp; Fortitude Global Funding, 4.63%, <br> 10/06/2028<sup>(b)</sup> <br>|  | 6490000 | &nbsp;&nbsp; 6497629 |
| **Health Care Distributors–0.03%** | **Health Care Distributors–0.03%** | **Health Care Distributors–0.03%** | **Health Care Distributors–0.03%** |
| &nbsp;&nbsp;&nbsp; Cardinal Health, Inc., 4.50%, <br> 09/15/2030<sup>(c)</sup> <br>|  | 605000 | &nbsp;&nbsp; 611441 |
| **Health Care Equipment–0.44%** | **Health Care Equipment–0.44%** | **Health Care Equipment–0.44%** | **Health Care Equipment–0.44%** |
| Stryker Corp., | Stryker Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/10/2027 |  | 4030000 | &nbsp;&nbsp; 4060332 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/2028 |  | 5074000 | &nbsp;&nbsp; 5155576 |
|  |  |  | &nbsp;&nbsp; 9215908 |
| **Health Care Facilities–0.31%** | **Health Care Facilities–0.31%** | **Health Care Facilities–0.31%** | **Health Care Facilities–0.31%** |
| &nbsp;&nbsp;&nbsp; Ascension Health, Series 2025, <br> 4.08%, 11/15/2028<sup>(c)</sup> <br>|  | 6415000 | &nbsp;&nbsp; 6455383 |
| **Health Care REITs–0.09%** | **Health Care REITs–0.09%** | **Health Care REITs–0.09%** | **Health Care REITs–0.09%** |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, Inc., <br> 5.20%, 07/01/2030<br>|  | 1817000 | &nbsp;&nbsp; 1852548 |
| **Health Care Services–0.56%** | **Health Care Services–0.56%** | **Health Care Services–0.56%** | **Health Care Services–0.56%** |
| &nbsp;&nbsp;&nbsp; CommonSpirit Health, 4.35%, <br> 09/01/2030<sup>(c)</sup> <br>|  | 864000 | &nbsp;&nbsp; 865394 |
| CVS Health Corp., | CVS Health Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/2029 |  | 813000 | &nbsp;&nbsp; 831956 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055<sup>(d)</sup> <br>|  | 5761000 | &nbsp;&nbsp; 6063222 |
| HCA, Inc., 5.00%, 03/01/2028 |  | 762000 | &nbsp;&nbsp; 776766 |
| Icon Investments Six DAC, | Icon Investments Six DAC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/2027 |  | 1655000 | &nbsp;&nbsp; 1688416 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/2029 |  | 1536000 | &nbsp;&nbsp; 1604322 |
|  |  |  | &nbsp;&nbsp; 11830076 |
| **Health Care Supplies–0.06%** | **Health Care Supplies–0.06%** | **Health Care Supplies–0.06%** | **Health Care Supplies–0.06%** |
| &nbsp;&nbsp;&nbsp; Solventum Corp., 5.45%, <br> 02/25/2027<br>|  | 1335000 | &nbsp;&nbsp; 1353501 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Home Improvement Retail–0.58%** | **Home Improvement Retail–0.58%** | **Home Improvement Retail–0.58%** | **Home Improvement Retail–0.58%** |
| Lowe`s Cos., Inc., | Lowe`s Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/2027<sup>(c)</sup> <br>|  | $5893000 | &nbsp;&nbsp; $5887930 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/2028<sup>(c)</sup> <br>|  | 6186000 | &nbsp;&nbsp; 6188756 |
|  |  |  | &nbsp;&nbsp; 12076686 |
| **Hotel & Resort REITs–0.19%** | **Hotel & Resort REITs–0.19%** | **Hotel & Resort REITs–0.19%** | **Hotel & Resort REITs–0.19%** |
| &nbsp;&nbsp;&nbsp; Host Hotels & Resorts L.P., 4.25%, <br> 12/15/2028<sup>(c)</sup> <br>|  | 3992000 | &nbsp;&nbsp; 3989141 |
| **Hotels, Resorts & Cruise Lines–1.23%** | **Hotels, Resorts & Cruise Lines–1.23%** | **Hotels, Resorts & Cruise Lines–1.23%** | **Hotels, Resorts & Cruise Lines–1.23%** |
| Carnival Corp., | Carnival Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/2029<sup>(b)</sup> <br>|  | 14662000 | &nbsp;&nbsp; 14793841 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/2030<sup>(b)(c)</sup> <br>|  | 4662000 | &nbsp;&nbsp; 4794363 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.75%, 05/01/2029<sup>(b)(c)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1747651 |
| Marriott International, Inc., | Marriott International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/2027 |  | 2656000 | &nbsp;&nbsp; 2664032 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030 |  | 1647000 | &nbsp;&nbsp; 1684464 |
|  |  |  | &nbsp;&nbsp; 25684351 |
| **Housewares & Specialties–0.04%** | **Housewares & Specialties–0.04%** | **Housewares & Specialties–0.04%** | **Housewares & Specialties–0.04%** |
| &nbsp;&nbsp;&nbsp; Newell Brands, Inc., 6.38%, <br> 05/15/2030<sup>(c)</sup> <br>|  | 950000 | &nbsp;&nbsp; 915300 |
| **Industrial Machinery & Supplies & Components–0.12%** | **Industrial Machinery & Supplies & Components–0.12%** | **Industrial Machinery & Supplies & Components–0.12%** | **Industrial Machinery & Supplies & Components–0.12%** |
| &nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc., 5.20%, <br> 06/15/2027<br>|  | 998000 | &nbsp;&nbsp; 1013869 |
| &nbsp;&nbsp;&nbsp; Nordson Corp., 5.60%, <br> 09/15/2028<br>|  | 556000 | &nbsp;&nbsp; 574978 |
| &nbsp;&nbsp;&nbsp; Weir Group, Inc. (United Kingdom), <br> 5.35%, 05/06/2030<sup>(b)</sup> <br>|  | 855000 | &nbsp;&nbsp; 882473 |
|  |  |  | &nbsp;&nbsp; 2471320 |
| **Industrial REITs–0.01%** | **Industrial REITs–0.01%** | **Industrial REITs–0.01%** | **Industrial REITs–0.01%** |
| &nbsp;&nbsp;&nbsp; LXP Industrial Trust, 6.75%, <br> 11/15/2028<br>|  | 133000 | &nbsp;&nbsp; 141490 |
| **Insurance Brokers–0.09%** | **Insurance Brokers–0.09%** | **Insurance Brokers–0.09%** | **Insurance Brokers–0.09%** |
| &nbsp;&nbsp;&nbsp; Arthur J. Gallagher & Co., 4.60%, <br> 12/15/2027<br>|  | 1905000 | &nbsp;&nbsp; 1924564 |
| **Integrated Oil & Gas–0.67%** | **Integrated Oil & Gas–0.67%** | **Integrated Oil & Gas–0.67%** | **Integrated Oil & Gas–0.67%** |
| Occidental Petroleum Corp., | Occidental Petroleum Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/2027 |  | 2684000 | &nbsp;&nbsp; 2734741 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/2029 |  | 648000 | &nbsp;&nbsp; 664577 |
| &nbsp;&nbsp;&nbsp; SA Global Sukuk Ltd. (Saudi Arabia), <br> 4.13%, 09/17/2030<sup>(b)</sup> <br>|  | 5705000 | &nbsp;&nbsp; 5627307 |
| &nbsp;&nbsp;&nbsp; Saudi Arabian Oil Co. (Saudi Arabia), <br> 4.75%, 06/02/2030<sup>(b)</sup> <br>|  | 5022000 | &nbsp;&nbsp; 5095876 |
|  |  |  | &nbsp;&nbsp; 14122501 |
| **Integrated Telecommunication Services–1.11%** | **Integrated Telecommunication Services–1.11%** | **Integrated Telecommunication Services–1.11%** | **Integrated Telecommunication Services–1.11%** |
| AT&T, Inc., 4.70%, 08/15/2030<sup>(c)</sup> <br>|  | 2991000 | &nbsp;&nbsp; 3050208 |
| &nbsp;&nbsp;&nbsp; NBN Co. Ltd. (Australia), 4.00%, <br> 10/01/2027<sup>(b)</sup> <br>|  | 9091000 | &nbsp;&nbsp; 9073071 |
| NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/16/2030<sup>(b)</sup> <br>|  | 2057000 | &nbsp;&nbsp; 2102044 |
| &nbsp;&nbsp;&nbsp; 5.39% (SOFR + 1.31%), <br> 07/16/2030<sup>(b)(e)</sup> <br>|  | 1529000 | &nbsp;&nbsp; 1555200 |
| &nbsp;&nbsp;&nbsp; TELUS Corp. (Canada), 6.63%, <br> 10/15/2055<sup>(d)</sup> <br>|  | 3914000 | &nbsp;&nbsp; 4012925 |
| &nbsp;&nbsp;&nbsp; WULF Compute LLC, 7.75%, <br> 10/15/2030<sup>(b)</sup> <br>|  | 1721000 | &nbsp;&nbsp; 1780754 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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; Zegona Finance PLC (United <br> Kingdom), 8.63%, <br> 07/15/2029<sup>(b)</sup> <br>|  | $1626000 | &nbsp;&nbsp; $1727504 |
|  |  |  | &nbsp;&nbsp; 23301706 |
| **Interactive Home Entertainment–0.43%** | **Interactive Home Entertainment–0.43%** | **Interactive Home Entertainment–0.43%** | **Interactive Home Entertainment–0.43%** |
| &nbsp;&nbsp;&nbsp; Roblox Corp., 3.88%, <br> 05/01/2030<sup>(b)</sup> <br>|  | 9450000 | &nbsp;&nbsp; 9042786 |
| **Interactive Media & Services–0.92%** | **Interactive Media & Services–0.92%** | **Interactive Media & Services–0.92%** | **Interactive Media & Services–0.92%** |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., 3.88%, <br> 11/15/2028<sup>(c)</sup> <br>|  | 9653000 | &nbsp;&nbsp; 9712218 |
| &nbsp;&nbsp;&nbsp; Flutter Treasury DAC (Ireland), <br> 5.88%, 06/04/2031<sup>(b)</sup> <br>|  | 611000 | &nbsp;&nbsp; 617498 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc., 4.20%, <br> 11/15/2030<br>|  | 3489000 | &nbsp;&nbsp; 3514021 |
| &nbsp;&nbsp;&nbsp; WarnerMedia Holdings, Inc., 4.05%, <br> 03/15/2029<br>|  | 5600000 | &nbsp;&nbsp; 5436634 |
|  |  |  | &nbsp;&nbsp; 19280371 |
| **Investment Banking & Brokerage–3.86%** | **Investment Banking & Brokerage–3.86%** | **Investment Banking & Brokerage–3.86%** | **Investment Banking & Brokerage–3.86%** |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 6.10%, 03/15/2028<sup>(b)(c)</sup> <br>|  | 3139000 | &nbsp;&nbsp; 3147410 |
| Charles Schwab Corp. (The), | Charles Schwab Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/24/2026 |  | 5754000 | &nbsp;&nbsp; 5823258 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/14/2031<sup>(d)</sup> <br>|  | 1265000 | &nbsp;&nbsp; 1268560 |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.98% (SOFR + 0.81%), <br> 03/09/2027<sup>(e)</sup> <br>|  | 3642000 | &nbsp;&nbsp; 3647359 |
| &nbsp;&nbsp;&nbsp; 4.98% (SOFR + 0.82%), <br> 09/10/2027<sup>(e)</sup> <br>|  | 294000 | &nbsp;&nbsp; 294524 |
| &nbsp;&nbsp;&nbsp; 4.94%, 04/23/2028<sup>(c)(d)</sup> <br>|  | 2259000 | &nbsp;&nbsp; 2284223 |
| &nbsp;&nbsp;&nbsp; 5.34% (SOFR + 1.29%), <br> 04/23/2028<sup>(c)(e)</sup> <br>|  | 5097000 | &nbsp;&nbsp; 5140546 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/2029<sup>(d)</sup> <br>|  | 14455000 | &nbsp;&nbsp; 14468189 |
| &nbsp;&nbsp;&nbsp; 5.13% (SOFR + 1.08%), <br> 01/28/2031<sup>(c)(e)</sup> <br>|  | 5870000 | &nbsp;&nbsp; 5889650 |
| &nbsp;&nbsp;&nbsp; Series W, 7.50%<sup>(c)(d)(f)</sup> <br>|  | 10381000 | &nbsp;&nbsp; 11037951 |
| Morgan Stanley, | Morgan Stanley, |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/28/2027<sup>(d)</sup> <br>|  | 1120000 | &nbsp;&nbsp; 1121178 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/13/2028<sup>(d)</sup> <br>|  | 1136000 | &nbsp;&nbsp; 1159427 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/2029<sup>(d)</sup> <br>|  | 2897000 | &nbsp;&nbsp; 2955316 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/2029<sup>(d)</sup> <br>|  | 572000 | &nbsp;&nbsp; 591266 |
| &nbsp;&nbsp;&nbsp; Series I, <br>4.13%, 10/18/2029<sup>(d)</sup> <br>|  | 18054000 | &nbsp;&nbsp; 18055733 |
| &nbsp;&nbsp;&nbsp; 4.36%, 10/22/2031<sup>(d)</sup> <br>|  | 3957000 | &nbsp;&nbsp; 3962128 |
|  |  |  | &nbsp;&nbsp; 80846718 |
| **Leisure Facilities–0.12%** | **Leisure Facilities–0.12%** | **Leisure Facilities–0.12%** | **Leisure Facilities–0.12%** |
| &nbsp;&nbsp;&nbsp; Vail Resorts, Inc., 5.63%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 2449000 | &nbsp;&nbsp; 2486470 |
| **Leisure Products–0.10%** | **Leisure Products–0.10%** | **Leisure Products–0.10%** | **Leisure Products–0.10%** |
| Polaris, Inc., 5.60%, 03/01/2031 |  | 1988000 | &nbsp;&nbsp; 2014307 |
| **Life & Health Insurance–3.99%** | **Life & Health Insurance–3.99%** | **Life & Health Insurance–3.99%** | **Life & Health Insurance–3.99%** |
| &nbsp;&nbsp;&nbsp; American National Global Funding, <br> 5.55%, 01/28/2030<sup>(b)</sup> <br>|  | 835000 | &nbsp;&nbsp; 862589 |
| Athene Global Funding, | Athene Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.62%, 05/08/2026<sup>(b)</sup> <br>|  | 4114000 | &nbsp;&nbsp; 4137982 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/27/2026<sup>(b)</sup> <br>|  | 4668000 | &nbsp;&nbsp; 4688831 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/25/2027<sup>(b)</sup> <br>|  | 1642000 | &nbsp;&nbsp; 1666200 |
| &nbsp;&nbsp;&nbsp; Constellation Global Funding, <br> 4.85%, 10/22/2030<sup>(b)</sup> <br>|  | 2244000 | &nbsp;&nbsp; 2234417 |

