# EDGAR Filing Document

**Accession Number:** 0001112996
**File Stem:** 0001752724-25-181681
**Filing Date:** 2025-7
**Character Count:** 1107129
**Document Hash:** 3ca212c5abd2e8342252740b01f11f61
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-181681.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-181681

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09913
- **FILM NUMBER:** 251158784

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

*May 31, 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–48.63%** | **U.S. Dollar Denominated Bonds & Notes–48.63%** | **U.S. Dollar Denominated Bonds & Notes–48.63%** | **U.S. Dollar Denominated Bonds & Notes–48.63%** |
| **Advertising–0.01%** | **Advertising–0.01%** | **Advertising–0.01%** | **Advertising–0.01%** |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, <br> Inc., 5.13%, 08/15/2027<sup>(b)</sup> <br>|  | $250000 | &nbsp;&nbsp; $244727 |
| &nbsp;&nbsp;&nbsp; Lamar Media Corp., 4.88%, <br> 01/15/2029<br>|  | 250000 | &nbsp;&nbsp; 245657 |
|  |  |  | &nbsp;&nbsp; 490384 |
| **Aerospace & Defense–0.72%** | **Aerospace & Defense–0.72%** | **Aerospace & Defense–0.72%** | **Aerospace & Defense–0.72%** |
| BAE Systems PLC (United Kingdom), | BAE Systems PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/26/2029<sup>(b)</sup> <br>|  | 805000 | &nbsp;&nbsp; 820336 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/26/2054<sup>(b)</sup> <br>|  | 750000 | &nbsp;&nbsp; 721445 |
| Boeing Co. (The), | Boeing Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/2027 |  | 329000 | &nbsp;&nbsp; 338299 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/2029<sup>(c)</sup> <br>|  | 470000 | &nbsp;&nbsp; 494481 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/2034 |  | 2088000 | &nbsp;&nbsp; 2229479 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/2050 |  | 589000 | &nbsp;&nbsp; 551939 |
| &nbsp;&nbsp;&nbsp; General Dynamics Corp., <br> 4.95%, 08/15/2035<br>|  | 3282000 | &nbsp;&nbsp; 3230514 |
| &nbsp;&nbsp;&nbsp; Hexcel Corp., 5.88%, <br> 02/26/2035<sup>(c)</sup> <br>|  | 609000 | &nbsp;&nbsp; 608262 |
| &nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc., <br> 4.85%, 10/15/2031<sup>(c)</sup> <br>|  | 628000 | &nbsp;&nbsp; 628608 |
| Huntington Ingalls Industries, Inc., | Huntington Ingalls Industries, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2030 |  | 659000 | &nbsp;&nbsp; 669617 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2035<sup>(c)</sup> <br>|  | 1218000 | &nbsp;&nbsp; 1233603 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., <br> 5.40%, 07/31/2033<br>|  | 107000 | &nbsp;&nbsp; 108482 |
| Lockheed Martin Corp., | Lockheed Martin Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/2027 |  | 139000 | &nbsp;&nbsp; 142372 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/2029<sup>(c)</sup> <br>|  | 626000 | &nbsp;&nbsp; 629580 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/2034<sup>(c)</sup> <br>|  | 905000 | &nbsp;&nbsp; 888749 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2063 |  | 97000 | &nbsp;&nbsp; 98302 |
| RTX Corp., | RTX Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2029 |  | 374000 | &nbsp;&nbsp; 389941 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/2031 |  | 329000 | &nbsp;&nbsp; 349568 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/2033 |  | 307000 | &nbsp;&nbsp; 309200 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/2054 |  | 247000 | &nbsp;&nbsp; 263667 |
| TransDigm, Inc., | TransDigm, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/2028<sup>(b)</sup> <br>|  | 4170000 | &nbsp;&nbsp; 4247570 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/2029<sup>(b)</sup> <br>|  | 4679000 | &nbsp;&nbsp; 4761102 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/2033<sup>(b)</sup> <br>|  | 14377000 | &nbsp;&nbsp; 14240429 |
|  |  |  | &nbsp;&nbsp; 37955545 |
| **Agricultural & Farm Machinery–0.07%** | **Agricultural & Farm Machinery–0.07%** | **Agricultural & Farm Machinery–0.07%** | **Agricultural & Farm Machinery–0.07%** |
| AGCO Corp., | AGCO Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/21/2027 |  | 305000 | &nbsp;&nbsp; 307565 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/21/2034<sup>(c)</sup> <br>|  | 618000 | &nbsp;&nbsp; 620014 |
| &nbsp;&nbsp;&nbsp; CNH Industrial Capital LLC, <br> 4.75%, 03/21/2028<br>|  | 1576000 | &nbsp;&nbsp; 1579516 |
| &nbsp;&nbsp;&nbsp; John Deere Capital Corp., <br> 5.10%, 04/11/2034<br>|  | 1075000 | &nbsp;&nbsp; 1081349 |
|  |  |  | &nbsp;&nbsp; 3588444 |
| **Air Freight & Logistics–0.42%** | **Air Freight & Logistics–0.42%** | **Air Freight & Logistics–0.42%** | **Air Freight & Logistics–0.42%** |
| GXO Logistics, Inc., | GXO Logistics, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/2029 |  | 1074000 | &nbsp;&nbsp; 1100125 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/2034 |  | 761000 | &nbsp;&nbsp; 778544 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Air Freight & Logistics–(continued)** | **Air Freight & Logistics–(continued)** | **Air Freight & Logistics–(continued)** | **Air Freight & Logistics–(continued)** |
| United Parcel Service, Inc., | United Parcel Service, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/2030 |  | $3684000 | &nbsp;&nbsp; $3698702 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/2034<sup>(c)</sup> <br>|  | 761000 | &nbsp;&nbsp; 768505 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/2035 |  | 4138000 | &nbsp;&nbsp; 4136892 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/2054<sup>(c)</sup> <br>|  | 1358000 | &nbsp;&nbsp; 1281466 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/2055<sup>(c)</sup> <br>|  | 3895000 | &nbsp;&nbsp; 3878961 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/2064 |  | 699000 | &nbsp;&nbsp; 651044 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/2065 |  | 6032000 | &nbsp;&nbsp; 6000215 |
|  |  |  | &nbsp;&nbsp; 22294454 |
| **Aluminum–0.01%** | **Aluminum–0.01%** | **Aluminum–0.01%** | **Aluminum–0.01%** |
| &nbsp;&nbsp;&nbsp; JSC Uzbekneftegaz (Uzbekistan), <br> 8.75%, 05/07/2030<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 302869 |
| **Application Software–0.23%** | **Application Software–0.23%** | **Application Software–0.23%** | **Application Software–0.23%** |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc., <br> 4.70%, 09/10/2034<br>|  | 604000 | &nbsp;&nbsp; 587526 |
| &nbsp;&nbsp;&nbsp; Clarivate Science Holdings <br> Corp., 4.88%, <br> 07/01/2029<sup>(b)</sup> <br>|  | 289000 | &nbsp;&nbsp; 267547 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group, Inc., <br> 6.50%, 03/31/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 499855 |
| &nbsp;&nbsp;&nbsp; Fair Isaac Corp., 6.00%, <br> 05/15/2033<sup>(b)</sup> <br>|  | 3513000 | &nbsp;&nbsp; 3515150 |
| &nbsp;&nbsp;&nbsp; Intuit, Inc., 5.20%, <br> 09/15/2033<sup>(c)</sup> <br>|  | 473000 | &nbsp;&nbsp; 483997 |
| Roper Technologies, Inc., | Roper Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/2029 |  | 757000 | &nbsp;&nbsp; 753395 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/2032 |  | 611000 | &nbsp;&nbsp; 604676 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/2034<sup>(c)</sup> <br>|  | 1751000 | &nbsp;&nbsp; 1699581 |
| SS&C Technologies, Inc., | SS&C Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/30/2027<sup>(b)</sup> <br>|  | 2367000 | &nbsp;&nbsp; 2365840 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/2032<sup>(b)</sup> <br>|  | 537000 | &nbsp;&nbsp; 551793 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc., 5.70%, <br> 04/01/2055<br>|  | 938000 | &nbsp;&nbsp; 896106 |
|  |  |  | &nbsp;&nbsp; 12225466 |
| **Asset Management & Custody Banks–1.19%** | **Asset Management & Custody Banks–1.19%** | **Asset Management & Custody Banks–1.19%** | **Asset Management & Custody Banks–1.19%** |
| &nbsp;&nbsp;&nbsp; Affiliated Managers Group, Inc., <br> 5.50%, 08/20/2034<br>|  | 2814000 | &nbsp;&nbsp; 2766421 |
| Ameriprise Financial, Inc., | Ameriprise Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/2028 |  | 611000 | &nbsp;&nbsp; 636939 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2033 |  | 390000 | &nbsp;&nbsp; 393550 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/2035 |  | 5661000 | &nbsp;&nbsp; 5613671 |
| Ares Capital Corp., | Ares Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/2029 |  | 21000 | &nbsp;&nbsp; 21287 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/2030 |  | 8656000 | &nbsp;&nbsp; 8590458 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/2032 |  | 29000 | &nbsp;&nbsp; 28593 |
| Ares Strategic Income Fund, | Ares Strategic Income Fund, |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/2028 |  | 3119000 | &nbsp;&nbsp; 3124907 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/21/2032 |  | 45000 | &nbsp;&nbsp; 44673 |
| Bank of New York Mellon Corp. (The), | Bank of New York Mellon Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/21/2028<sup>(c)(d)</sup> <br>|  | 1594000 | &nbsp;&nbsp; 1611207 |
| &nbsp;&nbsp;&nbsp; 4.98%, 03/14/2030<sup>(d)</sup> <br>|  | 219000 | &nbsp;&nbsp; 222790 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/2032<sup>(c)(d)</sup> <br>|  | 940000 | &nbsp;&nbsp; 950475 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/2035<sup>(d)</sup> <br>|  | 181000 | &nbsp;&nbsp; 180960 |
| &nbsp;&nbsp;&nbsp; Series J, 4.97%, <br> 04/26/2034<sup>(d)</sup> <br>|  | 20000 | &nbsp;&nbsp; 19797 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** | **Asset Management & Custody Banks–(continued)** |
| Blackstone Secured Lending Fund, | Blackstone Secured Lending Fund, |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/15/2027 |  | $4923000 | &nbsp;&nbsp; $4681564 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/2027 |  | 861000 | &nbsp;&nbsp; 875867 |
| &nbsp;&nbsp;&nbsp; Brookfield Asset Management <br> Ltd. (Canada), 5.80%, <br> 04/24/2035<br>|  | 7395000 | &nbsp;&nbsp; 7493615 |
| Citadel L.P., | Citadel L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/23/2030<sup>(b)</sup> <br>|  | 568000 | &nbsp;&nbsp; 581679 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/23/2032<sup>(b)</sup> <br>|  | 886000 | &nbsp;&nbsp; 915408 |
| &nbsp;&nbsp;&nbsp; Northern Trust Corp., 6.13%, <br> 11/02/2032<br>|  | 7000 | &nbsp;&nbsp; 7453 |
| State Street Corp., | State Street Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.29% (SOFR + 0.95%), <br> 04/24/2028<sup>(e)</sup> <br>|  | 3042000 | &nbsp;&nbsp; 3058436 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/21/2029<sup>(c)(d)</sup> <br>|  | 725000 | &nbsp;&nbsp; 754095 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/2030 |  | 4500000 | &nbsp;&nbsp; 4529059 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/2030 |  | 4603000 | &nbsp;&nbsp; 4643842 |
| &nbsp;&nbsp;&nbsp; 6.12%, 11/21/2034<sup>(d)</sup> <br>|  | 460000 | &nbsp;&nbsp; 481002 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/2036<sup>(d)</sup> <br>|  | 5197000 | &nbsp;&nbsp; 5170283 |
| &nbsp;&nbsp;&nbsp; 6.45%<sup>(d)(f)</sup> <br>|  | 5465000 | &nbsp;&nbsp; 5461195 |
|  |  |  | &nbsp;&nbsp; 62859226 |
| **Automobile Manufacturers–0.79%** | **Automobile Manufacturers–0.79%** | **Automobile Manufacturers–0.79%** | **Automobile Manufacturers–0.79%** |
| &nbsp;&nbsp;&nbsp; Allison Transmission, Inc., <br> 4.75%, 10/01/2027<sup>(b)(c)</sup> <br>|  | 775000 | &nbsp;&nbsp; 762503 |
| &nbsp;&nbsp;&nbsp; American Honda Finance Corp., <br> 4.90%, 01/10/2034<br>|  | 11000 | &nbsp;&nbsp; 10720 |
| &nbsp;&nbsp;&nbsp; Daimler Truck Finance North <br> America LLC (Germany), | &nbsp;&nbsp;&nbsp; Daimler Truck Finance North <br> America LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2027<sup>(b)(c)</sup> <br>|  | 814000 | &nbsp;&nbsp; 819229 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/18/2034<sup>(b)(c)</sup> <br>|  | 655000 | &nbsp;&nbsp; 649048 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/13/2035<sup>(b)</sup> <br>|  | 3068000 | &nbsp;&nbsp; 3070623 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 06/10/2026 |  | 1172000 | &nbsp;&nbsp; 1185634 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/04/2027 |  | 198000 | &nbsp;&nbsp; 203858 |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/2028<sup>(c)</sup> <br>|  | 2780000 | &nbsp;&nbsp; 2786397 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/12/2028 |  | 1160000 | &nbsp;&nbsp; 1184696 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/2028 |  | 1033000 | &nbsp;&nbsp; 1055393 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/10/2030 |  | 886000 | &nbsp;&nbsp; 920108 |
| &nbsp;&nbsp;&nbsp; 7.12%, 11/07/2033 |  | 141000 | &nbsp;&nbsp; 143304 |
| Hyundai Capital America, | Hyundai Capital America, |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/07/2028<sup>(b)(c)</sup> <br>|  | 6134000 | &nbsp;&nbsp; 6142024 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/30/2028<sup>(b)(c)</sup> <br>|  | 337000 | &nbsp;&nbsp; 343200 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/19/2029<sup>(b)</sup> <br>|  | 355000 | &nbsp;&nbsp; 358552 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/08/2030<sup>(b)(c)</sup> <br>|  | 5433000 | &nbsp;&nbsp; 5500355 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/2030<sup>(b)</sup> <br>|  | 76000 | &nbsp;&nbsp; 78002 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital Services, Inc. <br> (South Korea), 5.25%, <br> 01/22/2028<sup>(b)</sup> <br>|  | 4005000 | &nbsp;&nbsp; 4047310 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC (Germany), | &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North <br> America LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/03/2028<sup>(b)(c)</sup> <br>|  | 799000 | &nbsp;&nbsp; 808897 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/2029<sup>(b)</sup> <br>|  | 747000 | &nbsp;&nbsp; 747186 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/2034<sup>(b)(c)</sup> <br>|  | 637000 | &nbsp;&nbsp; 623213 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/01/2034<sup>(b)(c)</sup> <br>|  | 2394000 | &nbsp;&nbsp; 2355389 |
| &nbsp;&nbsp;&nbsp; PACCAR Financial Corp., 4.00%, <br> 09/26/2029<br>|  | 1931000 | &nbsp;&nbsp; 1903843 |
| Toyota Motor Credit Corp., | Toyota Motor Credit Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/2029 |  | 834000 | &nbsp;&nbsp; 836144 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/2031 |  | 293000 | &nbsp;&nbsp; 298087 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** | **Automobile Manufacturers–(continued)** |
| &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), | &nbsp;&nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/14/2026<sup>(b)</sup> <br>|  | $1088000 | &nbsp;&nbsp; $1088524 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/22/2029<sup>(b)(c)</sup> <br>|  | 1540000 | &nbsp;&nbsp; 1549236 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2029<sup>(b)</sup> <br>|  | 1053000 | &nbsp;&nbsp; 1044700 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/22/2034<sup>(b)(c)</sup> <br>|  | 1089000 | &nbsp;&nbsp; 1077059 |
|  |  |  | &nbsp;&nbsp; 41593234 |
| **Automotive Parts & Equipment–0.40%** | **Automotive Parts & Equipment–0.40%** | **Automotive Parts & Equipment–0.40%** | **Automotive Parts & Equipment–0.40%** |
| &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US <br> Finance Co., 6.75%, <br> 02/15/2030<sup>(b)</sup> <br>|  | 3146000 | &nbsp;&nbsp; 3206576 |
| &nbsp;&nbsp;&nbsp; Cougar JV Subsidiary LLC, <br> 8.00%, 05/15/2032<sup>(b)</sup> <br>|  | 247000 | &nbsp;&nbsp; 259691 |
| &nbsp;&nbsp;&nbsp; Dana, Inc., 5.63%, <br> 06/15/2028<br>|  | 48000 | &nbsp;&nbsp; 47810 |
| ERAC USA Finance LLC, | ERAC USA Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2029<sup>(b)</sup> <br>|  | 481000 | &nbsp;&nbsp; 489688 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/2033<sup>(b)</sup> <br>|  | 368000 | &nbsp;&nbsp; 363506 |
| &nbsp;&nbsp;&nbsp; Forvia SE (France), 8.00%, <br> 06/15/2030<sup>(b)</sup> <br>|  | 196000 | &nbsp;&nbsp; 199366 |
| &nbsp;&nbsp;&nbsp; Magna International, Inc. <br> (Canada), 5.88%, <br> 06/01/2035<br>|  | 1520000 | &nbsp;&nbsp; 1532210 |
| &nbsp;&nbsp;&nbsp; NESCO Holdings II, Inc., 5.50%, <br> 04/15/2029<sup>(b)</sup> <br>|  | 409000 | &nbsp;&nbsp; 385662 |
| PHINIA, Inc., | PHINIA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/2029<sup>(b)</sup> <br>|  | 522000 | &nbsp;&nbsp; 534195 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/2032<sup>(b)</sup> <br>|  | 16000 | &nbsp;&nbsp; 15921 |
| &nbsp;&nbsp;&nbsp; ZF North America Capital, Inc. <br> (Germany), | &nbsp;&nbsp;&nbsp; ZF North America Capital, Inc. <br> (Germany), |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/14/2028<sup>(b)(c)</sup> <br>|  | 4130000 | &nbsp;&nbsp; 4096668 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/14/2030<sup>(b)</sup> <br>|  | 3944000 | &nbsp;&nbsp; 3806072 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/23/2030<sup>(b)(c)</sup> <br>|  | 1614000 | &nbsp;&nbsp; 1534406 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/23/2032<sup>(b)</sup> <br>|  | 5014000 | &nbsp;&nbsp; 4603476 |
|  |  |  | &nbsp;&nbsp; 21075247 |
| **Automotive Retail–0.07%** | **Automotive Retail–0.07%** | **Automotive Retail–0.07%** | **Automotive Retail–0.07%** |
| &nbsp;&nbsp;&nbsp; Advance Auto Parts, Inc., <br> 5.95%, 03/09/2028<sup>(c)</sup> <br>|  | 360000 | &nbsp;&nbsp; 366279 |
| &nbsp;&nbsp;&nbsp; AutoZone, Inc., 5.20%, <br> 08/01/2033<br>|  | 282000 | &nbsp;&nbsp; 282818 |
| &nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc., <br> 4.00%, 08/15/2028<sup>(b)(c)</sup> <br>|  | 275000 | &nbsp;&nbsp; 263753 |
| &nbsp;&nbsp;&nbsp; LCM Investments Holdings II LLC, <br> 4.88%, 05/01/2029<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 771297 |
| &nbsp;&nbsp;&nbsp; Lithia Motors, Inc., 4.63%, <br> 12/15/2027<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 493572 |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc., <br> 5.00%, 08/19/2034<br>|  | 1597000 | &nbsp;&nbsp; 1559433 |
|  |  |  | &nbsp;&nbsp; 3737152 |
| **Biotechnology–0.08%** | **Biotechnology–0.08%** | **Biotechnology–0.08%** | **Biotechnology–0.08%** |
| AbbVie, Inc., | AbbVie, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2029<sup>(c)</sup> <br>|  | 850000 | &nbsp;&nbsp; 862521 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2034<sup>(c)</sup> <br>|  | 1054000 | &nbsp;&nbsp; 1057424 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/2054<sup>(c)</sup> <br>|  | 805000 | &nbsp;&nbsp; 762482 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/2064 |  | 820000 | &nbsp;&nbsp; 778386 |
| Amgen, Inc., | Amgen, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/2028 |  | 359000 | &nbsp;&nbsp; 365641 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/2030 |  | 115000 | &nbsp;&nbsp; 117941 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Biotechnology–(continued)** | **Biotechnology–(continued)** | **Biotechnology–(continued)** | **Biotechnology–(continued)** |
| Gilead Sciences, Inc., | Gilead Sciences, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/2033 |  | $284000 | &nbsp;&nbsp; $289291 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/2053 |  | 197000 | &nbsp;&nbsp; 189031 |
|  |  |  | &nbsp;&nbsp; 4422717 |
| **Brewers–0.01%** | **Brewers–0.01%** | **Brewers–0.01%** | **Brewers–0.01%** |
| &nbsp;&nbsp;&nbsp; Central American Bottling <br> Corp./CBC Bottling Holdco <br> S.L./Beliv Holdco S.L. <br> (Guatemala), 5.25%, <br> 04/27/2029<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 387232 |
| &nbsp;&nbsp;&nbsp; Cia Cervecerias Unidas S.A. <br> (Chile), 3.35%, <br> 01/19/2032<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 219498 |
|  |  |  | &nbsp;&nbsp; 606730 |
| **Broadcasting–0.04%** | **Broadcasting–0.04%** | **Broadcasting–0.04%** | **Broadcasting–0.04%** |
| Paramount Global, | Paramount Global, |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/2043 |  | 944000 | &nbsp;&nbsp; 809236 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/2050<sup>(c)</sup> <br>|  | 944000 | &nbsp;&nbsp; 711892 |
| &nbsp;&nbsp;&nbsp; Univision Communications, Inc., <br> 6.63%, 06/01/2027<sup>(b)(c)</sup> <br>|  | 509000 | &nbsp;&nbsp; 509327 |
|  |  |  | &nbsp;&nbsp; 2030455 |
| **Broadline Retail–0.11%** | **Broadline Retail–0.11%** | **Broadline Retail–0.11%** | **Broadline Retail–0.11%** |
| &nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd. <br> (China), 4.20%, <br> 12/06/2047<br>|  | 600000 | &nbsp;&nbsp; 478458 |
| &nbsp;&nbsp;&nbsp; El Puerto de Liverpool S.A.B. de <br> C.V. (Mexico), 6.66%, <br> 01/22/2037<sup>(b)</sup> <br>|  | 4483000 | &nbsp;&nbsp; 4519513 |
| &nbsp;&nbsp;&nbsp; Kohl's Corp., 10.00%, <br> 06/01/2030<sup>(b)</sup> <br>|  | 23000 | &nbsp;&nbsp; 23642 |
| &nbsp;&nbsp;&nbsp; Macy's Retail Holdings LLC, <br> 5.88%, 04/01/2029<sup>(b)</sup> <br>|  | 525000 | &nbsp;&nbsp; 515062 |
| &nbsp;&nbsp;&nbsp; Prosus N.V. (China), 4.19%, <br> 01/19/2032<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 183351 |
|  |  |  | &nbsp;&nbsp; 5720026 |
| **Building Products–0.29%** | **Building Products–0.29%** | **Building Products–0.29%** | **Building Products–0.29%** |
| &nbsp;&nbsp;&nbsp; Carrier Global Corp., 5.90%, <br> 03/15/2034<br>|  | 165000 | &nbsp;&nbsp; 173417 |
| Holcim Finance US LLC (Switzerland), | Holcim Finance US LLC (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/2027<sup>(b)</sup> <br>|  | 3311000 | &nbsp;&nbsp; 3315642 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/2028<sup>(b)</sup> <br>|  | 3904000 | &nbsp;&nbsp; 3925103 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/2030<sup>(b)</sup> <br>|  | 1066000 | &nbsp;&nbsp; 1073441 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/07/2035<sup>(b)</sup> <br>|  | 6330000 | &nbsp;&nbsp; 6309915 |
| &nbsp;&nbsp;&nbsp; Lennox International, Inc., <br> 5.50%, 09/15/2028<br>|  | 405000 | &nbsp;&nbsp; 416075 |
|  |  |  | &nbsp;&nbsp; 15213593 |
| **Cable & Satellite–0.40%** | **Cable & Satellite–0.40%** | **Cable & Satellite–0.40%** | **Cable & Satellite–0.40%** |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings <br> Capital Corp., | &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings <br> Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/2027<sup>(b)</sup> <br>|  | 470000 | &nbsp;&nbsp; 465445 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/2029<sup>(b)(c)</sup> <br>|  | 1093000 | &nbsp;&nbsp; 1078584 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/2029<sup>(b)(c)</sup> <br>|  | 3948000 | &nbsp;&nbsp; 4004014 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/2031<sup>(b)(c)</sup> <br>|  | 1860000 | &nbsp;&nbsp; 1926263 |
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating <br> Capital Corp., 6.65%, <br> 02/01/2034<br>|  | 746000 | &nbsp;&nbsp; 784480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Cable & Satellite–(continued)** | **Cable & Satellite–(continued)** | **Cable & Satellite–(continued)** | **Cable & Satellite–(continued)** |
| Comcast Corp., | Comcast Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/2032 |  | $247000 | &nbsp;&nbsp; $256126 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/2055<sup>(c)</sup> <br>|  | 10829000 | &nbsp;&nbsp; 10814542 |
| &nbsp;&nbsp;&nbsp; Cox Communications, Inc., <br> 5.70%, 06/15/2033<sup>(b)</sup> <br>|  | 131000 | &nbsp;&nbsp; 130552 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv <br> Financing Co-Obligor, Inc., <br> 10.00%, 02/15/2031<sup>(b)</sup> <br>|  | 132000 | &nbsp;&nbsp; 128571 |
| &nbsp;&nbsp;&nbsp; Sirius XM Radio LLC, 4.00%, <br> 07/15/2028<sup>(b)</sup> <br>|  | 550000 | &nbsp;&nbsp; 522334 |
| &nbsp;&nbsp;&nbsp; Sunrise FinCo I B.V. <br> (Netherlands), 4.63%, <br> 05/15/2032<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 286701 |
| &nbsp;&nbsp;&nbsp; Virgin Media Secured Finance <br> PLC (United Kingdom), <br> 4.50%, 08/15/2030<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 554490 |
|  |  |  | &nbsp;&nbsp; 20952102 |
| **Cargo Ground Transportation–0.12%** | **Cargo Ground Transportation–0.12%** | **Cargo Ground Transportation–0.12%** | **Cargo Ground Transportation–0.12%** |
| &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>|  | 105000 | &nbsp;&nbsp; 105912 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/12/2027<sup>(b)</sup> <br>|  | 102000 | &nbsp;&nbsp; 102840 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/2028<sup>(b)</sup> <br>|  | 156000 | &nbsp;&nbsp; 159838 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/2028<sup>(b)</sup> <br>|  | 266000 | &nbsp;&nbsp; 271927 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/01/2028<sup>(b)</sup> <br>|  | 274000 | &nbsp;&nbsp; 284208 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/2030<sup>(b)(c)</sup> <br>|  | 3915000 | &nbsp;&nbsp; 3978949 |
| &nbsp;&nbsp;&nbsp; Ryder System, Inc., 4.90%, <br> 12/01/2029<sup>(c)</sup> <br>|  | 1239000 | &nbsp;&nbsp; 1240600 |
|  |  |  | &nbsp;&nbsp; 6144274 |
| **Casinos & Gaming–0.02%** | **Casinos & Gaming–0.02%** | **Casinos & Gaming–0.02%** | **Casinos & Gaming–0.02%** |
| &nbsp;&nbsp;&nbsp; Studio City Finance Ltd. (Macau), <br> 5.00%, 01/15/2029<sup>(b)(c)</sup> <br>|  | 550000 | &nbsp;&nbsp; 497367 |
| &nbsp;&nbsp;&nbsp; Viking Cruises Ltd., 7.00%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 257000 | &nbsp;&nbsp; 258976 |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd. (Macau), <br> 5.13%, 12/15/2029<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 374716 |
|  |  |  | &nbsp;&nbsp; 1131059 |
| **Commercial & Residential Mortgage Finance–0.08%** | **Commercial & Residential Mortgage Finance–0.08%** | **Commercial & Residential Mortgage Finance–0.08%** | **Commercial & Residential Mortgage Finance–0.08%** |
| Aviation Capital Group LLC, | Aviation Capital Group LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/2028<sup>(b)</sup> <br>|  | 228000 | &nbsp;&nbsp; 235879 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/25/2028<sup>(b)</sup> <br>|  | 594000 | &nbsp;&nbsp; 627707 |
| Nationstar Mortgage Holdings, Inc., | Nationstar Mortgage Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/2028<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 249643 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/2029<sup>(b)</sup> <br>|  | 518000 | &nbsp;&nbsp; 527971 |
| &nbsp;&nbsp;&nbsp; Nationwide Building Society <br> (United Kingdom), 6.56%, <br> 10/18/2027<sup>(b)(d)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 1024308 |
| &nbsp;&nbsp;&nbsp; Radian Group, Inc., 6.20%, <br> 05/15/2029<sup>(c)</sup> <br>|  | 671000 | &nbsp;&nbsp; 691065 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket <br> Mortgage Co-Issuer, Inc., <br> 2.88%, 10/15/2026<sup>(b)</sup> <br>|  | 445000 | &nbsp;&nbsp; 431234 |
| &nbsp;&nbsp;&nbsp; Walker & Dunlop, Inc., 6.63%, <br> 04/01/2033<sup>(b)</sup> <br>|  | 258000 | &nbsp;&nbsp; 261481 |
|  |  |  | &nbsp;&nbsp; 4049288 |
| **Commodity Chemicals–0.02%** | **Commodity Chemicals–0.02%** | **Commodity Chemicals–0.02%** | **Commodity Chemicals–0.02%** |
| &nbsp;&nbsp;&nbsp; Braskem Netherlands Finance <br> B.V. (Brazil), 8.00%, <br> 10/15/2034<sup>(b)</sup> <br>|  | 285000 | &nbsp;&nbsp; 254491 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Commodity Chemicals–(continued)** | **Commodity Chemicals–(continued)** | **Commodity Chemicals–(continued)** | **Commodity Chemicals–(continued)** |
| &nbsp;&nbsp;&nbsp; Cerdia Finanz GmbH (Germany), <br> 9.38%, 10/03/2031<sup>(b)</sup> <br>|  | $200000 | &nbsp;&nbsp; $206005 |
| &nbsp;&nbsp;&nbsp; Orbia Advance Corp. S.A.B. de <br> CV (Mexico), 7.50%, <br> 05/13/2035<sup>(b)</sup> <br>|  | 700000 | &nbsp;&nbsp; 705425 |
|  |  |  | &nbsp;&nbsp; 1165921 |
| **Computer & Electronics Retail–0.20%** | **Computer & Electronics Retail–0.20%** | **Computer & Electronics Retail–0.20%** | **Computer & Electronics Retail–0.20%** |
| &nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp., 5.50%, <br> 04/01/2035<sup>(c)</sup> <br>|  | 10477000 | &nbsp;&nbsp; 10344513 |
| &nbsp;&nbsp;&nbsp; Leidos, Inc., 5.75%, <br> 03/15/2033<br>|  | 199000 | &nbsp;&nbsp; 204549 |
|  |  |  | &nbsp;&nbsp; 10549062 |
| **Construction & Engineering–0.00%** | **Construction & Engineering–0.00%** | **Construction & Engineering–0.00%** | **Construction & Engineering–0.00%** |
| &nbsp;&nbsp;&nbsp; Bioceanico Sovereign Certificate <br> Ltd. (Paraguay), 0.00%, <br> 06/05/2034<sup>(b)(g)</sup> <br>|  | 118768 | &nbsp;&nbsp; 94076 |
| **Construction Machinery & Heavy Transportation Equipment–**<br> **0.87%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.87%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.87%** | **Construction Machinery & Heavy Transportation Equipment–**<br> **0.87%** |
| &nbsp;&nbsp;&nbsp; Caterpillar Financial Services <br> Corp., 5.15%, 08/11/2025<br>|  | 931000 | &nbsp;&nbsp; 932012 |
| Caterpillar, Inc., | Caterpillar, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/2035 |  | 3528000 | &nbsp;&nbsp; 3541993 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/2055 |  | 1201000 | &nbsp;&nbsp; 1172504 |
| Cummins, Inc., | Cummins, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/2031 |  | 12177000 | &nbsp;&nbsp; 12139218 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/2035 |  | 10312000 | &nbsp;&nbsp; 10303390 |
| &nbsp;&nbsp;&nbsp; Northriver Midstream Finance <br> L.P. (Canada), 6.75%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 1359000 | &nbsp;&nbsp; 1372544 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp., | &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/2030 |  | 4335000 | &nbsp;&nbsp; 4360293 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/2035 |  | 11868000 | &nbsp;&nbsp; 11897309 |
|  |  |  | &nbsp;&nbsp; 45719263 |
| **Consumer Electronics–0.07%** | **Consumer Electronics–0.07%** | **Consumer Electronics–0.07%** | **Consumer Electronics–0.07%** |
| LG Electronics, Inc. (South Korea), | LG Electronics, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/24/2027<sup>(b)</sup> <br>|  | 1070000 | &nbsp;&nbsp; 1085895 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/24/2029<sup>(b)</sup> <br>|  | 2167500 | &nbsp;&nbsp; 2219767 |
| &nbsp;&nbsp;&nbsp; Telecommunications Co. <br> Telekom Srbija AD Belgrade <br> (Serbia), 7.00%, <br> 10/28/2029<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 273417 |
|  |  |  | &nbsp;&nbsp; 3579079 |
| **Consumer Finance–1.10%** | **Consumer Finance–1.10%** | **Consumer Finance–1.10%** | **Consumer Finance–1.10%** |
| American Express Co., | American Express Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/23/2027<sup>(c)(d)</sup> <br>|  | 1340000 | &nbsp;&nbsp; 1352328 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/2029<sup>(c)(d)</sup> <br>|  | 4710000 | &nbsp;&nbsp; 4737245 |
| &nbsp;&nbsp;&nbsp; 5.60% (SOFR + 1.26%), <br> 04/25/2029<sup>(e)</sup> <br>|  | 14519000 | &nbsp;&nbsp; 14624993 |
| &nbsp;&nbsp;&nbsp; 5.53%, 04/25/2030<sup>(c)(d)</sup> <br>|  | 1203000 | &nbsp;&nbsp; 1243374 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/2031<sup>(c)(d)</sup> <br>|  | 10415000 | &nbsp;&nbsp; 10535936 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/30/2036<sup>(c)(d)</sup> <br>|  | 2527000 | &nbsp;&nbsp; 2544624 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/2036<sup>(d)</sup> <br>|  | 6971000 | &nbsp;&nbsp; 7120569 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp., <br> 7.15%, 10/29/2027<sup>(d)</sup> <br>|  | 247000 | &nbsp;&nbsp; 254897 |
| &nbsp;&nbsp;&nbsp; EZCORP, Inc., 7.38%, <br> 04/01/2032<sup>(b)</sup> <br>|  | 502000 | &nbsp;&nbsp; 522206 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Consumer Finance–(continued)** | **Consumer Finance–(continued)** | **Consumer Finance–(continued)** | **Consumer Finance–(continued)** |
| FirstCash, Inc., | FirstCash, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/01/2028<sup>(b)</sup> <br>|  | $400000 | &nbsp;&nbsp; $389997 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/01/2030<sup>(b)</sup> <br>|  | 133000 | &nbsp;&nbsp; 132177 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/2032<sup>(b)(c)</sup> <br>|  | 8822000 | &nbsp;&nbsp; 9053652 |
| &nbsp;&nbsp;&nbsp; General Motors Financial Co., <br> Inc., 5.40%, 04/06/2026<br>|  | 67000 | &nbsp;&nbsp; 67210 |
| &nbsp;&nbsp;&nbsp; Navient Corp., 5.00%, <br> 03/15/2027<br>|  | 250000 | &nbsp;&nbsp; 247615 |
| OneMain Finance Corp., | OneMain Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/2027 |  | 275000 | &nbsp;&nbsp; 266628 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/2029 |  | 265000 | &nbsp;&nbsp; 268285 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2032 |  | 90000 | &nbsp;&nbsp; 89569 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/2032 |  | 4835000 | &nbsp;&nbsp; 4871125 |
|  |  |  | &nbsp;&nbsp; 58322430 |
| **Consumer Staples Merchandise Retail–0.26%** | **Consumer Staples Merchandise Retail–0.26%** | **Consumer Staples Merchandise Retail–0.26%** | **Consumer Staples Merchandise Retail–0.26%** |
| &nbsp;&nbsp;&nbsp; Cencosud S.A. (Chile), 5.95%, <br> 05/28/2031<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 814306 |
| &nbsp;&nbsp;&nbsp; Dollar General Corp., 5.50%, <br> 11/01/2052<br>|  | 144000 | &nbsp;&nbsp; 127700 |
| &nbsp;&nbsp;&nbsp; Walmart, Inc., 4.90%, <br> 04/28/2035<br>|  | 12660000 | &nbsp;&nbsp; 12667126 |
|  |  |  | &nbsp;&nbsp; 13609132 |
| **Copper–0.00%** | **Copper–0.00%** | **Copper–0.00%** | **Copper–0.00%** |
| &nbsp;&nbsp;&nbsp; First Quantum Minerals Ltd. <br> (Zambia), 8.63%, <br> 06/01/2031<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 254372 |
| **Data Processing & Outsourced Services–0.00%** | **Data Processing & Outsourced Services–0.00%** | **Data Processing & Outsourced Services–0.00%** | **Data Processing & Outsourced Services–0.00%** |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 <br> Payments Finance Sub, Inc., <br> 5.50%, 05/15/2033<sup>(b)</sup> <br>|  | 206000 | &nbsp;&nbsp; 240608 |
| **Distillers & Vintners–0.02%** | **Distillers & Vintners–0.02%** | **Distillers & Vintners–0.02%** | **Distillers & Vintners–0.02%** |
| Constellation Brands, Inc., | Constellation Brands, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/2030 |  | 1088000 | &nbsp;&nbsp; 1087396 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/2033 |  | 73000 | &nbsp;&nbsp; 71489 |
|  |  |  | &nbsp;&nbsp; 1158885 |
| **Distributors–0.05%** | **Distributors–0.05%** | **Distributors–0.05%** | **Distributors–0.05%** |
| Genuine Parts Co., | Genuine Parts Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/2029<sup>(c)</sup> <br>|  | 2188000 | &nbsp;&nbsp; 2208395 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/2033 |  | 555000 | &nbsp;&nbsp; 608292 |
|  |  |  | &nbsp;&nbsp; 2816687 |
| **Diversified Banks–9.30%** | **Diversified Banks–9.30%** | **Diversified Banks–9.30%** | **Diversified Banks–9.30%** |
| Africa Finance Corp. (Supranational), | Africa Finance Corp. (Supranational), |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/17/2026<sup>(b)</sup> <br>|  | 20285000 | &nbsp;&nbsp; 20069548 |
| &nbsp;&nbsp;&nbsp; 7.50%<sup>(b)(d)(f)</sup> <br>|  | 10450000 | &nbsp;&nbsp; 10237042 |
| &nbsp;&nbsp;&nbsp; Akbank Turk A.S. (Turkey), <br> 7.88%, 09/04/2035<sup>(b)(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 197414 |
| &nbsp;&nbsp;&nbsp; Australia and New Zealand Banking <br> Group Ltd. (Australia), | &nbsp;&nbsp;&nbsp; Australia and New Zealand Banking <br> Group Ltd. (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 6.74%, 12/08/2032<sup>(b)(c)</sup> <br>|  | 828000 | &nbsp;&nbsp; 891569 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/30/2035<sup>(b)(d)</sup> <br>|  | 7059000 | &nbsp;&nbsp; 6854949 |
| &nbsp;&nbsp;&nbsp; 6.75%<sup>(b)(d)(f)</sup> <br>|  | 824000 | &nbsp;&nbsp; 831510 |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria <br> S.A. (Spain), 9.38%<sup>(d)(f)</sup> <br>|  | 2222000 | &nbsp;&nbsp; 2444336 |
| &nbsp;&nbsp;&nbsp; Banco de Bogota S.A. <br> (Colombia), 4.38%, <br> 08/03/2027<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 390900 |
| &nbsp;&nbsp;&nbsp; Banco de Credito e Inversiones <br> S.A. (Chile), 8.75%<sup>(b)(d)(f)</sup> <br>|  | 430000 | &nbsp;&nbsp; 450210 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| &nbsp;&nbsp;&nbsp; Banco do Brasil S.A. (Brazil), <br> 6.00%, 03/18/2031<sup>(b)</sup> <br>|  | $800000 | &nbsp;&nbsp; $807551 |
| &nbsp;&nbsp;&nbsp; Banco GNB Sudameris S.A. <br> (Colombia), 7.50%, <br> 04/16/2031<sup>(b)(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 194631 |
| Banco Santander S.A. (Spain), | Banco Santander S.A. (Spain), |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/14/2028<sup>(d)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 1012341 |
| &nbsp;&nbsp;&nbsp; 8.00%<sup>(c)(d)(f)</sup> <br>|  | 466667 | &nbsp;&nbsp; 488676 |
| &nbsp;&nbsp;&nbsp; 9.63%<sup>(c)(d)(f)</sup> <br>|  | 3000000 | &nbsp;&nbsp; 3310038 |
| &nbsp;&nbsp;&nbsp; 9.63%<sup>(c)(d)(f)</sup> <br>|  | 3200000 | &nbsp;&nbsp; 3687328 |
| &nbsp;&nbsp;&nbsp; Banco Votorantim S.A. (Brazil), <br> 5.88%, 04/08/2028<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 804900 |
| &nbsp;&nbsp;&nbsp; Bank Gospodarstwa Krajowego <br> (Poland), | &nbsp;&nbsp;&nbsp; Bank Gospodarstwa Krajowego <br> (Poland), |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/31/2028<sup>(b)</sup> <br>|  | 550000 | &nbsp;&nbsp; 575878 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/22/2033<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 199229 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/09/2034<sup>(b)</sup> <br>|  | 445000 | &nbsp;&nbsp; 450307 |
| Bank of America Corp., | Bank of America Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.39% (SOFR + 1.05%), <br> 02/04/2028<sup>(e)</sup> <br>|  | 179000 | &nbsp;&nbsp; 180525 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/2028<sup>(d)</sup> <br>|  | 76000 | &nbsp;&nbsp; 76490 |
| &nbsp;&nbsp;&nbsp; 5.17% (SOFR + 0.83%), <br> 01/24/2029<sup>(c)(e)</sup> <br>|  | 2400000 | &nbsp;&nbsp; 2396448 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/2029<sup>(d)</sup> <br>|  | 417000 | &nbsp;&nbsp; 423832 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/2029<sup>(d)</sup> <br>|  | 5805000 | &nbsp;&nbsp; 5804578 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/24/2031<sup>(c)(d)</sup> <br>|  | 1110000 | &nbsp;&nbsp; 1126788 |
| &nbsp;&nbsp;&nbsp; 5.35% (SOFR + 1.01%), <br> 01/24/2031<sup>(e)</sup> <br>|  | 2129000 | &nbsp;&nbsp; 2109877 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/15/2035<sup>(c)(d)</sup> <br>|  | 2002000 | &nbsp;&nbsp; 1962364 |
| &nbsp;&nbsp;&nbsp; 5.51%, 01/24/2036<sup>(d)</sup> <br>|  | 6769000 | &nbsp;&nbsp; 6825030 |
| &nbsp;&nbsp;&nbsp; 5.46%, 05/09/2036<sup>(c)(d)</sup> <br>|  | 8950000 | &nbsp;&nbsp; 9012773 |