---

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

**Invesco Short Term 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)** |
| Corebridge Global Funding, | Corebridge Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.40% (SOFR + 1.30%), <br> 09/25/2026<sup>(b)(e)</sup> <br>|  | $2993000 | &nbsp;&nbsp; $3013234 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/20/2027<sup>(b)</sup> <br>|  | 2524000 | &nbsp;&nbsp; 2549577 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/19/2028<sup>(b)</sup> <br>|  | 1070000 | &nbsp;&nbsp; 1120121 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/12/2029<sup>(b)</sup> <br>|  | 830000 | &nbsp;&nbsp; 852368 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/24/2029<sup>(b)(c)</sup> <br>|  | 1537000 | &nbsp;&nbsp; 1583408 |
| Equitable America Global Funding, | Equitable America Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/2027<sup>(b)</sup> <br>|  | 3852000 | &nbsp;&nbsp; 3847781 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/09/2028<sup>(b)</sup> <br>|  | 3215000 | &nbsp;&nbsp; 3253633 |
| GA Global Funding Trust, | GA Global Funding Trust, |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/23/2027<sup>(b)</sup> <br>|  | 3349000 | &nbsp;&nbsp; 3358654 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/08/2029<sup>(b)</sup> <br>|  | 1535000 | &nbsp;&nbsp; 1583356 |
| Jackson National Life Global Funding, | Jackson National Life Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/2026<sup>(b)</sup> <br>|  | 2659000 | &nbsp;&nbsp; 2662166 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/05/2028<sup>(b)</sup> <br>|  | 1724000 | &nbsp;&nbsp; 1741699 |
| &nbsp;&nbsp;&nbsp; Lincoln Financial Global Funding, <br> 4.63%, 05/28/2028<sup>(b)</sup> <br>|  | 5115000 | &nbsp;&nbsp; 5168704 |
| &nbsp;&nbsp;&nbsp; MassMutual Global Funding II, <br> 5.10%, 04/09/2027<sup>(b)</sup> <br>|  | 3778000 | &nbsp;&nbsp; 3835410 |
| New York Life Global Funding, | New York Life Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/25/2028<sup>(b)</sup> <br>|  | 7755000 | &nbsp;&nbsp; 7789237 |
| &nbsp;&nbsp;&nbsp; 4.71% (SOFR + 0.66%), <br> 07/25/2028<sup>(b)(e)</sup> <br>|  | 7755000 | &nbsp;&nbsp; 7773701 |
| &nbsp;&nbsp;&nbsp; Northwestern Mutual Global Funding, <br> 5.07%, 03/25/2027<sup>(b)</sup> <br>|  | 1893000 | &nbsp;&nbsp; 1922096 |
| Pacific Life Global Funding II, | Pacific Life Global Funding II, |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/28/2026<sup>(b)(c)</sup> <br>|  | 4089000 | &nbsp;&nbsp; 4137525 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/28/2029<sup>(b)(c)</sup> <br>|  | 4861000 | &nbsp;&nbsp; 4930578 |
| Pricoa Global Funding I, | Pricoa Global Funding I, |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/28/2026<sup>(b)(c)</sup> <br>|  | 1754000 | &nbsp;&nbsp; 1773887 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/27/2027<sup>(b)(c)</sup> <br>|  | 2308000 | &nbsp;&nbsp; 2327318 |
| &nbsp;&nbsp;&nbsp; Principal Life Global Funding II, <br> 5.00%, 01/16/2027<sup>(b)(c)</sup> <br>|  | 797000 | &nbsp;&nbsp; 805711 |
| &nbsp;&nbsp;&nbsp; Protective Life Corp., 4.70%, <br> 01/15/2031<sup>(b)</sup> <br>|  | 1333000 | &nbsp;&nbsp; 1339052 |
| &nbsp;&nbsp;&nbsp; Protective Life Global Funding, <br> 5.37%, 01/06/2026<sup>(b)</sup> <br>|  | 2540000 | &nbsp;&nbsp; 2542659 |
|  |  |  | &nbsp;&nbsp; 83501894 |
| **Managed Health Care–0.12%** | **Managed Health Care–0.12%** | **Managed Health Care–0.12%** | **Managed Health Care–0.12%** |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc., 4.75%, <br> 07/15/2026<sup>(c)</sup> <br>|  | 2589000 | &nbsp;&nbsp; 2602019 |
| **Marine Transportation–0.06%** | **Marine Transportation–0.06%** | **Marine Transportation–0.06%** | **Marine Transportation–0.06%** |
| &nbsp;&nbsp;&nbsp; NCL Corp. Ltd., 5.88%, <br> 01/15/2031<sup>(b)</sup> <br>|  | 1242000 | &nbsp;&nbsp; 1226454 |
| **Multi-Family Residential REITs–0.29%** | **Multi-Family Residential REITs–0.29%** | **Multi-Family Residential REITs–0.29%** | **Multi-Family Residential REITs–0.29%** |
| &nbsp;&nbsp;&nbsp; Camden Property Trust, 5.85%, <br> 11/03/2026<br>|  | 5950000 | &nbsp;&nbsp; 6041267 |
| **Multi-Sector Holdings–0.41%** | **Multi-Sector Holdings–0.41%** | **Multi-Sector Holdings–0.41%** | **Multi-Sector Holdings–0.41%** |
| &nbsp;&nbsp;&nbsp; HPS Corporate Lending Fund, <br> 4.90%, 09/11/2028<sup>(b)</sup> <br>|  | 8615000 | &nbsp;&nbsp; 8555141 |
| **Multi-Utilities–0.19%** | **Multi-Utilities–0.19%** | **Multi-Utilities–0.19%** | **Multi-Utilities–0.19%** |
| &nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp. <br> (Canada), 5.37%, 06/15/2026<br>|  | 1770000 | &nbsp;&nbsp; 1779205 |
| &nbsp;&nbsp;&nbsp; DTE Energy Co., 4.95%, <br> 07/01/2027<br>|  | 692000 | &nbsp;&nbsp; 700562 |
| &nbsp;&nbsp;&nbsp; NiSource, Inc., 5.25%, <br> 03/30/2028<br>|  | 266000 | &nbsp;&nbsp; 272961 |
| Sempra, 6.38%, 04/01/2056<sup>(c)(d)</sup> <br>|  | 678000 | &nbsp;&nbsp; 691082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** | **Multi-Utilities–(continued)** |
| &nbsp;&nbsp;&nbsp; WEC Energy Group, Inc., 5.15%, <br> 10/01/2027<br>|  | $539000 | &nbsp;&nbsp; $549368 |
|  |  |  | &nbsp;&nbsp; 3993178 |
| **Office REITs–0.07%** | **Office REITs–0.07%** | **Office REITs–0.07%** | **Office REITs–0.07%** |
| &nbsp;&nbsp;&nbsp; COPT Defense Properties L.P., <br> 4.50%, 10/15/2030<br>|  | 457000 | &nbsp;&nbsp; 455354 |
| &nbsp;&nbsp;&nbsp; Office Properties Income Trust, <br> 9.00%, 09/30/2029<sup>(b)(g)</sup> <br>|  | 1069000 | &nbsp;&nbsp; 955419 |
|  |  |  | &nbsp;&nbsp; 1410773 |
| **Oil & Gas Exploration & Production–0.74%** | **Oil & Gas Exploration & Production–0.74%** | **Oil & Gas Exploration & Production–0.74%** | **Oil & Gas Exploration & Production–0.74%** |
| Diamondback Energy, Inc., | Diamondback Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/2027 |  | 967000 | &nbsp;&nbsp; 980879 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/2030 |  | 917000 | &nbsp;&nbsp; 944070 |
| &nbsp;&nbsp;&nbsp; EOG Resources, Inc., 4.40%, <br> 07/15/2028<br>|  | 540000 | &nbsp;&nbsp; 546730 |
| EQT Corp., 6.50%, 07/01/2027 |  | 8621000 | &nbsp;&nbsp; 8810510 |
| &nbsp;&nbsp;&nbsp; Transocean Titan Financing Ltd., <br> 8.38%, 02/01/2028<sup>(b)</sup> <br>|  | 2829286 | &nbsp;&nbsp; 2909439 |
| &nbsp;&nbsp;&nbsp; Var Energi ASA (Norway), 5.88%, <br> 05/22/2030<sup>(b)</sup> <br>|  | 1346000 | &nbsp;&nbsp; 1404212 |
|  |  |  | &nbsp;&nbsp; 15595840 |
| **Oil & Gas Storage & Transportation–2.28%** | **Oil & Gas Storage & Transportation–2.28%** | **Oil & Gas Storage & Transportation–2.28%** | **Oil & Gas Storage & Transportation–2.28%** |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Holding Co. LLC, <br> 6.06%, 08/15/2026<sup>(b)</sup> <br>|  | 429000 | &nbsp;&nbsp; 433296 |
| Energy Transfer L.P., | Energy Transfer L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 12/01/2026 |  | 2460000 | &nbsp;&nbsp; 2503101 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/2027 |  | 6578000 | &nbsp;&nbsp; 6679908 |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/2028 |  | 860000 | &nbsp;&nbsp; 904729 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/2056<sup>(d)</sup> <br>|  | 4921000 | &nbsp;&nbsp; 4857657 |
| &nbsp;&nbsp;&nbsp; Series H, 6.50%<sup>(d)(f)</sup> <br>|  | 175000 | &nbsp;&nbsp; 176194 |
| &nbsp;&nbsp;&nbsp; Enterprise Products Operating LLC, <br> 4.30%, 06/20/2028<br>|  | 4779000 | &nbsp;&nbsp; 4819396 |
| Kinder Morgan, Inc., | Kinder Morgan, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2029 |  | 1935000 | &nbsp;&nbsp; 1993803 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/2030<sup>(c)</sup> <br>|  | 883000 | &nbsp;&nbsp; 915240 |
| MPLX L.P., 4.80%, 02/15/2031 |  | 1829000 | &nbsp;&nbsp; 1852814 |
| ONEOK, Inc., | ONEOK, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/2026 |  | 1300000 | &nbsp;&nbsp; 1300630 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/2026 |  | 1141000 | &nbsp;&nbsp; 1154275 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline L.P., <br> Series B, 8.22% (3 mo. Term <br> SOFR + 4.37%)<sup>(e)(f)</sup> <br>|  | 4776000 | &nbsp;&nbsp; 4799206 |
| &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 |  | 3511000 | &nbsp;&nbsp; 3538924 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/2029 |  | 1146000 | &nbsp;&nbsp; 1163677 |
| &nbsp;&nbsp;&nbsp; Southern Co. Gas Capital Corp., <br> Series A, 4.05%, 09/15/2028<br>|  | 1049000 | &nbsp;&nbsp; 1050709 |
| &nbsp;&nbsp;&nbsp; Tennessee Gas Pipeline Co. LLC, <br> 7.00%, 10/15/2028<br>|  | 5196000 | &nbsp;&nbsp; 5597971 |
| Williams Cos., Inc. (The), | Williams Cos., Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/2028 |  | 2382000 | &nbsp;&nbsp; 2455017 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/2029 |  | 1434000 | &nbsp;&nbsp; 1462957 |
|  |  |  | &nbsp;&nbsp; 47659504 |
| **Packaged Foods & Meats–0.64%** | **Packaged Foods & Meats–0.64%** | **Packaged Foods & Meats–0.64%** | **Packaged Foods & Meats–0.64%** |
| &nbsp;&nbsp;&nbsp; Campbell's Co. (The), 5.20%, <br> 03/19/2027<br>|  | 614000 | &nbsp;&nbsp; 622551 |
| &nbsp;&nbsp;&nbsp; General Mills, Inc., 5.50%, <br> 10/17/2028<sup>(c)</sup> <br>|  | 1102000 | &nbsp;&nbsp; 1144457 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Packaged Foods & Meats–(continued)** | **Packaged Foods & Meats–(continued)** | **Packaged Foods & Meats–(continued)** | **Packaged Foods & Meats–(continued)** |
| Mars, Inc., | Mars, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/2027<sup>(b)</sup> <br>|  | $5521000 | &nbsp;&nbsp; $5559553 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/2028<sup>(b)(c)</sup> <br>|  | 5956000 | &nbsp;&nbsp; 6033920 |
|  |  |  | &nbsp;&nbsp; 13360481 |
| **Paper & Plastic Packaging Products & Materials–0.25%** | **Paper & Plastic Packaging Products & Materials–0.25%** | **Paper & Plastic Packaging Products & Materials–0.25%** | **Paper & Plastic Packaging Products & Materials–0.25%** |
| &nbsp;&nbsp;&nbsp; Berry Global, Inc., 4.88%, <br> 07/15/2026<sup>(b)</sup> <br>|  | 716000 | &nbsp;&nbsp; 716200 |
| Sealed Air Corp., | Sealed Air Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/2029<sup>(b)</sup> <br>|  | 1800000 | &nbsp;&nbsp; 1813921 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/2031<sup>(b)(c)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2606578 |
|  |  |  | &nbsp;&nbsp; 5136699 |
| **Passenger Airlines–0.78%** | **Passenger Airlines–0.78%** | **Passenger Airlines–0.78%** | **Passenger Airlines–0.78%** |
| American Airlines Pass-Through Trust, | American Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class B, 3.95%, <br> 07/11/2030<br>|  | 960680 | &nbsp;&nbsp; 928733 |
| &nbsp;&nbsp;&nbsp; Series B, 5.65%, 11/11/2034 |  | 4516000 | &nbsp;&nbsp; 4594840 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage <br> Loyalty IP Ltd., 5.50%, <br> 04/20/2026<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 250751 |
| &nbsp;&nbsp;&nbsp; British Airways Pass-Through Trust <br> (United Kingdom), Series 2019-1, <br> Class A, 3.35%, 06/15/2029<sup>(b)</sup> <br>|  | 167934 | &nbsp;&nbsp; 163128 |
| Delta Air Lines, Inc., | Delta Air Lines, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/2028 |  | 6344000 | &nbsp;&nbsp; 6442396 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/2030 |  | 2010000 | &nbsp;&nbsp; 2064433 |
| &nbsp;&nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2020-1, Class A, 5.88%, <br> 10/15/2027<br>|  | 1059282 | &nbsp;&nbsp; 1083318 |
| &nbsp;&nbsp;&nbsp; United AirLines, Inc., 4.38%, <br> 04/15/2026<sup>(b)</sup> <br>|  | 913000 | &nbsp;&nbsp; 912547 |
|  |  |  | &nbsp;&nbsp; 16440146 |
| **Pharmaceuticals–1.67%** | **Pharmaceuticals–1.67%** | **Pharmaceuticals–1.67%** | **Pharmaceuticals–1.67%** |
| &nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC (United <br> Kingdom), 4.80%, 02/26/2027<br>|  | 1945000 | &nbsp;&nbsp; 1968272 |
| EMD Finance LLC (Germany), | EMD Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/2028<sup>(b)</sup> <br>|  | 1710000 | &nbsp;&nbsp; 1712939 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/2030<sup>(b)</sup> <br>|  | 9136000 | &nbsp;&nbsp; 9182469 |
| &nbsp;&nbsp;&nbsp; Novartis Capital Corp., 3.90%, <br> 11/05/2028<sup>(c)</sup> <br>|  | 4670000 | &nbsp;&nbsp; 4690281 |
| Pfizer, Inc., 3.88%, 11/15/2027 |  | 15939000 | &nbsp;&nbsp; 15968900 |
| Zoetis, Inc., 4.15%, 08/17/2028 |  | 1467000 | &nbsp;&nbsp; 1476846 |
|  |  |  | &nbsp;&nbsp; 34999707 |
| **Rail Transportation–0.29%** | **Rail Transportation–0.29%** | **Rail Transportation–0.29%** | **Rail Transportation–0.29%** |
| TTX Co., 5.50%, 09/25/2026<sup>(b)</sup> <br>|  | 5926000 | &nbsp;&nbsp; 5986310 |
| **Real Estate Development–0.17%** | **Real Estate Development–0.17%** | **Real Estate Development–0.17%** | **Real Estate Development–0.17%** |
| &nbsp;&nbsp;&nbsp; Essential Properties L.P., 2.95%, <br> 07/15/2031<br>|  | 3939000 | &nbsp;&nbsp; 3601137 |
| **Regional Banks–0.19%** | **Regional Banks–0.19%** | **Regional Banks–0.19%** | **Regional Banks–0.19%** |
| &nbsp;&nbsp;&nbsp; Santander Holdings USA, Inc., <br> 6.12%, 05/31/2027<sup>(d)</sup> <br>|  | 1887000 | &nbsp;&nbsp; 1902431 |
| &nbsp;&nbsp;&nbsp; Zions Bancorp. N.A., 4.70%, <br> 08/18/2028<sup>(d)</sup> <br>|  | 2029000 | &nbsp;&nbsp; 2027592 |
|  |  |  | &nbsp;&nbsp; 3930023 |
| **Reinsurance–0.20%** | **Reinsurance–0.20%** | **Reinsurance–0.20%** | **Reinsurance–0.20%** |
| &nbsp;&nbsp;&nbsp; RGA Global Funding, 4.35%, <br> 08/25/2028<sup>(b)</sup> <br>|  | 4097000 | &nbsp;&nbsp; 4114411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Research & Consulting Services–0.03%** | **Research & Consulting Services–0.03%** | **Research & Consulting Services–0.03%** | **Research & Consulting Services–0.03%** |
| &nbsp;&nbsp;&nbsp; Verisk Analytics, Inc., 4.50%, <br> 08/15/2030<br>|  | $599000 | &nbsp;&nbsp; $604124 |
| **Retail REITs–0.31%** | **Retail REITs–0.31%** | **Retail REITs–0.31%** | **Retail REITs–0.31%** |
| Realty Income Corp., | Realty Income Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/13/2026 |  | 488000 | &nbsp;&nbsp; 488048 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/2029 |  | 6052000 | &nbsp;&nbsp; 6033801 |
|  |  |  | &nbsp;&nbsp; 6521849 |
| **Self-Storage REITs–0.32%** | **Self-Storage REITs–0.32%** | **Self-Storage REITs–0.32%** | **Self-Storage REITs–0.32%** |
| &nbsp;&nbsp;&nbsp; Extra Space Storage L.P., 5.70%, <br> 04/01/2028<br>|  | 567000 | &nbsp;&nbsp; 586498 |
| &nbsp;&nbsp;&nbsp; Public Storage Operating Co., <br> 4.77% (SOFR + 0.70%), <br> 04/16/2027<sup>(e)</sup> <br>|  | 6065000 | &nbsp;&nbsp; 6083137 |
|  |  |  | &nbsp;&nbsp; 6669635 |
| **Semiconductors–1.20%** | **Semiconductors–1.20%** | **Semiconductors–1.20%** | **Semiconductors–1.20%** |
| Broadcom, Inc., | Broadcom, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/2027<sup>(c)</sup> <br>|  | 2228000 | &nbsp;&nbsp; 2266472 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/2028 |  | 3270000 | &nbsp;&nbsp; 3286407 |
| Foundry JV Holdco LLC, | Foundry JV Holdco LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/2030<sup>(b)</sup> <br>|  | 2514000 | &nbsp;&nbsp; 2644969 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/2031<sup>(b)</sup> <br>|  | 2350000 | &nbsp;&nbsp; 2445417 |
| SK hynix, Inc. (South Korea), | SK hynix, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/2028<sup>(b)</sup> <br>|  | 9524000 | &nbsp;&nbsp; 9548110 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/11/2030<sup>(b)</sup> <br>|  | 4894000 | &nbsp;&nbsp; 4895507 |
|  |  |  | &nbsp;&nbsp; 25086882 |
| **Soft Drinks & Non-alcoholic Beverages–0.33%** | **Soft Drinks & Non-alcoholic Beverages–0.33%** | **Soft Drinks & Non-alcoholic Beverages–0.33%** | **Soft Drinks & Non-alcoholic Beverages–0.33%** |
| Keurig Dr Pepper, Inc., | Keurig Dr Pepper, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.61% (SOFR + 0.58%), <br> 11/15/2026<sup>(e)</sup> <br>|  | 6501000 | &nbsp;&nbsp; 6500239 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/2028 |  | 361000 | &nbsp;&nbsp; 362213 |
|  |  |  | &nbsp;&nbsp; 6862452 |
| **Sovereign Debt–1.51%** | **Sovereign Debt–1.51%** | **Sovereign Debt–1.51%** | **Sovereign Debt–1.51%** |
| &nbsp;&nbsp;&nbsp; Egyptian Financial Co. for Sovereign <br> Taskeek (The) (Egypt), 6.38%, <br> 04/07/2029<sup>(b)</sup> <br>|  | 1527000 | &nbsp;&nbsp; 1545338 |
| &nbsp;&nbsp;&nbsp; Indonesia Government International <br> Bond (Indonesia), 4.40%, <br> 03/10/2029<br>|  | 9538000 | &nbsp;&nbsp; 9608430 |
| &nbsp;&nbsp;&nbsp; Kuwait International Government Bond <br> (Kuwait), | &nbsp;&nbsp;&nbsp; Kuwait International Government Bond <br> (Kuwait), |  |  |
| &nbsp;&nbsp;&nbsp; 4.02%, 10/09/2028<sup>(b)</sup> <br>|  | 14647000 | &nbsp;&nbsp; 14658458 |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/09/2030<sup>(b)</sup> <br>|  | 1953000 | &nbsp;&nbsp; 1955770 |
| &nbsp;&nbsp;&nbsp; Romanian Government International <br> Bond (Romania), 5.88%, <br> 01/30/2029<sup>(b)</sup> <br>|  | 3794000 | &nbsp;&nbsp; 3911992 |
|  |  |  | &nbsp;&nbsp; 31679988 |
| **Specialized Consumer Services–0.10%** | **Specialized Consumer Services–0.10%** | **Specialized Consumer Services–0.10%** | **Specialized Consumer Services–0.10%** |
| &nbsp;&nbsp;&nbsp; Rentokil Terminix Funding LLC, <br> 5.00%, 04/28/2030<sup>(b)</sup> <br>|  | 2065000 | &nbsp;&nbsp; 2108196 |
| **Specialized Finance–0.11%** | **Specialized Finance–0.11%** | **Specialized Finance–0.11%** | **Specialized Finance–0.11%** |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure <br> Capital, Inc., 8.00%, <br> 06/01/2056<sup>(d)</sup> <br>|  | 2304000 | &nbsp;&nbsp; 2349255 |
| **Specialty Chemicals–0.48%** | **Specialty Chemicals–0.48%** | **Specialty Chemicals–0.48%** | **Specialty Chemicals–0.48%** |
| &nbsp;&nbsp;&nbsp; OCP S.A. (Morocco), 6.10%, <br> 04/30/2030<sup>(b)</sup> <br>|  | 1149000 | &nbsp;&nbsp; 1199315 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Specialty Chemicals–(continued)** | **Specialty Chemicals–(continued)** | **Specialty Chemicals–(continued)** | **Specialty Chemicals–(continued)** |
| &nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (The), 4.30%, <br> 08/15/2028<br>|  | $6243000 | &nbsp;&nbsp; $6283560 |
| &nbsp;&nbsp;&nbsp; Wayfair LLC, 7.25%, <br> 10/31/2029<sup>(b)(c)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2606867 |
|  |  |  | &nbsp;&nbsp; 10089742 |
| **Steel–0.39%** | **Steel–0.39%** | **Steel–0.39%** | **Steel–0.39%** |