| &nbsp;&nbsp;&nbsp; 6.63%<sup>(d)(f)</sup> <br>|  | 6767000 | &nbsp;&nbsp; 6891161 |
| Bank of Montreal (Canada), | Bank of Montreal (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 7.70%, 05/26/2084<sup>(d)</sup> <br>|  | 1441000 | &nbsp;&nbsp; 1489910 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/26/2084<sup>(d)</sup> <br>|  | 1571000 | &nbsp;&nbsp; 1574607 |
| Bank of New York Mellon (The), | Bank of New York Mellon (The), |  |  |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/20/2027<sup>(d)</sup> <br>|  | 3675000 | &nbsp;&nbsp; 3680556 |
| &nbsp;&nbsp;&nbsp; 5.05% (SOFR + 0.71%), <br> 04/20/2027<sup>(e)</sup> <br>|  | 4867000 | &nbsp;&nbsp; 4881562 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/20/2029<sup>(d)</sup> <br>|  | 2740000 | &nbsp;&nbsp; 2764190 |
| &nbsp;&nbsp;&nbsp; Bank of New Zealand (New <br> Zealand), 5.70%, <br> 01/28/2035<sup>(b)(d)</sup> <br>|  | 1306000 | &nbsp;&nbsp; 1323655 |
| Bank of Nova Scotia (The) (Canada), | Bank of Nova Scotia (The) (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 10/27/2082<sup>(c)(d)</sup> <br>|  | 810000 | &nbsp;&nbsp; 855379 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/27/2084<sup>(d)</sup> <br>|  | 859000 | &nbsp;&nbsp; 907158 |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 02/25/2031<sup>(d)</sup> <br>|  | 1474000 | &nbsp;&nbsp; 1487327 |
| &nbsp;&nbsp;&nbsp; 6.69%, 09/13/2034<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 214887 |
| BBVA Bancomer S.A. (Mexico), | BBVA Bancomer S.A. (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/10/2029<sup>(b)</sup> <br>|  | 285000 | &nbsp;&nbsp; 286496 |
| &nbsp;&nbsp;&nbsp; 8.45%, 06/29/2038<sup>(b)(c)(d)</sup> <br>|  | 300000 | &nbsp;&nbsp; 312648 |
| BNP Paribas S.A. (France), | BNP Paribas S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 4.79%, 05/09/2029<sup>(b)(d)</sup> <br>|  | 3763000 | &nbsp;&nbsp; 3757763 |
| &nbsp;&nbsp;&nbsp; 5.79% (SOFR + 1.43%), <br> 05/09/2029<sup>(b)(e)</sup> <br>|  | 12693000 | &nbsp;&nbsp; 12789793 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/09/2031<sup>(b)(d)</sup> <br>|  | 12099000 | &nbsp;&nbsp; 12110784 |
| BPCE S.A. (France), | BPCE S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 6.29%, 01/14/2036<sup>(b)(d)</sup> <br>|  | 2470000 | &nbsp;&nbsp; 2565233 |
| &nbsp;&nbsp;&nbsp; 6.92%, 01/14/2046<sup>(b)(c)(d)</sup> <br>|  | 1459000 | &nbsp;&nbsp; 1493664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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; Canadian Imperial Bank of <br> Commerce (Canada), 6.95%, <br> 01/28/2085<sup>(d)</sup> <br>|  | $2977000 | &nbsp;&nbsp; $2962344 |
| Citigroup, Inc., | Citigroup, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.48% (SOFR + 1.14%), <br> 05/07/2028<sup>(e)</sup> <br>|  | 10967000 | &nbsp;&nbsp; 10995157 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/2030<sup>(c)(d)</sup> <br>|  | 409000 | &nbsp;&nbsp; 414370 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/2030<sup>(d)</sup> <br>|  | 2807000 | &nbsp;&nbsp; 2773386 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/07/2031<sup>(d)</sup> <br>|  | 12032000 | &nbsp;&nbsp; 12027107 |
| &nbsp;&nbsp;&nbsp; 5.80% (SOFR + 1.46%), <br> 05/07/2031<sup>(c)(e)</sup> <br>|  | 11733000 | &nbsp;&nbsp; 11791453 |
| &nbsp;&nbsp;&nbsp; 6.17%, 05/25/2034<sup>(d)</sup> <br>|  | 51000 | &nbsp;&nbsp; 52277 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/13/2035<sup>(d)</sup> <br>|  | 1111000 | &nbsp;&nbsp; 1108554 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/19/2039<sup>(d)</sup> <br>|  | 2512000 | &nbsp;&nbsp; 2398430 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/04/2056<sup>(d)</sup> <br>|  | 7551000 | &nbsp;&nbsp; 7199103 |
| &nbsp;&nbsp;&nbsp; Series AA, 7.63%<sup>(d)(f)</sup> <br>|  | 5457000 | &nbsp;&nbsp; 5705719 |
| &nbsp;&nbsp;&nbsp; Series BB, 7.20%<sup>(c)(d)(f)</sup> <br>|  | 5272000 | &nbsp;&nbsp; 5440177 |
| &nbsp;&nbsp;&nbsp; Series DD, 7.00%<sup>(c)(d)(f)</sup> <br>|  | 6536000 | &nbsp;&nbsp; 6724537 |
| &nbsp;&nbsp;&nbsp; Series W, 4.00%<sup>(c)(d)(f)</sup> <br>|  | 2642000 | &nbsp;&nbsp; 2621565 |
| &nbsp;&nbsp;&nbsp; Series Z, 7.38%<sup>(c)(d)(f)</sup> <br>|  | 5754000 | &nbsp;&nbsp; 5954709 |
| &nbsp;&nbsp;&nbsp; Comerica, Inc., 5.98%, <br> 01/30/2030<sup>(d)</sup> <br>|  | 6000 | &nbsp;&nbsp; 6100 |
| &nbsp;&nbsp;&nbsp; Corporacion Financiera de <br> Desarrollo S.A. (Peru), <br> 5.95%, 04/30/2029<sup>(b)</sup> <br>|  | 3865000 | &nbsp;&nbsp; 3962958 |
| &nbsp;&nbsp;&nbsp; Credit Agricole S.A. (France), <br> 5.22%, 05/27/2031<sup>(b)(c)(d)</sup> <br>|  | 7296000 | &nbsp;&nbsp; 7362638 |
| &nbsp;&nbsp;&nbsp; Federation des caisses <br> Desjardins du Quebec <br> (Canada), 4.55%, <br> 08/23/2027<sup>(b)</sup> <br>|  | 758000 | &nbsp;&nbsp; 758457 |
| Fifth Third Bancorp, | Fifth Third Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 11/01/2027<sup>(d)</sup> <br>|  | 89000 | &nbsp;&nbsp; 85447 |
| &nbsp;&nbsp;&nbsp; 6.34%, 07/27/2029<sup>(d)</sup> <br>|  | 61000 | &nbsp;&nbsp; 63820 |
| &nbsp;&nbsp;&nbsp; 4.77%, 07/28/2030<sup>(d)</sup> <br>|  | 278000 | &nbsp;&nbsp; 277156 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/29/2032<sup>(d)</sup> <br>|  | 138000 | &nbsp;&nbsp; 141740 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.89%, 08/14/2027<sup>(d)</sup> <br>|  | 897000 | &nbsp;&nbsp; 908365 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/17/2028<sup>(d)</sup> <br>|  | 1315000 | &nbsp;&nbsp; 1335003 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/11/2028<sup>(d)</sup> <br>|  | 711000 | &nbsp;&nbsp; 718459 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/2030<sup>(d)</sup> <br>|  | 3080000 | &nbsp;&nbsp; 3111728 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/2031<sup>(d)</sup> <br>|  | 2662000 | &nbsp;&nbsp; 2669758 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(d)</sup> <br>|  | 8280000 | &nbsp;&nbsp; 8319501 |
| &nbsp;&nbsp;&nbsp; 5.91% (SOFR + 1.57%), <br> 05/13/2031<sup>(e)</sup> <br>|  | 13732000 | &nbsp;&nbsp; 13800666 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/13/2034<sup>(d)</sup> <br>|  | 200000 | &nbsp;&nbsp; 220377 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/2036<sup>(d)</sup> <br>|  | 8730000 | &nbsp;&nbsp; 8794225 |
| &nbsp;&nbsp;&nbsp; 6.33%, 03/09/2044<sup>(d)</sup> <br>|  | 923000 | &nbsp;&nbsp; 969145 |
| &nbsp;&nbsp;&nbsp; 6.88%<sup>(d)(f)</sup> <br>|  | 1124000 | &nbsp;&nbsp; 1133913 |
| &nbsp;&nbsp;&nbsp; 6.95%<sup>(d)(f)</sup> <br>|  | 1039000 | &nbsp;&nbsp; 1035309 |
| &nbsp;&nbsp;&nbsp; 7.05%<sup>(d)(f)</sup> <br>|  | 11878000 | &nbsp;&nbsp; 11908770 |
| &nbsp;&nbsp;&nbsp; ING Groep N.V. (Netherlands), <br> 5.34%, 03/19/2030<sup>(c)(d)</sup> <br>|  | 885000 | &nbsp;&nbsp; 902425 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/2028<sup>(d)</sup> <br>|  | $980000 | &nbsp;&nbsp; $998264 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/2028<sup>(d)</sup> <br>|  | 95000 | &nbsp;&nbsp; 95498 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/2029<sup>(d)</sup> <br>|  | 993000 | &nbsp;&nbsp; 1001873 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/24/2029<sup>(d)</sup> <br>|  | 335000 | &nbsp;&nbsp; 341863 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/23/2029<sup>(d)</sup> <br>|  | 411000 | &nbsp;&nbsp; 429329 |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/23/2030<sup>(d)</sup> <br>|  | 254000 | &nbsp;&nbsp; 257075 |
| &nbsp;&nbsp;&nbsp; 5.58%, 04/22/2030<sup>(d)</sup> <br>|  | 775000 | &nbsp;&nbsp; 800221 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/22/2030<sup>(d)</sup> <br>|  | 1594000 | &nbsp;&nbsp; 1609264 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/22/2030<sup>(d)</sup> <br>|  | 2814000 | &nbsp;&nbsp; 2798163 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/24/2031<sup>(d)</sup> <br>|  | 2317000 | &nbsp;&nbsp; 2353679 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/22/2031<sup>(d)</sup> <br>|  | 5614000 | &nbsp;&nbsp; 5696843 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/2033<sup>(d)</sup> <br>|  | 225000 | &nbsp;&nbsp; 231459 |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/2035<sup>(d)</sup> <br>|  | 241000 | &nbsp;&nbsp; 242573 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/2036<sup>(d)</sup> <br>|  | 2563000 | &nbsp;&nbsp; 2594365 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/2036<sup>(d)</sup> <br>|  | 5174000 | &nbsp;&nbsp; 5266117 |
| &nbsp;&nbsp;&nbsp; 5.53%, 11/29/2045<sup>(d)</sup> <br>|  | 5231000 | &nbsp;&nbsp; 5126166 |
| &nbsp;&nbsp;&nbsp; Series W, 5.59% (3 mo. Term <br> SOFR + 1.26%), <br> 05/15/2047<sup>(e)</sup> <br>|  | 111000 | &nbsp;&nbsp; 97548 |
| &nbsp;&nbsp;&nbsp; Series NN, 6.88%<sup>(c)(d)(f)</sup> <br>|  | 692000 | &nbsp;&nbsp; 723270 |
| &nbsp;&nbsp;&nbsp; Series OO, 6.50%<sup>(c)(d)(f)</sup> <br>|  | 10553000 | &nbsp;&nbsp; 10722260 |
| KeyBank N.A., | KeyBank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/2025 |  | 789000 | &nbsp;&nbsp; 789000 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/08/2025<sup>(c)</sup> <br>|  | 836000 | &nbsp;&nbsp; 834665 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/2027<sup>(c)</sup> <br>|  | 818000 | &nbsp;&nbsp; 839278 |
| KeyCorp, 2.55%, 10/01/2029 |  | 76000 | &nbsp;&nbsp; 69295 |
| &nbsp;&nbsp;&nbsp; Magyar Export-Import Bank <br> Zartkoruen Mukodo <br> Reszvenytarsasag (Hungary), <br> 6.13%, 12/04/2027<sup>(b)</sup> <br>|  | 325000 | &nbsp;&nbsp; 331099 |
| &nbsp;&nbsp;&nbsp; Manufacturers & Traders <br> Trust Co., 4.70%, <br> 01/27/2028<sup>(c)</sup> <br>|  | 1049000 | &nbsp;&nbsp; 1054159 |
| &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. <br> (Japan), | &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. <br> (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/17/2030<sup>(d)</sup> <br>|  | 1185000 | &nbsp;&nbsp; 1207472 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/24/2031<sup>(c)(d)</sup> <br>|  | 6832000 | &nbsp;&nbsp; 6929221 |
| &nbsp;&nbsp;&nbsp; 5.82% (SOFR + 1.48%), <br> 04/24/2031<sup>(c)(e)</sup> <br>|  | 4791000 | &nbsp;&nbsp; 4874120 |
| &nbsp;&nbsp;&nbsp; 5.43%, 04/17/2035<sup>(d)</sup> <br>|  | 1350000 | &nbsp;&nbsp; 1357211 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/16/2036<sup>(c)(d)</sup> <br>|  | 3618000 | &nbsp;&nbsp; 3674401 |
| &nbsp;&nbsp;&nbsp; 5.62%, 04/24/2036<sup>(c)(d)</sup> <br>|  | 16433000 | &nbsp;&nbsp; 16698000 |
| &nbsp;&nbsp;&nbsp; 8.20%<sup>(c)(d)(f)</sup> <br>|  | 5145000 | &nbsp;&nbsp; 5560237 |
| Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/2029<sup>(c)(d)</sup> <br>|  | 790000 | &nbsp;&nbsp; 816037 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/2030<sup>(d)</sup> <br>|  | 1586000 | &nbsp;&nbsp; 1619110 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/10/2035<sup>(c)(d)</sup> <br>|  | 1819000 | &nbsp;&nbsp; 1844424 |
| Morgan Stanley Bank N.A., | Morgan Stanley Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/30/2026 |  | 1070000 | &nbsp;&nbsp; 1091600 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/14/2028<sup>(d)</sup> <br>|  | 749000 | &nbsp;&nbsp; 753797 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/2029<sup>(c)(d)</sup> <br>|  | 1284000 | &nbsp;&nbsp; 1297255 |
| &nbsp;&nbsp;&nbsp; Multibank, Inc. (Panama), <br> 7.75%, 02/03/2028<sup>(b)</sup> <br>|  | 1701000 | &nbsp;&nbsp; 1769397 |
| &nbsp;&nbsp;&nbsp; National Australia Bank Ltd. <br> (Australia), 5.90%, <br> 01/14/2036<sup>(b)(c)(d)</sup> <br>|  | 5069000 | &nbsp;&nbsp; 5128390 |
| National Securities Clearing Corp., | National Securities Clearing Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/21/2027<sup>(b)</sup> <br>|  | 1021000 | &nbsp;&nbsp; 1041907 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/2028<sup>(b)</sup> <br>|  | 1014000 | &nbsp;&nbsp; 1032759 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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; Nordea Bank Abp (Finland), <br> 6.30%<sup>(b)(c)(d)(f)</sup> <br>|  | $1351000 | &nbsp;&nbsp; $1309251 |
| &nbsp;&nbsp;&nbsp; Norinchukin Bank (The) (Japan), <br> 5.09%, 10/16/2029<sup>(b)</sup> <br>|  | 906000 | &nbsp;&nbsp; 909990 |
| &nbsp;&nbsp;&nbsp; Panama Infrastructure <br> Receivable Purchaser PLC <br> (United Kingdom), 0.00%, <br> 04/05/2032<sup>(b)(g)</sup> <br>|  | 4414000 | &nbsp;&nbsp; 3098120 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. <br> (The), | &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. <br> (The), |  |  |
| &nbsp;&nbsp;&nbsp; 6.62%, 10/20/2027<sup>(d)</sup> <br>|  | 456000 | &nbsp;&nbsp; 468975 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/2029<sup>(d)</sup> <br>|  | 382000 | &nbsp;&nbsp; 393138 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/2031<sup>(c)(d)</sup> <br>|  | 11129000 | &nbsp;&nbsp; 11142858 |
| &nbsp;&nbsp;&nbsp; 6.04%, 10/28/2033<sup>(d)</sup> <br>|  | 9000 | &nbsp;&nbsp; 9421 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/2034<sup>(d)</sup> <br>|  | 152000 | &nbsp;&nbsp; 150236 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/20/2034<sup>(d)</sup> <br>|  | 354000 | &nbsp;&nbsp; 388257 |
| &nbsp;&nbsp;&nbsp; Series V, 6.20%<sup>(d)(f)</sup> <br>|  | 217000 | &nbsp;&nbsp; 220576 |
| &nbsp;&nbsp;&nbsp; Series W, 6.25%<sup>(d)(f)</sup> <br>|  | 326000 | &nbsp;&nbsp; 328088 |
| Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.05% (SOFR + 0.71%), <br> 01/21/2027<sup>(e)</sup> <br>|  | 104000 | &nbsp;&nbsp; 104256 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/2029 |  | 205000 | &nbsp;&nbsp; 208743 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/02/2084<sup>(c)(d)</sup> <br>|  | 1756000 | &nbsp;&nbsp; 1829914 |
| &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>|  | 740000 | &nbsp;&nbsp; 750711 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/08/2028<sup>(b)(d)</sup> <br>|  | 950000 | &nbsp;&nbsp; 978058 |
| &nbsp;&nbsp;&nbsp; 7.02%, 02/08/2030<sup>(b)(d)</sup> <br>|  | 958000 | &nbsp;&nbsp; 1022697 |
| &nbsp;&nbsp;&nbsp; 5.01%, 10/15/2030<sup>(b)(d)</sup> <br>|  | 1978000 | &nbsp;&nbsp; 1977389 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/2031<sup>(b)(d)</sup> <br>|  | 5682000 | &nbsp;&nbsp; 5700537 |
| &nbsp;&nbsp;&nbsp; 6.02% (SOFR + 1.68%), <br> 05/13/2031<sup>(b)(e)</sup> <br>|  | 5340000 | &nbsp;&nbsp; 5399126 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/29/2032<sup>(b)(d)</sup> <br>|  | 3298000 | &nbsp;&nbsp; 2851337 |
| &nbsp;&nbsp;&nbsp; 7.75%<sup>(b)(d)(f)</sup> <br>|  | 4863000 | &nbsp;&nbsp; 5023664 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc. (Japan), <br> 6.60%<sup>(c)(d)(f)</sup> <br>|  | 6151000 | &nbsp;&nbsp; 6078180 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd. <br> (Japan), | &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank Ltd. <br> (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/09/2026<sup>(b)</sup> <br>|  | 739000 | &nbsp;&nbsp; 745503 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/14/2026<sup>(b)(c)</sup> <br>|  | 770000 | &nbsp;&nbsp; 781082 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/14/2028<sup>(b)(c)</sup> <br>|  | 1094000 | &nbsp;&nbsp; 1128379 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/07/2029<sup>(b)</sup> <br>|  | 1260000 | &nbsp;&nbsp; 1284929 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/07/2034<sup>(b)(c)</sup> <br>|  | 865000 | &nbsp;&nbsp; 873501 |
| &nbsp;&nbsp;&nbsp; Synovus Bank, 5.63%, <br> 02/15/2028<br>|  | 774000 | &nbsp;&nbsp; 777188 |
| &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The) <br> (Canada), | &nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The) <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/2029<sup>(c)</sup> <br>|  | 2871000 | &nbsp;&nbsp; 2883400 |
| &nbsp;&nbsp;&nbsp; 8.13%, 10/31/2082<sup>(d)</sup> <br>|  | 773000 | &nbsp;&nbsp; 811519 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/31/2084<sup>(c)(d)</sup> <br>|  | 1693000 | &nbsp;&nbsp; 1733837 |
| &nbsp;&nbsp;&nbsp; Turkiye Ihracat Kredi Bankasi <br> A.S. (Turkey), 7.50%, <br> 02/06/2028<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 305146 |
| U.S. Bancorp, | U.S. Bancorp, |  |  |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/2029<sup>(d)</sup> <br>|  | 298000 | &nbsp;&nbsp; 307698 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/23/2030<sup>(d)</sup> <br>|  | 498000 | &nbsp;&nbsp; 509456 |
| &nbsp;&nbsp;&nbsp; UBS AG (Switzerland), 5.65%, <br> 09/11/2028<br>|  | 928000 | &nbsp;&nbsp; 962925 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| Wells Fargo & Co., | Wells Fargo & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/2028<sup>(d)</sup> <br>|  | $607000 | &nbsp;&nbsp; $618408 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/2028<sup>(d)</sup> <br>|  | 51000 | &nbsp;&nbsp; 51149 |
| &nbsp;&nbsp;&nbsp; 5.71% (SOFR + 1.37%), <br> 04/23/2029<sup>(e)</sup> <br>|  | 6152000 | &nbsp;&nbsp; 6194267 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/2029<sup>(d)</sup> <br>|  | 238000 | &nbsp;&nbsp; 244201 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/23/2029<sup>(d)</sup> <br>|  | 286000 | &nbsp;&nbsp; 300186 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/23/2030<sup>(d)</sup> <br>|  | 293000 | &nbsp;&nbsp; 297850 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/23/2031<sup>(d)</sup> <br>|  | 10056000 | &nbsp;&nbsp; 10179632 |
| &nbsp;&nbsp;&nbsp; 5.39%, 04/24/2034<sup>(d)</sup> <br>|  | 17000 | &nbsp;&nbsp; 17078 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/25/2034<sup>(d)</sup> <br>|  | 617000 | &nbsp;&nbsp; 625100 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/23/2035<sup>(d)</sup> <br>|  | 395000 | &nbsp;&nbsp; 397377 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/23/2036<sup>(c)(d)</sup> <br>|  | 13474000 | &nbsp;&nbsp; 13636534 |
| &nbsp;&nbsp;&nbsp; 6.85%<sup>(d)(f)</sup> <br>|  | 1181000 | &nbsp;&nbsp; 1216729 |
| &nbsp;&nbsp;&nbsp; 7.63%<sup>(d)(f)</sup> <br>|  | 270000 | &nbsp;&nbsp; 288290 |
| &nbsp;&nbsp;&nbsp; Westpac Banking Corp. <br> (Australia), 5.62%, <br> 11/20/2035<sup>(d)</sup> <br>|  | 1963000 | &nbsp;&nbsp; 1949385 |
|  |  |  | &nbsp;&nbsp; 491321618 |
| **Diversified Capital Markets–0.54%** | **Diversified Capital Markets–0.54%** | **Diversified Capital Markets–0.54%** | **Diversified Capital Markets–0.54%** |
| &nbsp;&nbsp;&nbsp; Amazon Conservation DAC <br> (Ecuador), 6.03%, <br> 01/16/2042<sup>(b)</sup> <br>|  | 10080000 | &nbsp;&nbsp; 9916654 |
| Credit Suisse Group AG (Switzerland), | Credit Suisse Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%<sup>(b)(d)(f)(h)(i)</sup> <br>|  | 5650000 | &nbsp;&nbsp; 339000 |
| &nbsp;&nbsp;&nbsp; 5.25%<sup>(b)(d)(f)(h)(i)</sup> <br>|  | 3522000 | &nbsp;&nbsp; 211320 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG (Germany), <br> 5.30%, 05/09/2031<sup>(d)</sup> <br>|  | 6181000 | &nbsp;&nbsp; 6191035 |
| &nbsp;&nbsp;&nbsp; Sixth Street Lending Partners, <br> 6.13%, 07/15/2030<sup>(b)</sup> <br>|  | 12000 | &nbsp;&nbsp; 12134 |
| &nbsp;&nbsp;&nbsp; SMBC Aviation Capital Finance DAC <br> (Ireland), | &nbsp;&nbsp;&nbsp; SMBC Aviation Capital Finance DAC <br> (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/03/2029<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 202294 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/03/2034<sup>(b)</sup> <br>|  | 234000 | &nbsp;&nbsp; 232938 |
| UBS Group AG (Switzerland), | UBS Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.43%, 02/08/2030<sup>(b)(d)</sup> <br>|  | 695000 | &nbsp;&nbsp; 709073 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/09/2036<sup>(b)(d)</sup> <br>|  | 4968000 | &nbsp;&nbsp; 4973269 |
| &nbsp;&nbsp;&nbsp; 7.13%<sup>(b)(d)(f)</sup> <br>|  | 3451000 | &nbsp;&nbsp; 3394844 |
| &nbsp;&nbsp;&nbsp; Series 28, 9.25%<sup>(b)(c)(d)(f)</sup> <br>|  | 989000 | &nbsp;&nbsp; 1078706 |
| &nbsp;&nbsp;&nbsp; Series 33, 9.25%<sup>(b)(d)(f)</sup> <br>|  | 928000 | &nbsp;&nbsp; 1061807 |
|  |  |  | &nbsp;&nbsp; 28323074 |
| **Diversified Chemicals–0.01%** | **Diversified Chemicals–0.01%** | **Diversified Chemicals–0.01%** | **Diversified Chemicals–0.01%** |
| &nbsp;&nbsp;&nbsp; MEGlobal B.V. (Kuwait), 2.63%, <br> 04/28/2028<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 187845 |
| &nbsp;&nbsp;&nbsp; SABIC Capital II B.V. (Saudi <br> Arabia), 4.50%, <br> 10/10/2028<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 198702 |
| &nbsp;&nbsp;&nbsp; Sasol Financing USA LLC (South <br> Africa), 8.75%, <br> 05/03/2029<sup>(b)</sup> <br>|  | 360000 | &nbsp;&nbsp; 354296 |
|  |  |  | &nbsp;&nbsp; 740843 |
| **Diversified Financial Services–1.65%** | **Diversified Financial Services–1.65%** | **Diversified Financial Services–1.65%** | **Diversified Financial Services–1.65%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust (Ireland), 6.50%, <br> 01/31/2056<sup>(d)</sup> <br>|  | 4119000 | &nbsp;&nbsp; 4070313 |
| &nbsp;&nbsp;&nbsp; Apollo Debt Solutions BDC, <br> 6.55%, 03/15/2032<sup>(b)</sup> <br>|  | 33000 | &nbsp;&nbsp; 33349 |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., <br> 6.38%, 11/15/2033<br>|  | 513000 | &nbsp;&nbsp; 550806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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)** |
| &nbsp;&nbsp;&nbsp; Atlas Warehouse Lending Co. <br> L.P., 6.25%, 01/15/2030<sup>(b)</sup> <br>|  | $250000 | &nbsp;&nbsp; $251209 |
| &nbsp;&nbsp;&nbsp; Avolon Holdings Funding Ltd. <br> (Ireland), | &nbsp;&nbsp;&nbsp; Avolon Holdings Funding Ltd. <br> (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2028<sup>(b)(c)</sup> <br>|  | 2720000 | &nbsp;&nbsp; 2713451 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/04/2028<sup>(b)</sup> <br>|  | 589000 | &nbsp;&nbsp; 609905 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/2029<sup>(b)</sup> <br>|  | 41000 | &nbsp;&nbsp; 41762 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/2029<sup>(b)</sup> <br>|  | 24000 | &nbsp;&nbsp; 24422 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/2030<sup>(b)</sup> <br>|  | 96000 | &nbsp;&nbsp; 95709 |
| &nbsp;&nbsp;&nbsp; BlackRock Funding, Inc., <br> 4.90%, 01/08/2035<sup>(c)</sup> <br>|  | 581000 | &nbsp;&nbsp; 579158 |
| &nbsp;&nbsp;&nbsp; Citadel Finance LLC, 5.90%, <br> 02/10/2030<sup>(b)</sup> <br>|  | 3018000 | &nbsp;&nbsp; 3005090 |
| Corebridge Financial, Inc., | Corebridge Financial, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/2033 |  | 457000 | &nbsp;&nbsp; 474071 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/2034 |  | 650000 | &nbsp;&nbsp; 662402 |
| &nbsp;&nbsp;&nbsp; Gabon Blue Bond Master Trust <br> (Gabon), Series 2, 6.10%, <br> 08/01/2038<sup>(b)</sup> <br>|  | 4013000 | &nbsp;&nbsp; 4004582 |
| GGAM Finance Ltd. (Ireland), | GGAM Finance Ltd. (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/2028<sup>(b)</sup> <br>|  | 750000 | &nbsp;&nbsp; 788357 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/2029<sup>(b)</sup> <br>|  | 251000 | &nbsp;&nbsp; 256319 |
| &nbsp;&nbsp;&nbsp; Horizon Mutual Holdings, Inc., <br> 6.20%, 11/15/2034<sup>(b)</sup> <br>|  | 19694000 | &nbsp;&nbsp; 19104716 |
| Jane Street Group/JSG Finance, Inc., | Jane Street Group/JSG Finance, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/2029<sup>(b)</sup> <br>|  | 565000 | &nbsp;&nbsp; 544655 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/30/2031<sup>(b)</sup> <br>|  | 1368000 | &nbsp;&nbsp; 1429954 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/2032<sup>(b)</sup> <br>|  | 4305000 | &nbsp;&nbsp; 4315160 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/2033<sup>(b)</sup> <br>|  | 4388000 | &nbsp;&nbsp; 4502996 |
| Jefferson Capital Holdings LLC, | Jefferson Capital Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/2029<sup>(b)</sup> <br>|  | 2237000 | &nbsp;&nbsp; 2376911 |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/2030<sup>(b)</sup> <br>|  | 6298000 | &nbsp;&nbsp; 6451426 |
| LPL Holdings, Inc., | LPL Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/2027 |  | 1086000 | &nbsp;&nbsp; 1104496 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/2030<sup>(c)</sup> <br>|  | 4297000 | &nbsp;&nbsp; 4318289 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/2030 |  | 3814000 | &nbsp;&nbsp; 3824091 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/2035 |  | 7619000 | &nbsp;&nbsp; 7517733 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/2035 |  | 3510000 | &nbsp;&nbsp; 3487651 |
| &nbsp;&nbsp;&nbsp; Macquarie Airfinance Holdings Ltd. <br> (United Kingdom), | &nbsp;&nbsp;&nbsp; Macquarie Airfinance Holdings Ltd. <br> (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/26/2029<sup>(b)</sup> <br>|  | 8000 | &nbsp;&nbsp; 8277 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/17/2030<sup>(b)</sup> <br>|  | 29000 | &nbsp;&nbsp; 28585 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/26/2031<sup>(b)</sup> <br>|  | 9000 | &nbsp;&nbsp; 9361 |
| &nbsp;&nbsp;&nbsp; OPEC Fund for International <br> Development (The) <br> (Supranational), 4.50%, <br> 01/26/2026<sup>(b)</sup> <br>|  | 9425000 | &nbsp;&nbsp; 9422847 |
| &nbsp;&nbsp;&nbsp; Peru Enhanced Pass-Through <br> Finance Ltd. (Cayman <br> Islands), Class A-2, 0.00%, <br> 06/02/2025<sup>(b)(g)</sup> <br>|  | 8677 | &nbsp;&nbsp; 8677 |
| &nbsp;&nbsp;&nbsp; Provident Funding Associates <br> L.P./PFG Finance Corp., <br> 9.75%, 09/15/2029<sup>(b)</sup> <br>|  | 365000 | &nbsp;&nbsp; 380235 |
|  |  |  | &nbsp;&nbsp; 86996965 |
| **Diversified Metals & Mining–0.84%** | **Diversified Metals & Mining–0.84%** | **Diversified Metals & Mining–0.84%** | **Diversified Metals & Mining–0.84%** |
| &nbsp;&nbsp;&nbsp; BHP Billiton Finance (USA) Ltd. <br> (Australia), | &nbsp;&nbsp;&nbsp; BHP Billiton Finance (USA) Ltd. <br> (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/2028 |  | 593000 | &nbsp;&nbsp; 605865 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/2030 |  | 432000 | &nbsp;&nbsp; 444232 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/2033 |  | 749000 | &nbsp;&nbsp; 755631 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Diversified Metals & Mining–(continued)** | **Diversified Metals & Mining–(continued)** | **Diversified Metals & Mining–(continued)** | **Diversified Metals & Mining–(continued)** |
| &nbsp;&nbsp;&nbsp; Corporacion Nacional del Cobre <br> de Chile (Chile), 5.13%, <br> 02/02/2033<sup>(b)</sup> <br>|  | $3583000 | &nbsp;&nbsp; $3436817 |
| Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.41% (SOFR + 1.06%), <br> 04/04/2027<sup>(b)(e)</sup> <br>|  | 1063000 | &nbsp;&nbsp; 1066670 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/01/2028<sup>(b)(c)</sup> <br>|  | 2753000 | &nbsp;&nbsp; 2767009 |
| &nbsp;&nbsp;&nbsp; 5.37%, 04/04/2029<sup>(b)</sup> <br>|  | 739000 | &nbsp;&nbsp; 752829 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/01/2030<sup>(b)</sup> <br>|  | 3508000 | &nbsp;&nbsp; 3550154 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/2034<sup>(b)(c)</sup> <br>|  | 507000 | &nbsp;&nbsp; 510119 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/01/2035<sup>(b)</sup> <br>|  | 4537000 | &nbsp;&nbsp; 4550929 |
| &nbsp;&nbsp;&nbsp; 5.89%, 04/04/2054<sup>(b)(c)</sup> <br>|  | 415000 | &nbsp;&nbsp; 396194 |
| &nbsp;&nbsp;&nbsp; 6.14%, 04/01/2055<sup>(b)(c)</sup> <br>|  | 1767000 | &nbsp;&nbsp; 1733628 |
| &nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc. (Canada), <br> 6.13%, 04/01/2029<sup>(b)</sup> <br>|  | 262000 | &nbsp;&nbsp; 262861 |
| &nbsp;&nbsp;&nbsp; Nexa Resources S.A. (Brazil), <br> 6.60%, 04/08/2037<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 397085 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Finance (USA) PLC <br> (Australia), | &nbsp;&nbsp;&nbsp; Rio Tinto Finance (USA) PLC <br> (Australia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/2027 |  | 2504000 | &nbsp;&nbsp; 2511718 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/2028 |  | 802000 | &nbsp;&nbsp; 805518 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/2030 |  | 5436000 | &nbsp;&nbsp; 5498888 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/2032 |  | 2561000 | &nbsp;&nbsp; 2572484 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/2035 |  | 2818000 | &nbsp;&nbsp; 2810629 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/2055 |  | 2501000 | &nbsp;&nbsp; 2433633 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/2065 |  | 1801000 | &nbsp;&nbsp; 1755522 |
| &nbsp;&nbsp;&nbsp; Windfall Mining Group, Inc. <br> (South Africa), 5.85%, <br> 05/13/2032<sup>(b)</sup> <br>|  | 4540000 | &nbsp;&nbsp; 4539496 |
|  |  |  | &nbsp;&nbsp; 44157911 |
| **Diversified REITs–0.03%** | **Diversified REITs–0.03%** | **Diversified REITs–0.03%** | **Diversified REITs–0.03%** |
| Trust Fibra Uno (Mexico), | Trust Fibra Uno (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/23/2037<sup>(b)</sup> <br>|  | 655000 | &nbsp;&nbsp; 662140 |
| &nbsp;&nbsp;&nbsp; 6.39%, 01/15/2050<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 155676 |
| &nbsp;&nbsp;&nbsp; Uniti Group L.P./Uniti Group <br> Finance 2019, Inc./CSL <br> Capital LLC, 10.50%, <br> 02/15/2028<sup>(b)</sup> <br>|  | 239000 | &nbsp;&nbsp; 253699 |
| VICI Properties L.P., | VICI Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/2034 |  | 252000 | &nbsp;&nbsp; 253043 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/2054 |  | 274000 | &nbsp;&nbsp; 261225 |
|  |  |  | &nbsp;&nbsp; 1585783 |
| **Diversified Support Services–0.19%** | **Diversified Support Services–0.19%** | **Diversified Support Services–0.19%** | **Diversified Support Services–0.19%** |
| &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>|  | 505000 | &nbsp;&nbsp; 530026 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/25/2030<sup>(b)(c)</sup> <br>|  | 4953000 | &nbsp;&nbsp; 4933027 |
| RB Global Holdings, Inc. (Canada), | RB Global Holdings, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2028<sup>(b)</sup> <br>|  | 2022000 | &nbsp;&nbsp; 2067608 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/2031<sup>(b)</sup> <br>|  | 2268000 | &nbsp;&nbsp; 2376983 |
| &nbsp;&nbsp;&nbsp; Saks Global Enterprises LLC, <br> 11.00%, 12/15/2029<sup>(b)</sup> <br>|  | 280000 | &nbsp;&nbsp; 126700 |
|  |  |  | &nbsp;&nbsp; 10034344 |
| **Drug Retail–0.03%** | **Drug Retail–0.03%** | **Drug Retail–0.03%** | **Drug Retail–0.03%** |
| &nbsp;&nbsp;&nbsp; CK Hutchison International (23) <br> Ltd. (United Kingdom), <br> 4.88%, 04/21/2033<sup>(b)</sup> <br>|  | 1350000 | &nbsp;&nbsp; 1326692 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–3.25%** | **Electric Utilities–3.25%** | **Electric Utilities–3.25%** | **Electric Utilities–3.25%** |
| &nbsp;&nbsp;&nbsp; AEP Transmission Co. LLC, <br> 5.38%, 06/15/2035<sup>(c)</sup> <br>|  | $1469000 | &nbsp;&nbsp; $1476458 |
| Alabama Power Co., | Alabama Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/2033 |  | 173000 | &nbsp;&nbsp; 182010 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/2035 |  | 1554000 | &nbsp;&nbsp; 1543563 |
| &nbsp;&nbsp;&nbsp; Alexander Funding Trust II, <br> 7.47%, 07/31/2028<sup>(b)</sup> <br>|  | 520000 | &nbsp;&nbsp; 551492 |
| &nbsp;&nbsp;&nbsp; Alfa Desarrollo S.p.A. (Chile), <br> 4.55%, 09/27/2051<sup>(b)</sup> <br>|  | 197609 | &nbsp;&nbsp; 143444 |
| American Electric Power Co., Inc., | American Electric Power Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/2027 |  | 138000 | &nbsp;&nbsp; 142054 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2029 |  | 404000 | &nbsp;&nbsp; 411860 |
| &nbsp;&nbsp;&nbsp; Baltimore Gas and Electric Co., <br> 5.45%, 06/01/2035<br>|  | 3841000 | &nbsp;&nbsp; 3868265 |
| &nbsp;&nbsp;&nbsp; Capital Power (US Holdings), Inc. <br> (Canada), | &nbsp;&nbsp;&nbsp; Capital Power (US Holdings), Inc. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.26%, 06/01/2028<sup>(b)</sup> <br>|  | 4767000 | &nbsp;&nbsp; 4798172 |
| &nbsp;&nbsp;&nbsp; 6.19%, 06/01/2035<sup>(b)</sup> <br>|  | 6660000 | &nbsp;&nbsp; 6714818 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC, | &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/2028 |  | 234000 | &nbsp;&nbsp; 239699 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030 |  | 2299000 | &nbsp;&nbsp; 2322725 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/2035<sup>(c)</sup> <br>|  | 869000 | &nbsp;&nbsp; 855623 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, <br> 10/01/2052<br>|  | 262000 | &nbsp;&nbsp; 226907 |
| &nbsp;&nbsp;&nbsp; Chile Electricity Lux MPC II <br> S.a.r.l. (Chile), 5.58%, <br> 10/20/2035<sup>(b)</sup> <br>|  | 6624552 | &nbsp;&nbsp; 6590722 |
| &nbsp;&nbsp;&nbsp; Comision Federal de Electricidad <br> (Mexico), 6.26%, <br> 02/15/2052<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 509974 |
| &nbsp;&nbsp;&nbsp; Commonwealth Edison Co., <br> 5.95%, 06/01/2055<br>|  | 3178000 | &nbsp;&nbsp; 3185676 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc., | &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of New York, <br> Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/2034 |  | 8000 | &nbsp;&nbsp; 8222 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2053 |  | 351000 | &nbsp;&nbsp; 349178 |
| Constellation Energy Generation LLC, | Constellation Energy Generation LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/2034 |  | 206000 | &nbsp;&nbsp; 217596 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/2053 |  | 170000 | &nbsp;&nbsp; 178202 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/2054<sup>(c)</sup> <br>|  | 562000 | &nbsp;&nbsp; 535981 |
| Duke Energy Carolinas LLC, | Duke Energy Carolinas LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/2030 |  | 561000 | &nbsp;&nbsp; 570212 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2035 |  | 2876000 | &nbsp;&nbsp; 2890996 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2053<sup>(c)</sup> <br>|  | 181000 | &nbsp;&nbsp; 167473 |
| Duke Energy Corp., | Duke Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/2029 |  | 386000 | &nbsp;&nbsp; 390160 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2052 |  | 119000 | &nbsp;&nbsp; 100600 |
| Duke Energy Indiana LLC, | Duke Energy Indiana LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/2053 |  | 196000 | &nbsp;&nbsp; 181096 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/2055 |  | 1971000 | &nbsp;&nbsp; 1952849 |
| Electricite de France S.A. (France), | Electricite de France S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/23/2028<sup>(b)</sup> <br>|  | 1488000 | &nbsp;&nbsp; 1528937 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/13/2055<sup>(b)(c)</sup> <br>|  | 12881000 | &nbsp;&nbsp; 12691934 |
| &nbsp;&nbsp;&nbsp; 9.13%<sup>(b)(d)(f)</sup> <br>|  | 3285000 | &nbsp;&nbsp; 3715755 |
| &nbsp;&nbsp;&nbsp; Enel Finance International N.V. <br> (Italy), 7.05%, <br> 10/14/2025<sup>(b)</sup> <br>|  | 866000 | &nbsp;&nbsp; 872078 |
| &nbsp;&nbsp;&nbsp; Entergy Corp., 7.13%, <br> 12/01/2054<sup>(d)</sup> <br>|  | 572000 | &nbsp;&nbsp; 586233 |
| Entergy Louisiana LLC, | Entergy Louisiana LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/2034 |  | 713000 | &nbsp;&nbsp; 705708 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/2055 |  | 2539000 | &nbsp;&nbsp; 2464007 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| Entergy Texas, Inc., | Entergy Texas, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/2035 |  | $2248000 | &nbsp;&nbsp; $2243847 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/2054 |  | 702000 | &nbsp;&nbsp; 650815 |
| &nbsp;&nbsp;&nbsp; Evergy Metro, Inc., 4.95%, <br> 04/15/2033<br>|  | 194000 | &nbsp;&nbsp; 190942 |
| Exelon Corp., | Exelon Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/2029<sup>(c)</sup> <br>|  | 417000 | &nbsp;&nbsp; 424923 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/2031 |  | 4496000 | &nbsp;&nbsp; 4556313 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2034 |  | 398000 | &nbsp;&nbsp; 402625 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/2053 |  | 462000 | &nbsp;&nbsp; 429802 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/2055<sup>(c)</sup> <br>|  | 3584000 | &nbsp;&nbsp; 3465251 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Pennsylvania <br> Electric Co., 5.20%, <br> 04/01/2028<sup>(b)</sup> <br>|  | 96000 | &nbsp;&nbsp; 97598 |
| FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/2030 |  | 1079000 | &nbsp;&nbsp; 1069511 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2035 |  | 842000 | &nbsp;&nbsp; 821343 |
| Florida Power & Light Co., | Florida Power & Light Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/2033 |  | 124000 | &nbsp;&nbsp; 122735 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/2065 |  | 1392000 | &nbsp;&nbsp; 1370321 |
| &nbsp;&nbsp;&nbsp; Georgia Power Co., 4.95%, <br> 05/17/2033<br>|  | 170000 | &nbsp;&nbsp; 168783 |
| &nbsp;&nbsp;&nbsp; Kallpa Generacion S.A. (Peru), <br> 4.13%, 08/16/2027<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 197741 |
| MidAmerican Energy Co., | MidAmerican Energy Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/2034 |  | 168000 | &nbsp;&nbsp; 172327 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/2054 |  | 209000 | &nbsp;&nbsp; 208444 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/2055 |  | 421000 | &nbsp;&nbsp; 386505 |
| &nbsp;&nbsp;&nbsp; MVM Energetika Zrt (Hungary), <br> 7.50%, 06/09/2028<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 209404 |
| &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., | &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/2029 |  | 713000 | &nbsp;&nbsp; 720811 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/2031 |  | 665000 | &nbsp;&nbsp; 675144 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/2033 |  | 106000 | &nbsp;&nbsp; 110778 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/2034 |  | 3945000 | &nbsp;&nbsp; 3888168 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/2053<sup>(d)</sup> <br>|  | 2710000 | &nbsp;&nbsp; 2807584 |
| NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/2028 |  | 711000 | &nbsp;&nbsp; 718815 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/2029 |  | 1078000 | &nbsp;&nbsp; 1089194 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2030<sup>(c)</sup> <br>|  | 6676000 | &nbsp;&nbsp; 6769258 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2035 |  | 5203000 | &nbsp;&nbsp; 5202252 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/2054<sup>(d)</sup> <br>|  | 588000 | &nbsp;&nbsp; 602675 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/2055<sup>(d)</sup> <br>|  | 3267000 | &nbsp;&nbsp; 3279228 |
| &nbsp;&nbsp;&nbsp; Niagara Mohawk Power Corp., <br> 5.29%, 01/17/2034<sup>(b)</sup> <br>|  | 407000 | &nbsp;&nbsp; 400031 |
| Northern States Power Co., | Northern States Power Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/2035 |  | 5445000 | &nbsp;&nbsp; 5433023 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/2055<sup>(c)</sup> <br>|  | 3408000 | &nbsp;&nbsp; 3308135 |