| &nbsp;&nbsp;&nbsp; ArcelorMittal S.A. (Luxembourg), <br> 6.55%, 11/29/2027<br>|  | 1699000 | &nbsp;&nbsp; 1769849 |
| &nbsp;&nbsp;&nbsp; Cleveland-Cliffs, Inc., 6.88%, <br> 11/01/2029<sup>(b)</sup> <br>|  | 2750000 | &nbsp;&nbsp; 2831711 |
| &nbsp;&nbsp;&nbsp; POSCO (South Korea), 5.63%, <br> 01/17/2026<sup>(b)</sup> <br>|  | 2197000 | &nbsp;&nbsp; 2200351 |
| &nbsp;&nbsp;&nbsp; POSCO Holdings, Inc. (South Korea), <br> 5.13%, 05/07/2030<sup>(b)</sup> <br>|  | 1415000 | &nbsp;&nbsp; 1452386 |
|  |  |  | &nbsp;&nbsp; 8254297 |
| **Systems Software–0.09%** | **Systems Software–0.09%** | **Systems Software–0.09%** | **Systems Software–0.09%** |
| &nbsp;&nbsp;&nbsp; Oracle Corp., 4.45%, <br> 09/26/2030<sup>(c)</sup> <br>|  | 1935000 | &nbsp;&nbsp; 1907456 |
| **Tobacco–0.53%** | **Tobacco–0.53%** | **Tobacco–0.53%** | **Tobacco–0.53%** |
| &nbsp;&nbsp;&nbsp; Altria Group, Inc., 4.88%, <br> 02/04/2028<sup>(c)</sup> <br>|  | 1669000 | &nbsp;&nbsp; 1698065 |
| Philip Morris International, Inc., | Philip Morris International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/2027 |  | 2670000 | &nbsp;&nbsp; 2695799 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/2027 |  | 3390000 | &nbsp;&nbsp; 3421007 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/2027 |  | 830000 | &nbsp;&nbsp; 847656 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/2028 |  | 1104000 | &nbsp;&nbsp; 1108767 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/2028 |  | 1276000 | &nbsp;&nbsp; 1317145 |
|  |  |  | &nbsp;&nbsp; 11088439 |
| **Trading Companies & Distributors–0.15%** | **Trading Companies & Distributors–0.15%** | **Trading Companies & Distributors–0.15%** | **Trading Companies & Distributors–0.15%** |
| Air Lease Corp., Series B, 4.65%<sup>(d)(f)</sup> <br>|  | 1351000 | &nbsp;&nbsp; 1338872 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Corp. (Japan), 5.00%, <br> 07/02/2029<sup>(b)</sup> <br>|  | 1793000 | &nbsp;&nbsp; 1848662 |
|  |  |  | &nbsp;&nbsp; 3187534 |
| **Wireless Telecommunication Services–0.03%** | **Wireless Telecommunication Services–0.03%** | **Wireless Telecommunication Services–0.03%** | **Wireless Telecommunication Services–0.03%** |
| &nbsp;&nbsp;&nbsp; T-Mobile USA, Inc., 4.95%, <br> 03/15/2028<br>|  | 676000 | &nbsp;&nbsp; 689078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $1,402,629,165) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $1,402,629,165) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $1,402,629,165) | &nbsp;&nbsp; 1416675478 |
| **Asset-Backed Securities–28.78%** | **Asset-Backed Securities–28.78%** | **Asset-Backed Securities–28.78%** | **Asset-Backed Securities–28.78%** |
| &nbsp;&nbsp;&nbsp; AGL CLO 17 Ltd., Series 2022-17A, <br> Class AR, 4.82% (3 mo. Term <br> SOFR + 0.95%), <br> 01/21/2035<sup>(b)(e)</sup> <br>|  | 4509000 | &nbsp;&nbsp; 4502327 |
| &nbsp;&nbsp;&nbsp; ALA Trust, Series 2025-OANA, <br> Class B, 5.80% (1 mo. Term SOFR <br> + 1.84%), 06/15/2040<sup>(b)(e)</sup> <br>|  | 6200000 | &nbsp;&nbsp; 6237797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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, 2.16%, <br> 12/25/2059<sup>(b)(h)</sup> <br>|  | $319301 | &nbsp;&nbsp; $312267 |
| &nbsp;&nbsp;&nbsp; Series 2020-3, Class A1, 1.69%, <br> 04/25/2065<sup>(b)(h)</sup> <br>|  | 1345006 | &nbsp;&nbsp; 1289082 |
| &nbsp;&nbsp;&nbsp; Series 2020-5, Class A1, 1.37%, <br> 05/25/2065<sup>(b)(h)</sup> <br>|  | 562133 | &nbsp;&nbsp; 543413 |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, 1.07%, <br> 05/25/2066<sup>(b)(h)</sup> <br>|  | 2112498 | &nbsp;&nbsp; 1832365 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, 1.98%, <br> 10/25/2066<sup>(b)(h)</sup> <br>|  | 8331032 | &nbsp;&nbsp; 7334476 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, 2.88%, <br> 12/25/2066<sup>(b)</sup> <br>|  | 5318326 | &nbsp;&nbsp; 5079297 |
| &nbsp;&nbsp;&nbsp; Series 2023-6, Class A1, 6.50%, <br> 12/25/2067<sup>(b)</sup> <br>|  | 3600446 | &nbsp;&nbsp; 3635744 |
| &nbsp;&nbsp;&nbsp; Series 2024-10, Class A1, <br> 5.35%, 10/25/2069<sup>(b)</sup> <br>|  | 3007850 | &nbsp;&nbsp; 3020278 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, 5.99%, <br> 01/25/2069<sup>(b)</sup> <br>|  | 4681441 | &nbsp;&nbsp; 4722671 |
| &nbsp;&nbsp;&nbsp; Ares LIII CLO Ltd., Series 2019-53A, <br> Class A1R2, 0.00% (3 mo. Term <br> SOFR + 1.09%), <br> 10/24/2036<sup>(b)(e)(i)</sup> <br>|  | 4025000 | &nbsp;&nbsp; 4026006 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding (AESOP) <br> LLC, | &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding (AESOP) <br> LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-5A, Class A, 6.12%, <br> 04/20/2027<sup>(b)</sup> <br>|  | 15833333 | &nbsp;&nbsp; 15902028 |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, 5.25%, <br> 04/20/2029<sup>(b)</sup> <br>|  | 2033000 | &nbsp;&nbsp; 2077770 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, 5.20%, <br> 10/20/2027<sup>(b)</sup> <br>|  | 2425000 | &nbsp;&nbsp; 2442456 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class A, 5.49%, <br> 06/20/2029<sup>(b)</sup> <br>|  | 6690000 | &nbsp;&nbsp; 6889092 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, 4.17%, <br> 02/20/2030<sup>(b)</sup> <br>|  | 2155000 | &nbsp;&nbsp; 2158668 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A, 4.40%, <br> 02/20/2032<sup>(b)</sup> <br>|  | 4820000 | &nbsp;&nbsp; 4829170 |
| &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)(e)</sup> <br>|  | 535000 | &nbsp;&nbsp; 535228 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class AR, <br> 4.82% (3 mo. Term SOFR + <br> 0.94%), 04/18/2034<sup>(b)(e)</sup> <br>|  | 2452000 | &nbsp;&nbsp; 2449347 |
| &nbsp;&nbsp;&nbsp; Series 2021-3A, Class AR, <br> 4.93% (3 mo. Term SOFR + <br> 1.06%), 07/24/2034<sup>(b)(e)</sup> <br>|  | 705000 | &nbsp;&nbsp; 704929 |
| &nbsp;&nbsp;&nbsp; Series 2021-4A, Class A1R, <br> 5.08% (3 mo. Term SOFR + <br> 1.20%), 10/20/2034<sup>(b)(e)</sup> <br>|  | 895000 | &nbsp;&nbsp; 896487 |
| &nbsp;&nbsp;&nbsp; Series 2021-6A, Class A1R, <br> 4.96% (3 mo. Term SOFR + <br> 1.09%), 10/21/2034<sup>(b)(e)</sup> <br>|  | 1210000 | &nbsp;&nbsp; 1211164 |
| &nbsp;&nbsp;&nbsp; Banc of America Mortgage Trust, <br> Series 2004-D, Class 2A2, <br> 6.45%, 05/25/2034<sup>(h)</sup> <br>|  | 8217 | &nbsp;&nbsp; 7989 |
| &nbsp;&nbsp;&nbsp; Barings Equipment Finance LLC, <br> Series 2025-B, Class A3, 4.13%, <br> 10/13/2032<sup>(b)</sup> <br>|  | 2090000 | &nbsp;&nbsp; 2101204 |
| &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 A8, 2.50%, <br> 10/25/2051<sup>(b)(h)</sup> <br>|  | 4225074 | &nbsp;&nbsp; 3826154 |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, 3.00%, <br> 11/25/2051<sup>(b)(h)</sup> <br>|  | 5077706 | &nbsp;&nbsp; 4458652 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage <br> Trust, | &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-9, Class A1, 0.76% <br> (1 yr. U.S. Treasury Yield Curve <br> Rate + 2.30%), 10/25/2035<sup>(e)</sup> <br>|  | $71138 | &nbsp;&nbsp; $69001 |
| &nbsp;&nbsp;&nbsp; Series 2006-1, Class A1, 0.65% <br> (1 yr. U.S. Treasury Yield Curve <br> Rate + 2.25%), 02/25/2036<sup>(e)</sup> <br>|  | 152093 | &nbsp;&nbsp; 148401 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, <br> Series 2018-B1, Class XA, IO, <br> 0.67%, 01/15/2051<sup>(j)</sup> <br>|  | 16518415 | &nbsp;&nbsp; 142022 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXV Ltd., <br> Series 2021-25A, Class A1R, <br> 4.90% (3 mo. Term SOFR + <br> 1.00%), 01/15/2035<sup>(b)(e)</sup> <br>|  | 5262000 | &nbsp;&nbsp; 5262458 |
| &nbsp;&nbsp;&nbsp; BlackRock CLO L.P., Series 2025-<br> 2A, Class A, 5.05% (3 mo. Term <br> SOFR + 1.27%), <br> 11/21/2033<sup>(b)(e)</sup> <br>|  | 3485000 | &nbsp;&nbsp; 3487973 |
| &nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, <br> Series 2021-NQM2, Class A1, <br> 0.97%, 03/25/2060<sup>(b)(h)</sup> <br>|  | 388925 | &nbsp;&nbsp; 380597 |
| &nbsp;&nbsp;&nbsp; BSTN Commercial Mortgage Trust, <br> Series 2025-1C, Class A, 5.55%, <br> 06/15/2044<sup>(b)(h)</sup> <br>|  | 4936000 | &nbsp;&nbsp; 5118203 |
| &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)(e)</sup> <br>|  | 1523000 | &nbsp;&nbsp; 1523778 |
| 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)(e)</sup> <br>|  | 2695460 | &nbsp;&nbsp; 2692807 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class A, <br> 4.77% (1 mo. Term SOFR + <br> 0.81%), 09/15/2036<sup>(b)(e)</sup> <br>|  | 6360357 | &nbsp;&nbsp; 6357512 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class B, <br> 5.02% (1 mo. Term SOFR + <br> 1.06%), 09/15/2036<sup>(b)(e)</sup> <br>|  | 10971978 | &nbsp;&nbsp; 10967615 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class C, <br> 5.17% (1 mo. Term SOFR + <br> 1.21%), 09/15/2036<sup>(b)(e)</sup> <br>|  | 2707875 | &nbsp;&nbsp; 2706876 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class D, <br> 5.72% (1 mo. Term SOFR + <br> 1.76%), 09/15/2036<sup>(b)(e)</sup> <br>|  | 6262505 | &nbsp;&nbsp; 6260852 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| BX Trust, | BX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-LGCY, Class A, <br> 4.58% (1 mo. Term SOFR + <br> 0.62%), 10/15/2036<sup>(b)(e)</sup> <br>|  | $25000000 | &nbsp;&nbsp; $24905115 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class A, <br> 4.96% (1 mo. Term SOFR + <br> 1.00%), 01/15/2039<sup>(b)(e)</sup> <br>|  | 5550000 | &nbsp;&nbsp; 5546056 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class B, <br> 5.26% (1 mo. Term SOFR + <br> 1.30%), 01/15/2039<sup>(b)(e)</sup> <br>|  | 3435000 | &nbsp;&nbsp; 3433073 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class C, <br> 5.56% (1 mo. Term SOFR + <br> 1.60%), 01/15/2039<sup>(b)(e)</sup> <br>|  | 1835000 | &nbsp;&nbsp; 1834240 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class A, <br> 5.40% (1 mo. Term SOFR + <br> 1.44%), 03/15/2042<sup>(b)(e)</sup> <br>|  | 4055000 | &nbsp;&nbsp; 4048288 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class B, <br> 5.85% (1 mo. Term SOFR + <br> 1.89%), 03/15/2042<sup>(b)(e)</sup> <br>|  | 2870000 | &nbsp;&nbsp; 2862927 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A, <br> 5.70% (1 mo. Term SOFR + <br> 1.70%), 12/15/2044<sup>(b)(e)</sup> <br>|  | 7000000 | &nbsp;&nbsp; 7008562 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class B, <br> 6.10% (1 mo. Term SOFR + <br> 2.10%), 12/15/2044<sup>(b)(e)</sup> <br>|  | 10610000 | &nbsp;&nbsp; 10646717 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class C, <br> 6.35% (1 mo. Term SOFR + <br> 2.35%), 12/15/2044<sup>(b)(e)</sup> <br>|  | 3475000 | &nbsp;&nbsp; 3487834 |
| &nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class D, <br> 6.75% (1 mo. Term SOFR + <br> 2.75%), 12/15/2044<sup>(b)(e)</sup> <br>|  | 3245000 | &nbsp;&nbsp; 3258173 |
| &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO <br> Ltd., Series 2015-5A, <br> Class A1R4, 4.76% (3 mo. Term <br> SOFR + 0.88%), <br> 01/20/2032<sup>(b)(e)</sup> <br>|  | 2575000 | &nbsp;&nbsp; 2575203 |
| &nbsp;&nbsp;&nbsp; CarMax Auto Owner Trust, <br> Series 2022-4, Class A4, 5.70%, <br> 07/17/2028<br>|  | 11274000 | &nbsp;&nbsp; 11408163 |
| &nbsp;&nbsp;&nbsp; CD Mortgage Trust, Series 2017-<br> CD6, Class XA, IO, 1.03%, <br> 11/13/2050<sup>(j)</sup> <br>|  | 6793801 | &nbsp;&nbsp; 78491 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XI CLO Ltd., <br> Series 2019-11A, Class A1R2, <br> 4.85% (3 mo. Term SOFR + <br> 1.06%), 05/29/2032<sup>(b)(e)</sup> <br>|  | 2532026 | &nbsp;&nbsp; 2534563 |
| &nbsp;&nbsp;&nbsp; Centersquare Issuer LLC, <br> Series 2025-3A, Class A2, <br> 5.00%, 08/25/2055<sup>(b)</sup> <br>|  | 13275000 | &nbsp;&nbsp; 12889282 |
| Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-ATR1, Class A15, <br> 4.00%, 04/25/2049<sup>(b)(h)</sup> <br>|  | 40263 | &nbsp;&nbsp; 38685 |
| &nbsp;&nbsp;&nbsp; Series 2019-ATR2, Class A3, <br> 3.50%, 07/25/2049<sup>(b)(h)</sup> <br>|  | 1294073 | &nbsp;&nbsp; 1193195 |
| &nbsp;&nbsp;&nbsp; Chase Mortgage Finance Trust, <br> Series 2005-A2, Class 1A3, <br> 4.81%, 01/25/2036<sup>(h)</sup> <br>|  | 162558 | &nbsp;&nbsp; 150930 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage <br> Trust, Series 2017-C4, Class XA, <br> IO, 1.12%, 10/12/2050<sup>(j)</sup> <br>|  | 18009326 | &nbsp;&nbsp; 262853 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Citigroup Mortgage Loan Trust, | Citigroup Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-UST1, Class A4, <br> 6.53%, 08/25/2034<sup>(h)</sup> <br>|  | $24433 | &nbsp;&nbsp; $23117 |
| &nbsp;&nbsp;&nbsp; Series 2006-AR1, Class 1A1, <br> 6.56% (1 yr. U.S. Treasury Yield <br> Curve Rate + 2.40%), <br> 10/25/2035<sup>(e)</sup> <br>|  | 274386 | &nbsp;&nbsp; 267408 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A3, <br> 2.50%, 05/25/2051<sup>(b)(h)</sup> <br>|  | 4881288 | &nbsp;&nbsp; 4113335 |
| COLT Mortgage Loan Trust, | COLT Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, 1.73%, <br> 11/26/2066<sup>(b)(h)</sup> <br>|  | 3939493 | &nbsp;&nbsp; 3595211 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, 2.28%, <br> 12/27/2066<sup>(b)(h)</sup> <br>|  | 2974049 | &nbsp;&nbsp; 2705257 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, 2.99%, <br> 02/25/2067<sup>(b)</sup> <br>|  | 3130225 | &nbsp;&nbsp; 3017463 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer II LLC, <br> Series 2025-2A, Class A1, <br> 4.93%, 11/25/2050<sup>(b)</sup> <br>|  | 1790000 | &nbsp;&nbsp; 1790726 |
| &nbsp;&nbsp;&nbsp; Countrywide Home Loans Mortgage <br> Pass-Through Trust, | &nbsp;&nbsp;&nbsp; Countrywide Home Loans Mortgage <br> Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-17, Class 1A8, <br> 5.50%, 09/25/2035<br>|  | 126114 | &nbsp;&nbsp; 126338 |
| &nbsp;&nbsp;&nbsp; Series 2005-J4, Class A7, <br> 5.50%, 11/25/2035<br>|  | 231278 | &nbsp;&nbsp; 192386 |
| Credit Suisse Mortgage Capital Trust, | Credit Suisse Mortgage Capital Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-AFC1, Class A1, <br> 3.24%, 02/25/2050<sup>(b)(h)</sup> <br>|  | 2106097 | &nbsp;&nbsp; 2030234 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV1, Class A4, <br> 2.50%, 07/25/2056<sup>(b)(h)</sup> <br>|  | 9973953 | &nbsp;&nbsp; 9158494 |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, Class A1, <br> 0.81%, 05/25/2065<sup>(b)(h)</sup> <br>|  | 598430 | &nbsp;&nbsp; 547088 |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM2, Class A1, <br> 1.18%, 02/25/2066<sup>(b)(h)</sup> <br>|  | 3152978 | &nbsp;&nbsp; 2842188 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH1, Class A1A, <br> 2.87%, 01/25/2067<sup>(b)(h)</sup> <br>|  | 3524148 | &nbsp;&nbsp; 3443738 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH2, Class A1, <br> 4.55%, 05/25/2067<sup>(b)(h)</sup> <br>|  | 4341829 | &nbsp;&nbsp; 4329880 |
| &nbsp;&nbsp;&nbsp; Domino's Pizza Master Issuer LLC, <br> Series 2025-1A, Class A2I, <br> 4.93%, 07/25/2055<sup>(b)</sup> <br>|  | 3590000 | &nbsp;&nbsp; 3618277 |
| Ellington Financial Mortgage Trust, | Ellington Financial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, 2.01%, <br> 05/25/2065<sup>(b)(h)</sup> <br>|  | 2439 | &nbsp;&nbsp; 2433 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1, 0.80%, <br> 02/25/2066<sup>(b)(h)</sup> <br>|  | 833014 | &nbsp;&nbsp; 733120 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, 2.21%, <br> 01/25/2067<sup>(b)(h)</sup> <br>|  | 3046901 | &nbsp;&nbsp; 2731045 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, 5.00%, <br> 08/25/2067<sup>(b)</sup> <br>|  | 4344104 | &nbsp;&nbsp; 4332720 |
| Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A2, 5.74%, <br> 12/20/2026<sup>(b)</sup> <br>|  | 577153 | &nbsp;&nbsp; 579598 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A3, 5.61%, <br> 04/20/2028<sup>(b)</sup> <br>|  | 730000 | &nbsp;&nbsp; 742710 |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class A3, 4.56%, <br> 11/20/2028<sup>(b)</sup> <br>|  | 1490000 | &nbsp;&nbsp; 1505900 |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class A3, 4.11%, <br> 12/20/2029<sup>(b)</sup> <br>|  | 2010000 | &nbsp;&nbsp; 2022173 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-11IN, Class A6, <br> 3.70%, 11/25/2051<sup>(b)(h)</sup> <br>|  | 7109259 | &nbsp;&nbsp; 6430532 |
| &nbsp;&nbsp;&nbsp; Series 2021-8INV, Class A6, <br> 2.50%, 09/25/2051<sup>(b)(h)</sup> <br>|  | 1498020 | &nbsp;&nbsp; 1363642 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &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)(e)</sup> <br>|  | $5654000 | &nbsp;&nbsp; $5642833 |
| &nbsp;&nbsp;&nbsp; Frontier Issuer LLC, Series 2023-1, <br> Class A2, 6.60%, <br> 08/20/2053<sup>(b)</sup> <br>|  | 5507791 | &nbsp;&nbsp; 5573741 |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-NQM3, Class A1, <br> 3.69%, 11/25/2059<sup>(b)(h)</sup> <br>|  | 805800 | &nbsp;&nbsp; 793343 |
| &nbsp;&nbsp;&nbsp; Series 2020-NQM2, Class A1, <br> 2.56%, 04/25/2065<sup>(b)</sup> <br>|  | 457623 | &nbsp;&nbsp; 441801 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV1, Class 2A2, <br> 6.50%, 01/25/2054<sup>(b)(h)</sup> <br>|  | 2158035 | &nbsp;&nbsp; 2210156 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br> 5.60%, 04/25/2070<sup>(b)</sup> <br>|  | 1581674 | &nbsp;&nbsp; 1595329 |
| &nbsp;&nbsp;&nbsp; Goldentree Loan Management US <br> CLO 1 Ltd., Series 2017-1A, <br> Class A1R3, 4.85% (3 mo. Term <br> SOFR + 0.97%), <br> 04/20/2034<sup>(b)(e)</sup> <br>|  | 1680000 | &nbsp;&nbsp; 1677752 |
| &nbsp;&nbsp;&nbsp; Goldentree Loan Management US <br> CLO 8 Ltd., Series 2020-8A, <br> Class ARR, 5.03% (3 mo. Term <br> SOFR + 1.15%), <br> 10/20/2034<sup>(b)(e)</sup> <br>|  | 2228000 | &nbsp;&nbsp; 2230916 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 53(B) <br> Ltd., Series 2021-53A, Class AR, <br> 4.86% (3 mo. Term SOFR + <br> 0.98%), 07/20/2034<sup>(b)(e)</sup> <br>|  | 6284000 | &nbsp;&nbsp; 6280952 |
| 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)(h)</sup> <br>|  | 3868027 | &nbsp;&nbsp; 3499788 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1, <br> 5.01%, 07/25/2065<sup>(b)</sup> <br>|  | 3816017 | &nbsp;&nbsp; 3818981 |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, <br> Series 2005-AR4, Class 6A1, <br> 5.00%, 07/25/2035<sup>(h)</sup> <br>|  | 16445 | &nbsp;&nbsp; 15894 |
| &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)(e)</sup> <br>|  | 2450000 | &nbsp;&nbsp; 2451494 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Trust, <br> Series 2019 AA, Class A, 2.34%, <br> 07/25/2033<sup>(b)</sup> <br>|  | 469096 | &nbsp;&nbsp; 466918 |