| &nbsp;&nbsp;&nbsp; Oglethorpe Power Corp. (An <br> Electric Membership Corp.), <br> 5.90%, 02/01/2055<br>|  | 1246000 | &nbsp;&nbsp; 1201762 |
| &nbsp;&nbsp;&nbsp; Ohio Power Co., 5.65%, <br> 06/01/2034<br>|  | 664000 | &nbsp;&nbsp; 670348 |
| &nbsp;&nbsp;&nbsp; Oklahoma Gas and Electric Co., <br> 5.60%, 04/01/2053<br>|  | 2480000 | &nbsp;&nbsp; 2359331 |
| Oncor Electric Delivery Co. LLC, | Oncor Electric Delivery Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/2029 |  | 2301000 | &nbsp;&nbsp; 2314562 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/2033<sup>(c)</sup> <br>|  | 330000 | &nbsp;&nbsp; 342257 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/2055<sup>(b)(c)</sup> <br>|  | 4986000 | &nbsp;&nbsp; 4846446 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** | **Electric Utilities–(continued)** |
| Pacific Gas and Electric Co., | Pacific Gas and Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/2054<sup>(c)</sup> <br>|  | $915000 | &nbsp;&nbsp; $820516 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/2055 |  | 1853000 | &nbsp;&nbsp; 1718072 |
| PacifiCorp, | PacifiCorp, |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/2029 |  | 455000 | &nbsp;&nbsp; 461704 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/2031 |  | 478000 | &nbsp;&nbsp; 486095 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/2034<sup>(c)</sup> <br>|  | 486000 | &nbsp;&nbsp; 485389 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/2055 |  | 367000 | &nbsp;&nbsp; 343541 |
| Pinnacle West Capital Corp., | Pinnacle West Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/2028 |  | 1285000 | &nbsp;&nbsp; 1295272 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2030<sup>(c)</sup> <br>|  | 2197000 | &nbsp;&nbsp; 2222855 |
| &nbsp;&nbsp;&nbsp; PPL Capital Funding, Inc., <br> 5.25%, 09/01/2034<br>|  | 397000 | &nbsp;&nbsp; 393161 |
| &nbsp;&nbsp;&nbsp; PSEG Power LLC, 5.20%, <br> 05/15/2030<sup>(b)</sup> <br>|  | 5580000 | &nbsp;&nbsp; 5635981 |
| &nbsp;&nbsp;&nbsp; Public Service Co. of Colorado, <br> 5.25%, 04/01/2053<br>|  | 159000 | &nbsp;&nbsp; 141303 |
| &nbsp;&nbsp;&nbsp; Public Service Co. of New <br> Hampshire, 5.35%, <br> 10/01/2033<br>|  | 217000 | &nbsp;&nbsp; 220788 |
| San Diego Gas & Electric Co., | San Diego Gas & Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/2053 |  | 325000 | &nbsp;&nbsp; 294343 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/2054 |  | 785000 | &nbsp;&nbsp; 729332 |
| &nbsp;&nbsp;&nbsp; Sierra Pacific Power Co., <br> 5.90%, 03/15/2054<br>|  | 123000 | &nbsp;&nbsp; 119751 |
| Southern Co. (The), | Southern Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; Conv., 3.25%, <br> 06/15/2028<sup>(b)</sup> <br>|  | 5591000 | &nbsp;&nbsp; 5588204 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/2032 |  | 107000 | &nbsp;&nbsp; 110947 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/2035 |  | 2093000 | &nbsp;&nbsp; 2015040 |
| &nbsp;&nbsp;&nbsp; Southern Co. Gas Capital Corp., <br> 5.75%, 09/15/2033<br>|  | 154000 | &nbsp;&nbsp; 158764 |
| &nbsp;&nbsp;&nbsp; Southwestern Electric Power <br> Co., 5.30%, 04/01/2033<br>|  | 167000 | &nbsp;&nbsp; 165215 |
| &nbsp;&nbsp;&nbsp; Trans-Allegheny Interstate Line <br> Co., 5.00%, <br> 01/15/2031<sup>(b)(c)</sup> <br>|  | 2462000 | &nbsp;&nbsp; 2482032 |
| Union Electric Co., | Union Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/2034 |  | 894000 | &nbsp;&nbsp; 894695 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/2035 |  | 3146000 | &nbsp;&nbsp; 3154725 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/2055 |  | 950000 | &nbsp;&nbsp; 848071 |
| &nbsp;&nbsp;&nbsp; Virginia Electric & Power Co., <br> 5.00%, 04/01/2033<br>|  | 171000 | &nbsp;&nbsp; 170066 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/30/2026<sup>(b)(c)</sup> <br>|  | 1303000 | &nbsp;&nbsp; 1307213 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/2027<sup>(b)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 999962 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/31/2027<sup>(b)</sup> <br>|  | 69000 | &nbsp;&nbsp; 68842 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/01/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 483674 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/2031<sup>(b)</sup> <br>|  | 3953000 | &nbsp;&nbsp; 4193987 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/2032<sup>(b)(c)</sup> <br>|  | 1703000 | &nbsp;&nbsp; 1772767 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/15/2033<sup>(b)</sup> <br>|  | 362000 | &nbsp;&nbsp; 390410 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/2034<sup>(b)</sup> <br>|  | 529000 | &nbsp;&nbsp; 536851 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/30/2034<sup>(b)</sup> <br>|  | 2159000 | &nbsp;&nbsp; 2152116 |
| &nbsp;&nbsp;&nbsp; Xcel Energy, Inc., 4.75%, <br> 03/21/2028<br>|  | 1063000 | &nbsp;&nbsp; 1068661 |
|  |  |  | &nbsp;&nbsp; 171730056 |
| **Electrical Components & Equipment–0.22%** | **Electrical Components & Equipment–0.22%** | **Electrical Components & Equipment–0.22%** | **Electrical Components & Equipment–0.22%** |
| EnerSys, | EnerSys, |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/2027<sup>(b)</sup> <br>|  | 1125000 | &nbsp;&nbsp; 1089473 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/2032<sup>(b)</sup> <br>|  | 256000 | &nbsp;&nbsp; 261627 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electrical Components & Equipment–(continued)** | **Electrical Components & Equipment–(continued)** | **Electrical Components & Equipment–(continued)** | **Electrical Components & Equipment–(continued)** |
| &nbsp;&nbsp;&nbsp; LG Energy Solution Ltd. (South <br> Korea), 5.88%, <br> 04/02/2035<sup>(b)</sup> <br>|  | $410000 | &nbsp;&nbsp; $404238 |
| Molex Electronic Technologies LLC, | Molex Electronic Technologies LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/30/2028<sup>(b)</sup> <br>|  | 5109000 | &nbsp;&nbsp; 5116597 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/30/2032<sup>(b)</sup> <br>|  | 3991000 | &nbsp;&nbsp; 3991970 |
| Regal Rexnord Corp., | Regal Rexnord Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/2028 |  | 9000 | &nbsp;&nbsp; 9243 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/2030 |  | 127000 | &nbsp;&nbsp; 131738 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/15/2033 |  | 159000 | &nbsp;&nbsp; 164615 |
| &nbsp;&nbsp;&nbsp; Sensata Technologies B.V., <br> 4.00%, 04/15/2029<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 258418 |
|  |  |  | &nbsp;&nbsp; 11427919 |
| **Electronic Components–0.04%** | **Electronic Components–0.04%** | **Electronic Components–0.04%** | **Electronic Components–0.04%** |
| Amphenol Corp., | Amphenol Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/2035 |  | 1401000 | &nbsp;&nbsp; 1390237 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/2054<sup>(c)</sup> <br>|  | 797000 | &nbsp;&nbsp; 760770 |
|  |  |  | &nbsp;&nbsp; 2151007 |
| **Electronic Equipment & Instruments–0.08%** | **Electronic Equipment & Instruments–0.08%** | **Electronic Equipment & Instruments–0.08%** | **Electronic Equipment & Instruments–0.08%** |
| &nbsp;&nbsp;&nbsp; Keysight Technologies, Inc., <br> 5.35%, 07/30/2030<sup>(c)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 4082711 |
| **Electronic Manufacturing Services–0.08%** | **Electronic Manufacturing Services–0.08%** | **Electronic Manufacturing Services–0.08%** | **Electronic Manufacturing Services–0.08%** |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower L.P./Emerald <br> Co-Issuer, Inc., 6.63%, <br> 12/15/2030<sup>(b)</sup> <br>|  | 4073000 | &nbsp;&nbsp; 4119284 |
| **Environmental & Facilities Services–0.13%** | **Environmental & Facilities Services–0.13%** | **Environmental & Facilities Services–0.13%** | **Environmental & Facilities Services–0.13%** |
| &nbsp;&nbsp;&nbsp; GFL Environmental, Inc., <br> 4.38%, 08/15/2029<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 240285 |
| Republic Services, Inc., | Republic Services, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/2029<sup>(c)</sup> <br>|  | 562000 | &nbsp;&nbsp; 571379 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/2033 |  | 407000 | &nbsp;&nbsp; 408970 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/2034 |  | 111000 | &nbsp;&nbsp; 111164 |
| &nbsp;&nbsp;&nbsp; Rollins, Inc., 5.25%, <br> 02/24/2035<sup>(b)</sup> <br>|  | 1497000 | &nbsp;&nbsp; 1485932 |
| Veralto Corp., | Veralto Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/18/2026 |  | 570000 | &nbsp;&nbsp; 576433 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/2028 |  | 534000 | &nbsp;&nbsp; 548297 |
| &nbsp;&nbsp;&nbsp; Waste Management, Inc., <br> 5.35%, 10/15/2054<br>|  | 3247000 | &nbsp;&nbsp; 3073795 |
|  |  |  | &nbsp;&nbsp; 7016255 |
| **Financial Exchanges & Data–0.02%** | **Financial Exchanges & Data–0.02%** | **Financial Exchanges & Data–0.02%** | **Financial Exchanges & Data–0.02%** |
| Intercontinental Exchange, Inc., | Intercontinental Exchange, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/2052 |  | 104000 | &nbsp;&nbsp; 92259 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/2062 |  | 206000 | &nbsp;&nbsp; 186447 |
| Nasdaq, Inc., | Nasdaq, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/2028 |  | 120000 | &nbsp;&nbsp; 123184 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/2034 |  | 192000 | &nbsp;&nbsp; 197146 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/2053 |  | 73000 | &nbsp;&nbsp; 72531 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/2063 |  | 192000 | &nbsp;&nbsp; 190292 |
|  |  |  | &nbsp;&nbsp; 861859 |
| **Food Distributors–0.03%** | **Food Distributors–0.03%** | **Food Distributors–0.03%** | **Food Distributors–0.03%** |
| &nbsp;&nbsp;&nbsp; Sysco Corp., 5.10%, <br> 09/23/2030<br>|  | 1509000 | &nbsp;&nbsp; 1530812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Food Retail–0.06%** | **Food Retail–0.06%** | **Food Retail–0.06%** | **Food Retail–0.06%** |
| Kroger Co. (The), | Kroger Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/2034 |  | $1592000 | &nbsp;&nbsp; $1551147 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/2064 |  | 2037000 | &nbsp;&nbsp; 1882463 |
|  |  |  | &nbsp;&nbsp; 3433610 |
| **Forest Products–0.10%** | **Forest Products–0.10%** | **Forest Products–0.10%** | **Forest Products–0.10%** |
| &nbsp;&nbsp;&nbsp; Celulosa Arauco y Constitucion <br> S.A. (Chile), 5.15%, <br> 01/29/2050<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 162843 |
| Georgia-Pacific LLC, | Georgia-Pacific LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/30/2028<sup>(b)</sup> <br>|  | 2126000 | &nbsp;&nbsp; 2128798 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/30/2032<sup>(b)</sup> <br>|  | 2878000 | &nbsp;&nbsp; 2887184 |
|  |  |  | &nbsp;&nbsp; 5178825 |
| **Gas Utilities–0.50%** | **Gas Utilities–0.50%** | **Gas Utilities–0.50%** | **Gas Utilities–0.50%** |
| Atmos Energy Corp., | Atmos Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2033 |  | 236000 | &nbsp;&nbsp; 249422 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/2053 |  | 191000 | &nbsp;&nbsp; 200134 |
| &nbsp;&nbsp;&nbsp; Infraestructura Energetica Nova, <br> S.A.P.I. de C.V. (Mexico), <br> 4.88%, 01/14/2048<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 288314 |
| &nbsp;&nbsp;&nbsp; Piedmont Natural Gas Co., Inc., <br> 5.40%, 06/15/2033<br>|  | 286000 | &nbsp;&nbsp; 288048 |
| Snam S.p.A. (Italy), | Snam S.p.A. (Italy), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/28/2030<sup>(b)</sup> <br>|  | 4827000 | &nbsp;&nbsp; 4827811 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/28/2035<sup>(b)</sup> <br>|  | 6772000 | &nbsp;&nbsp; 6788954 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/28/2055<sup>(b)</sup> <br>|  | 5209000 | &nbsp;&nbsp; 5246104 |
| &nbsp;&nbsp;&nbsp; Southwest Gas Corp., 5.45%, <br> 03/23/2028<br>|  | 162000 | &nbsp;&nbsp; 165255 |
| Venture Global Plaquemines LNG LLC, | Venture Global Plaquemines LNG LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/2033<sup>(b)</sup> <br>|  | 2856000 | &nbsp;&nbsp; 2985485 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/01/2035<sup>(b)(c)</sup> <br>|  | 5129000 | &nbsp;&nbsp; 5405638 |
|  |  |  | &nbsp;&nbsp; 26445165 |
| **Gold–0.05%** | **Gold–0.05%** | **Gold–0.05%** | **Gold–0.05%** |
| &nbsp;&nbsp;&nbsp; Navoi Mining & Metallurgical <br> Combinat (Uzbekistan), <br> 6.95%, 10/17/2031<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 597288 |
| &nbsp;&nbsp;&nbsp; New Gold, Inc. (Canada), <br> 6.88%, 04/01/2032<sup>(b)</sup> <br>|  | 1899000 | &nbsp;&nbsp; 1941503 |
|  |  |  | &nbsp;&nbsp; 2538791 |
| **Health Care Distributors–0.57%** | **Health Care Distributors–0.57%** | **Health Care Distributors–0.57%** | **Health Care Distributors–0.57%** |
| &nbsp;&nbsp;&nbsp; Cardinal Health, Inc., 5.45%, <br> 02/15/2034<sup>(c)</sup> <br>|  | 415000 | &nbsp;&nbsp; 419181 |
| &nbsp;&nbsp;&nbsp; Cencora, Inc., 5.13%, <br> 02/15/2034<sup>(c)</sup> <br>|  | 395000 | &nbsp;&nbsp; 393108 |
| McKesson Corp., | McKesson Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/2029<sup>(c)</sup> <br>|  | 950000 | &nbsp;&nbsp; 942823 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/2030 |  | 8826000 | &nbsp;&nbsp; 8840762 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/2032 |  | 6631000 | &nbsp;&nbsp; 6652019 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/2035 |  | 12947000 | &nbsp;&nbsp; 12982203 |
|  |  |  | &nbsp;&nbsp; 30230096 |
| **Health Care Equipment–0.16%** | **Health Care Equipment–0.16%** | **Health Care Equipment–0.16%** | **Health Care Equipment–0.16%** |
| Smith & Nephew PLC (United Kingdom), | Smith & Nephew PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/20/2027 |  | 639000 | &nbsp;&nbsp; 645062 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/2034 |  | 844000 | &nbsp;&nbsp; 841390 |
| Stryker Corp., | Stryker Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/2029 |  | 1428000 | &nbsp;&nbsp; 1418044 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/2030 |  | 2085000 | &nbsp;&nbsp; 2107013 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/2035 |  | 3583000 | &nbsp;&nbsp; 3588619 |
|  |  |  | &nbsp;&nbsp; 8600128 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Health Care Facilities–0.12%** | **Health Care Facilities–0.12%** | **Health Care Facilities–0.12%** | **Health Care Facilities–0.12%** |
| &nbsp;&nbsp;&nbsp; Adventist Health System, <br> 5.76%, 12/01/2034<br>|  | $475000 | &nbsp;&nbsp; $468927 |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health <br> Obligated Group, Series 21-A, <br> 2.70%, 10/01/2051<br>|  | 1121000 | &nbsp;&nbsp; 607383 |
| &nbsp;&nbsp;&nbsp; Tenet Healthcare Corp., 6.13%, <br> 10/01/2028<br>|  | 777000 | &nbsp;&nbsp; 778650 |
| Universal Health Services, Inc., | Universal Health Services, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/2029 |  | 1234000 | &nbsp;&nbsp; 1209666 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/2034<sup>(c)</sup> <br>|  | 2201000 | &nbsp;&nbsp; 2067385 |
| UPMC, | UPMC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/15/2033 |  | 826000 | &nbsp;&nbsp; 813576 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/2043 |  | 398000 | &nbsp;&nbsp; 367744 |
|  |  |  | &nbsp;&nbsp; 6313331 |
| **Health Care REITs–0.05%** | **Health Care REITs–0.05%** | **Health Care REITs–0.05%** | **Health Care REITs–0.05%** |
| Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2036 |  | 246000 | &nbsp;&nbsp; 233668 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/2054 |  | 1167000 | &nbsp;&nbsp; 1050682 |
| &nbsp;&nbsp;&nbsp; Healthpeak OP LLC, 5.38%, <br> 02/15/2035<sup>(c)</sup> <br>|  | 1340000 | &nbsp;&nbsp; 1326784 |
|  |  |  | &nbsp;&nbsp; 2611134 |
| **Health Care Services–0.81%** | **Health Care Services–0.81%** | **Health Care Services–0.81%** | **Health Care Services–0.81%** |
| CommonSpirit Health, | CommonSpirit Health, |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/2034 |  | 2959000 | &nbsp;&nbsp; 2905791 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/2054<sup>(c)</sup> <br>|  | 1104000 | &nbsp;&nbsp; 1007459 |
| &nbsp;&nbsp;&nbsp; Community Health Systems, <br> Inc., 6.00%, 01/15/2029<sup>(b)</sup> <br>|  | 150000 | &nbsp;&nbsp; 144237 |
| CVS Health Corp., | CVS Health Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/2029 |  | 260000 | &nbsp;&nbsp; 261811 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/2031 |  | 34000 | &nbsp;&nbsp; 34294 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/10/2054<sup>(d)</sup> <br>|  | 5744000 | &nbsp;&nbsp; 5605523 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/2055<sup>(d)</sup> <br>|  | 20671000 | &nbsp;&nbsp; 20872894 |
| DaVita, Inc., | DaVita, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/2030<sup>(b)</sup> <br>|  | 150000 | &nbsp;&nbsp; 140260 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/2032<sup>(b)</sup> <br>|  | 48000 | &nbsp;&nbsp; 48792 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/2033<sup>(b)</sup> <br>|  | 135000 | &nbsp;&nbsp; 136487 |
| HCA, Inc., | HCA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2028<sup>(c)</sup> <br>|  | 1287000 | &nbsp;&nbsp; 1300860 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/2034 |  | 628000 | &nbsp;&nbsp; 621961 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/2035 |  | 2669000 | &nbsp;&nbsp; 2691046 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/2053 |  | 286000 | &nbsp;&nbsp; 267927 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/2055<sup>(c)</sup> <br>|  | 1168000 | &nbsp;&nbsp; 1141193 |
| Icon Investments Six DAC, | Icon Investments Six DAC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/2027 |  | 989000 | &nbsp;&nbsp; 1005796 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/2029 |  | 757000 | &nbsp;&nbsp; 775955 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/08/2034 |  | 740000 | &nbsp;&nbsp; 741113 |
| &nbsp;&nbsp;&nbsp; Laboratory Corp. of America <br> Holdings, 4.35%, <br> 04/01/2030<br>|  | 2689000 | &nbsp;&nbsp; 2641827 |
| &nbsp;&nbsp;&nbsp; Piedmont Healthcare, Inc., <br> 2.86%, 01/01/2052<br>|  | 542000 | &nbsp;&nbsp; 320676 |
| &nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc., 6.40%, <br> 11/30/2033<br>|  | 317000 | &nbsp;&nbsp; 342369 |
|  |  |  | &nbsp;&nbsp; 43008271 |
| **Health Care Supplies–0.08%** | **Health Care Supplies–0.08%** | **Health Care Supplies–0.08%** | **Health Care Supplies–0.08%** |
| Medline Borrower L.P., | Medline Borrower L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/01/2029<sup>(b)</sup> <br>|  | 140000 | &nbsp;&nbsp; 132052 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/2029<sup>(b)</sup> <br>|  | 134000 | &nbsp;&nbsp; 131055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Health Care Supplies–(continued)** | **Health Care Supplies–(continued)** | **Health Care Supplies–(continued)** | **Health Care Supplies–(continued)** |
| Solventum Corp., | Solventum Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/25/2027 |  | $675000 | &nbsp;&nbsp; $683563 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/2029 |  | 2036000 | &nbsp;&nbsp; 2078130 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/2034<sup>(c)</sup> <br>|  | 1131000 | &nbsp;&nbsp; 1141140 |