| &nbsp;&nbsp;&nbsp; IP Lending IV Ltd., Series 2022-4A, <br> Class SNR, 6.05%, <br> 04/28/2027<sup>(b)(k)</sup> <br>|  | 6557000 | &nbsp;&nbsp; 6551099 |
| &nbsp;&nbsp;&nbsp; IP Mortgage Trust, Series 2025-IP, <br> Class A, 5.42%, <br> 06/10/2042<sup>(b)(h)</sup> <br>|  | 3000000 | &nbsp;&nbsp; 3060502 |
| &nbsp;&nbsp;&nbsp; J.P. Morgan Mortgage Trust, <br> Series 2025-NQM4, Class A1, <br> 4.95%, 03/25/2066<sup>(b)(h)</sup> <br>|  | 1027516 | &nbsp;&nbsp; 1027671 |
| &nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust, <br> Series 2007-A1, Class 5A1, <br> 5.04%, 07/25/2035<sup>(h)</sup> <br>|  | 70031 | &nbsp;&nbsp; 69775 |
| &nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage <br> Securities Trust, Series 2015-<br> C27, Class XA, IO, 0.85%, <br> 02/15/2048<sup>(j)</sup> <br>|  | 3400300 | &nbsp;&nbsp; 223 |
| &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)(e)</sup> <br>|  | 4985000 | &nbsp;&nbsp; 4982478 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &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)(h)</sup> <br>|  | $2945953 | &nbsp;&nbsp; $2664344 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A4, <br> 2.50%, 10/25/2051<sup>(b)(h)</sup> <br>|  | 2935666 | &nbsp;&nbsp; 2650375 |
| &nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors <br> Trust, Series 2005-3, Class 3A, <br> 2.39%, 11/25/2035<sup>(h)</sup> <br>|  | 138417 | &nbsp;&nbsp; 132396 |
| &nbsp;&nbsp;&nbsp; MFA Trust, Series 2021-INV2, <br> Class A1, 1.91%, <br> 11/25/2056<sup>(b)(h)</sup> <br>|  | 5277765 | &nbsp;&nbsp; 4794931 |
| MILE Trust, | MILE Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-STNE, Class B, <br> 5.66% (1 mo. Term SOFR + <br> 1.70%), 07/15/2042<sup>(b)(e)</sup> <br>|  | 1515000 | &nbsp;&nbsp; 1517644 |
| &nbsp;&nbsp;&nbsp; Series 2025-STNE, Class C, <br> 6.06% (1 mo. Term SOFR + <br> 2.10%), 07/15/2042<sup>(b)(e)</sup> <br>|  | 1195000 | &nbsp;&nbsp; 1197543 |
| &nbsp;&nbsp;&nbsp; MMAF Equipment Finance LLC, <br> Series 2020-A, Class A3, 0.97%, <br> 04/09/2027<sup>(b)</sup> <br>|  | 1189853 | &nbsp;&nbsp; 1180816 |
| &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>(h)</sup> <br>|  | 1895000 | &nbsp;&nbsp; 1954320 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, <br> Series 2017-HR2, Class XA, IO, <br> 0.99%, 12/15/2050<sup>(j)</sup> <br>|  | 6830380 | &nbsp;&nbsp; 95399 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, | &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, <br> 5.74%, 11/25/2069<sup>(b)(h)</sup> <br>|  | 5152251 | &nbsp;&nbsp; 5207461 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM8, Class A1, <br> 4.96%, 09/25/2070<sup>(b)(h)</sup> <br>|  | 2180352 | &nbsp;&nbsp; 2184300 |
| &nbsp;&nbsp;&nbsp; Navient Refinance Loan Trust, <br> Series 2025-A, Class A, 5.15%, <br> 02/16/2055<sup>(b)</sup> <br>|  | 2258496 | &nbsp;&nbsp; 2296648 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers <br> CLO 38 Ltd., Series 2020-38A, <br> Class AR2, 4.84% (3 mo. Term <br> SOFR + 0.96%), <br> 10/20/2036<sup>(b)(e)</sup> <br>|  | 3320000 | &nbsp;&nbsp; 3320870 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers <br> CLO 47 Ltd., Series 2022-47A, <br> Class AR, 5.20% (3 mo. Term <br> SOFR + 1.09%), <br> 04/16/2035<sup>(b)(e)</sup> <br>|  | 3660000 | &nbsp;&nbsp; 3666035 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-NQM4, Class A1, <br> 2.49%, 09/25/2059<sup>(b)(h)</sup> <br>|  | 364347 | &nbsp;&nbsp; 351277 |
| &nbsp;&nbsp;&nbsp; Series 2020-NQM1, Class A1, <br> 2.46%, 01/26/2060<sup>(b)(h)</sup> <br>|  | 746214 | &nbsp;&nbsp; 706648 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM2, Class A1, <br> 3.08%, 03/27/2062<sup>(b)(h)</sup> <br>|  | 3058472 | &nbsp;&nbsp; 2924346 |
| &nbsp;&nbsp;&nbsp; NextGear Floorplan Master Owner <br> Trust, Series 2025-2A, Class A2, <br> 4.23%, 10/15/2030<sup>(b)</sup> <br>|  | 1340000 | &nbsp;&nbsp; 1345994 |
| &nbsp;&nbsp;&nbsp; Oaktree CLO Ltd., Series 2021-2A, <br> Class AR, 4.87% (3 mo. Term <br> SOFR + 0.97%), <br> 01/15/2035<sup>(b)(e)</sup> <br>|  | 5654000 | &nbsp;&nbsp; 5642946 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM4, Class A1, <br> 1.96%, 10/25/2061<sup>(b)(h)</sup> <br>|  | $4525682 | &nbsp;&nbsp; $3936901 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class A1, <br> 2.31%, 11/25/2061<sup>(b)(h)</sup> <br>|  | 3678235 | &nbsp;&nbsp; 3334497 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM7, Class A1, <br> 5.11%, 08/25/2062<sup>(b)</sup> <br>|  | 2625415 | &nbsp;&nbsp; 2623658 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM1, Class A1, <br> 6.12%, 11/25/2062<sup>(b)(h)</sup> <br>|  | 2463179 | &nbsp;&nbsp; 2457252 |
| &nbsp;&nbsp;&nbsp; Oceanview Mortgage Trust, <br> Series 2021-3, Class A5, 2.50%, <br> 07/25/2051<sup>(b)(h)</sup> <br>|  | 3434270 | &nbsp;&nbsp; 3113596 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 6, Series 2020-6A, <br> Class ARR, 4.81% (3 mo. Term <br> SOFR + 0.94%), <br> 05/18/2034<sup>(b)(e)</sup> <br>|  | 3978000 | &nbsp;&nbsp; 3975967 |
| &nbsp;&nbsp;&nbsp; PPM CLO 3 Ltd., Series 2019-3A, <br> Class AR, 5.23% (3 mo. Term <br> SOFR + 1.35%), <br> 04/17/2034<sup>(b)(e)</sup> <br>|  | 3874000 | &nbsp;&nbsp; 3879276 |
| PRKCM Trust, | PRKCM Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-AFC2, Class M1, <br> 5.34%, 08/25/2057<sup>(b)(h)</sup> <br>|  | 4051634 | &nbsp;&nbsp; 4048697 |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC4, Class A1, <br> 7.23%, 11/25/2058<sup>(b)</sup> <br>|  | 3789510 | &nbsp;&nbsp; 3846378 |
| Progress Residential Trust, | Progress Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR10, Class A, <br> 2.39%, 12/17/2040<sup>(b)</sup> <br>|  | 3073491 | &nbsp;&nbsp; 2924820 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR5, Class A, <br> 4.45%, 06/17/2039<sup>(b)</sup> <br>|  | 8196333 | &nbsp;&nbsp; 8194064 |
| &nbsp;&nbsp;&nbsp; Provident Funding Mortgage Trust, <br> Series 2025-4, Class A1, 6.00%, <br> 09/25/2055<sup>(b)(h)</sup> <br>|  | 4907001 | &nbsp;&nbsp; 4987847 |
| &nbsp;&nbsp;&nbsp; Qdoba Funding LLC, Series 2023-<br> 1A, Class A2, 8.50%, <br> 09/14/2053<sup>(b)</sup> <br>|  | 6368040 | &nbsp;&nbsp; 6630774 |
| &nbsp;&nbsp;&nbsp; Rate Mortgage Trust, <br> Series 2025-J1, Class A4, <br> 6.00%, 03/25/2055<sup>(b)(h)</sup> <br>|  | 1907280 | &nbsp;&nbsp; 1938786 |
| &nbsp;&nbsp;&nbsp; Residential Accredit Loans, Inc. <br> Trust, Series 2006-QS13, <br> Class 1A8, 6.00%, 09/25/2036<br>|  | 2392 | &nbsp;&nbsp; 1944 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, <br> Series 2020-1, Class A1, 2.38%, <br> 01/26/2060<sup>(b)(h)</sup> <br>|  | 63119 | &nbsp;&nbsp; 62780 |
| &nbsp;&nbsp;&nbsp; RR 16 Ltd., Series 2021-16A, <br> Class A1R, 4.95% (3 mo. Term <br> SOFR + 1.05%), <br> 07/15/2036<sup>(b)(e)</sup> <br>|  | 3115000 | &nbsp;&nbsp; 3116486 |
| &nbsp;&nbsp;&nbsp; RR 17 Ltd., Series 2021-17A, <br> Class A1AR, 4.97% (3 mo. Term <br> SOFR + 1.07%), <br> 07/15/2034<sup>(b)(e)</sup> <br>|  | 8860000 | &nbsp;&nbsp; 8862543 |
| &nbsp;&nbsp;&nbsp; RUN Trust, Series 2022-NQM1, <br> Class A1, 4.00%, <br> 03/25/2067<sup>(b)</sup> <br>|  | 2581165 | &nbsp;&nbsp; 2571623 |
| Sequoia Mortgage Trust, | Sequoia Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-3, Class A1, 2.00%, <br> 03/25/2043<sup>(h)</sup> <br>|  | 400159 | &nbsp;&nbsp; 348166 |
| &nbsp;&nbsp;&nbsp; Series 2013-6, Class A2, 3.00%, <br> 05/25/2043<sup>(h)</sup> <br>|  | 496220 | &nbsp;&nbsp; 456621 |
| &nbsp;&nbsp;&nbsp; Series 2013-7, Class A2, 3.00%, <br> 06/25/2043<sup>(h)</sup> <br>|  | 308021 | &nbsp;&nbsp; 282392 |
| &nbsp;&nbsp;&nbsp; Series 2025-10, Class A1, <br> 5.50%, 11/25/2055<sup>(b)(h)</sup> <br>|  | 4932561 | &nbsp;&nbsp; 4955527 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| 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)(e)</sup> <br>|  | $7045000 | &nbsp;&nbsp; $7051898 |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class B, <br> 5.41% (1 mo. Term SOFR + <br> 1.45%), 10/15/2040<sup>(b)(e)</sup> <br>|  | 1385000 | &nbsp;&nbsp; 1387137 |
| &nbsp;&nbsp;&nbsp; Series 2025-MF18, Class C, <br> 5.66% (1 mo. Term SOFR + <br> 1.70%), 10/15/2040<sup>(b)(e)</sup> <br>|  | 590000 | &nbsp;&nbsp; 591060 |
| &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)(e)</sup> <br>|  | 4931000 | &nbsp;&nbsp; 4934299 |
| &nbsp;&nbsp;&nbsp; Sonic Capital LLC, Series 2021-1A, <br> Class A2I, 2.19%, <br> 08/20/2051<sup>(b)</sup> <br>|  | 4417917 | &nbsp;&nbsp; 4120759 |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, 2.28%, <br> 02/25/2050<sup>(b)(h)</sup> <br>|  | 64389 | &nbsp;&nbsp; 62103 |
| &nbsp;&nbsp;&nbsp; Series 2020-INV1, Class A1, <br> 1.03%, 11/25/2055<sup>(b)(h)</sup> <br>|  | 474655 | &nbsp;&nbsp; 454458 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, 2.45%, <br> 12/25/2066<sup>(b)(h)</sup> <br>|  | 3757890 | &nbsp;&nbsp; 3420509 |
| &nbsp;&nbsp;&nbsp; Structured Asset Securities Corp. <br> Pass-Through Ctfs., <br> Series 2002-AL1, Class AIO, <br> 3.45%, 02/25/2032<sup>(h)</sup> <br>|  | 138434 | &nbsp;&nbsp; 7408 |
| Subway Funding LLC, | Subway Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.03%, 07/30/2054<sup>(b)</sup> <br>|  | 3109590 | &nbsp;&nbsp; 3147776 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, <br> 5.25%, 07/30/2054<sup>(b)</sup> <br>|  | 2960100 | &nbsp;&nbsp; 2954671 |
| &nbsp;&nbsp;&nbsp; Switch ABS Issuer LLC, <br> Series 2025-2A, Class A21, <br> 5.12%, 10/25/2055<sup>(b)</sup> <br>|  | 5605000 | &nbsp;&nbsp; 5621238 |
| &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)(e)</sup> <br>|  | 961420 | &nbsp;&nbsp; 962107 |
| &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)(e)</sup> <br>|  | 2375159 | &nbsp;&nbsp; 2375819 |
| &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)(e)</sup> <br>|  | 3495685 | &nbsp;&nbsp; 3497303 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Funding LLC, <br> Series 2024-A2, Class A, 4.93%, <br> 07/15/2030<br>|  | 1995000 | &nbsp;&nbsp; 2028712 |
| &nbsp;&nbsp;&nbsp; Taco Bell Funding LLC, <br> Series 2025-1A, Class A2I, <br> 4.82%, 08/25/2055<sup>(b)</sup> <br>|  | 2260000 | &nbsp;&nbsp; 2269075 |
| &nbsp;&nbsp;&nbsp; Textainer Marine Containers Ltd., <br> Series 2021-3A, CLass A, <br> 1.94%, 08/20/2046<sup>(b)</sup> <br>|  | 1815000 | &nbsp;&nbsp; 1624144 |
| &nbsp;&nbsp;&nbsp; Textainer Marine Containers VII Ltd., <br> Series 2021-2A, Class A, 2.23%, <br> 04/20/2046<sup>(b)</sup> <br>|  | 4282600 | &nbsp;&nbsp; 4059157 |
| &nbsp;&nbsp;&nbsp; Thayer Park CLO Ltd., <br> Series 2017-1A, Class A1RR, <br> 4.87%, 04/20/2034<br>|  | 5425000 | &nbsp;&nbsp; 5418912 |
| &nbsp;&nbsp;&nbsp; TierPoint Issuer LLC, Series 2025-<br> 1A, Class A2, 6.15%, <br> 04/26/2055<sup>(b)</sup> <br>|  | 4388000 | &nbsp;&nbsp; 4474111 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &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)(e)</sup> <br>|  | $4019226 | &nbsp;&nbsp; $4023044 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, <br> Series 2017-C5, Class XA, IO, <br> 1.24%, 11/15/2050<sup>(j)</sup> <br>|  | 8596960 | &nbsp;&nbsp; 124191 |
| &nbsp;&nbsp;&nbsp; Urbacon DC L.P., Series 2025-1A, <br> Class A2, 4.51%, <br> 08/25/2055<sup>(b)</sup> <br>|  | 5000000 | &nbsp;&nbsp; 3628251 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers Issuer, LLC, <br> Series 2025-2A, Class A2, <br> 5.24%, 11/15/2055<sup>(b)</sup> <br>|  | 2870000 | &nbsp;&nbsp; 2886999 |
| VDCM Commercial Mortgage Trust, | VDCM Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class A, 5.23%, <br> 07/13/2044<sup>(b)(h)</sup> <br>|  | 5295000 | &nbsp;&nbsp; 5379700 |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class B, 5.48%, <br> 07/13/2044<sup>(b)(h)</sup> <br>|  | 1995000 | &nbsp;&nbsp; 2027193 |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ, Class D, 6.43%, <br> 07/13/2044<sup>(b)(h)</sup> <br>|  | 3360000 | &nbsp;&nbsp; 3442147 |
| Verus Securitization Trust, | Verus Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1B, <br> 0.82%, 01/25/2066<sup>(b)(h)</sup> <br>|  | 1474237 | &nbsp;&nbsp; 1334666 |
| &nbsp;&nbsp;&nbsp; Series 2021-2, Class A1, 1.03%, <br> 02/25/2066<sup>(b)(h)</sup> <br>|  | 953582 | &nbsp;&nbsp; 873598 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, 2.83%, <br> 10/25/2066<sup>(b)</sup> <br>|  | 4254268 | &nbsp;&nbsp; 3932656 |
| &nbsp;&nbsp;&nbsp; Series 2021-R1, Class A1, <br> 0.82%, 10/25/2063<sup>(b)(h)</sup> <br>|  | 584275 | &nbsp;&nbsp; 566083 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, 2.72%, <br> 01/25/2067<sup>(b)</sup> <br>|  | 2982878 | &nbsp;&nbsp; 2820655 |
| &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, 5.10%, <br> 09/25/2069<sup>(b)(h)</sup> <br>|  | 1545679 | &nbsp;&nbsp; 1547540 |
| &nbsp;&nbsp;&nbsp; Visio Trust, Series 2020-1R, <br> Class A1, 1.31%, 11/25/2055<sup>(b)</sup> <br>|  | 444935 | &nbsp;&nbsp; 431302 |
| &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Ctfs. <br> Trust, | &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through Ctfs. <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-AR10, Class A7, <br> 5.70%, 10/25/2033<sup>(h)</sup> <br>|  | 54562 | &nbsp;&nbsp; 52726 |
| &nbsp;&nbsp;&nbsp; Series 2005-AR14, Class 1A4, <br> 4.92%, 12/25/2035<sup>(h)</sup> <br>|  | 26150 | &nbsp;&nbsp; 24707 |
| &nbsp;&nbsp;&nbsp; Series 2005-AR16, Class 1A1, <br> 4.53%, 12/25/2035<sup>(h)</sup> <br>|  | 114032 | &nbsp;&nbsp; 104741 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage <br> Trust, Series 2017-C42, <br> Class XA, IO, 0.97%, <br> 12/15/2050<sup>(j)</sup> <br>|  | 9756321 | &nbsp;&nbsp; 139153 |
| &nbsp;&nbsp;&nbsp; Wendy's Funding LLC, <br> Series 2019-1A, Class A2I, <br> 3.78%, 06/15/2049<sup>(b)</sup> <br>|  | 6176592 | &nbsp;&nbsp; 6141634 |
| &nbsp;&nbsp;&nbsp; WEST Trust, Series 2025-ROSE, <br> Class A, 5.45%, <br> 04/10/2035<sup>(b)(h)</sup> <br>|  | 6916000 | &nbsp;&nbsp; 7060272 |
| &nbsp;&nbsp;&nbsp; WF Card Issuance Trust, <br> Series 2024-A1, Class A, 4.94%, <br> 02/15/2029<br>|  | 10000000 | &nbsp;&nbsp; 10136904 |
| &nbsp;&nbsp;&nbsp; Zaxby's Funding LLC, <br> Series 2021-1A, Class A2, <br> 3.24%, 07/30/2051<sup>(b)</sup> <br>|  | 9570212 | &nbsp;&nbsp; 9026655 |
| &nbsp;&nbsp;&nbsp; Zayo Issuer LLC, Series 2025-2A, <br> Class A2, 5.95%, 06/20/2055<sup>(b)</sup> <br>|  | 5200000 | &nbsp;&nbsp; 5341272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $615,281,514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $615,281,514) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $615,281,514) | &nbsp;&nbsp; 602836798 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Treasury Securities–1.22%** | **U.S. Treasury Securities–1.22%** | **U.S. Treasury Securities–1.22%** | **U.S. Treasury Securities–1.22%** |
| **U.S. Treasury Bills–0.55%** | **U.S. Treasury Bills–0.55%** | **U.S. Treasury Bills–0.55%** | **U.S. Treasury Bills–0.55%** |
| &nbsp;&nbsp;&nbsp; 3.63% - 4.12%, <br> 05/14/2026<sup>(l)(m)</sup> <br>|  | $11790000 | &nbsp;&nbsp; $11594018 |
| **U.S. Treasury Notes–0.67%** | **U.S. Treasury Notes–0.67%** | **U.S. Treasury Notes–0.67%** | **U.S. Treasury Notes–0.67%** |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/31/2027 |  | 3837000 | &nbsp;&nbsp; 3836250 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/2028 |  | 6645000 | &nbsp;&nbsp; 6646817 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/31/2030 |  | 3501000 | &nbsp;&nbsp; 3504556 |
|  |  |  | &nbsp;&nbsp; 13987623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $25,551,965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $25,551,965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $25,551,965) | &nbsp;&nbsp; 25581641 |
| **Variable Rate Senior Loan Interests–1.22%**<sup>(n)(o)</sup>  | **Variable Rate Senior Loan Interests–1.22%**<sup>(n)(o)</sup>  | **Variable Rate Senior Loan Interests–1.22%**<sup>(n)(o)</sup>  | **Variable Rate Senior Loan Interests–1.22%**<sup>(n)(o)</sup>  |
| **Aerospace & Defense–0.06%** | **Aerospace & Defense–0.06%** | **Aerospace & Defense–0.06%** | **Aerospace & Defense–0.06%** |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Term Loan M, <br> 6.50% (1 mo. SOFR + 2.50%), <br> 08/30/2032<br>|  | 1108800 | &nbsp;&nbsp; 1112359 |
| **Restaurants–0.88%** | **Restaurants–0.88%** | **Restaurants–0.88%** | **Restaurants–0.88%** |
| Raising Cane's Restaurants LLC, | Raising Cane's Restaurants LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, 5.92% (1 mo. SOFR <br> + 2.00%), 09/10/2031<br>|  | 6626267 | &nbsp;&nbsp; 6638691 |
| &nbsp;&nbsp;&nbsp; Term Loan, 5.84%, 10/25/2032 |  | 11780000 | &nbsp;&nbsp; 11797199 |
|  |  |  | &nbsp;&nbsp; 18435890 |
| **Wireless Telecommunication Services–0.28%** | **Wireless Telecommunication Services–0.28%** | **Wireless Telecommunication Services–0.28%** | **Wireless Telecommunication Services–0.28%** |
| X Corp., | X Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, 9.50%, <br> 10/27/2029<br>|  | 5000000 | &nbsp;&nbsp; 4963025 |
| &nbsp;&nbsp;&nbsp; Term Loan B , 10.45% (TSFR3M + <br> 6.50%), 10/27/2029<br>|  | 987271 | &nbsp;&nbsp; 962960 |
|  |  |  | &nbsp;&nbsp; 5925985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $25,551,457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $25,551,457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $25,551,457) | &nbsp;&nbsp; 25474234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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** |  |
| **Exchange-Traded Funds–0.80%** | **Exchange-Traded Funds–0.80%** | **Exchange-Traded Funds–0.80%** | **Exchange-Traded Funds–0.80%** |
| Invesco High Yield Bond Factor ETF<sup>(p)</sup>  | Invesco High Yield Bond Factor ETF<sup>(p)</sup>  | 125200 | &nbsp;&nbsp; 2834190 |
| Invesco High Yield Select ETF<sup>(p)</sup>  | Invesco High Yield Select ETF<sup>(p)</sup>  | 9000 | &nbsp;&nbsp; 231981 |
| &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return <br> Bond ETF<sup>(p)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return <br> Bond ETF<sup>(p)</sup>  | 543300 | &nbsp;&nbsp; 13642263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $16,703,839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $16,703,839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $16,703,839) | &nbsp;&nbsp; 16708434 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–0.38%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–0.38%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–0.38%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–0.38%** |
| **Collateralized Mortgage Obligations–0.21%** | **Collateralized Mortgage Obligations–0.21%** | **Collateralized Mortgage Obligations–0.21%** | **Collateralized Mortgage Obligations–0.21%** |
| Fannie Mae Interest STRIPS, | Fannie Mae Interest STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>7.50%, 11/25/2029<sup>(q)</sup> <br>|  | $161428 | &nbsp;&nbsp; 15333 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/25/2032 to <br> 07/25/2032<sup>(q)</sup> <br>|  | 129043 | &nbsp;&nbsp; 14757 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/25/2032 to <br> 09/25/2035<sup>(q)</sup> <br>|  | 322060 | &nbsp;&nbsp; 37010 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/25/2033 to <br> 06/25/2035<sup>(q)</sup> <br>|  | 277322 | &nbsp;&nbsp; 36764 |
| &nbsp;&nbsp;&nbsp; PO, <br>0.00%, 09/25/2032<sup>(i)</sup> <br>|  | 10716 | &nbsp;&nbsp; 9889 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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)** |
| Fannie Mae REMICs, | Fannie Mae REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>3.00%, 11/25/2027<sup>(q)</sup> <br>|  | $122821 | &nbsp;&nbsp; $1794 |
| &nbsp;&nbsp;&nbsp; 3.65% (7.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/18/2031 to <br> 12/18/2031<sup>(e)(q)</sup> <br>|  | 63581 | &nbsp;&nbsp; 5773 |
| &nbsp;&nbsp;&nbsp; 3.71% (7.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/25/2031<sup>(e)(q)</sup> <br>|  | 14305 | &nbsp;&nbsp; 1466 |
| &nbsp;&nbsp;&nbsp; 3.76% (7.95% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2032 to <br> 07/25/2032<sup>(e)(q)</sup> <br>|  | 57209 | &nbsp;&nbsp; 4368 |
| &nbsp;&nbsp;&nbsp; 3.75% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/18/2032<sup>(e)(q)</sup> <br>|  | 28742 | &nbsp;&nbsp; 2926 |
| &nbsp;&nbsp;&nbsp; 3.91% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2032 to <br> 04/25/2032<sup>(e)(q)</sup> <br>|  | 41335 | &nbsp;&nbsp; 4132 |
| &nbsp;&nbsp;&nbsp; 2.81% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032<sup>(e)(q)</sup> <br>|  | 27195 | &nbsp;&nbsp; 2210 |
| &nbsp;&nbsp;&nbsp; 3.61% (7.80% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032<sup>(e)(q)</sup> <br>|  | 13261 | &nbsp;&nbsp; 1437 |
| &nbsp;&nbsp;&nbsp; 3.81% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/25/2032 to <br> 09/25/2032<sup>(e)(q)</sup> <br>|  | 82182 | &nbsp;&nbsp; 8296 |
| &nbsp;&nbsp;&nbsp; 3.85% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/18/2032<sup>(e)(q)</sup> <br>|  | 56727 | &nbsp;&nbsp; 5128 |
| &nbsp;&nbsp;&nbsp; 4.06% (8.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/25/2033 to <br> 05/25/2033<sup>(e)(q)</sup> <br>|  | 75971 | &nbsp;&nbsp; 11210 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/25/2033<sup>(q)</sup> <br>|  | 363454 | &nbsp;&nbsp; 44638 |
| &nbsp;&nbsp;&nbsp; 2.51% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/25/2035<sup>(e)(q)</sup> <br>|  | 335449 | &nbsp;&nbsp; 27954 |
| &nbsp;&nbsp;&nbsp; 1.86% (6.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2035 to <br> 07/25/2038<sup>(e)(q)</sup> <br>|  | 184412 | &nbsp;&nbsp; 15820 |
| &nbsp;&nbsp;&nbsp; 2.56% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2035 to <br> 05/25/2035<sup>(e)(q)</sup> <br>|  | 67920 | &nbsp;&nbsp; 2825 |
| &nbsp;&nbsp;&nbsp; 2.41% (6.60% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/25/2035<sup>(e)(q)</sup> <br>|  | 66917 | &nbsp;&nbsp; 3254 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/25/2035<sup>(q)</sup> <br>|  | 1778404 | &nbsp;&nbsp; 177949 |
| &nbsp;&nbsp;&nbsp; 2.35% (6.54% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/25/2037<sup>(e)(q)</sup> <br>|  | 76825 | &nbsp;&nbsp; 6348 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/2041 to <br> 08/25/2047<sup>(q)</sup> <br>|  | 458796 | &nbsp;&nbsp; 73525 |
| &nbsp;&nbsp;&nbsp; 2.36% (6.55% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2041<sup>(e)(q)</sup> <br>|  | 177845 | &nbsp;&nbsp; 15798 |
| &nbsp;&nbsp;&nbsp; 1.96% (6.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/25/2042<sup>(e)(q)</sup> <br>|  | 425421 | &nbsp;&nbsp; 48952 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/25/2043<sup>(q)</sup> <br>|  | 105247 | &nbsp;&nbsp; 12153 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/25/2046<sup>(q)</sup> <br>|  | $499689 | &nbsp;&nbsp; $64588 |
| &nbsp;&nbsp;&nbsp; 1.71% (5.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 09/25/2047<sup>(e)(q)</sup> <br>|  | 3636512 | &nbsp;&nbsp; 389252 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/25/2029 |  | 16991 | &nbsp;&nbsp; 17295 |
| &nbsp;&nbsp;&nbsp; 5.19% (30 Day Average SOFR + <br> 1.11%), 04/25/2032<sup>(e)</sup> <br>|  | 17521 | &nbsp;&nbsp; 17714 |
| &nbsp;&nbsp;&nbsp; 4.75% (30 Day Average SOFR + <br> 0.61%), 10/18/2032<sup>(e)</sup> <br>|  | 8695 | &nbsp;&nbsp; 8696 |
| &nbsp;&nbsp;&nbsp; 4.59% (30 Day Average SOFR + <br> 0.51%), 11/25/2033 to <br> 03/25/2042<sup>(e)</sup> <br>|  | 54077 | &nbsp;&nbsp; 53668 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/25/2035 to <br> 03/25/2037<br>|  | 909885 | &nbsp;&nbsp; 943879 |
| &nbsp;&nbsp;&nbsp; 9.22% (24.57% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 03/25/2036<sup>(e)</sup> <br>|  | 41471 | &nbsp;&nbsp; 49972 |
| &nbsp;&nbsp;&nbsp; 8.85% (24.20% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 06/25/2036<sup>(e)</sup> <br>|  | 118638 | &nbsp;&nbsp; 141797 |
| &nbsp;&nbsp;&nbsp; 8.85% (24.20% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 06/25/2036<sup>(e)</sup> <br>|  | 17570 | &nbsp;&nbsp; 19796 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/2041 |  | 61655 | &nbsp;&nbsp; 59544 |
| &nbsp;&nbsp;&nbsp; 4.64% (30 Day Average SOFR + <br> 0.56%), 02/25/2047<sup>(e)</sup> <br>|  | 33549 | &nbsp;&nbsp; 33440 |
| &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 K734, Class X1, IO, <br>0.88%, 02/25/2026<sup>(j)</sup> <br>|  | 7463699 | &nbsp;&nbsp; 5810 |
| &nbsp;&nbsp;&nbsp; Series K735, Class X1, IO, <br>1.10%, 05/25/2026<sup>(j)</sup> <br>|  | 20622897 | &nbsp;&nbsp; 58977 |
| &nbsp;&nbsp;&nbsp; Series K093, Class X1, IO, <br>1.08%, 05/25/2029<sup>(j)</sup> <br>|  | 20479108 | &nbsp;&nbsp; 557904 |
| Freddie Mac REMICs, | Freddie Mac REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>3.00%, 06/15/2027 to <br> 12/15/2027<sup>(q)</sup> <br>|  | 430691 | &nbsp;&nbsp; 6681 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/2028<sup>(q)</sup> <br>|  | 139977 | &nbsp;&nbsp; 2958 |
| &nbsp;&nbsp;&nbsp; 4.44% (8.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/17/2028<sup>(e)(q)</sup> <br>|  | 2 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp; 3.79% (8.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/15/2029<sup>(e)(q)</sup> <br>|  | 48527 | &nbsp;&nbsp; 2850 |
| &nbsp;&nbsp;&nbsp; 3.49% (7.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/15/2029<sup>(e)(q)</sup> <br>|  | 45345 | &nbsp;&nbsp; 2422 |
| &nbsp;&nbsp;&nbsp; 3.84% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/15/2029 to <br> 09/15/2029<sup>(e)(q)</sup> <br>|  | 28557 | &nbsp;&nbsp; 1702 |
| &nbsp;&nbsp;&nbsp; 2.44% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/15/2035<sup>(e)(q)</sup> <br>|  | 191110 | &nbsp;&nbsp; 12653 |
| &nbsp;&nbsp;&nbsp; 2.49% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/15/2035<sup>(e)(q)</sup> <br>|  | 38165 | &nbsp;&nbsp; 2428 |
| &nbsp;&nbsp;&nbsp; 2.46% (6.72% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2035<sup>(e)(q)</sup> <br>|  | 86434 | &nbsp;&nbsp; 5530 |
| &nbsp;&nbsp;&nbsp; 1.89% (6.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/15/2035<sup>(e)(q)</sup> <br>|  | 101497 | &nbsp;&nbsp; 5455 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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; 2.74% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2037<sup>(e)(q)</sup> <br>|  | $25388 | &nbsp;&nbsp; $2755 |
| &nbsp;&nbsp;&nbsp; 1.74% (6.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/15/2038<sup>(e)(q)</sup> <br>|  | 22779 | &nbsp;&nbsp; 2102 |
| &nbsp;&nbsp;&nbsp; 1.81% (6.07% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2038<sup>(e)(q)</sup> <br>|  | 382122 | &nbsp;&nbsp; 32607 |
| &nbsp;&nbsp;&nbsp; 1.99% (6.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2039<sup>(e)(q)</sup> <br>|  | 68298 | &nbsp;&nbsp; 6563 |
| &nbsp;&nbsp;&nbsp; 1.84% (6.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/15/2044<sup>(e)(q)</sup> <br>|  | 506788 | &nbsp;&nbsp; 53718 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/2028 to <br> 06/15/2032<br>|  | 260379 | &nbsp;&nbsp; 270692 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/2029 to <br> 04/15/2029<br>|  | 88906 | &nbsp;&nbsp; 90526 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/2029 |  | 11051 | &nbsp;&nbsp; 11349 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/15/2030 |  | 9058 | &nbsp;&nbsp; 9390 |
| &nbsp;&nbsp;&nbsp; 5.21% (30 Day Average SOFR + <br> 1.06%), 08/15/2031 to <br> 01/15/2032<sup>(e)</sup> <br>|  | 25616 | &nbsp;&nbsp; 25856 |
| &nbsp;&nbsp;&nbsp; 5.26% (30 Day Average SOFR + <br> 1.11%), 12/15/2031 to <br> 03/15/2032<sup>(e)</sup> <br>|  | 53674 | &nbsp;&nbsp; 54255 |
| &nbsp;&nbsp;&nbsp; 4.76% (30 Day Average SOFR + <br> 0.61%), 01/15/2033<sup>(e)</sup> <br>|  | 1228 | &nbsp;&nbsp; 1228 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2035 |  | 643255 | &nbsp;&nbsp; 666173 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/2038 |  | 41086 | &nbsp;&nbsp; 39745 |
| Freddie Mac STRIPS, | Freddie Mac STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>3.00%, 12/15/2027<sup>(q)</sup> <br>|  | 165952 | &nbsp;&nbsp; 2976 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/2027<sup>(j)</sup> <br>|  | 50795 | &nbsp;&nbsp; 1058 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/2028<sup>(q)</sup> <br>|  | 2946 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/01/2029<sup>(q)</sup> <br>|  | 36909 | &nbsp;&nbsp; 3173 |
| &nbsp;&nbsp;&nbsp; 7.50%, 12/15/2029<sup>(q)</sup> <br>|  | 18974 | &nbsp;&nbsp; 1811 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/2032<sup>(q)</sup> <br>|  | 18860 | &nbsp;&nbsp; 2012 |
|  |  |  | &nbsp;&nbsp; 4334849 |
| **Federal Home Loan Mortgage Corp. (FHLMC)–0.04%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.04%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.04%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.04%** |
| &nbsp;&nbsp;&nbsp; 8.50%, 06/01/2026 |  | 416 | &nbsp;&nbsp; 417 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/2028 to <br> 04/01/2034<br>|  | 24533 | &nbsp;&nbsp; 25413 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/2028 to <br> 03/01/2035<br>|  | 288056 | &nbsp;&nbsp; 301963 |
| &nbsp;&nbsp;&nbsp; 7.50%, 01/01/2032 to <br> 02/01/2032<br>|  | 127094 | &nbsp;&nbsp; 132070 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/2033 to <br> 06/01/2034<br>|  | 88972 | &nbsp;&nbsp; 89691 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/2039 |  | 280447 | &nbsp;&nbsp; 292136 |
| &nbsp;&nbsp;&nbsp; ARM, <br>6.45% (6 mo. Refinitiv USD IBOR <br> Consumer Cash Fallbacks + <br> 1.82%), 07/01/2036<sup>(e)</sup> <br>|  | 3071 | &nbsp;&nbsp; 3123 |
| &nbsp;&nbsp;&nbsp; 7.23% (1 yr. Refinitiv USD IBOR <br> Consumer Cash Fallbacks + <br> 2.29%), 02/01/2037<sup>(e)</sup> <br>|  | 1415 | &nbsp;&nbsp; 1461 |
| &nbsp;&nbsp;&nbsp; 7.08% (1 yr. Refinitiv USD IBOR <br> Consumer Cash Fallbacks + <br> 2.08%), 01/01/2038<sup>(e)</sup> <br>|  | 5193 | &nbsp;&nbsp; 5339 |
|  |  |  | &nbsp;&nbsp; 851613 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Federal National Mortgage Association (FNMA)–0.10%** | **Federal National Mortgage Association (FNMA)–0.10%** | **Federal National Mortgage Association (FNMA)–0.10%** | **Federal National Mortgage Association (FNMA)–0.10%** |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/2026 to <br> 08/01/2036<br>|  | $508979 | &nbsp;&nbsp; $532930 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/01/2027 to <br> 08/01/2033<br>|  | 280043 | &nbsp;&nbsp; 288829 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/2029 to <br> 10/01/2035<br>|  | 376005 | &nbsp;&nbsp; 389467 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/01/2030 to <br> 07/01/2030<br>|  | 29113 | &nbsp;&nbsp; 29899 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/2030 to <br> 03/01/2037<br>|  | 695629 | &nbsp;&nbsp; 728884 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/01/2032 |  | 25268 | &nbsp;&nbsp; 25515 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/2035 to <br> 05/01/2036<br>|  | 104966 | &nbsp;&nbsp; 108219 |
| &nbsp;&nbsp;&nbsp; ARM, <br>6.22% (1 yr. U.S. Treasury Yield <br> Curve Rate + 2.22%), <br> 11/01/2032<sup>(e)</sup> <br>|  | 11488 | &nbsp;&nbsp; 11759 |
| &nbsp;&nbsp;&nbsp; 6.25% (1 yr. U.S. Treasury Yield <br> Curve Rate + 2.20%), <br> 05/01/2035<sup>(e)</sup> <br>|  | 10666 | &nbsp;&nbsp; 11031 |
| &nbsp;&nbsp;&nbsp; 6.65% (1 yr. Refinitiv USD IBOR <br> Consumer Cash Fallbacks + <br> 1.72%), 03/01/2038<sup>(e)</sup> <br>|  | 3396 | &nbsp;&nbsp; 3474 |
|  |  |  | &nbsp;&nbsp; 2130007 |
| **Government National Mortgage Association (GNMA)–0.03%** | **Government National Mortgage Association (GNMA)–0.03%** | **Government National Mortgage Association (GNMA)–0.03%** | **Government National Mortgage Association (GNMA)–0.03%** |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/2026 to <br> 11/15/2026<br>|  | 421 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/2026 to <br> 01/20/2030<br>|  | 16612 | &nbsp;&nbsp; 16895 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/20/2027 |  | 2127 | &nbsp;&nbsp; 2150 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/2028 to <br> 02/15/2034<br>|  | 257036 | &nbsp;&nbsp; 269968 |
| &nbsp;&nbsp;&nbsp; IO, <br>2.48% (6.55% - (1 mo. Term <br> SOFR + 0.11%)), <br> 04/16/2037<sup>(e)(q)</sup> <br>|  | 345530 | &nbsp;&nbsp; 19412 |
| &nbsp;&nbsp;&nbsp; 2.58% (6.65% - (1 mo. Term <br> SOFR + 0.11%)), <br> 04/16/2041<sup>(e)(q)</sup> <br>|  | 457834 | &nbsp;&nbsp; 31644 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/16/2047<sup>(q)</sup> <br>|  | 1225009 | &nbsp;&nbsp; 222019 |
| &nbsp;&nbsp;&nbsp; 2.13% (6.20% - (1 mo. Term <br> SOFR + 0.11%)), <br> 10/16/2047<sup>(e)(q)</sup> <br>|  | 1368653 | &nbsp;&nbsp; 175123 |
|  |  |  | &nbsp;&nbsp; 737632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $11,059,062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $11,059,062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $11,059,062) | &nbsp;&nbsp; 8054101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Preferred Stocks–0.30%** | **Preferred Stocks–0.30%** | **Preferred Stocks–0.30%** | **Preferred Stocks–0.30%** |
| **Diversified Financial Services–0.30%** | **Diversified Financial Services–0.30%** | **Diversified Financial Services–0.30%** | **Diversified Financial Services–0.30%** |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., 7.63%, <br> Pfd. <br>(Cost $5,994,375)<sup>(d)</sup>  | &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., 7.63%, <br> Pfd. <br>(Cost $5,994,375)<sup>(d)</sup>  | 239775 | &nbsp;&nbsp; 6344447 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Agency Credit Risk Transfer Notes–0.14%** | **Agency Credit Risk Transfer Notes–0.14%** | **Agency Credit Risk Transfer Notes–0.14%** | **Agency Credit Risk Transfer Notes–0.14%** |
| &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, Series 2023-R02, <br> Class 1M1, 6.37% (30 Day <br> Average SOFR + 2.30%), <br> 01/25/2043<sup>(b)(e)</sup> <br>|  | $1114189 | &nbsp;&nbsp; $1136891 |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M1, <br> STACR<sup>®</sup>, 6.22% (30 Day Average <br> SOFR + 2.15%), <br> 09/25/2042<sup>(b)(e)</sup> <br>|  | 349246 | &nbsp;&nbsp; 351032 |
| &nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1, <br> STACR<sup>®</sup>, 6.14% (30 Day Average <br> SOFR + 2.10%), <br> 03/25/2043<sup>(b)(e)</sup> <br>|  | 812790 | &nbsp;&nbsp; 824377 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA4, Class A1, <br> STACR<sup>®</sup>, 4.97% (30 Day Average <br> SOFR + 0.90%), <br> 10/25/2045<sup>(b)(e)</sup> <br>|  | 553438 | &nbsp;&nbsp; 553751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $2,829,663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $2,829,663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $2,829,663) | &nbsp;&nbsp; 2866051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Money Market Funds–1.17%** | **Money Market Funds–1.17%** | **Money Market Funds–1.17%** | **Money Market Funds–1.17%** |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class, 3.91%<sup>(p)(r)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class, 3.91%<sup>(p)(r)</sup>  | 8556809 | &nbsp;&nbsp; 8556809 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, Institutional <br> Class, 3.85%<sup>(p)(r)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, Institutional <br> Class, 3.85%<sup>(p)(r)</sup>  | 15891213 | &nbsp;&nbsp; 15891213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $24,448,022) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $24,448,022) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $24,448,022) | &nbsp;&nbsp; 24448022 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES <br> (excluding investments purchased <br> with cash collateral from <br> securities on loan)-101.64% <br> (Cost $2,130,049,062)<br>|  |  | &nbsp;&nbsp; 2128989206 |
| **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–5.61%** | **Money Market Funds–5.61%** | **Money Market Funds–5.61%** | **Money Market Funds–5.61%** |
| &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.00%<sup>(p)(r)(s)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.00%<sup>(p)(r)(s)</sup>  | 32529861 | &nbsp;&nbsp; 32529861 |
| &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 4.12%<sup>(p)(r)(s)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 4.12%<sup>(p)(r)(s)</sup>  | 85073793 | &nbsp;&nbsp; 85099315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $117,629,176) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $117,629,176) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $117,629,176) | &nbsp;&nbsp; 117629176 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–107.25% <br> (Cost $2,247,678,238) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–107.25% <br> (Cost $2,247,678,238) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–107.25% <br> (Cost $2,247,678,238) | &nbsp;&nbsp; 2246618382 |
| OTHER ASSETS LESS LIABILITIES—(7.25)% | OTHER ASSETS LESS LIABILITIES—(7.25)% | OTHER ASSETS LESS LIABILITIES—(7.25)% | &nbsp;&nbsp; (151847608)<br>|
| NET ASSETS–100.00% | NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp; $2094770774 |