|  |  |  | &nbsp;&nbsp; 4165940 |
| **Highways & Railtracks–0.02%** | **Highways & Railtracks–0.02%** | **Highways & Railtracks–0.02%** | **Highways & Railtracks–0.02%** |
| &nbsp;&nbsp;&nbsp; TransJamaican Highway Ltd. <br> (Jamaica), 5.75%, <br> 10/10/2036<sup>(b)</sup> <br>|  | 1156834 | &nbsp;&nbsp; 1072963 |
| **Home Improvement Retail–0.01%** | **Home Improvement Retail–0.01%** | **Home Improvement Retail–0.01%** | **Home Improvement Retail–0.01%** |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. (The), 4.90%, <br> 04/15/2029<br>|  | 548000 | &nbsp;&nbsp; 560281 |
| Lowe's Cos., Inc., | Lowe's Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/2062<sup>(c)</sup> <br>|  | 66000 | &nbsp;&nbsp; 61992 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/2063 |  | 129000 | &nbsp;&nbsp; 122247 |
|  |  |  | &nbsp;&nbsp; 744520 |
| **Homebuilding–0.03%** | **Homebuilding–0.03%** | **Homebuilding–0.03%** | **Homebuilding–0.03%** |
| &nbsp;&nbsp;&nbsp; D.R. Horton, Inc., 5.00%, <br> 10/15/2034<sup>(c)</sup> <br>|  | 1165000 | &nbsp;&nbsp; 1133830 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc., 5.75%, 01/15/2028<sup>(b)</sup> <br>|  | 250000 | &nbsp;&nbsp; 251635 |
|  |  |  | &nbsp;&nbsp; 1385465 |
| **Hotel & Resort REITs–0.05%** | **Hotel & Resort REITs–0.05%** | **Hotel & Resort REITs–0.05%** | **Hotel & Resort REITs–0.05%** |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center <br> Operating Partnership I L.P., | &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center <br> Operating Partnership I L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/2034 |  | 348000 | &nbsp;&nbsp; 350740 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/2035 |  | 1069000 | &nbsp;&nbsp; 1018371 |
| &nbsp;&nbsp;&nbsp; RHP Hotel Properties L.P./RHP <br> Finance Corp., 6.50%, <br> 06/15/2033<sup>(b)</sup> <br>|  | 262000 | &nbsp;&nbsp; 266667 |
| &nbsp;&nbsp;&nbsp; RLJ Lodging Trust L.P., 3.75%, <br> 07/01/2026<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 492401 |
| Service Properties Trust, | Service Properties Trust, |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/2027 |  | 263000 | &nbsp;&nbsp; 254015 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/2030 |  | 347000 | &nbsp;&nbsp; 280117 |
|  |  |  | &nbsp;&nbsp; 2662311 |
| **Hotels, Resorts & Cruise Lines–0.60%** | **Hotels, Resorts & Cruise Lines–0.60%** | **Hotels, Resorts & Cruise Lines–0.60%** | **Hotels, Resorts & Cruise Lines–0.60%** |
| Carnival Corp., | Carnival Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/15/2029<sup>(b)(c)</sup> <br>|  | 380000 | &nbsp;&nbsp; 399043 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/2030<sup>(b)(c)</sup> <br>|  | 1995000 | &nbsp;&nbsp; 2000907 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/2031<sup>(b)</sup> <br>|  | 16394000 | &nbsp;&nbsp; 16414083 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/2033<sup>(b)</sup> <br>|  | 82000 | &nbsp;&nbsp; 82254 |
| &nbsp;&nbsp;&nbsp; Expedia Group, Inc., 5.40%, <br> 02/15/2035<sup>(c)</sup> <br>|  | 3165000 | &nbsp;&nbsp; 3123634 |
| Hilton Domestic Operating Co., Inc., | Hilton Domestic Operating Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/2028<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 276140 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/2029<sup>(b)</sup> <br>|  | 1796000 | &nbsp;&nbsp; 1814815 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/2029<sup>(b)(c)</sup> <br>|  | 500000 | &nbsp;&nbsp; 472723 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/2032<sup>(b)(c)</sup> <br>|  | 752000 | &nbsp;&nbsp; 764076 |
| Marriott International, Inc., | Marriott International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/2029 |  | 267000 | &nbsp;&nbsp; 269138 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/2030<sup>(c)</sup> <br>|  | 1285000 | &nbsp;&nbsp; 1287998 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/2034 |  | 322000 | &nbsp;&nbsp; 319617 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/2035<sup>(c)</sup> <br>|  | 1049000 | &nbsp;&nbsp; 1035196 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Hotels, Resorts & Cruise Lines–(continued)** | **Hotels, Resorts & Cruise Lines–(continued)** | **Hotels, Resorts & Cruise Lines–(continued)** | **Hotels, Resorts & Cruise Lines–(continued)** |
| Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/2028<sup>(b)</sup> <br>|  | $1000000 | &nbsp;&nbsp; $1003045 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/2032<sup>(b)</sup> <br>|  | 1415000 | &nbsp;&nbsp; 1434987 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/2033<sup>(b)</sup> <br>|  | 1144000 | &nbsp;&nbsp; 1148821 |
|  |  |  | &nbsp;&nbsp; 31846477 |
| **Household Products–0.00%** | **Household Products–0.00%** | **Household Products–0.00%** | **Household Products–0.00%** |
| &nbsp;&nbsp;&nbsp; Energizer Holdings, Inc., <br> 4.38%, 03/31/2029<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 258632 |
| **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** | **Housewares & Specialties–0.01%** |
| &nbsp;&nbsp;&nbsp; Newell Brands, Inc., 6.38%, <br> 05/15/2030<br>|  | 309000 | &nbsp;&nbsp; 291061 |
| **Human Resource & Employment Services–0.10%** | **Human Resource & Employment Services–0.10%** | **Human Resource & Employment Services–0.10%** | **Human Resource & Employment Services–0.10%** |
| Paychex, Inc., | Paychex, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/2030 |  | 3266000 | &nbsp;&nbsp; 3309815 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/2035<sup>(c)</sup> <br>|  | 1909000 | &nbsp;&nbsp; 1941968 |
|  |  |  | &nbsp;&nbsp; 5251783 |
| **Independent Power Producers & Energy Traders–0.42%** | **Independent Power Producers & Energy Traders–0.42%** | **Independent Power Producers & Energy Traders–0.42%** | **Independent Power Producers & Energy Traders–0.42%** |
| AES Corp. (The), | AES Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/2032<sup>(c)</sup> <br>|  | 8346000 | &nbsp;&nbsp; 8278335 |
| &nbsp;&nbsp;&nbsp; 6.95%, 07/15/2055<sup>(d)</sup> <br>|  | 2562000 | &nbsp;&nbsp; 2437135 |
| &nbsp;&nbsp;&nbsp; Emirates SembCorp Water & <br> Power Co. PJSC (United Arab <br> Emirates), 4.45%, <br> 08/01/2035<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 187256 |
| &nbsp;&nbsp;&nbsp; EnfraGen Energia Sur <br> S.A./EnfraGen Spain <br> S.A./Prime Energia S.p.A. <br> (Colombia), 5.38%, <br> 12/30/2030<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 173525 |
| &nbsp;&nbsp;&nbsp; FIEMEX Energia - Banco Actinver <br> S.A. Institucion de Banca <br> Multiple (Mexico), 7.25%, <br> 01/31/2041<sup>(b)</sup> <br>|  | 2339471 | &nbsp;&nbsp; 2312567 |
| Vistra Corp., | Vistra Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%<sup>(b)(c)(d)(f)</sup> <br>|  | 3538000 | &nbsp;&nbsp; 3600764 |
| &nbsp;&nbsp;&nbsp; Series C, 8.88%<sup>(b)(d)(f)</sup> <br>|  | 4402000 | &nbsp;&nbsp; 4739343 |
| &nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik Uretim A.S. <br> (Turkey), 11.00%, <br> 04/23/2030<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 704092 |
|  |  |  | &nbsp;&nbsp; 22433017 |
| **Industrial Conglomerates–0.46%** | **Industrial Conglomerates–0.46%** | **Industrial Conglomerates–0.46%** | **Industrial Conglomerates–0.46%** |
| Honeywell International, Inc., | Honeywell International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/2029 |  | 901000 | &nbsp;&nbsp; 918029 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/2031 |  | 1104000 | &nbsp;&nbsp; 1123338 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2033 |  | 149000 | &nbsp;&nbsp; 149357 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2035 |  | 901000 | &nbsp;&nbsp; 894185 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/2064 |  | 1349000 | &nbsp;&nbsp; 1233933 |
| Siemens Funding B.V. (Netherlands), | Siemens Funding B.V. (Netherlands), |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/26/2028<sup>(b)(c)</sup> <br>|  | 8527000 | &nbsp;&nbsp; 8548231 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/28/2030<sup>(b)</sup> <br>|  | 4265000 | &nbsp;&nbsp; 4274959 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/28/2032<sup>(b)</sup> <br>|  | 2143000 | &nbsp;&nbsp; 2151301 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/28/2035<sup>(b)</sup> <br>|  | 3266000 | &nbsp;&nbsp; 3280493 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/28/2065<sup>(b)</sup> <br>|  | 1615000 | &nbsp;&nbsp; 1640045 |
|  |  |  | &nbsp;&nbsp; 24213871 |
| **Industrial Machinery & Supplies & Components–0.27%** | **Industrial Machinery & Supplies & Components–0.27%** | **Industrial Machinery & Supplies & Components–0.27%** | **Industrial Machinery & Supplies & Components–0.27%** |
| Enpro, Inc., | Enpro, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/2026 |  | 500000 | &nbsp;&nbsp; 500292 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/01/2033<sup>(b)</sup> <br>|  | 7660000 | &nbsp;&nbsp; 7736120 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Industrial Machinery & Supplies & Components–(continued)** | **Industrial Machinery & Supplies & Components–(continued)** | **Industrial Machinery & Supplies & Components–(continued)** | **Industrial Machinery & Supplies & Components–(continued)** |
| &nbsp;&nbsp;&nbsp; ESAB Corp., 6.25%, <br> 04/15/2029<sup>(b)</sup> <br>|  | $500000 | &nbsp;&nbsp; $509050 |
| Ingersoll Rand, Inc., | Ingersoll Rand, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/2027 |  | 775000 | &nbsp;&nbsp; 784961 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/14/2028 |  | 76000 | &nbsp;&nbsp; 78060 |
| Nordson Corp., | Nordson Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/2028 |  | 161000 | &nbsp;&nbsp; 165063 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/2033 |  | 266000 | &nbsp;&nbsp; 276715 |
| &nbsp;&nbsp;&nbsp; nVent Finance S.a.r.l. (United <br> Kingdom), 5.65%, <br> 05/15/2033<br>|  | 328000 | &nbsp;&nbsp; 327552 |
| &nbsp;&nbsp;&nbsp; Weir Group, Inc. (United <br> Kingdom), 5.35%, <br> 05/06/2030<sup>(b)</sup> <br>|  | 3837000 | &nbsp;&nbsp; 3854286 |
|  |  |  | &nbsp;&nbsp; 14232099 |
| **Industrial REITs–0.00%** | **Industrial REITs–0.00%** | **Industrial REITs–0.00%** | **Industrial REITs–0.00%** |
| &nbsp;&nbsp;&nbsp; LXP Industrial Trust, 6.75%, <br> 11/15/2028<br>|  | 234000 | &nbsp;&nbsp; 246463 |
| **Insurance Brokers–0.08%** | **Insurance Brokers–0.08%** | **Insurance Brokers–0.08%** | **Insurance Brokers–0.08%** |
| Arthur J. Gallagher & Co., | Arthur J. Gallagher & Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/2029 |  | 497000 | &nbsp;&nbsp; 501180 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032<sup>(c)</sup> <br>|  | 581000 | &nbsp;&nbsp; 582698 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/2035 |  | 962000 | &nbsp;&nbsp; 947246 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/2054 |  | 11000 | &nbsp;&nbsp; 11884 |
| &nbsp;&nbsp;&nbsp; AssuredPartners, Inc., 7.50%, <br> 02/15/2032<sup>(b)</sup> <br>|  | 1077000 | &nbsp;&nbsp; 1153699 |
| Marsh & McLennan Cos., Inc., | Marsh & McLennan Cos., Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/2033 |  | 368000 | &nbsp;&nbsp; 376736 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2053 |  | 121000 | &nbsp;&nbsp; 114037 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/2053 |  | 329000 | &nbsp;&nbsp; 322153 |
|  |  |  | &nbsp;&nbsp; 4009633 |
| **Integrated Oil & Gas–0.75%** | **Integrated Oil & Gas–0.75%** | **Integrated Oil & Gas–0.75%** | **Integrated Oil & Gas–0.75%** |
| &nbsp;&nbsp;&nbsp; BP Capital Markets PLC, <br> 6.13%<sup>(d)(f)</sup> <br>|  | 4349000 | &nbsp;&nbsp; 4267572 |
| Ecopetrol S.A. (Colombia), | Ecopetrol S.A. (Colombia), |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/2032 |  | 430000 | &nbsp;&nbsp; 417162 |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/19/2036 |  | 2323000 | &nbsp;&nbsp; 2212529 |
| &nbsp;&nbsp;&nbsp; Eni S.p.A. (Italy), 5.50%, <br> 05/15/2034<sup>(b)</sup> <br>|  | 924000 | &nbsp;&nbsp; 916675 |
| Occidental Petroleum Corp., | Occidental Petroleum Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/2027 |  | 224000 | &nbsp;&nbsp; 224177 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/2029 |  | 658000 | &nbsp;&nbsp; 654039 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/01/2032 |  | 1185000 | &nbsp;&nbsp; 1144701 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/01/2034 |  | 581000 | &nbsp;&nbsp; 549651 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/2036 |  | 470000 | &nbsp;&nbsp; 462373 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/2045 |  | 296000 | &nbsp;&nbsp; 216960 |
| Saudi Arabian Oil Co. (Saudi Arabia), | Saudi Arabian Oil Co. (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/16/2029<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 191790 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/02/2030<sup>(b)</sup> <br>|  | 7924000 | &nbsp;&nbsp; 7901230 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/02/2035<sup>(b)</sup> <br>|  | 9638000 | &nbsp;&nbsp; 9625085 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/02/2055<sup>(b)</sup> <br>|  | 11246000 | &nbsp;&nbsp; 11036431 |
|  |  |  | &nbsp;&nbsp; 39820375 |
| **Integrated Telecommunication Services–0.82%** | **Integrated Telecommunication Services–0.82%** | **Integrated Telecommunication Services–0.82%** | **Integrated Telecommunication Services–0.82%** |
| AT&T, Inc., | AT&T, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/2034 |  | 266000 | &nbsp;&nbsp; 269706 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/2056 |  | 8986000 | &nbsp;&nbsp; 9010594 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** | **Integrated Telecommunication Services–(continued)** |
| Bell Canada (Canada), | Bell Canada (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/2055<sup>(c)(d)</sup> <br>|  | $5159000 | &nbsp;&nbsp; $5205244 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/15/2055<sup>(c)(d)</sup> <br>|  | 4321000 | &nbsp;&nbsp; 4343474 |
| &nbsp;&nbsp;&nbsp; British Telecommunications PLC <br> (United Kingdom), 4.25%, <br> 11/23/2081<sup>(b)(d)</sup> <br>|  | 8833000 | &nbsp;&nbsp; 8598783 |
| &nbsp;&nbsp;&nbsp; C&W Senior Finance Ltd. <br> (Panama), 9.00%, <br> 01/15/2033<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 198685 |
| &nbsp;&nbsp;&nbsp; Iliad Holding S.A.S. (France), <br> 7.00%, 10/15/2028<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 406700 |
| &nbsp;&nbsp;&nbsp; Iliad Holding S.A.S.U. (France), <br> 8.50%, 04/15/2031<sup>(b)</sup> <br>|  | 95000 | &nbsp;&nbsp; 100340 |
| &nbsp;&nbsp;&nbsp; Ooredoo International Finance <br> Ltd. (Qatar), 4.63%, <br> 10/10/2034<sup>(b)</sup> <br>|  | 265000 | &nbsp;&nbsp; 257049 |
| &nbsp;&nbsp;&nbsp; Sitios Latinoamerica S.A.B. de <br> C.V. (Brazil), 5.38%, <br> 04/04/2032<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 191608 |
| &nbsp;&nbsp;&nbsp; Telecom Argentina S.A. <br> (Argentina), 9.25%, <br> 05/28/2033<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 803800 |
| &nbsp;&nbsp;&nbsp; Turk Telekomunikasyon A.S. <br> (Turkey), 7.38%, <br> 05/20/2029<sup>(b)</sup> <br>|  | 700000 | &nbsp;&nbsp; 710710 |
| &nbsp;&nbsp;&nbsp; Verizon Communications, Inc., <br> 5.25%, 04/02/2035<sup>(c)</sup> <br>|  | 7352000 | &nbsp;&nbsp; 7327419 |
| &nbsp;&nbsp;&nbsp; Zegona Finance PLC (United <br> Kingdom), 8.63%, <br> 07/15/2029<sup>(b)</sup> <br>|  | 5526000 | &nbsp;&nbsp; 5905913 |
|  |  |  | &nbsp;&nbsp; 43330025 |
| **Interactive Media & Services–0.35%** | **Interactive Media & Services–0.35%** | **Interactive Media & Services–0.35%** | **Interactive Media & Services–0.35%** |
| Alphabet, Inc., | Alphabet, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2055 |  | 3412000 | &nbsp;&nbsp; 3302013 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/2065 |  | 3612000 | &nbsp;&nbsp; 3461262 |
| &nbsp;&nbsp;&nbsp; Globo Comunicacao e <br> Participacoes S.A. (Brazil), <br> 5.50%, 01/14/2032<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 280188 |
| Meta Platforms, Inc., | Meta Platforms, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/2029 |  | 1737000 | &nbsp;&nbsp; 1744338 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/2031<sup>(c)</sup> <br>|  | 565000 | &nbsp;&nbsp; 567035 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/2034<sup>(c)</sup> <br>|  | 2442000 | &nbsp;&nbsp; 2415758 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/2054 |  | 2776000 | &nbsp;&nbsp; 2637148 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/2063 |  | 349000 | &nbsp;&nbsp; 345078 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/2064<sup>(c)</sup> <br>|  | 3929000 | &nbsp;&nbsp; 3762491 |
|  |  |  | &nbsp;&nbsp; 18515311 |
| **Internet Services & Infrastructure–0.08%** | **Internet Services & Infrastructure–0.08%** | **Internet Services & Infrastructure–0.08%** | **Internet Services & Infrastructure–0.08%** |
| &nbsp;&nbsp;&nbsp; CoreWeave, Inc., 9.25%, <br> 06/01/2030<sup>(b)(c)</sup> <br>|  | 4421000 | &nbsp;&nbsp; 4419931 |
| **Investment Banking & Brokerage–1.80%** | **Investment Banking & Brokerage–1.80%** | **Investment Banking & Brokerage–1.80%** | **Investment Banking & Brokerage–1.80%** |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance <br> Corp., 6.75%, 04/04/2029<br>|  | 48000 | &nbsp;&nbsp; 48307 |
| Charles Schwab Corp. (The), | Charles Schwab Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp; Series G, 5.38%<sup>(d)(f)</sup> <br>|  | 2521000 | &nbsp;&nbsp; 2521000 |
| &nbsp;&nbsp;&nbsp; Series K, 5.00%<sup>(d)(f)</sup> <br>|  | 157000 | &nbsp;&nbsp; 156509 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** | **Investment Banking & Brokerage–(continued)** |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.14% (SOFR + 0.79%), <br> 12/09/2026<sup>(e)</sup> <br>|  | $287000 | &nbsp;&nbsp; $287333 |
| &nbsp;&nbsp;&nbsp; 5.63% (SOFR + 1.29%), <br> 04/23/2028<sup>(e)</sup> <br>|  | 4932000 | &nbsp;&nbsp; 4964134 |
| &nbsp;&nbsp;&nbsp; 5.73%, 04/25/2030<sup>(d)</sup> <br>|  | 721000 | &nbsp;&nbsp; 745368 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/2030<sup>(d)</sup> <br>|  | 1335000 | &nbsp;&nbsp; 1346768 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/2030<sup>(d)</sup> <br>|  | 1654000 | &nbsp;&nbsp; 1648690 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/2031<sup>(d)</sup> <br>|  | 2254000 | &nbsp;&nbsp; 2286424 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/2031<sup>(d)</sup> <br>|  | 10114000 | &nbsp;&nbsp; 10264114 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/25/2035<sup>(d)</sup> <br>|  | 841000 | &nbsp;&nbsp; 865799 |
| &nbsp;&nbsp;&nbsp; 5.33%, 07/23/2035<sup>(d)</sup> <br>|  | 1068000 | &nbsp;&nbsp; 1059377 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/28/2036<sup>(c)(d)</sup> <br>|  | 7732000 | &nbsp;&nbsp; 7789719 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/2056<sup>(c)(d)</sup> <br>|  | 4806000 | &nbsp;&nbsp; 4674205 |
| &nbsp;&nbsp;&nbsp; 6.85%<sup>(c)(d)(f)</sup> <br>|  | 7803000 | &nbsp;&nbsp; 7886976 |
| &nbsp;&nbsp;&nbsp; Series V, 4.13%<sup>(c)(d)(f)</sup> <br>|  | 1513000 | &nbsp;&nbsp; 1475238 |
| &nbsp;&nbsp;&nbsp; Series W, 7.50%<sup>(c)(d)(f)</sup> <br>|  | 8038000 | &nbsp;&nbsp; 8426010 |
| &nbsp;&nbsp;&nbsp; Series X, 7.50%<sup>(d)(f)</sup> <br>|  | 9235000 | &nbsp;&nbsp; 9640343 |