---

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

**Invesco Short Term Bond Fund**

------

Investment Abbreviations:

---

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

---

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 $1,103,810,840, which represented 52.69% 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> Security issued at a fixed rate for a specific period of time, after which it will convert to a variable rate.

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

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

<sup>(g)</sup> Defaulted security. Currently, the issuer is in default with respect to principal and/or interest payments. The value of this security at November 30, 2025 represented less than 1% of the Fund's Net Assets. 

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

<sup>(j)</sup> Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2025. 

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

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

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

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

<sup>(p)</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 nine months ended November 30, 2025. 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**February 28, 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 High Yield Bond Factor ETF | $341423 | &nbsp;&nbsp; $2491303 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $1464 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $2834190 | &nbsp;&nbsp; $93978 |
| Invesco High Yield Select ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25349) | &nbsp;&nbsp;&nbsp; 1697 | &nbsp;&nbsp;&nbsp;&nbsp; 434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10714 |
| &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return Bond <br> ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299952 | &nbsp;&nbsp;&nbsp;&nbsp; 13348577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp; (6266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 13642263 | &nbsp;&nbsp;&nbsp;&nbsp; 113427 |
| **Investments in Affiliated Money Market** <br> **Funds:**<br>|  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class<br>| &nbsp;&nbsp;&nbsp; 16391349 | &nbsp;&nbsp;&nbsp;&nbsp; 195594502 | &nbsp;&nbsp;&nbsp;&nbsp; (203429042) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 8556809 | &nbsp;&nbsp;&nbsp;&nbsp; 244482 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, Institutional <br> Class<br>| &nbsp;&nbsp;&nbsp; 30436638 | &nbsp;&nbsp;&nbsp;&nbsp; 363246933 | &nbsp;&nbsp;&nbsp;&nbsp; (377792358) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 15891213 | &nbsp;&nbsp;&nbsp;&nbsp; 449614 |

---

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

**Invesco Short Term Bond Fund**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value**<br> **February 28, 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** |
| **Investments Purchased with Cash** <br> **Collateral from Securities on Loan:**<br>|  |  |  |  |  |  |  |
| Invesco Private Government Fund | $37482250 | &nbsp;&nbsp; $219060538 | &nbsp;&nbsp; $(224012927) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $32529861 | &nbsp;&nbsp; $1,236,818\* |
| Invesco Private Prime Fund | &nbsp;&nbsp; 100147827 | &nbsp;&nbsp;&nbsp;&nbsp; 495154830 | &nbsp;&nbsp;&nbsp;&nbsp; (510204155) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 813 | &nbsp;&nbsp;&nbsp; 85099315 | &nbsp;&nbsp; 3,362,087\* |
| Total | $185354638 | &nbsp;&nbsp; $1288896683 | &nbsp;&nbsp; $(1315463831) | &nbsp;&nbsp; $(3105) | &nbsp;&nbsp; $1247 | &nbsp;&nbsp; $158785632 | &nbsp;&nbsp; $5511120 |

---

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

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

<sup>(s)</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;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  | **Open Futures Contracts**<sup>(a)</sup>  |
| **Long Futures Contracts** | &nbsp;&nbsp; **Number of**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Expiration**<br> **Month**<br>| &nbsp;&nbsp; **Notional**<br> **Value**<br>| **Value** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 2 Year Notes | &nbsp;&nbsp;&nbsp; 5429 | March-2026 | &nbsp;&nbsp;&nbsp; $1133897552 | &nbsp;&nbsp;&nbsp; $971560 | &nbsp;&nbsp;&nbsp; $971560 |
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp; 4 | March-2026 | &nbsp;&nbsp;&nbsp; 483750 | &nbsp;&nbsp;&nbsp; 5211 | &nbsp;&nbsp;&nbsp; 5211 |
| &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; 976771 | &nbsp;&nbsp;&nbsp; 976771 |
| **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; 3468 | March-2026 | &nbsp;&nbsp;&nbsp; (380667187)<br>| &nbsp;&nbsp;&nbsp; (1530153)<br>| &nbsp;&nbsp;&nbsp; (1530153)<br>|
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp; 22 | March-2026 | &nbsp;&nbsp;&nbsp; (2493563)<br>| &nbsp;&nbsp;&nbsp; (15677)<br>| &nbsp;&nbsp;&nbsp; (15677)<br>|
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp; 590 | March-2026 | &nbsp;&nbsp;&nbsp; (68559844)<br>| &nbsp;&nbsp;&nbsp; (613975)<br>| &nbsp;&nbsp;&nbsp; (613975)<br>|
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp; 217 | March-2026 | &nbsp;&nbsp;&nbsp; (25483937)<br>| &nbsp;&nbsp;&nbsp; (271628)<br>| &nbsp;&nbsp;&nbsp; (271628)<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; (2431433)<br>| &nbsp;&nbsp;&nbsp; (2431433)<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; $(1454662)<br>| &nbsp;&nbsp;&nbsp; $(1454662)<br>|

---

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

<sup>(a)</sup> Futures contracts collateralized by $1,717,721 cash held with Merrill Lynch International, the futures commission merchant.

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** |
| **Settlement** <br>**Date** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement** <br>**Date** | **Counterparty** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Currency Risk** |  |  |  |  |  |
| 01/28/2026 | Deutsche Bank AG<br> CAD | 5000000 | USD | 3584019 | &nbsp;&nbsp;&nbsp; $(4190)<br>|

---

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

Investment Abbreviations: <br> CAD —Canadian Dollar <br> 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 Short Term 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; $1416675478 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1416675478 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 596285699 | &nbsp;&nbsp;&nbsp;&nbsp; 6551099 | &nbsp;&nbsp;&nbsp;&nbsp; 602836798 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25581641 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25581641 |
| Variable Rate Senior Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25474234 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25474234 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 16708434 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16708434 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8054101 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8054101 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 6344447 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6344447 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2866051 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2866051 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp; 24448022 | &nbsp;&nbsp;&nbsp;&nbsp; 117629176 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 142077198 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; 47500903 | &nbsp;&nbsp;&nbsp;&nbsp; 2192566380 | &nbsp;&nbsp;&nbsp;&nbsp; 6551099 | &nbsp;&nbsp;&nbsp;&nbsp; 2246618382 |
| **Other Investments - Assets\*** |  |  |  |  |
| Investments Matured | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 40749 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 40749 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 976771 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 976771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 976771 | &nbsp;&nbsp;&nbsp;&nbsp; 40749 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1017520 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; (2431433)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2431433)<br>|
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4190)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4190)<br>|
|  | &nbsp;&nbsp;&nbsp;&nbsp; (2431433)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4190)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2435623)<br>|
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp; (1454662)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 36559 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1418103)<br>|
| **Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp; $46046241 | &nbsp;&nbsp;&nbsp;&nbsp; $2192602939 | &nbsp;&nbsp;&nbsp;&nbsp; $6551099 | &nbsp;&nbsp;&nbsp;&nbsp; $2245200279 |

---

&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.