| Morgan Stanley, | Morgan Stanley, |  |  |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/2029<sup>(d)</sup> <br>|  | 76000 | &nbsp;&nbsp; 76931 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/2029<sup>(d)</sup> <br>|  | 2466000 | &nbsp;&nbsp; 2489641 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/2029<sup>(d)</sup> <br>|  | 270000 | &nbsp;&nbsp; 273819 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/2029<sup>(d)</sup> <br>|  | 157000 | &nbsp;&nbsp; 160618 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/01/2029<sup>(d)</sup> <br>|  | 347000 | &nbsp;&nbsp; 365883 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/16/2030<sup>(d)</sup> <br>|  | 284000 | &nbsp;&nbsp; 288433 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/2030<sup>(d)</sup> <br>|  | 955000 | &nbsp;&nbsp; 964809 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/2030<sup>(d)</sup> <br>|  | 2447000 | &nbsp;&nbsp; 2431576 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/2031<sup>(c)(d)</sup> <br>|  | 7273000 | &nbsp;&nbsp; 7381230 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/21/2034<sup>(d)</sup> <br>|  | 53000 | &nbsp;&nbsp; 52979 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/21/2034<sup>(d)</sup> <br>|  | 275000 | &nbsp;&nbsp; 277570 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/2035<sup>(d)</sup> <br>|  | 297000 | &nbsp;&nbsp; 298878 |
| &nbsp;&nbsp;&nbsp; 5.83%, 04/19/2035<sup>(d)</sup> <br>|  | 725000 | &nbsp;&nbsp; 747800 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/19/2035<sup>(d)</sup> <br>|  | 1475000 | &nbsp;&nbsp; 1465976 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/18/2036<sup>(d)</sup> <br>|  | 5231000 | &nbsp;&nbsp; 5283753 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/17/2036<sup>(d)</sup> <br>|  | 6222000 | &nbsp;&nbsp; 6326003 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/19/2038<sup>(d)</sup> <br>|  | 69000 | &nbsp;&nbsp; 69631 |
|  |  |  | &nbsp;&nbsp; 95041844 |
| **IT Consulting & Other Services–0.45%** | **IT Consulting & Other Services–0.45%** | **IT Consulting & Other Services–0.45%** | **IT Consulting & Other Services–0.45%** |
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp., | &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/2028 |  | 4710000 | &nbsp;&nbsp; 4745355 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/2030 |  | 9708000 | &nbsp;&nbsp; 9799204 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/2035<sup>(c)</sup> <br>|  | 3986000 | &nbsp;&nbsp; 3967457 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/2055 |  | 5455000 | &nbsp;&nbsp; 5249312 |
|  |  |  | &nbsp;&nbsp; 23761328 |
| **Leisure Products–0.02%** | **Leisure Products–0.02%** | **Leisure Products–0.02%** | **Leisure Products–0.02%** |
| &nbsp;&nbsp;&nbsp; Amer Sports Co. (Finland), <br> 6.75%, 02/16/2031<sup>(b)</sup> <br>|  | 255000 | &nbsp;&nbsp; 265338 |
| &nbsp;&nbsp;&nbsp; Brunswick Corp., 5.85%, <br> 03/18/2029<sup>(c)</sup> <br>|  | 476000 | &nbsp;&nbsp; 483755 |
| &nbsp;&nbsp;&nbsp; Polaris, Inc., 6.95%, <br> 03/15/2029<sup>(c)</sup> <br>|  | 344000 | &nbsp;&nbsp; 357133 |
|  |  |  | &nbsp;&nbsp; 1106226 |
| **Life & Health Insurance–2.60%** | **Life & Health Insurance–2.60%** | **Life & Health Insurance–2.60%** | **Life & Health Insurance–2.60%** |
| &nbsp;&nbsp;&nbsp; 200 Park Funding Trust, <br> 5.74%, 02/15/2055<sup>(b)(c)</sup> <br>|  | 3793000 | &nbsp;&nbsp; 3660921 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** | **Life & Health Insurance–(continued)** |
| AIA Group Ltd. (Hong Kong), | AIA Group Ltd. (Hong Kong), |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/05/2034<sup>(b)</sup> <br>|  | $4177000 | &nbsp;&nbsp; $4223463 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/30/2035<sup>(b)(c)</sup> <br>|  | 6976000 | &nbsp;&nbsp; 6795770 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/30/2054<sup>(b)</sup> <br>|  | 3937000 | &nbsp;&nbsp; 3610208 |
| &nbsp;&nbsp;&nbsp; American National Global <br> Funding, 5.55%, <br> 01/28/2030<sup>(b)</sup> <br>|  | 1391000 | &nbsp;&nbsp; 1410977 |
| &nbsp;&nbsp;&nbsp; Athene Global Funding, 5.58%, <br> 01/09/2029<sup>(b)(c)</sup> <br>|  | 1334000 | &nbsp;&nbsp; 1362312 |
| Athene Holding Ltd., | Athene Holding Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/2054<sup>(c)</sup> <br>|  | 572000 | &nbsp;&nbsp; 547170 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/2055<sup>(c)</sup> <br>|  | 6760000 | &nbsp;&nbsp; 6738806 |
| &nbsp;&nbsp;&nbsp; Belrose Funding Trust II, <br> 6.79%, 05/15/2055<sup>(b)</sup> <br>|  | 10764000 | &nbsp;&nbsp; 10798654 |
| Corebridge Global Funding, | Corebridge Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/19/2028<sup>(b)</sup> <br>|  | 397000 | &nbsp;&nbsp; 413017 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/12/2029<sup>(b)(c)</sup> <br>|  | 792000 | &nbsp;&nbsp; 807419 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/24/2029<sup>(b)</sup> <br>|  | 1297000 | &nbsp;&nbsp; 1319265 |
| &nbsp;&nbsp;&nbsp; Dai-ichi Life Insurance Co. Ltd. <br> (The) (Japan), 6.20%<sup>(b)(d)(f)</sup> <br>|  | 3089000 | &nbsp;&nbsp; 3073782 |
| &nbsp;&nbsp;&nbsp; Delaware Life Global Funding, <br> Series 21-1, 2.66%, <br> 06/29/2026<sup>(b)</sup> <br>|  | 28401000 | &nbsp;&nbsp; 27711598 |
| &nbsp;&nbsp;&nbsp; F&G Annuities & Life, Inc., <br> 7.40%, 01/13/2028<br>|  | 236000 | &nbsp;&nbsp; 245773 |
| &nbsp;&nbsp;&nbsp; GA Global Funding Trust, <br> 5.50%, 01/08/2029<sup>(b)</sup> <br>|  | 621000 | &nbsp;&nbsp; 634154 |
| &nbsp;&nbsp;&nbsp; High Street Funding Trust III, <br> 5.81%, 02/15/2055<sup>(b)</sup> <br>|  | 2233000 | &nbsp;&nbsp; 2123474 |
| &nbsp;&nbsp;&nbsp; Jackson National Life Global <br> Funding, 4.70%, <br> 06/05/2028<sup>(b)</sup> <br>|  | 6265000 | &nbsp;&nbsp; 6273830 |
| &nbsp;&nbsp;&nbsp; Lincoln Financial Global Funding, <br> 4.63%, 05/28/2028<sup>(b)</sup> <br>|  | 5604000 | &nbsp;&nbsp; 5617475 |
| &nbsp;&nbsp;&nbsp; MAG Mutual Holding Co., <br> 4.75%, 04/30/2041<sup>(b)(i)</sup> <br>|  | 27101000 | &nbsp;&nbsp; 24445102 |
| MetLife, Inc., | MetLife, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/2054 |  | 31000 | &nbsp;&nbsp; 28479 |
| &nbsp;&nbsp;&nbsp; Series G, 6.35%, <br> 03/15/2055<sup>(c)(d)</sup> <br>|  | 5634000 | &nbsp;&nbsp; 5674058 |
| &nbsp;&nbsp;&nbsp; Metropolitan Life Global Funding <br> I, 5.15%, 03/28/2033<sup>(b)</sup> <br>|  | 671000 | &nbsp;&nbsp; 673338 |
| Nippon Life Insurance Co. (Japan), | Nippon Life Insurance Co. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/16/2054<sup>(b)(d)</sup> <br>|  | 1602000 | &nbsp;&nbsp; 1589918 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/30/2055<sup>(b)(c)(d)</sup> <br>|  | 3950000 | &nbsp;&nbsp; 4011975 |
| &nbsp;&nbsp;&nbsp; Peachtree Corners Funding <br> Trust II, 6.01%, <br> 05/15/2035<sup>(b)</sup> <br>|  | 4737000 | &nbsp;&nbsp; 4769606 |
| &nbsp;&nbsp;&nbsp; Pricoa Global Funding I, 4.65%, <br> 08/27/2031<sup>(b)</sup> <br>|  | 1006000 | &nbsp;&nbsp; 997733 |
| &nbsp;&nbsp;&nbsp; Prudential Financial, Inc., <br> 5.20%, 03/14/2035<sup>(c)</sup> <br>|  | 7564000 | &nbsp;&nbsp; 7527852 |
| &nbsp;&nbsp;&nbsp; Sumitomo Life Insurance Co. <br> (Japan), 5.88%<sup>(b)(d)(f)</sup> <br>|  | 204000 | &nbsp;&nbsp; 199565 |
|  |  |  | &nbsp;&nbsp; 137285694 |
| **Managed Health Care–0.03%** | **Managed Health Care–0.03%** | **Managed Health Care–0.03%** | **Managed Health Care–0.03%** |
| &nbsp;&nbsp;&nbsp; Humana, Inc., 5.75%, <br> 12/01/2028<br>|  | 235000 | &nbsp;&nbsp; 242659 |
| Kaiser Foundation Hospitals, | Kaiser Foundation Hospitals, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021, <br>2.81%, 06/01/2041<br>|  | 65000 | &nbsp;&nbsp; 45146 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/2051 |  | 44000 | &nbsp;&nbsp; 27694 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Managed Health Care–(continued)** | **Managed Health Care–(continued)** | **Managed Health Care–(continued)** | **Managed Health Care–(continued)** |
| UnitedHealth Group, Inc., | UnitedHealth Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/2028 |  | $183000 | &nbsp;&nbsp; $186516 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/2030 |  | 299000 | &nbsp;&nbsp; 306266 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/2033 |  | 251000 | &nbsp;&nbsp; 253381 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/2054<sup>(c)</sup> <br>|  | 580000 | &nbsp;&nbsp; 542471 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/2064 |  | 99000 | &nbsp;&nbsp; 92475 |
|  |  |  | &nbsp;&nbsp; 1696608 |
| **Marine Transportation–0.15%** | **Marine Transportation–0.15%** | **Marine Transportation–0.15%** | **Marine Transportation–0.15%** |
| &nbsp;&nbsp;&nbsp; A.P. Moller - Maersk A/S <br> (Denmark), 5.88%, <br> 09/14/2033<sup>(b)(c)</sup> <br>|  | 281000 | &nbsp;&nbsp; 290834 |
| &nbsp;&nbsp;&nbsp; NCL Corp. Ltd., 6.75%, <br> 02/01/2032<sup>(b)(c)</sup> <br>|  | 65000 | &nbsp;&nbsp; 65053 |
| &nbsp;&nbsp;&nbsp; Stena International S.A. <br> (Sweden), 7.63%, <br> 02/15/2031<sup>(b)</sup> <br>|  | 7526000 | &nbsp;&nbsp; 7629716 |
|  |  |  | &nbsp;&nbsp; 7985603 |
| **Metal, Glass & Plastic Containers–0.21%** | **Metal, Glass & Plastic Containers–0.21%** | **Metal, Glass & Plastic Containers–0.21%** | **Metal, Glass & Plastic Containers–0.21%** |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance <br> USA LLC/Ardagh Metal <br> Packaging Finance PLC, <br> 6.00%, 06/15/2027<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 200629 |
| &nbsp;&nbsp;&nbsp; Ball Corp., 6.88%, <br> 03/15/2028<br>|  | 250000 | &nbsp;&nbsp; 256201 |
| &nbsp;&nbsp;&nbsp; CROWN Americas LLC, 5.88%, <br> 06/01/2033<sup>(b)</sup> <br>|  | 9498000 | &nbsp;&nbsp; 9440462 |
| &nbsp;&nbsp;&nbsp; Smurfit Kappa Treasury Unlimited Co. <br> (Ireland), | &nbsp;&nbsp;&nbsp; Smurfit Kappa Treasury Unlimited Co. <br> (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/2030 |  | 728000 | &nbsp;&nbsp; 736393 |
| &nbsp;&nbsp;&nbsp; 5.44%, 04/03/2034 |  | 713000 | &nbsp;&nbsp; 714288 |
|  |  |  | &nbsp;&nbsp; 11347973 |
| **Movies & Entertainment–0.30%** | **Movies & Entertainment–0.30%** | **Movies & Entertainment–0.30%** | **Movies & Entertainment–0.30%** |
| &nbsp;&nbsp;&nbsp; Flutter Treasury DAC (Ireland), <br> 5.88%, 06/04/2031<sup>(b)</sup> <br>|  | 12822000 | &nbsp;&nbsp; 12894124 |
| &nbsp;&nbsp;&nbsp; Lions Gate Capital Holdings 1, <br> Inc., 5.50%, 04/15/2029<sup>(b)</sup> <br>|  | 280000 | &nbsp;&nbsp; 249882 |
| &nbsp;&nbsp;&nbsp; Netflix, Inc., 5.40%, <br> 08/15/2054<br>|  | 262000 | &nbsp;&nbsp; 252317 |
| WarnerMedia Holdings, Inc., | WarnerMedia Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/2032<sup>(c)</sup> <br>|  | 1082000 | &nbsp;&nbsp; 918524 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2042 |  | 159000 | &nbsp;&nbsp; 114445 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/15/2052 |  | 1705000 | &nbsp;&nbsp; 1105917 |
| &nbsp;&nbsp;&nbsp; 5.39%, 03/15/2062 |  | 182000 | &nbsp;&nbsp; 117242 |
|  |  |  | &nbsp;&nbsp; 15652451 |
| **Multi-Family Residential REITs–0.11%** | **Multi-Family Residential REITs–0.11%** | **Multi-Family Residential REITs–0.11%** | **Multi-Family Residential REITs–0.11%** |
| &nbsp;&nbsp;&nbsp; AvalonBay Communities, Inc., <br> 5.30%, 12/07/2033<br>|  | 487000 | &nbsp;&nbsp; 494027 |
| &nbsp;&nbsp;&nbsp; ERP Operating L.P., 4.95%, <br> 06/15/2032<br>|  | 3031000 | &nbsp;&nbsp; 3019758 |
| &nbsp;&nbsp;&nbsp; Essex Portfolio L.P., 5.50%, <br> 04/01/2034<br>|  | 366000 | &nbsp;&nbsp; 367851 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartments L.P., <br> 5.30%, 02/15/2032<br>|  | 1468000 | &nbsp;&nbsp; 1499513 |
| UDR, Inc., 5.13%, 09/01/2034 |  | 478000 | &nbsp;&nbsp; 466111 |
|  |  |  | &nbsp;&nbsp; 5847260 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Multi-line Insurance–0.29%** | **Multi-line Insurance–0.29%** | **Multi-line Insurance–0.29%** | **Multi-line Insurance–0.29%** |
| &nbsp;&nbsp;&nbsp; Acrisure LLC/Acrisure Finance, <br> Inc., 7.50%, <br> 11/06/2030<sup>(b)(c)</sup> <br>|  | $500000 | &nbsp;&nbsp; $516274 |
| &nbsp;&nbsp;&nbsp; Allianz SE (Germany), <br> 3.50%<sup>(b)(d)(f)</sup> <br>|  | 5200000 | &nbsp;&nbsp; 5065602 |
| &nbsp;&nbsp;&nbsp; American International Group, <br> Inc., 4.85%, 05/07/2030<br>|  | 2123000 | &nbsp;&nbsp; 2132457 |
| &nbsp;&nbsp;&nbsp; MassMutual Global Funding II, <br> 4.55%, 05/07/2030<sup>(b)</sup> <br>|  | 7684000 | &nbsp;&nbsp; 7674892 |
|  |  |  | &nbsp;&nbsp; 15389225 |
| **Multi-Utilities–0.35%** | **Multi-Utilities–0.35%** | **Multi-Utilities–0.35%** | **Multi-Utilities–0.35%** |
| &nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp. <br> (Canada), 5.37%, <br> 06/15/2026<br>|  | 563000 | &nbsp;&nbsp; 565804 |
| &nbsp;&nbsp;&nbsp; Ameren Illinois Co., 4.95%, <br> 06/01/2033<br>|  | 223000 | &nbsp;&nbsp; 222478 |
| &nbsp;&nbsp;&nbsp; Black Hills Corp., 6.15%, <br> 05/15/2034<br>|  | 471000 | &nbsp;&nbsp; 484958 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp., 6.50%, <br> 06/01/2055<sup>(d)</sup> <br>|  | 2190000 | &nbsp;&nbsp; 2166666 |
| &nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 5.38%, <br> 11/15/2032<br>|  | 206000 | &nbsp;&nbsp; 208343 |
| DTE Electric Co., | DTE Electric Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/2034 |  | 366000 | &nbsp;&nbsp; 367445 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/2055 |  | 1679000 | &nbsp;&nbsp; 1675995 |
| DTE Energy Co., | DTE Energy Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/2027 |  | 562000 | &nbsp;&nbsp; 566691 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/2034 |  | 299000 | &nbsp;&nbsp; 308302 |
| ENGIE S.A. (France), | ENGIE S.A. (France), |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/10/2029<sup>(b)</sup> <br>|  | 930000 | &nbsp;&nbsp; 947158 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/10/2034<sup>(b)(c)</sup> <br>|  | 600000 | &nbsp;&nbsp; 607913 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/2054<sup>(b)(c)</sup> <br>|  | 770000 | &nbsp;&nbsp; 735614 |
| NiSource, Inc., | NiSource, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/2028 |  | 89000 | &nbsp;&nbsp; 90743 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/2034<sup>(c)</sup> <br>|  | 693000 | &nbsp;&nbsp; 695540 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/2055 |  | 2564000 | &nbsp;&nbsp; 2479462 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise Group, <br> Inc., 5.88%, 10/15/2028<sup>(c)</sup> <br>|  | 612000 | &nbsp;&nbsp; 636725 |
| Sempra, | Sempra, |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/2054<sup>(c)(d)</sup> <br>|  | 1044000 | &nbsp;&nbsp; 1020470 |
| &nbsp;&nbsp;&nbsp; 6.55%, 04/01/2055<sup>(d)</sup> <br>|  | 2637000 | &nbsp;&nbsp; 2473955 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/01/2055<sup>(d)</sup> <br>|  | 2203000 | &nbsp;&nbsp; 2078463 |
| &nbsp;&nbsp;&nbsp; WEC Energy Group, Inc., 5.15%, <br> 10/01/2027<br>|  | 161000 | &nbsp;&nbsp; 163219 |
|  |  |  | &nbsp;&nbsp; 18495944 |
| **Office REITs–0.33%** | **Office REITs–0.33%** | **Office REITs–0.33%** | **Office REITs–0.33%** |
| &nbsp;&nbsp;&nbsp; Brandywine Operating Partnership <br> L.P., | &nbsp;&nbsp;&nbsp; Brandywine Operating Partnership <br> L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 8.30%, 03/15/2028<sup>(c)</sup> <br>|  | 2592000 | &nbsp;&nbsp; 2719122 |
| &nbsp;&nbsp;&nbsp; 8.88%, 04/12/2029 |  | 3859000 | &nbsp;&nbsp; 4113127 |
| Cousins Properties L.P., | Cousins Properties L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/2030 |  | 8587000 | &nbsp;&nbsp; 8645056 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/2032<sup>(c)</sup> <br>|  | 874000 | &nbsp;&nbsp; 868760 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/2034 |  | 1142000 | &nbsp;&nbsp; 1152950 |
|  |  |  | &nbsp;&nbsp; 17499015 |
| **Oil & Gas Drilling–0.02%** | **Oil & Gas Drilling–0.02%** | **Oil & Gas Drilling–0.02%** | **Oil & Gas Drilling–0.02%** |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners <br> L.P./Delek Logistics Finance <br> Corp., 7.13%, <br> 06/01/2028<sup>(b)</sup> <br>|  | 377000 | &nbsp;&nbsp; 379838 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Drilling–(continued)** | **Oil & Gas Drilling–(continued)** | **Oil & Gas Drilling–(continued)** | **Oil & Gas Drilling–(continued)** |
| &nbsp;&nbsp;&nbsp; Summit Midstream Holdings LLC, <br> 8.63%, 10/31/2029<sup>(b)</sup> <br>|  | $259000 | &nbsp;&nbsp; $259775 |
| &nbsp;&nbsp;&nbsp; Transocean Poseidon Ltd., <br> 6.88%, 02/01/2027<sup>(b)</sup> <br>|  | 577500 | &nbsp;&nbsp; 581639 |
|  |  |  | &nbsp;&nbsp; 1221252 |
| **Oil & Gas Exploration & Production–0.58%** | **Oil & Gas Exploration & Production–0.58%** | **Oil & Gas Exploration & Production–0.58%** | **Oil & Gas Exploration & Production–0.58%** |
| &nbsp;&nbsp;&nbsp; Adnoc Murban Rsc Ltd. (United <br> Arab Emirates), 4.50%, <br> 09/11/2034<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 769772 |
| &nbsp;&nbsp;&nbsp; Aethon United BR L.P./Aethon <br> United Finance Corp., 7.50%, <br> 10/01/2029<sup>(b)</sup> <br>|  | 2557000 | &nbsp;&nbsp; 2622163 |
| &nbsp;&nbsp;&nbsp; Azule Energy Finance PLC <br> (Angola), 8.13%, <br> 01/23/2030<sup>(b)</sup> <br>|  | 330000 | &nbsp;&nbsp; 322384 |
| &nbsp;&nbsp;&nbsp; Comstock Resources, Inc., <br> 6.75%, 03/01/2029<sup>(b)</sup> <br>|  | 260000 | &nbsp;&nbsp; 256493 |
| &nbsp;&nbsp;&nbsp; ConocoPhillips Co., 5.70%, <br> 09/15/2063<br>|  | 201000 | &nbsp;&nbsp; 185336 |
| Diamondback Energy, Inc., | Diamondback Energy, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/2027 |  | 690000 | &nbsp;&nbsp; 696879 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/2030 |  | 768000 | &nbsp;&nbsp; 777504 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/2064 |  | 430000 | &nbsp;&nbsp; 385170 |
| &nbsp;&nbsp;&nbsp; Expand Energy Corp., 5.38%, <br> 03/15/2030<br>|  | 581000 | &nbsp;&nbsp; 578297 |
| &nbsp;&nbsp;&nbsp; Gran Tierra Energy, Inc. <br> (Colombia), 9.50%, <br> 10/15/2029<sup>(b)(c)</sup> <br>|  | 408000 | &nbsp;&nbsp; 285933 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I L.P./Hilcorp Finance <br> Co., | &nbsp;&nbsp;&nbsp; Hilcorp Energy I L.P./Hilcorp Finance <br> Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/2034<sup>(b)</sup> <br>|  | 1157000 | &nbsp;&nbsp; 1049346 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/2035<sup>(b)</sup> <br>|  | 1749000 | &nbsp;&nbsp; 1622215 |
| &nbsp;&nbsp;&nbsp; Kimmeridge Texas Gas LLC, <br> 8.50%, 02/15/2030<sup>(b)</sup> <br>|  | 255000 | &nbsp;&nbsp; 252269 |
| &nbsp;&nbsp;&nbsp; Pluspetrol S.A. (Argentina), <br> 8.50%, 05/30/2032<sup>(b)</sup> <br>|  | 800000 | &nbsp;&nbsp; 801200 |
| &nbsp;&nbsp;&nbsp; SM Energy Co., 6.50%, <br> 07/15/2028<sup>(c)</sup> <br>|  | 500000 | &nbsp;&nbsp; 497687 |
| &nbsp;&nbsp;&nbsp; Transocean Titan Financing Ltd., <br> 8.38%, 02/01/2028<sup>(b)</sup> <br>|  | 1687381 | &nbsp;&nbsp; 1714880 |
| &nbsp;&nbsp;&nbsp; Uzbekneftegaz JSC (Uzbekistan), <br> 4.75%, 11/16/2028<sup>(b)</sup> <br>|  | 7487000 | &nbsp;&nbsp; 6767784 |
| Var Energi ASA (Norway), | Var Energi ASA (Norway), |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/22/2030<sup>(b)</sup> <br>|  | 4818000 | &nbsp;&nbsp; 4875043 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/22/2035<sup>(b)</sup> <br>|  | 4980000 | &nbsp;&nbsp; 5031232 |
| &nbsp;&nbsp;&nbsp; Woodside Finance Ltd. <br> (Australia), 5.70%, <br> 05/19/2032<br>|  | 1256000 | &nbsp;&nbsp; 1254535 |
|  |  |  | &nbsp;&nbsp; 30746122 |
| **Oil & Gas Refining & Marketing–0.18%** | **Oil & Gas Refining & Marketing–0.18%** | **Oil & Gas Refining & Marketing–0.18%** | **Oil & Gas Refining & Marketing–0.18%** |
| Empresa Nacional del Petroleo (Chile), | Empresa Nacional del Petroleo (Chile), |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/10/2033<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 608910 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/30/2034<sup>(b)</sup> <br>|  | 2578000 | &nbsp;&nbsp; 2587698 |
| &nbsp;&nbsp;&nbsp; Phillips 66 Co., 5.30%, <br> 06/30/2033<br>|  | 282000 | &nbsp;&nbsp; 280877 |
| &nbsp;&nbsp;&nbsp; Puma International Financing <br> S.A. (Singapore), 5.00%, <br> 01/24/2026<sup>(b)</sup> <br>|  | 94896 | &nbsp;&nbsp; 93758 |
| Raizen Fuels Finance S.A. (Brazil), | Raizen Fuels Finance S.A. (Brazil), |  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/05/2034<sup>(b)</sup> <br>|  | 270000 | &nbsp;&nbsp; 267525 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(b)</sup> <br>|  | 3011000 | &nbsp;&nbsp; 2912631 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/05/2054<sup>(b)</sup> <br>|  | 2943000 | &nbsp;&nbsp; 2703731 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Refining & Marketing–(continued)** | **Oil & Gas Refining & Marketing–(continued)** | **Oil & Gas Refining & Marketing–(continued)** | **Oil & Gas Refining & Marketing–(continued)** |
| &nbsp;&nbsp;&nbsp; Sunoco L.P., 6.25%, <br> 07/01/2033<sup>(b)</sup> <br>|  | $275000 | &nbsp;&nbsp; $275218 |
|  |  |  | &nbsp;&nbsp; 9730348 |
| **Oil & Gas Storage & Transportation–2.23%** | **Oil & Gas Storage & Transportation–2.23%** | **Oil & Gas Storage & Transportation–2.23%** | **Oil & Gas Storage & Transportation–2.23%** |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Crude Oil Pipeline LLC <br> (United Arab Emirates), <br> 3.65%, 11/02/2029<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 192633 |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Developmental <br> Holding Co. PJSC (United Arab <br> Emirates), 5.00%, <br> 05/06/2035<sup>(b)</sup> <br>|  | 492000 | &nbsp;&nbsp; 484620 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners <br> L.P./Antero Midstream Finance <br> Corp., | &nbsp;&nbsp;&nbsp; Antero Midstream Partners <br> L.P./Antero Midstream Finance <br> Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/2029<sup>(b)</sup> <br>|  | 275000 | &nbsp;&nbsp; 272373 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/2032<sup>(b)</sup> <br>|  | 4762000 | &nbsp;&nbsp; 4867612 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy Partners L.P., <br> 5.95%, 06/30/2033<br>|  | 253000 | &nbsp;&nbsp; 258980 |
| Columbia Pipelines Holding Co. LLC, | Columbia Pipelines Holding Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.06%, 08/15/2026<sup>(b)</sup> <br>|  | 167000 | &nbsp;&nbsp; 168815 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/2031<sup>(b)</sup> <br>|  | 1021000 | &nbsp;&nbsp; 1002163 |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Operating Co. <br> LLC, 5.70%, 10/01/2054<sup>(b)</sup> <br>|  | 2174000 | &nbsp;&nbsp; 1948309 |
| &nbsp;&nbsp;&nbsp; Eastern Energy Gas <br> Holdings LLC, 5.65%, <br> 10/15/2054<br>|  | 1153000 | &nbsp;&nbsp; 1064322 |
| Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/2033 |  | 224000 | &nbsp;&nbsp; 228561 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/2083<sup>(d)</sup> <br>|  | 233000 | &nbsp;&nbsp; 241804 |
| &nbsp;&nbsp;&nbsp; Series NC5, 8.25%, <br> 01/15/2084<sup>(d)</sup> <br>|  | 112000 | &nbsp;&nbsp; 117687 |
| Energy Transfer L.P., | Energy Transfer L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/2028 |  | 162000 | &nbsp;&nbsp; 169200 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/2030 |  | 127000 | &nbsp;&nbsp; 135065 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/2034 |  | 457000 | &nbsp;&nbsp; 453946 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/2054 |  | 428000 | &nbsp;&nbsp; 391240 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/2054<sup>(c)(d)</sup> <br>|  | 3819000 | &nbsp;&nbsp; 4006624 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/2054 |  | 1144000 | &nbsp;&nbsp; 1058622 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/2054<sup>(d)</sup> <br>|  | 13492000 | &nbsp;&nbsp; 13608611 |
| &nbsp;&nbsp;&nbsp; Excelerate Energy L.P., 8.00%, <br> 05/15/2030<sup>(b)</sup> <br>|  | 256000 | &nbsp;&nbsp; 265211 |
| &nbsp;&nbsp;&nbsp; Florida Gas Transmission Co. <br> LLC, 5.75%, 07/15/2035<sup>(b)</sup> <br>|  | 13766000 | &nbsp;&nbsp; 13858318 |
| &nbsp;&nbsp;&nbsp; Genesis Energy L.P./Genesis <br> Energy Finance Corp., <br> 8.88%, 04/15/2030<br>|  | 384000 | &nbsp;&nbsp; 403556 |
| &nbsp;&nbsp;&nbsp; GreenSaif Pipelines Bidco S.a.r.l. <br> (Saudi Arabia), | &nbsp;&nbsp;&nbsp; GreenSaif Pipelines Bidco S.a.r.l. <br> (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/23/2036<sup>(b)</sup> <br>|  | 5540000 | &nbsp;&nbsp; 5551126 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/23/2038<sup>(b)</sup> <br>|  | 2540000 | &nbsp;&nbsp; 2584442 |
| &nbsp;&nbsp;&nbsp; 6.51%, 02/23/2042<sup>(b)</sup> <br>|  | 5385000 | &nbsp;&nbsp; 5511348 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/23/2042<sup>(b)</sup> <br>|  | 7240000 | &nbsp;&nbsp; 7119262 |
| Kinder Morgan, Inc., | Kinder Morgan, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/2030 |  | 4020000 | &nbsp;&nbsp; 4059099 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/2033 |  | 130000 | &nbsp;&nbsp; 125618 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/2033 |  | 292000 | &nbsp;&nbsp; 288301 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/2035<sup>(c)</sup> <br>|  | 2688000 | &nbsp;&nbsp; 2725568 |
| &nbsp;&nbsp;&nbsp; MPLX L.P., 4.95%, <br> 03/14/2052<br>|  | 95000 | &nbsp;&nbsp; 76765 |
| &nbsp;&nbsp;&nbsp; NFE Financing LLC, 12.00%, <br> 11/15/2029<sup>(b)</sup> <br>|  | 106000 | &nbsp;&nbsp; 45573 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL <br> Energy Finance Corp., <br> 8.38%, 02/15/2032<sup>(b)(c)</sup> <br>|  | $3192000 | &nbsp;&nbsp; $3021002 |
| &nbsp;&nbsp;&nbsp; Northern Natural Gas Co., <br> 5.63%, 02/01/2054<sup>(b)</sup> <br>|  | 254000 | &nbsp;&nbsp; 236144 |
| ONEOK, Inc., | ONEOK, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/24/2027 |  | 2176000 | &nbsp;&nbsp; 2162335 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/2028 |  | 173000 | &nbsp;&nbsp; 178117 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/2029 |  | 1535000 | &nbsp;&nbsp; 1511032 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/01/2030 |  | 233000 | &nbsp;&nbsp; 241397 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/2033 |  | 372000 | &nbsp;&nbsp; 381879 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/2053 |  | 538000 | &nbsp;&nbsp; 543103 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline L.P., <br> 5.95%, 06/15/2035<br>|  | 3933000 | &nbsp;&nbsp; 3929223 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure <br> Holdings Ltd. (Canada), | &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure <br> Holdings Ltd. (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/01/2055<sup>(b)(c)(d)</sup> <br>|  | 3112000 | &nbsp;&nbsp; 3106263 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/01/2055<sup>(b)(d)</sup> <br>|  | 5262000 | &nbsp;&nbsp; 5316362 |
| &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<sup>(b)</sup> <br>|  | 539000 | &nbsp;&nbsp; 539488 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/2029<sup>(b)</sup> <br>|  | 1701000 | &nbsp;&nbsp; 1687307 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/2034<sup>(b)</sup> <br>|  | 1456000 | &nbsp;&nbsp; 1402150 |
| &nbsp;&nbsp;&nbsp; 6.18%, 10/01/2054<sup>(b)</sup> <br>|  | 770000 | &nbsp;&nbsp; 701520 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners <br> L.P./Tallgrass Energy Finance <br> Corp., 7.38%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 5290000 | &nbsp;&nbsp; 5385289 |
| Targa Resources Corp., | Targa Resources Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/2035 |  | 499000 | &nbsp;&nbsp; 488388 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/2052 |  | 112000 | &nbsp;&nbsp; 107083 |
| &nbsp;&nbsp;&nbsp; TMS Issuer S.a.r.l. (Saudi <br> Arabia), 5.78%, <br> 08/23/2032<sup>(b)</sup> <br>|  | 220000 | &nbsp;&nbsp; 226400 |
| Venture Global LNG, Inc., | Venture Global LNG, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/2029<sup>(b)</sup> <br>|  | 4310000 | &nbsp;&nbsp; 4610713 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/2032<sup>(b)(c)</sup> <br>|  | 2407000 | &nbsp;&nbsp; 2562182 |
| Western Midstream Operating L.P., | Western Midstream Operating L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/2033 |  | 213000 | &nbsp;&nbsp; 217699 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/2034 |  | 1100000 | &nbsp;&nbsp; 1056487 |
| Williams Cos., Inc. (The), | Williams Cos., Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/2028 |  | 712000 | &nbsp;&nbsp; 728029 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/2029 |  | 1372000 | &nbsp;&nbsp; 1380081 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/2033 |  | 280000 | &nbsp;&nbsp; 286862 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/2034 |  | 382000 | &nbsp;&nbsp; 375316 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/2054 |  | 929000 | &nbsp;&nbsp; 880316 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/2055 |  | 1580000 | &nbsp;&nbsp; 1536442 |
|  |  |  | &nbsp;&nbsp; 118083983 |
| **Other Specialized REITs–0.02%** | **Other Specialized REITs–0.02%** | **Other Specialized REITs–0.02%** | **Other Specialized REITs–0.02%** |
| Iron Mountain, Inc., | Iron Mountain, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(b)(c)</sup> <br>|  | 500000 | &nbsp;&nbsp; 516914 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 485630 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/2033<sup>(b)</sup> <br>|  | 34000 | &nbsp;&nbsp; 34346 |
|  |  |  | &nbsp;&nbsp; 1036890 |
| **Other Specialty Retail–0.00%** | **Other Specialty Retail–0.00%** | **Other Specialty Retail–0.00%** | **Other Specialty Retail–0.00%** |
| &nbsp;&nbsp;&nbsp; Tractor Supply Co., 5.25%, <br> 05/15/2033<br>|  | 107000 | &nbsp;&nbsp; 106837 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Packaged Foods & Meats–0.73%** | **Packaged Foods & Meats–0.73%** | **Packaged Foods & Meats–0.73%** | **Packaged Foods & Meats–0.73%** |
| &nbsp;&nbsp;&nbsp; Frigorifico Concepcion S.A. <br> (Paraguay), 7.70%, <br> 07/21/2028<sup>(b)</sup> <br>|  | $500000 | &nbsp;&nbsp; $350034 |
| &nbsp;&nbsp;&nbsp; J.M. Smucker Co. (The), 6.20%, <br> 11/15/2033<sup>(c)</sup> <br>|  | 234000 | &nbsp;&nbsp; 248513 |
| &nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.13%, 01/31/2030<sup>(b)(c)</sup> <br>|  | 2549000 | &nbsp;&nbsp; 2406635 |
| Mars, Inc., | Mars, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/2028<sup>(b)(c)</sup> <br>|  | 5915000 | &nbsp;&nbsp; 5944222 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/2030<sup>(b)(c)</sup> <br>|  | 2360000 | &nbsp;&nbsp; 2375572 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/2032<sup>(b)</sup> <br>|  | 3101000 | &nbsp;&nbsp; 3112845 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/2035<sup>(b)(c)</sup> <br>|  | 5836000 | &nbsp;&nbsp; 5816309 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/01/2045<sup>(b)</sup> <br>|  | 4221000 | &nbsp;&nbsp; 4143379 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/01/2055<sup>(b)</sup> <br>|  | 4281000 | &nbsp;&nbsp; 4156124 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/2065<sup>(b)</sup> <br>|  | 2901000 | &nbsp;&nbsp; 2816693 |
| &nbsp;&nbsp;&nbsp; McCormick & Co., Inc., 4.70%, <br> 10/15/2034<br>|  | 1552000 | &nbsp;&nbsp; 1474440 |
| &nbsp;&nbsp;&nbsp; Minerva (Luxembourg) S.A. <br> (Brazil), 8.88%, <br> 09/13/2033<sup>(b)</sup> <br>|  | 3014000 | &nbsp;&nbsp; 3237455 |
| &nbsp;&nbsp;&nbsp; Post Holdings, Inc., 6.25%, <br> 10/15/2034<sup>(b)(c)</sup> <br>|  | 858000 | &nbsp;&nbsp; 849660 |
| The Campbell's Company, | The Campbell's Company, |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/20/2026<sup>(c)</sup> <br>|  | 318000 | &nbsp;&nbsp; 319398 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/2029<sup>(c)</sup> <br>|  | 344000 | &nbsp;&nbsp; 350169 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/2034 |  | 451000 | &nbsp;&nbsp; 449971 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/2054 |  | 863000 | &nbsp;&nbsp; 760245 |
|  |  |  | &nbsp;&nbsp; 38811664 |
| **Paper & Plastic Packaging Products & Materials–0.17%** | **Paper & Plastic Packaging Products & Materials–0.17%** | **Paper & Plastic Packaging Products & Materials–0.17%** | **Paper & Plastic Packaging Products & Materials–0.17%** |
| &nbsp;&nbsp;&nbsp; Cascades, Inc./Cascades USA, <br> Inc. (Canada), 6.75%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 3086000 | &nbsp;&nbsp; 3107617 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings, <br> Inc., 6.75%, 04/15/2032<sup>(b)</sup> <br>|  | 245000 | &nbsp;&nbsp; 247775 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC, 6.38%, <br> 07/15/2032<sup>(b)(c)</sup> <br>|  | 1565000 | &nbsp;&nbsp; 1569268 |
| &nbsp;&nbsp;&nbsp; SAN Miguel Industrias Pet <br> S.A./NG PET R&P Latin <br> America S.A. (Peru), 3.75%, <br> 08/02/2028<sup>(b)</sup> <br>|  | 702000 | &nbsp;&nbsp; 644972 |
| Sealed Air Corp., | Sealed Air Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/2029<sup>(b)</sup> <br>|  | 267000 | &nbsp;&nbsp; 262341 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/2031<sup>(b)(c)</sup> <br>|  | 2917000 | &nbsp;&nbsp; 3051716 |
|  |  |  | &nbsp;&nbsp; 8883689 |
| **Paper Products–0.02%** | **Paper Products–0.02%** | **Paper Products–0.02%** | **Paper Products–0.02%** |
| &nbsp;&nbsp;&nbsp; Inversiones CMPC S.A. (Chile), <br> 6.13%, 02/26/2034<sup>(b)</sup> <br>|  | 225000 | &nbsp;&nbsp; 224920 |
| &nbsp;&nbsp;&nbsp; Magnera Corp., 7.25%, <br> 11/15/2031<sup>(b)(c)</sup> <br>|  | 1012000 | &nbsp;&nbsp; 926698 |
|  |  |  | &nbsp;&nbsp; 1151618 |
| **Passenger Airlines–0.12%** | **Passenger Airlines–0.12%** | **Passenger Airlines–0.12%** | **Passenger Airlines–0.12%** |
| &nbsp;&nbsp;&nbsp; American Airlines Pass-Through <br> Trust, Series 2021-1, <br> Class A, 2.88%, <br> 07/11/2034<br>|  | 62348 | &nbsp;&nbsp; 54422 |
| &nbsp;&nbsp;&nbsp; American Airlines, <br> Inc./AAdvantage Loyalty IP <br> Ltd., 5.75%, <br> 04/20/2029<sup>(b)(c)</sup> <br>|  | 371000 | &nbsp;&nbsp; 364546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** | **Passenger Airlines–(continued)** |
| AS Mileage Plan IP Ltd., | AS Mileage Plan IP Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/20/2029<sup>(b)(c)</sup> <br>|  | $1225000 | &nbsp;&nbsp; $1200337 |
| &nbsp;&nbsp;&nbsp; 5.31%, 10/20/2031<sup>(b)</sup> <br>|  | 1163000 | &nbsp;&nbsp; 1132015 |
| &nbsp;&nbsp;&nbsp; British Airways Pass-Through <br> Trust (United Kingdom), <br> Series 2021-1, Class A, <br> 2.90%, 03/15/2035<sup>(b)</sup> <br>|  | 471065 | &nbsp;&nbsp; 421557 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., | Delta Air Lines, Inc./SkyMiles IP Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/2025<sup>(b)</sup> <br>|  | 35473 | &nbsp;&nbsp; 35342 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/20/2028<sup>(b)</sup> <br>|  | 285773 | &nbsp;&nbsp; 284755 |
| United Airlines Pass-Through Trust, | United Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A, <br> 5.88%, 10/15/2027<br>|  | 72742 | &nbsp;&nbsp; 74102 |
| &nbsp;&nbsp;&nbsp; Series 24-A, 5.88%, <br> 02/15/2037<br>|  | 1437381 | &nbsp;&nbsp; 1411062 |
| &nbsp;&nbsp;&nbsp; Series AA, 5.45%, <br> 02/15/2037<br>|  | 1248043 | &nbsp;&nbsp; 1243959 |
|  |  |  | &nbsp;&nbsp; 6222097 |
| **Passenger Ground Transportation–0.09%** | **Passenger Ground Transportation–0.09%** | **Passenger Ground Transportation–0.09%** | **Passenger Ground Transportation–0.09%** |
| Uber Technologies, Inc., | Uber Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/2030<sup>(c)</sup> <br>|  | 2906000 | &nbsp;&nbsp; 2866651 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/15/2054<sup>(c)</sup> <br>|  | 2062000 | &nbsp;&nbsp; 1873975 |
|  |  |  | &nbsp;&nbsp; 4740626 |
| **Personal Care Products–0.03%** | **Personal Care Products–0.03%** | **Personal Care Products–0.03%** | **Personal Care Products–0.03%** |
| Kenvue, Inc., | Kenvue, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/22/2026 |  | 76000 | &nbsp;&nbsp; 76571 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/2028 |  | 180000 | &nbsp;&nbsp; 184590 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/2030 |  | 542000 | &nbsp;&nbsp; 555155 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/2033<sup>(c)</sup> <br>|  | 357000 | &nbsp;&nbsp; 358311 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/2063 |  | 177000 | &nbsp;&nbsp; 160560 |
| &nbsp;&nbsp;&nbsp; Opal Bidco SAS (France), <br> 6.50%, 03/31/2032<sup>(b)</sup> <br>|  | 260000 | &nbsp;&nbsp; 259957 |
|  |  |  | &nbsp;&nbsp; 1595144 |
| **Pharmaceuticals–0.34%** | **Pharmaceuticals–0.34%** | **Pharmaceuticals–0.34%** | **Pharmaceuticals–0.34%** |
| &nbsp;&nbsp;&nbsp; 1261229 BC Ltd., 10.00%, <br> 04/15/2032<sup>(b)</sup> <br>|  | 185000 | &nbsp;&nbsp; 183269 |
| &nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; AstraZeneca Finance LLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/2029 |  | 452000 | &nbsp;&nbsp; 459738 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/2031 |  | 517000 | &nbsp;&nbsp; 526932 |
| Bristol-Myers Squibb Co., | Bristol-Myers Squibb Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/22/2029 |  | 260000 | &nbsp;&nbsp; 264934 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/2033<sup>(c)</sup> <br>|  | 299000 | &nbsp;&nbsp; 317168 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/15/2053 |  | 207000 | &nbsp;&nbsp; 215775 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/15/2063 |  | 482000 | &nbsp;&nbsp; 507995 |
| Eli Lilly and Co., | Eli Lilly and Co., |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/2034 |  | 339000 | &nbsp;&nbsp; 333766 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/2054 |  | 10000 | &nbsp;&nbsp; 9081 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/2064 |  | 575000 | &nbsp;&nbsp; 518362 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/2064 |  | 526000 | &nbsp;&nbsp; 484734 |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc., 5.15%, <br> 05/17/2063<br>|  | 108000 | &nbsp;&nbsp; 97234 |
| Novartis Capital Corp., | Novartis Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/2031<sup>(c)</sup> <br>|  | 1559000 | &nbsp;&nbsp; 1518216 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/2034<sup>(c)</sup> <br>|  | 2809000 | &nbsp;&nbsp; 2660801 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/2054 |  | 2081000 | &nbsp;&nbsp; 1812743 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands IV B.V. (Israel), <br> 5.75%, 12/01/2030<br>|  | 5080000 | &nbsp;&nbsp; 5137084 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** | **Pharmaceuticals–(continued)** |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceuticals Finance <br> Netherlands B.V. (Israel), <br> 6.00%, 12/01/2032<br>|  | $2790000 | &nbsp;&nbsp; $2817403 |
|  |  |  | &nbsp;&nbsp; 17865235 |
| **Property & Casualty Insurance–0.11%** | **Property & Casualty Insurance–0.11%** | **Property & Casualty Insurance–0.11%** | **Property & Casualty Insurance–0.11%** |
| &nbsp