**Invesco Short Term Bond Fund**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05686

- **c. CIK number of Registrant:** 0000842790

- **d. LEI of Registrant:** G61U5I6LJJEX0O3SU057

- **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 Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000000256

- **c. LEI of Series:** XXR2E65IO7TCD1YSZT79

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

- **a. Date of fiscal year-end:** 2026-02-28

- **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:** $2260832682.65

**Total Liabilities:** $172211303.81

**Net Assets:** $2088621378.84

**Delayed Delivery Securities:** $40066249.60

**Cash Not Reported:** $1870405.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5756.45099611 | **1-Year:** -176489.55881697 | **5-Year:** -260718.14890345 | **10-Year:** -44961.60467002 | **30-Year:** -12539.11592152

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

- **3-Month:** -767.69058950 | **1-Year:** -9222.98278597 | **5-Year:** -24136.53286870 | **10-Year:** -769.78137966 | **30-Year:** -1.94524153

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000621 | 0.37%                | 0.37%                | 0.37%                |
| Class ID C000000622 | 0.34%                | 0.34%                | 0.34%                |
| Class ID C000000623 | 0.34%                | 0.34%                | 0.46%                |
| Class ID C000023124 | 0.38%                | 0.38%                | 0.50%                |
| Class ID C000071217 | 0.38%                | 0.38%                | 0.38%                |
| Class ID C000120677 | 0.39%                | 0.26%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1843924.30              | $-1030355.76                               |
| Month 2  | $2942422.66              | $-2136304.89                               |
| Month 3  | $1286215.00              | $1319700.41                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8342 | PA      | $9007.58      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                | Allison Transmission, Inc.                                                           | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4946036.04   | 0.24%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                        | Plains All American Pipeline, L.P., Series B                                         | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   4776000 | PA      | $4799205.63   | 0.23%             | N/A             | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384A6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18267 | PA      | $19125.87     | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283GRH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       416 | PA      | $417.20       | 0.00%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31390RYJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56901 | PA      | $59594.66     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41940 | PA      | $43601.27     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      2946 | PA      | $139.78       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Pass-Through Ctfs.      | Structured Asset Securities Corp. Pass-Through Ctfs., Series 2002-AL1, Class AIO     | CUSIP: 86358RYA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138434 | PA      | $7408.20      | 0.00%             | 2032-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     25744 | PA      | $2432.54      | 0.00%             | 2032-09-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, PO                                                       | CUSIP: 3136FART9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     10716 | PA      | $9888.72      | 0.00%             | 2032-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     15087 | PA      | $783.65       | 0.00%             | 2035-03-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                    | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4                  | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26150 | PA      | $24707.22     | 0.00%             | 2035-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust        | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7         | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231278 | PA      | $192386.34    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA                | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400300 | PA      | $222.72       | 0.00%             | 2048-02-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371K3B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14164 | PA      | $14703.83     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296KPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23680 | PA      | $23776.03     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296XJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9236 | PA      | $9567.81      | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296YGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24313 | PA      | $24578.59     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297APP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40979 | PA      | $41335.88     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297BTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15203 | PA      | $15934.70     | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128K7XS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3231 | PA      | $3346.85      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31287PHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13131 | PA      | $13796.65     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4526 | PA      | $4687.63      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1889 | PA      | $1956.34      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128LXNJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113963 | PA      | $118273.20    | 0.01%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M6FN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136056 | PA      | $142642.29    | 0.01%             | 2035-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31368HKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9140 | PA      | $9362.47      | 0.00%             | 2030-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31368HLX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97929 | PA      | $101738.69    | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371KSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11120 | PA      | $11524.62     | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31374GB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6020 | PA      | $6047.59      | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132877 | PA      | $137497.55    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402RHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46367 | PA      | $47977.87     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402U5D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3162 | PA      | $3310.67      | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108610 | PA      | $111746.49    | 0.01%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70622 | PA      | $72492.16     | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101755 | PA      | $106569.54    | 0.01%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68586 | PA      | $71830.65     | 0.00%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61496 | PA      | $64010.71     | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403DWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23386 | PA      | $24279.99     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410FV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122012 | PA      | $127790.16    | 0.01%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410FV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15594 | PA      | $16330.02     | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410GVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86613 | PA      | $89280.13     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410KQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129893 | PA      | $134426.14    | 0.01%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410KWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350241 | PA      | $370048.39    | 0.02%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2972 | PA      | $3069.93      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36205R6K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        87 | PA      | $87.20        | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36205YBQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1519 | PA      | $1526.82      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36206JK45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        59 | PA      | $58.86        | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36207GK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       160 | PA      | $160.25       | 0.00%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       722 | PA      | $730.40       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       152 | PA      | $153.34       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       151 | PA      | $152.46       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       208 | PA      | $209.38       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       159 | PA      | $160.44       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TDPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     61141 | PA      | $61931.36     | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TEPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         2 | PA      | $0.01         | 0.00%             | 2028-07-17      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     34981 | PA      | $35686.78     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     48527 | PA      | $2849.50      | 0.00%             | 2029-02-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     53925 | PA      | $54838.94     | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     36909 | PA      | $3173.36      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31359XCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16991 | PA      | $17295.11     | 0.00%             | 2029-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    161428 | PA      | $15332.84     | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     18974 | PA      | $1811.42      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TNPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      9058 | PA      | $9390.42      | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TSMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     45345 | PA      | $2422.13      | 0.00%             | 2029-06-15      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     12036 | PA      | $12570.73     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133994L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     20878 | PA      | $21074.43     | 0.00%             | 2031-08-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     60653 | PA      | $63556.06     | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     53331 | PA      | $5235.06      | 0.00%             | 2031-11-18      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     10250 | PA      | $537.92       | 0.00%             | 2031-12-18      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14305 | PA      | $1465.85      | 0.00%             | 2031-11-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     12559 | PA      | $1133.54      | 0.00%             | 2032-01-25      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     45243 | PA      | $5468.11      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23406 | PA      | $2337.80      | 0.00%             | 2032-03-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31339W2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     54334 | PA      | $57057.96     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13397 | PA      | $13545.23     | 0.00%             | 2032-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     61035 | PA      | $6559.27      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13261 | PA      | $1437.48      | 0.00%             | 2032-04-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     28742 | PA      | $2926.19      | 0.00%             | 2032-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     30535 | PA      | $31874.25     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11300 | PA      | $11420.17     | 0.00%             | 2032-03-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     27195 | PA      | $2209.50      | 0.00%             | 2032-04-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392MHL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     41680 | PA      | $43701.88     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     44650 | PA      | $3233.77      | 0.00%             | 2032-07-25      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     12840 | PA      | $12980.42     | 0.00%             | 2032-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     22765 | PA      | $2730.03      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     18114 | PA      | $1930.55      | 0.00%             | 2032-07-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     12878 | PA      | $13018.47     | 0.00%             | 2032-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13573 | PA      | $1294.36      | 0.00%             | 2032-09-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     17929 | PA      | $1794.21      | 0.00%             | 2032-04-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     24751 | PA      | $2637.97      | 0.00%             | 2032-07-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31392RT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10920 | PA      | $648.16       | 0.00%             | 2029-09-15      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8695 | PA      | $8696.09      | 0.00%             | 2032-10-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      4124 | PA      | $4169.45      | 0.00%             | 2032-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     10395 | PA      | $595.93       | 0.00%             | 2032-12-18      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10206 | PA      | $10317.34     | 0.00%             | 2032-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     17637 | PA      | $1053.81      | 0.00%             | 2029-06-15      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     46332 | PA      | $4531.84      | 0.00%             | 2032-12-18      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    139121 | PA      | $15498.63     | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1228 | PA      | $1227.65      | 0.00%             | 2033-01-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     26595 | PA      | $3492.87      | 0.00%             | 2033-02-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    363454 | PA      | $44638.17     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     91072 | PA      | $10306.44     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     49376 | PA      | $7717.23      | 0.00%             | 2033-05-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     71946 | PA      | $9067.85      | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                    | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54562 | PA      | $52726.43     | 0.00%             | 2033-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14046 | PA      | $14015.68     | 0.00%             | 2033-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     66285 | PA      | $8891.92      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     67766 | PA      | $9105.99      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     47806 | PA      | $6388.29      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23519 | PA      | $3310.03      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    191110 | PA      | $12652.58     | 0.00%             | 2035-01-15      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394B6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    335449 | PA      | $27954.34     | 0.00%             | 2035-02-25      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    153093 | PA      | $14139.59     | 0.00%             | 2035-03-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31394CY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    460810 | PA      | $477559.19    | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     52833 | PA      | $2041.21      | 0.00%             | 2035-05-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     66917 | PA      | $3254.10      | 0.00%             | 2035-05-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16445 | PA      | $15894.45     | 0.00%             | 2035-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    101497 | PA      | $5454.75      | 0.00%             | 2035-07-15      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust        | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8        | CUSIP: 12669G5U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126114 | PA      | $126338.38    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31395XN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    643255 | PA      | $666172.56    | 0.03%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     36947 | PA      | $4971.89      | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1                 | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71138 | PA      | $69001.32     | 0.00%             | 2035-10-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                    | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1                  | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114032 | PA      | $104741.48    | 0.01%             | 2035-12-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     54920 | PA      | $6232.60      | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                              | Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3                              | CUSIP: 16162WPX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162558 | PA      | $150929.79    | 0.01%             | 2036-01-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     41471 | PA      | $49972.16     | 0.00%             | 2036-03-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                             | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274386 | PA      | $267407.60    | 0.01%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31395DUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     86248 | PA      | $102696.99    | 0.00%             | 2036-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31395DUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     32390 | PA      | $39100.30     | 0.00%             | 2036-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     17570 | PA      | $19795.98     | 0.00%             | 2036-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                    | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2392 | PA      | $1943.75      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     18860 | PA      | $2012.38      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70031 | PA      | $69774.89     | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31396PVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    449075 | PA      | $466319.91    | 0.02%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     76825 | PA      | $6348.41      | 0.00%             | 2037-06-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     25388 | PA      | $2754.61      | 0.00%             | 2037-12-15      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     22779 | PA      | $2102.17      | 0.00%             | 2038-04-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    382122 | PA      | $32607.39     | 0.00%             | 2038-05-15      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     31319 | PA      | $1679.81      | 0.00%             | 2038-07-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     68298 | PA      | $6562.52      | 0.00%             | 2039-12-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     61655 | PA      | $59543.66     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    457835 | PA      | $31644.38     | 0.00%             | 2041-04-16      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    177845 | PA      | $15797.79     | 0.00%             | 2041-10-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     41086 | PA      | $39744.65     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 3136A4HF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40031 | PA      | $39652.10     | 0.00%             | 2042-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    149264 | PA      | $11344.62     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137ARKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    288954 | PA      | $4344.57      | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A9XT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    122821 | PA      | $1793.66      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    425421 | PA      | $48951.63     | 0.00%             | 2042-12-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AB5N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    105247 | PA      | $12153.41     | 0.00%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     50795 | PA      | $1057.89      | 0.00%             | 2027-12-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    139977 | PA      | $2958.17      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38380HHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1225009 | PA      | $222018.65    | 0.01%             | 2047-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136B1BQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       992 | PA      | $0.33         | 0.00%             | 2044-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18009326 | PA      | $262853.32    | 0.01%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8596960 | PA      | $124190.83    | 0.01%             | 2050-11-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                         | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6793801 | PA      | $78490.83     | 0.00%             | 2050-11-13      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6830380 | PA      | $95398.55     | 0.00%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9756321 | PA      | $139153.44    | 0.01%             | 2050-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                  | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16518415 | PA      | $142022.03    | 0.01%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502751.00   | 0.07%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137AXEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    141737 | PA      | $2335.64      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UPL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     98133 | PA      | $1843.07      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38380HQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1368654 | PA      | $175122.91    | 0.01%             | 2047-10-16      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31410RRM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46077 | PA      | $48263.15     | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                        | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     67819 | PA      | $1132.83      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136APZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   1778404 | PA      | $177948.92    | 0.01%             | 2035-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AYAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   3636512 | PA      | $389251.50    | 0.02%             | 2047-09-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2414 | PA      | $2492.53      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371KN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81083 | PA      | $83860.96     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384VYU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       681 | PA      | $704.50       | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136ASXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    499689 | PA      | $64588.40     | 0.00%             | 2046-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                   | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    737000 | PA      | $737563.51    | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6578000 | PA      | $6679907.69   | 0.32%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36206UQ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       115 | PA      | $114.86       | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                         | Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A1                        | CUSIP: 16158RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40263 | PA      | $38685.42     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B93W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    506788 | PA      | $53718.49     | 0.00%             | 2044-01-15      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.     | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO     | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   7463699 | PA      | $5810.49      | 0.00%             | 2026-02-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AXQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    308540 | PA      | $62180.09     | 0.00%             | 2047-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                        | Berry Global, Inc.                                                                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    716000 | PA      | $716200.47    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |  15891213 | NS      | $15891212.84  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Funding, LLC                                      | Wendy's Funding, LLC, Series 2019-1A, Class A2I                                      | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   6176592 | PA      | $6141634.23   | 0.29%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.     | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  20479108 | PA      | $557904.14    | 0.03%             | 2029-05-25      | Variable      | 1.08%                 | 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        |     24433 | PA      | $23116.69     | 0.00%             | 2034-08-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                        | British Airways Pass-Through Trust                                                   | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    167934 | PA      | $163127.80    | 0.01%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.     | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  20622897 | PA      | $58977.36     | 0.00%             | 2026-05-25      | Variable      | 1.10%                 | 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        |   1294073 | PA      | $1193194.77   | 0.06%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust, Series 2019-AA, Class A                                | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469096 | PA      | $466917.87    | 0.02%             | 2033-07-25      | Fixed         | 2.34%                 | 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        |    364347 | PA      | $351277.28    | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | 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        |    805800 | PA      | $793342.61    | 0.04%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc.                                                                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6012734.40   | 0.29%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    337000 | PA      | $335462.94    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| 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        |    746214 | PA      | $706647.77    | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | 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        |    319301 | PA      | $312266.93    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                           | Residential Mortgage Loan Trust, Series 2020-1, Class A1                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63119 | PA      | $62779.80     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2020-AFC1, Class A1                     | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2106097 | PA      | $2030234.42   | 0.10%             | 2050-02-25      | Variable      | 3.24%                 | 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        |     64389 | PA      | $62102.94     | 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        |   8556809 | NS      | $8556809.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36225AQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        77 | PA      | $76.73        | 0.00%             | 2026-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                                                          | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300629.81   | 0.06%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                           | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  32529861 | NS      | $32529860.82  | 1.56%             |  |  |  | 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        |      2439 | PA      | $2433.04      | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                | MMAF Equipment Finance LLC, Series 2020-A, Class A3                                  | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1189853 | PA      | $1180815.63   | 0.06%             | 2027-04-09      | Fixed         | 0.97%                 | 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        |   1345006 | PA      | $1289081.56   | 0.06%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  85099315 | NS      | $85099315.14  | 4.07%             |  |  |  | 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        |    457623 | PA      | $441801.09    | 0.02%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2020-5, Class A1                                    | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562133 | PA      | $543412.88    | 0.03%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                        | Southern Co. (The), Series B                                                         | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1333733.07   | 0.06%             | 2051-01-15      | Variable      | 4.00%                 | 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      | $-4190.42     | -0.00%            |  |  |  | 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        |    125200 | NS      | $2834189.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                        | United Airlines Pass-Through Trust, Series 20-1                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059282 | PA      | $1083318.23   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                        | Hilton Domestic Operating Co. Inc.                                                   | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1747650.78   | 0.08%             | 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        |    444935 | PA      | $431301.62    | 0.02%             | 2055-11-25      | Fixed         | 1.31%                 | 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        |    474655 | PA      | $454458.03    | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-R1, Class A1                                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584275 | PA      | $566082.83    | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | 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        |    598430 | PA      | $547088.19    | 0.03%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-1, Class A1B                                 | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1474237 | PA      | $1334665.88   | 0.06%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833014 | PA      | $733119.66    | 0.04%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                           | Air Lease Corp., Series B                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1338872.21   | 0.06%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3642000 | PA      | $3647359.09   | 0.17%             | 2027-03-09      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.         | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250750.75    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | 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        |   3874000 | PA      | $3879276.39   | 0.19%             | 2034-04-17      | Floating      | 5.23%                 | 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        |   4282600 | PA      | $4059156.87   | 0.19%             | 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        |   3152978 | PA      | $2842187.95   | 0.14%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-2, Class A1                                  | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953582 | PA      | $873597.55    | 0.04%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                     | United Airlines, Inc.                                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    913000 | PA      | $912547.33    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128LU4Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5193 | PA      | $5339.43      | 0.00%             | 2038-01-01      | Floating      | 7.08%                 | 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        |   9570212 | PA      | $9026655.05   | 0.43%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P., Series H                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176193.68    | 0.01%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    294000 | PA      | $294524.28    | 0.01%             | 2027-09-10      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                | Essential Properties, L.P.                                                           | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $3601136.57   | 0.17%             | 2031-07-15      | Fixed         | 2.95%                 | 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        |   2112498 | PA      | $1832364.98   | 0.09%             | 2066-05-25      | Variable      | 1.07%                 | 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        |   4417917 | PA      | $4120758.76   | 0.20%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403J7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       946 | PA      | $978.71       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association, ARM                                           | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3396 | PA      | $3474.18      | 0.00%             | 2038-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31375W6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36 | PA      | $37.29        | 0.00%             | 2026-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31389X4V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1957 | PA      | $2025.72      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31386RLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6470 | PA      | $6694.39      | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128QJWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1415 | PA      | $1460.97      | 0.00%             | 2037-02-01      | Floating      | 7.23%                 | 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        |    388925 | PA      | $380596.68    | 0.02%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31388UJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1059 | PA      | $1095.81      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31391B6M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       139 | PA      | $144.19       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31383S2A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $131.59       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | 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        |   3434270 | PA      | $3113596.17   | 0.15%             | 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        |   1498020 | PA      | $1363641.74   | 0.07%             | 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        |   3868027 | PA      | $3499787.64   | 0.17%             | 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        |   2945953 | PA      | $2664343.97   | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 3133TM7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11051 | PA      | $11348.59     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2021-INV1, Class A4                     | CUSIP: 12661XAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9973953 | PA      | $9158494.49   | 0.44%             | 2056-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3129354W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280447 | PA      | $292135.86    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                           | Gap, Inc. (The)                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1208275.47   | 0.06%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                              | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6360357 | PA      | $6357512.29   | 0.30%             | 2036-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                              | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10971979 | PA      | $10967614.96  | 0.53%             | 2036-09-15      | Floating      | 5.02%                 | 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        |   2707875 | PA      | $2706875.68   | 0.13%             | 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        |   6262505 | PA      | $6260852.32   | 0.30%             | 2036-09-15      | Floating      | 5.72%                 | 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        |   4225074 | PA      | $3826154.10   | 0.18%             | 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        |   2935666 | PA      | $2650374.88   | 0.13%             | 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        |   4881288 | PA      | $4113334.57   | 0.20%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2021-LGCY, Class A                                                  | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $24905115.00  | 1.19%             | 2036-10-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                        | Vertiv Group Corp.                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10915268.10  | 0.52%             | 2028-11-15      | 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        |   7109260 | PA      | $6430532.12   | 0.31%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19760 | PA      | $20514.58     | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152093 | PA      | $148401.31    | 0.01%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     38165 | PA      | $2427.99      | 0.00%             | 2035-02-15      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     86434 | PA      | $5530.05      | 0.00%             | 2035-05-15      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77746 | PA      | $81289.27     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association, ARM                                           | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10666 | PA      | $11031.10     | 0.00%             | 2035-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    345530 | PA      | $19412.30     | 0.00%             | 2037-04-16      | Floating      | 2.48%                 | 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        |   5077706 | PA      | $4458652.17   | 0.21%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Roblox Corp.                                              | Roblox Corp.                                                                         | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9042786.27   | 0.43%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                      | American Airlines Pass-Through Trust, Series B                                       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960680 | PA      | $928733.36    | 0.04%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                              | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2695460 | PA      | $2692806.67   | 0.13%             | 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        |   5277765 | PA      | $4794931.24   | 0.23%             | 2056-11-25      | Variable      | 1.91%                 | 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        |   4525682 | PA      | $3936901.42   | 0.19%             | 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        |   4254268 | PA      | $3932656.49   | 0.19%             | 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        |   8331032 | PA      | $7334476.40   | 0.35%             | 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        |   3073491 | PA      | $2924819.54   | 0.14%             | 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        |   3939493 | PA      | $3595211.47   | 0.17%             | 2066-11-26      | Variable      | 1.73%                 | 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        |   3046901 | PA      | $2731045.33   | 0.13%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3678235 | PA      | $3334496.80   | 0.16%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series RR                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1910899.57   | 0.09%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                  | BX Trust, Series 2022-LBA6, Class A                                                  | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5550000 | PA      | $5546055.62   | 0.27%             | 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        |   3435000 | PA      | $3433072.62   | 0.16%             | 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        |   1835000 | PA      | $1834240.49   | 0.09%             | 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        |   2974049 | PA      | $2705257.18   | 0.13%             | 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        |   3757890 | PA      | $3420508.63   | 0.16%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2022-1, Class A1                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2982878 | PA      | $2820654.97   | 0.14%             | 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        |   5318326 | PA      | $5079296.66   | 0.24%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                      | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                    | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3524148 | PA      | $3443737.55   | 0.16%             | 2067-01-25      | Variable      | 2.87%                 | 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        |   3130225 | PA      | $3017463.48   | 0.14%             | 2067-02-25      | Variable      | 2.99%                 | 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        |   3058472 | PA      | $2924345.85   | 0.14%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36200DGP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109006 | PA      | $116368.83    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | 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        |   2581165 | PA      | $2571622.64   | 0.12%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                          | Sealed Air Corp.                                                                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1813921.20   | 0.09%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384WPH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13210 | PA      | $13539.01     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31385C3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2858 | PA      | $2904.24      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | 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        |   4341829 | PA      | $4329880.21   | 0.21%             | 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        |   8196333 | PA      | $8194063.87   | 0.39%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                    | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1742914.85   | 0.08%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| IP Lending IV Ltd.                                        | IP Lending IV Ltd., Series 2022-4A, Class SNR                                        | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6557000 | PA      | $6551098.70   | 0.31%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4344104 | PA      | $4332719.64   | 0.21%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                      | Textainer Marine Containers VII Ltd., Series 2021-3A, Class A                        | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1815000 | PA      | $1624144.27   | 0.08%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2022-NQM7, Class A1                                                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625415 | PA      | $2623658.45   | 0.13%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust, Series 2022-AFC2, Class A1                                              | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4051634 | PA      | $4048697.26   | 0.19%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    349246 | PA      | $351032.26    | 0.02%             | 2042-09-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                     | WEC Energy Group Inc.                                                                | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    539000 | PA      | $549368.21    | 0.03%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                              | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2418146.31   | 0.12%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CarMax Auto Owner Trust                                   | CarMax Auto Owner Trust, Series 2022-4, Class A4                                     | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11274000 | PA      | $11408162.85  | 0.55%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                              | Keybank N.A.                                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1827877.01   | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| National Securities Clearing Corp.                        | National Securities Clearing Corp.                                                   | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2290460.01   | 0.11%             | 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        |    830000 | PA      | $847655.69    | 0.04%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                           | Open Text Corp.                                                                      | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $295914.36    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-5A, Class A                  | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  15833333 | PA      | $15902027.85  | 0.76%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                             | ArcelorMittal                                                                        | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1699000 | PA      | $1769849.03   | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1465144.76   | 0.07%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    428000 | PA      | $435335.94    | 0.02%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2390654.24   | 0.11%             | 2026-03-06      | Floating      | 7.12%                 | No            |                  2 | On Loan: —       |
| Protective Life Global Funding                            | Protective Life Global Funding                                                       | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2542658.80   | 0.12%             | 2026-01-06      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4681000 | PA      | $4687542.82   | 0.22%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                      | Jackson National Life Global Funding                                                 | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2662166.31   | 0.13%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                 | OBX Trust, Series 2023-NQM1, Class A1                                                | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2463179 | PA      | $2457251.59   | 0.12%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| POSCO                                                     | POSCO                                                                                | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   2197000 | PA      | $2200350.91   | 0.11%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                       | Realty Income Corp.                                                                  | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    488000 | PA      | $488047.81    | 0.02%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                           | Transocean Titan Financing Ltd.                                                      | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2829286 | PA      | $2909439.10   | 0.14%             | 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        |   2033000 | PA      | $2077769.91   | 0.10%             | 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        |   2425000 | PA      | $2442456.36   | 0.12%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1496387.93   | 0.07%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1121177.88   | 0.05%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2086078.29   | 0.10%             | 2027-01-20      | Variable      | 5.08%                 | 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        |  11240000 | PA      | $11245151.97  | 0.54%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                              | Keybank N.A.                                                                         | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1588425.70   | 0.08%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Co.                       | Manufacturers and Traders Trust Co.                                                  | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $2517571.81   | 0.12%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5066000 | PA      | $5120977.50   | 0.25%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    676000 | PA      | $689078.15    | 0.03%             | 2028-03-15      | Fixed         | 4.95%                 | 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        |   1114189 | PA      | $1136890.74   | 0.05%             | 2043-01-25      | Floating      | 6.37%                 | 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        |    543300 | NS      | $13642263.00  | 0.65%             |  |  |  | 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    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    874000 | PA      | $892961.43    | 0.04%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX Corp.                                                                            | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    447000 | PA      | $447500.98    | 0.02%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                             | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    394000 | PA      | $403707.55    | 0.02%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                   | RB Global Holdings Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    217000 | PA      | $222439.11    | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    812790 | PA      | $824377.40    | 0.04%             | 2043-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                       | Southwest Gas Corp.                                                                  | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    538000 | PA      | $553075.14    | 0.03%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                  | Extra Space Storage L.P.                                                             | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    567000 | PA      | $586498.57    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                             | NiSource Inc.                                                                        | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    266000 | PA      | $272961.13    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    589000 | PA      | $606073.38    | 0.03%             | 2028-03-30      | Fixed         | 5.60%                 | 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        |   6690000 | PA      | $6889091.72   | 0.33%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286208.29    | 0.01%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                   | Sasol Financing USA LLC                                                              | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2981764.31   | 0.14%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2041000 | PA      | $2128666.46   | 0.10%             | 2028-05-04      | Fixed         | 6.38%                 | 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        |   1231000 | PA      | $1238442.48   | 0.06%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1288000 | PA      | $1336094.65   | 0.06%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    813000 | PA      | $831955.55    | 0.04%             | 2029-01-30      | Fixed         | 5.00%                 | 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        |   2004000 | PA      | $2078077.14   | 0.10%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1024106.40   | 0.05%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Nasdaq, Inc.                                              | Nasdaq, Inc.                                                                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    267000 | PA      | $275512.56    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2002000 | PA      | $2024930.25   | 0.10%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1205767.02   | 0.06%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1077060.36   | 0.05%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    572000 | PA      | $591265.62    | 0.03%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                  | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    281000 | PA      | $296130.45    | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | 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        |    828000 | PA      | $865144.72    | 0.04%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                               | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2964265.68   | 0.14%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                             | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1991000 | PA      | $2015194.97   | 0.10%             | 2027-08-07      | Variable      | 5.99%                 | 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        |   5507791 | PA      | $5573741.29   | 0.27%             | 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        |    429000 | PA      | $433295.87    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                 | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2455016.71   | 0.12%             | 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        |   2000000 | PA      | $2023625.34   | 0.10%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1154275.26   | 0.06%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |  10381000 | PA      | $11037951.20  | 0.53%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Alexander Funding Trust II                                | Alexander Funding Trust II                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1254916.18   | 0.06%             | 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        |    239775 | NS      | $6344446.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricoa Global Funding I                                   | Pricoa Global Funding I                                                              | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1773886.85   | 0.08%             | 2026-08-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5754000 | PA      | $5823257.79   | 0.28%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                            | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $4137525.02   | 0.20%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                    | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   3600446 | PA      | $3635743.62   | 0.17%             | 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        |   1276000 | PA      | $1317145.25   | 0.06%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                             | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    856000 | PA      | $864074.49    | 0.04%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                            | ING Groep N.V.                                                                       | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2664000 | PA      | $2702222.35   | 0.13%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3458000 | PA      | $3517599.81   | 0.17%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                             | Nordson Corp.                                                                        | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    556000 | PA      | $574977.98    | 0.03%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                 | Lennox International Inc.                                                            | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1121429.91   | 0.05%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                               | Intuit Inc.                                                                          | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2183997.97   | 0.10%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                               | Intuit Inc.                                                                          | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3552001.48   | 0.17%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                  | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    811000 | PA      | $837846.05    | 0.04%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1120121.46   | 0.05%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4065000 | PA      | $4143513.85   | 0.20%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                   | TTX Co.                                                                              | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   5926000 | PA      | $5986309.85   | 0.29%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2993000 | PA      | $3013233.49   | 0.14%             | 2026-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                       | General Mills, Inc.                                                                  | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1144457.26   | 0.05%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    860000 | PA      | $904729.55    | 0.04%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2503101.56   | 0.12%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                          | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1990000 | PA      | $2029290.48   | 0.10%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3103000 | PA      | $3156292.72   | 0.15%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1229615.87   | 0.06%             | 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        |   1693000 | PA      | $1787536.76   | 0.09%             | 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        |   2150000 | PA      | $2195436.64   | 0.11%             | 2027-10-20      | Variable      | 6.62%                 | 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        |   6368040 | PA      | $6630773.87   | 0.32%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                              | U.S. Bancorp                                                                         | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $6090273.04   | 0.29%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                         | Genuine Parts Co.                                                                    | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1444652.22   | 0.07%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                          | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1230477.64   | 0.06%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2360026.15   | 0.11%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                      | Banco Santander S.A.                                                                 | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $408748.28    | 0.02%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $6041267.41   | 0.29%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1969000 | PA      | $2026072.51   | 0.10%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust, Series 2023-AFC4, Class A1                                              | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3789510 | PA      | $3846378.42   | 0.18%             | 2058-11-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                                                 | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    133000 | PA      | $141490.31    | 0.01%             | 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        |   1798000 | PA      | $1882820.92   | 0.09%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX Corp.                                                                            | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    966000 | PA      | $1014405.10   | 0.05%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX Corp.                                                                            | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3603000 | PA      | $3656326.53   | 0.18%             | 2026-11-08      | Fixed         | 5.75%                 | 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        |   2500000 | PA      | $2606577.80   | 0.12%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    744000 | PA      | $794227.87    | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                 | O'Reilly Automotive, Inc.                                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2316585.79   | 0.11%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Citibank N.A.                                             | Citibank N.A.                                                                        | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2443739.71   | 0.12%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                            | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1728000 | PA      | $1824113.99   | 0.09%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2771579.82   | 0.13%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    638000 | PA      | $652041.77    | 0.03%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                             | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3583000 | PA      | $3633482.79   | 0.17%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                   | GA Global Funding Trust                                                              | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1583356.20   | 0.08%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                   | Indonesia Government International Bond                                              | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9538000 | PA      | $9608430.50   | 0.46%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    738000 | PA      | $752412.44    | 0.04%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Principal Life Global Funding II                          | Principal Life Global Funding II                                                     | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    797000 | PA      | $805711.32    | 0.04%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    830000 | PA      | $852367.48    | 0.04%             | 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        |    743000 | PA      | $751619.09    | 0.04%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2949089.27   | 0.14%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3046432.40   | 0.15%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                    | Romanian Government International Bond                                               | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3794000 | PA      | $3911991.96   | 0.19%             | 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        |   1153000 | PA      | $1182071.62   | 0.06%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3624136.31   | 0.17%             | 2027-02-05      | Floating      | 4.85%                 | No            |                  2 | On Loan: —       |
| Comerica Inc.                                             | Comerica Inc.                                                                        | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    461000 | PA      | $480659.79    | 0.02%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4337000 | PA      | $4341138.93   | 0.21%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    610000 | PA      | $627324.07    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | 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        |   4681441 | PA      | $4722671.31   | 0.23%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                               | Constellation Software Inc.                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    761000 | PA      | $778652.73    | 0.04%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2695798.63   | 0.13%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $5590227.36   | 0.27%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                    | WF Card Issuance Trust, Series 2024-A1, Class A                                      | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10136904.00  | 0.49%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                   | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1968271.63   | 0.09%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                               | AbbVie Inc.                                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2211535.73   | 0.11%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1861416.10   | 0.09%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                             | HSBC USA Inc.                                                                        | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   4202000 | PA      | $4269358.44   | 0.20%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                                    | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2359000 | PA      | $2400683.58   | 0.11%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | Goldman Sachs Bank USA                                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   5682000 | PA      | $5700350.47   | 0.27%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36225AQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       118 | PA      | $118.27       | 0.00%             | 2026-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36206YLB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2901 | PA      | $2957.77      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31380JE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5912 | PA      | $6189.77      | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2123927.09   | 0.10%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                  | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4373000 | PA      | $4388816.18   | 0.21%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                        | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $1922095.73   | 0.09%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                | AGCO Corp.                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114312.64   | 0.05%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                      | Campbell's Co. (The)                                                                 | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    614000 | PA      | $622551.17    | 0.03%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1534000 | PA      | $1552301.76   | 0.07%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1666200.14   | 0.08%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                         | Algonquin Power & Utilities Corp.                                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1770000 | PA      | $1779205.20   | 0.09%             | 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        |   1141000 | PA      | $1145888.91   | 0.05%             | 2027-04-04      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                              | MassMutual Global Funding II                                                         | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3835409.54   | 0.18%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                              | Public Storage Operating Co.                                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   6065000 | PA      | $6083136.65   | 0.29%             | 2027-04-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                  | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    967000 | PA      | $980879.70    | 0.05%             | 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        |    917000 | PA      | $944069.70    | 0.05%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1089941.42   | 0.05%             | 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        |   1724000 | PA      | $1758707.00   | 0.08%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1159427.42   | 0.06%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                       | LG Electronics Inc.                                                                  | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |  14770000 | PA      | $15057427.74  | 0.72%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                       | LG Electronics Inc.                                                                  | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   1284000 | PA      | $1341398.92   | 0.06%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2362655.07   | 0.11%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2024-2, Class A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577153 | PA      | $579598.42    | 0.03%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                              | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $742710.18    | 0.04%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                  | ICON Investments Six DAC                                                             | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1536000 | PA      | $1604322.42   | 0.08%             | 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        |   1655000 | PA      | $1688416.25   | 0.08%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31371KEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1118 | PA      | $1139.78      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                                | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2514000 | PA      | $2644969.29   | 0.13%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                       | Regal Rexnord Corp.                                                                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3047000 | PA      | $3054176.87   | 0.15%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                       | Regal Rexnord Corp.                                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1575630.09   | 0.08%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $4137982.32   | 0.20%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                     | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                    | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    961420 | PA      | $962107.25    | 0.05%             | 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        |    998000 | PA      | $1013868.38   | 0.05%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    703000 | PA      | $716433.11    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5336000 | PA      | $5411135.52   | 0.26%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3629000 | PA      | $3705109.96   | 0.18%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                              | Santander Holdings USA, Inc.                                                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1902430.79   | 0.09%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3109590 | PA      | $3147775.77   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | 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        |   2375159 | PA      | $2375819.51   | 0.11%             | 2032-01-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1537000 | PA      | $1583408.18   | 0.08%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Office Properties Income Trust                            | Office Properties Income Trust                                                       | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1069000 | PA      | $955418.75    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                          | Mitsubishi Corp.                                                                     | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1793000 | PA      | $1848661.39   | 0.09%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2266472.15   | 0.11%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Zegona Finance PLC                                        | Zegona Finance PLC                                                                   | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1626000 | PA      | $1727503.49   | 0.08%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5570000 | PA      | $5654871.04   | 0.27%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3017606.85   | 0.14%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                       | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1993802.62   | 0.10%             | 2029-08-01      | Fixed         | 5.10%                 | 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        |   1995000 | PA      | $2028712.31   | 0.10%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                | Occidental Petroleum Corp.                                                           | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    648000 | PA      | $664577.14    | 0.03%             | 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        |   2684000 | PA      | $2734741.02   | 0.13%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                   | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2602018.86   | 0.12%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                            | DTE Energy Co.                                                                       | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    692000 | PA      | $700561.68    | 0.03%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31390RKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25268 | PA      | $25515.29     | 0.00%             | 2032-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4097000 | PA      | $4115297.32   | 0.20%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                         | Genuine Parts Co.                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1736868.14   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | 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        |   2154000 | PA      | $2163673.12   | 0.10%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1684464.18   | 0.08%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                 | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1462956.86   | 0.07%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36211KNJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7633 | PA      | $7739.55      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2549576.88   | 0.12%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                   | Pricoa Global Funding I                                                              | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2327318.12   | 0.11%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4668000 | PA      | $4688830.86   | 0.22%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                            | Pacific Life Global Funding II                                                       | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4861000 | PA      | $4930578.41   | 0.24%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Cadence Design Systems, Inc.                              | Cadence Design Systems, Inc.                                                         | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1768000 | PA      | $1777537.53   | 0.09%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3755237.89   | 0.18%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                        | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1563732.66   | 0.07%             | 2028-09-18      | Fixed         | 5.35%                 | 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        |   2960100 | PA      | $2954670.58   | 0.14%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3233892.56   | 0.15%             | 2027-09-16      | Fixed         | 4.12%                 | 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        |   1545679 | PA      | $1547540.35   | 0.07%             | 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        |   6626267 | PA      | $6638691.25   | 0.32%             | 2031-09-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2390212.17   | 0.11%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31380EN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29015 | PA      | $30380.43     | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                   | GA Global Funding Trust                                                              | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3349000 | PA      | $3358653.96   | 0.16%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                               | Wayfair LLC                                                                          | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2606867.50   | 0.12%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| NBN Co. Ltd.                                              | NBN Co. Ltd.                                                                         | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   9091000 | PA      | $9073071.37   | 0.43%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3286407.26   | 0.16%             | 2028-02-15      | Fixed         | 4.15%                 | 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        |   1490000 | PA      | $1505900.39   | 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        |    946000 | PA      | $968772.24    | 0.05%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                     | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2831710.75   | 0.14%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36201LSK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22726 | PA      | $23190.62     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | 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        |   3007850 | PA      | $3020278.13   | 0.14%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3378000 | PA      | $3409455.29   | 0.16%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2171405.03   | 0.10%             | 2027-10-15      | Variable      | 4.45%                 | 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        |   2228000 | PA      | $2230916.45   | 0.11%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                                   | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    805000 | PA      | $823845.77    | 0.04%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                        | Newell Brands Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    950000 | PA      | $915299.54    | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3421007.25   | 0.16%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd.                                 | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                               | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   2532026 | PA      | $2534562.93   | 0.12%             | 2032-05-29      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                             | Citibank N.A.                                                                        | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5642000 | PA      | $5655115.34   | 0.27%             | 2027-11-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                    | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3502000 | PA      | $3518378.05   | 0.17%             | 2028-11-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                    | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5665000 | PA      | $5771302.48   | 0.28%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                 | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2606000 | PA      | $2612041.96   | 0.13%             | 2027-11-18      | Floating      | 4.58%                 | 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        |   1523000 | PA      | $1523778.25   | 0.07%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1666314.68   | 0.08%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                             | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5345000 | PA      | $5374863.21   | 0.26%             | 2028-11-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36213GLY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28876 | PA      | $30025.86     | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36213GPS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8517 | PA      | $8890.81      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 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        |    895000 | PA      | $896486.60    | 0.04%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5761000 | PA      | $6063222.06   | 0.29%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2192000 | PA      | $2218776.53   | 0.11%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36225BYP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20544 | PA      | $21410.26     | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                 | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1924564.24   | 0.09%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31288D6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82195 | PA      | $86155.82     | 0.00%             | 2033-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36213FQR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47231 | PA      | $49160.86     | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | 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        |   4931000 | PA      | $4934298.84   | 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        |    640000 | PA      | $657830.69    | 0.03%             | 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        |    925000 | PA      | $984011.30    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36201YWY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20138 | PA      | $20920.23     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31293AHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54602 | PA      | $57229.81     | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1211164.02   | 0.06%             | 2034-10-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                           | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1353501.02   | 0.06%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2790718.86   | 0.13%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5378000 | PA      | $5464023.58   | 0.26%             | 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        |   1675000 | PA      | $1728106.61   | 0.08%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    794000 | PA      | $806010.44    | 0.04%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                     | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1208000 | PA      | $1214505.87   | 0.06%             | 2029-01-10      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | Deutsche Bank AG                                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2221000 | PA      | $2268772.31   | 0.11%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                         | Blue Owl Technology Finance Corp.                                                    | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   3139000 | PA      | $3147409.91   | 0.15%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2290000 | PA      | $2306689.50   | 0.11%             | 2029-01-21      | Floating      | 5.32%                 | 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        |    373000 | PA      | $388013.25    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2904000 | PA      | $2981730.82   | 0.14%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                            | Hyundai Capital Services, Inc.                                                       | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2243000 | PA      | $2291405.98   | 0.11%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                              | Citadel L.P.                                                                         | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    295000 | PA      | $307284.19    | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1095546.68   | 0.05%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2486000 | PA      | $2492076.73   | 0.12%             | 2029-01-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    658000 | PA      | $670692.45    | 0.03%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1408531.56   | 0.07%             | 2031-01-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6581000 | PA      | $6705070.15   | 0.32%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                 | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5992000 | PA      | $6103567.56   | 0.29%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                 | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2950000 | PA      | $2959210.25   | 0.14%             | 2029-01-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC69<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5889650.06   | 0.28%             | 2031-01-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: —       |
| 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        |   6433000 | PA      | $6640290.43   | 0.32%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                                     | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3039000 | PA      | $3046747.51   | 0.15%             | 2029-01-27      | Floating      | 4.93%                 | 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        |   5152251 | PA      | $5207461.36   | 0.25%             | 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        |    835000 | PA      | $862589.47    | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                    | Fifth Third Bank, N.A.                                                               | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2250441.41   | 0.11%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                    | Fifth Third Bank, N.A.                                                               | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2927340.66   | 0.14%             | 2028-01-28      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2024-INV1, Class 2A2                                              | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2158035 | PA      | $2210155.56   | 0.11%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                             | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    394000 | PA      | $399171.99    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | 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        |   4509000 | PA      | $4502326.68   | 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        |   1680000 | PA      | $1677752.16   | 0.08%             | 2034-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                 | SLM Corp.                                                                            | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1358181.30   | 0.07%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                             | Stryker Corp.                                                                        | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4060331.75   | 0.19%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                      | Bain Capital Specialty Finance, Inc.                                                 | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355008.85    | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1834485.61   | 0.09%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   5074000 | PA      | $5155576.22   | 0.25%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR                               | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    705000 | PA      | $704929.50    | 0.03%             | 2034-07-24      | Floating      | 4.93%                 | 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        |   5654000 | PA      | $5642946.43   | 0.27%             | 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        |   5654000 | PA      | $5642833.35   | 0.27%             | 2034-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                        | Altria Group, Inc.                                                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1698064.83   | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2469672.10   | 0.12%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                                | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2445416.67   | 0.12%             | 2031-01-25      | Fixed         | 5.50%                 | 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        |   3978000 | PA      | $3975967.24   | 0.19%             | 2034-05-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                              | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   2452000 | PA      | $2449346.94   | 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        |   3495685 | PA      | $3497303.17   | 0.17%             | 2032-07-15      | Floating      | 4.80%                 | 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        |   5262000 | PA      | $5262457.79   | 0.25%             | 2035-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                   | X Corp., Term Loan B                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    987271 | PA      | $962959.45    | 0.05%             | 2029-10-27      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                   | X Corp., Term Loan B                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4963025.00   | 0.24%             | 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        |   4019226 | PA      | $4023044.31   | 0.19%             | 2042-03-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53(B) Ltd.                     | Golub Capital Partners CLO 53(B) Ltd., Series 2021-53A, Class AR                     | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   6284000 | PA      | $6280952.26   | 0.30%             | 2034-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                              | Exelon Corp.                                                                         | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2230901.96   | 0.11%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                  | HCA Inc.                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    762000 | PA      | $776766.23    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                       | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4662000 | PA      | $4794363.50   | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | 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        |   1907280 | PA      | $1938785.60   | 0.09%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2040000 | PA      | $2078887.68   | 0.10%             | 2029-02-25      | Variable      | 5.09%                 | 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        |   2870000 | PA      | $2862927.17   | 0.14%             | 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        |   4055000 | PA      | $4048288.16   | 0.19%             | 2042-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11860 | PA      | $12271.34     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                             | CUSIP: 36202CWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2127 | PA      | $2150.25      | 0.00%             | 2027-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                       | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11790000 | PA      | $11594017.54  | 0.56%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $6268389.33   | 0.30%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                    | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4643000 | PA      | $4655932.19   | 0.22%             | 2029-03-03      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                            | Synopsys, Inc.                                                                       | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1918000 | PA      | $1959924.64   | 0.09%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                | Mars, Inc.                                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5956000 | PA      | $6033919.55   | 0.29%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                | Mars, Inc.                                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5521000 | PA      | $5559553.36   | 0.27%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2               | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   3320000 | PA      | $3320869.84   | 0.16%             | 2036-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                               | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1163607.88   | 0.06%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                | WEST Trust, Series 2025-ROSE, Class A                                                | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6916000 | PA      | $7060271.91   | 0.34%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                           | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3811000 | PA      | $3840833.54   | 0.18%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648625.02    | 0.03%             | 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        |    363000 | PA      | $368262.86    | 0.02%             | 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        |   1671000 | PA      | $1708698.65   | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| Navient Refinance Loan Trust                              | Navient Refinance Loan Trust, Series 2025-A, Class A                                 | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2258496 | PA      | $2296647.76   | 0.11%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                            | Element Fleet Management Corp.                                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1787000 | PA      | $1831933.20   | 0.09%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570407.20    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    761000 | PA      | $784703.41    | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | 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        |    535000 | PA      | $535227.91    | 0.03%             | 2035-04-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $2554056.81   | 0.12%             | 2028-04-03      | Fixed         | 4.90%                 | 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        |   4388000 | PA      | $4474110.99   | 0.21%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                     | Amrize Finance US LLC                                                                | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    406000 | PA      | $416743.94    | 0.02%             | 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        |   2853000 | PA      | $2870976.90   | 0.14%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                               | Keysight Technologies, Inc.                                                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2254608.64   | 0.11%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                       | Trans-Allegheny Interstate Line Co.                                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $360982.53    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | 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        |   1093000 | PA      | $1112573.20   | 0.05%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2897000 | PA      | $2955315.51   | 0.14%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3105274.56   | 0.15%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2284223.34   | 0.11%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5097000 | PA      | $5140545.96   | 0.25%             | 2028-04-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: —       |
| Molex Electronic Technologies, LLC                        | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    833000 | PA      | $843070.68    | 0.04%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4956737.52   | 0.24%             | 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        |   1371000 | PA      | $1389094.50   | 0.07%             | 2029-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                       | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    883000 | PA      | $915239.67    | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Walmart Inc.                                              | Walmart Inc.                                                                         | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3921000 | PA      | $3948386.54   | 0.19%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                  | OCP S.A.                                                                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1149000 | PA      | $1199314.64   | 0.06%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                            | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2108195.61   | 0.10%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                       | POSCO Holdings Inc.                                                                  | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   1415000 | PA      | $1452385.90   | 0.07%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                     | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6501000 | PA      | $6500238.99   | 0.31%             | 2026-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1108767.09   | 0.05%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                     | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    361000 | PA      | $362212.93    | 0.02%             | 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    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                           | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    855000 | PA      | $882473.23    | 0.04%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                        | Goldman Sachs Private Credit Corp.                                                   | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    356000 | PA      | $362109.07    | 0.02%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                        | Goldman Sachs Private Credit Corp.                                                   | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    356000 | PA      | $363282.78    | 0.02%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BNP Paribas                                               | BNP Paribas                                                                          | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3299000 | PA      | $3338659.42   | 0.16%             | 2029-05-09      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                               | BNP Paribas                                                                          | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2287000 | PA      | $2313636.99   | 0.11%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3081000 | PA      | $3100284.72   | 0.15%             | 2028-05-07      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3796000 | PA      | $3823548.03   | 0.18%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1404911.73   | 0.07%             | 2031-05-07      | Floating      | 5.51%                 | 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        |   5200000 | PA      | $5341272.04   | 0.26%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                              | Cummins Inc.                                                                         | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1740736.74   | 0.08%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                            | PNC Bank, N.A.                                                                       | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4463000 | PA      | $4469918.94   | 0.21%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1666718.63   | 0.08%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4781000 | PA      | $4816080.87   | 0.23%             | 2029-05-09      | Floating      | 5.16%                 | No            |                  2 | On Loan: —       |
| Pinnacle West Capital Corp.                               | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585023.76    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                               | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    920000 | PA      | $952382.12    | 0.05%             | 2030-05-15      | Fixed         | 5.15%                 | 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        |   4936000 | PA      | $5118202.57   | 0.25%             | 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        |   2278000 | PA      | $2323168.98   | 0.11%             | 2028-06-01      | Fixed         | 5.26%                 | 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        |   6200000 | PA      | $6237797.06   | 0.30%             | 2040-06-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                            | Var Energi ASA                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1346000 | PA      | $1404211.88   | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                              | Wabtec Corp.                                                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1811889.99   | 0.09%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                               | Snam S.p.A.                                                                          | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1068000 | PA      | $1094948.96   | 0.05%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Lincoln Financial Global Funding                          | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $5168704.07   | 0.25%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                      | Flutter Treasury DAC                                                                 | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    611000 | PA      | $617497.99    | 0.03%             | 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        |   1581674 | PA      | $1595329.23   | 0.08%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                                | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   5022000 | PA      | $5095875.53   | 0.24%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8185000 | PA      | $8374950.03   | 0.40%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                             | HSBC USA Inc.                                                                        | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2072535.23   | 0.10%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                       | Georgia-Pacific LLC                                                                  | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    539000 | PA      | $545067.63    | 0.03%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AT&T Inc.                                                 | AT&T Inc.                                                                            | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2991000 | PA      | $3050208.07   | 0.15%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                      | Jackson National Life Global Funding                                                 | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1741698.96   | 0.08%             | 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        |   3000000 | PA      | $3060502.20   | 0.15%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                                     | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3253632.50   | 0.16%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                            | JH North America Holdings Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2232000 | PA      | $2263618.51   | 0.11%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1730131.67   | 0.08%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $3097701.60   | 0.15%             | 2028-06-09      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   6344000 | PA      | $6442395.44   | 0.31%             | 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        |   2010000 | PA      | $2064432.75   | 0.10%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                         | Rocket Cos., Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $737577.82    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1852547.53   | 0.09%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31384WPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15903 | PA      | $16360.01     | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                       | EOG Resources, Inc.                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    540000 | PA      | $546729.85    | 0.03%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                    | PACCAR Financial Corp.                                                               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   6172000 | PA      | $6222688.35   | 0.30%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4779000 | PA      | $4819396.07   | 0.23%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4308203.02   | 0.21%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                       | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -22 | NC      | $-15677.35    | -0.00%            |  |  |  | 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       |      -590 | NC      | $-613975.24   | -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       |      -217 | NC      | $-271627.58   | -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       |         4 | NC      | $5211.47      | 0.00%             |  |  |  | No            |                  1 | 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        |   1995000 | PA      | $2027192.52   | 0.10%             | 2044-07-13      | Variable      | 5.48%                 | 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        |   3360000 | PA      | $3442146.62   | 0.16%             | 2044-07-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                               | Imperial Brands Finance PLC                                                          | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2921000 | PA      | $2949186.28   | 0.14%             | 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        |   5295000 | PA      | $5379700.41   | 0.26%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                               | TELUS Corp.                                                                          | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   3914000 | PA      | $4012925.37   | 0.19%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                     | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   7444000 | PA      | $7517265.19   | 0.36%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: —       |
| Honda Motor Co., Ltd.                                     | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   9484000 | PA      | $9611243.22   | 0.46%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5436634.00   | 0.26%             | 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        |   1515000 | PA      | $1517643.83   | 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        |   1195000 | PA      | $1197542.96   | 0.06%             | 2042-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                | Niagara Mohawk Power Corp.                                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2300438.51   | 0.11%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                        | Vail Resorts, Inc.                                                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2486469.70   | 0.12%             | 2030-07-15      | Fixed         | 5.62%                 | 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       |      5229 | NC      | $974938.95    | 0.05%             |  |  |  | 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       |     -3688 | NC      | $-1631894.04  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                    | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1529000 | PA      | $1555199.42   | 0.07%             | 2030-07-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                         | NTT Finance Corp.                                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2057000 | PA      | $2102043.90   | 0.10%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                         | Golub Capital Private Credit Fund                                                    | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    722000 | PA      | $726739.87    | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4194000 | PA      | $4203757.89   | 0.20%             | 2028-07-06      | Floating      | 4.86%                 | 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        |   1930000 | PA      | $1942245.54   | 0.09%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                            | PNC Bank, N.A.                                                                       | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2935559.73   | 0.14%             | 2028-07-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                            | PNC Bank, N.A.                                                                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4774000 | PA      | $4805696.50   | 0.23%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2958011.54   | 0.14%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $4114887.16   | 0.20%             | 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        |   2917000 | PA      | $2941336.36   | 0.14%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4351000 | PA      | $4357280.67   | 0.21%             | 2029-07-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                         | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $7789237.39   | 0.37%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                         | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $7773700.87   | 0.37%             | 2028-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                     | Lockheed Martin Corp.                                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1658794.56   | 0.08%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                  | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    316000 | PA      | $319377.93    | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | 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        |  16583000 | PA      | $16855624.52  | 0.81%             | 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        |   6243000 | PA      | $6283559.58   | 0.30%             | 2028-08-15      | Fixed         | 4.30%                 | 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        |   3511000 | PA      | $3538923.61   | 0.17%             | 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        |   1146000 | PA      | $1163676.76   | 0.06%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2326137.16   | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $3102677.15   | 0.15%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   8135000 | PA      | $8157330.98   | 0.39%             | 2027-08-11      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    845000 | PA      | $849116.58    | 0.04%             | 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        |    887000 | PA      | $892588.78    | 0.04%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Urbacon DC L.P.                                           | Urbacon DC L.P., Series 2025-1A, Class A2                                            | CUSIP: 916934AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $3628251.46   | 0.17%             | 2055-08-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                 | MPLX L.P.                                                                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1852814.13   | 0.09%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                    | Verisk Analytics, Inc.                                                               | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    599000 | PA      | $604124.24    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                      | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $2027592.46   | 0.10%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4921000 | PA      | $4857657.38   | 0.23%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                               | Zoetis Inc.                                                                          | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1476845.73   | 0.07%             | 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        |   3590000 | PA      | $3618276.99   | 0.17%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                           | EMD Finance LLC                                                                      | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1712939.17   | 0.08%             | 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        |   9136000 | PA      | $9182468.62   | 0.44%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                     | Cardinal Health, Inc.                                                                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    605000 | PA      | $611441.00    | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                           | TransDigm, Inc., Term Loan                                                           | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1108800 | PA      | $1112359.25   | 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        |  13275000 | PA      | $12889281.60  | 0.62%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2664031.66   | 0.13%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                        | RGA Global Funding                                                                   | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4097000 | PA      | $4114410.61   | 0.20%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5987000 | PA      | $6022667.43   | 0.29%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                    | Sempra                                                                               | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    678000 | PA      | $691081.93    | 0.03%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| RR 17 Ltd.                                                | RR 17 Ltd., Series 2021-17A, Class A1AR                                              | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |   8860000 | PA      | $8862542.82   | 0.42%             | 2034-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                          | Jersey Central Power & Light Co.                                                     | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4293770.18   | 0.21%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                          | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2481000 | PA      | $2486497.52   | 0.12%             | 2028-09-11      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                            | Southern Co. Gas Capital Corp., Series A                                             | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1050709.45   | 0.05%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                     | OneMain Finance Corp.                                                                | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1196735.40   | 0.06%             | 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        |   3874000 | PA      | $3896187.44   | 0.19%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                | HPS Corporate Lending Fund                                                           | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   8615000 | PA      | $8555141.26   | 0.41%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967QG9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8138000 | PA      | $8170833.41   | 0.39%             | 2031-09-11      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                             | SK hynix Inc.                                                                        | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   9524000 | PA      | $9548110.01   | 0.46%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                             | SK hynix Inc.                                                                        | CUSIP: 78392BAK3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   4894000 | PA      | $4895506.62   | 0.23%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                   | Provident Funding Mortgage Trust 2025-4, Series 2025-4, Class A1                     | CUSIP: 74387AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4907001 | PA      | $4987847.25   | 0.24%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                                     | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3852000 | PA      | $3847781.21   | 0.18%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                | Ares Strategic Income Fund                                                           | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $8503558.53   | 0.41%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                 | EQT Corp.                                                                            | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   8621000 | PA      | $8810509.93   | 0.42%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1242000 | PA      | $1226454.13   | 0.06%             | 2031-01-15      | Fixed         | 5.88%                 | 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        |   2155000 | PA      | $2158668.03   | 0.10%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class A                  | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4820000 | PA      | $4829169.57   | 0.23%             | 2032-02-20      | Fixed         | 4.40%                 | 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        |   2260000 | PA      | $2269075.26   | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                      | SA Global Sukuk Ltd.                                                                 | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   5705000 | PA      | $5627307.03   | 0.27%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1601459.42   | 0.08%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3231895.84   | 0.15%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings PLC                           | Santander UK Group Holdings PLC                                                      | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6629000 | PA      | $6638538.53   | 0.32%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5386000 | PA      | $5386421.24   | 0.26%             | 2029-12-23      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12734000 | PA      | $12703936.17  | 0.61%             | 2029-12-23      | Floating      | 4.95%                 | 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        |   8141000 | PA      | $8132699.60   | 0.39%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                        | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4061000 | PA      | $4056444.29   | 0.19%             | 2029-02-15      | Fixed         | 4.15%                 | 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        |   4985000 | PA      | $4982477.59   | 0.24%             | 2036-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                    | Gildan Activewear Inc.                                                               | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    789000 | PA      | $787260.91    | 0.04%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                         | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5893000 | PA      | $5887930.02   | 0.28%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Nationwide Building Society                               | Nationwide Building Society                                                          | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9656000 | PA      | $9665983.15   | 0.46%             | 2030-09-30      | Fixed         | 4.35%                 | 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        |   2713000 | PA      | $2696037.51   | 0.13%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                         | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   6186000 | PA      | $6188756.42   | 0.30%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COPT Defense Properties, L.P.                             | COPT Defense Properties, L.P.                                                        | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    457000 | PA      | $455354.60    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo, LLC                     | CrossCountry Intermediate HoldCo, LLC                                                | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1358687.64   | 0.07%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                             | Alimentation Couche-Tard Inc.                                                        | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   3998000 | PA      | $4014581.59   | 0.19%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                         | Georgia Power Co.                                                                    | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3222000 | PA      | $3230014.24   | 0.15%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2440021.98   | 0.12%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                              | Oracle Corp.                                                                         | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1907455.87   | 0.09%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 47, Ltd.               | Neuberger Berman Loan Advisers CLO 47, Ltd., Series 2022-47A, Class AR               | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   3660000 | PA      | $3666035.34   | 0.18%             | 2035-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                       | Realty Income Corp.                                                                  | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   6052000 | PA      | $6033801.15   | 0.29%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                  | Fortitude Global Funding                                                             | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   6490000 | PA      | $6497628.67   | 0.31%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)        | Egyptian Financial Co. for Sovereign Taskeek (The)                                   | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |   1527000 | PA      | $1545337.74   | 0.07%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                       | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  14662000 | PA      | $14793840.70  | 0.71%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                      | Kuwait International Government Bond                                                 | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |  14647000 | PA      | $14658457.62  | 0.70%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                      | Kuwait International Government Bond                                                 | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1953000 | PA      | $1955770.55   | 0.09%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1297046.04   | 0.06%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3652000 | PA      | $3644915.12   | 0.17%             | 2028-10-15      | Fixed         | 4.30%                 | 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        |   2450000 | PA      | $2451494.50   | 0.12%             | 2031-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                 | CRH America Finance, Inc.                                                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2240562.31   | 0.11%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13567000 | PA      | $13601349.47  | 0.65%             | 2028-10-13      | Fixed         | 4.11%                 | 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        |   2010000 | PA      | $2022172.96   | 0.10%             | 2029-12-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                      | SHRN Trust 2025-MF18, Series 2025-MF18, Class A                                      | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7045000 | PA      | $7051898.46   | 0.34%             | 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        |   1385000 | PA      | $1387136.64   | 0.07%             | 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        |    590000 | PA      | $591060.11    | 0.03%             | 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        |   2090000 | PA      | $2101204.07   | 0.10%             | 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        |   4932561 | PA      | $4955526.74   | 0.24%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                     | Switch ABS Issuer LLC, Series 2025-2A, Class A21                                     | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5605000 | PA      | $5621238.25   | 0.27%             | 2055-10-25      | Fixed         | 5.12%                 | 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        |   3115000 | PA      | $3116485.86   | 0.15%             | 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        |   2008000 | PA      | $2015989.51   | 0.10%             | 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        |   1340000 | PA      | $1345993.82   | 0.06%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14455000 | PA      | $14468188.89  | 0.69%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Constellation Global Funding                              | Constellation Global Funding                                                         | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $2234417.47   | 0.11%             | 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        |   1721000 | PA      | $1780753.91   | 0.09%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8  | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8, Series 2025-NQM8, Class A1 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180352 | PA      | $2184299.73   | 0.10%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                       | CommonSpirit Health                                                                  | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    864000 | PA      | $865393.76    | 0.04%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18054000 | PA      | $18055732.82  | 0.86%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3957000 | PA      | $3962128.27   | 0.19%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  17775000 | PA      | $17776216.17  | 0.85%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                             | ASB Bank Ltd.                                                                        | CUSIP: 00216LAH6<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   4300000 | PA      | $4307313.91   | 0.21%             | 2030-10-29      | Fixed         | 4.16%                 | 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        |   2575000 | PA      | $2575203.43   | 0.12%             | 2032-01-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3088000 | PA      | $3090276.88   | 0.15%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                               | Freddie Mac, Series 2025-DNA4, Class A1                                              | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    553438 | PA      | $553750.52    | 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        |   1027516 | PA      | $1027670.72   | 0.05%             | 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        |   3501000 | PA      | $3504555.69   | 0.17%             | 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        |   3837000 | PA      | $3836250.60   | 0.18%             | 2027-10-31      | Fixed         | 3.50%                 | 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        |  11780000 | PA      | $11797198.80  | 0.56%             | 2032-10-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3917164.76   | 0.19%             | 2027-11-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  14763000 | PA      | $14748721.37  | 0.71%             | 2027-11-15      | Fixed         | 3.80%                 | 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        |   1895000 | PA      | $1954319.75   | 0.09%             | 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        |   3816017 | PA      | $3818981.05   | 0.18%             | 2065-07-25      | Variable      | 5.01%                 | 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        |   4516000 | PA      | $4594840.33   | 0.22%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                 | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  13415000 | PA      | $13397028.06  | 0.64%             | 2028-11-03      | Variable      | 4.00%                 | 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        |   1790000 | PA      | $1790725.67   | 0.09%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3489000 | PA      | $3514021.36   | 0.17%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                             | Alphabet Inc.                                                                        | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   9653000 | PA      | $9712218.16   | 0.47%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                               | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4690281.34   | 0.22%             | 2028-11-05      | Fixed         | 3.90%                 | 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        |   3485000 | PA      | $3487972.71   | 0.17%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                              | Polaris Inc.                                                                         | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $2014307.16   | 0.10%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                 | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6645000 | PA      | $6646817.01   | 0.32%             | 2028-11-15      | Fixed         | 3.50%                 | 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        |   2870000 | PA      | $2886998.58   | 0.14%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008558.34   | 0.14%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3859468.49   | 0.18%             | 2028-11-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: —       |
| Mosaic Co. (The)                                          | Mosaic Co. (The)                                                                     | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $2887386.25   | 0.14%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                               | Host Hotels & Resorts, L.P.                                                          | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3992000 | PA      | $3989141.41   | 0.19%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp.                                      | Northern Trust Corp.                                                                 | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    909000 | PA      | $912637.60    | 0.04%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1268559.76   | 0.06%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class D                                                  | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3258172.75   | 0.16%             | 2044-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.               | HA Sustainable Infrastructure Capital, Inc.                                          | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2349255.17   | 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        |   3340000 | PA      | $3341787.27   | 0.16%             | 2027-05-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class A                                                  | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7008562.40   | 0.34%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class B                                                  | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10610000 | PA      | $10646716.97  | 0.51%             | 2044-12-15      | Floating      | 6.10%                 | 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        |   3475000 | PA      | $3487834.22   | 0.17%             | 2044-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                          | Amazon.com, Inc.                                                                     | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  12729000 | PA      | $12781260.82  | 0.61%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  13981000 | PA      | $14007897.21  | 0.67%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                       | Voya Global Funding                                                                  | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1809281.87   | 0.09%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                          | Ascension Health, Series 2025                                                        | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6455383.45   | 0.31%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc.                                               | Pfizer Inc.                                                                          | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  15939000 | PA      | $15968900.29  | 0.76%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                     | Protective Life Corp.                                                                | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1339051.50   | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                  | Duke Energy Florida, LLC                                                             | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    918000 | PA      | $920117.08    | 0.04%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Ares LIII CLO Ltd.                                        | Ares LIII CLO Ltd., Series 2019-53A, Class A1R2                                      | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4025000 | PA      | $4026006.25   | 0.19%             | 2036-10-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18353 | PA      | $18939.17     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | 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        |    400159 | PA      | $348165.93    | 0.02%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2013-6, Class A2                                      | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496220 | PA      | $456620.81    | 0.02%             | 2043-05-25      | Variable      | 3.00%                 | 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        |    308021 | PA      | $282391.74    | 0.01%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5652 | PA      | $5854.48      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31339MXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      4738 | PA      | $4781.72      | 0.00%             | 2032-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association, ARM                                           | CUSIP: 31385WVJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11488 | PA      | $11758.80     | 0.00%             | 2032-11-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31390NRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21969 | PA      | $22731.36     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                          | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128QGFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3071 | PA      | $3123.18      | 0.00%             | 2036-07-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31406EPY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13445 | PA      | $13912.01     | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                         | Fannie Mae REMICs                                                                    | CUSIP: 31393YKN4<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     33549 | PA      | $33440.37     | 0.00%             | 2047-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                        | Freddie Mac REMICs                                                                   | CUSIP: 31392RKE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      6450 | PA      | $6520.08      | 0.00%             | 2031-12-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                     | Federal National Mortgage Association                                                | CUSIP: 31403XSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37560 | PA      | $39330.91     | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co., L.L.C.                        | Tennessee Gas Pipeline Co., L.L.C.                                                   | CUSIP: 880451AV1<br>LEI: OP63ORXB4ZHLAWFS1Q36 | Long             | DBT              | CORP              | US        |   5196000 | PA      | $5597971.45   | 0.27%             | 2028-10-15      | 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        |    138417 | PA      | $132396.21    | 0.01%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                            | Banc of America Mortgage Trust, Series 2004-D, Class 2A2                             | CUSIP: 05949ADG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8217 | PA      | $7988.52      | 0.00%             | 2034-05-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer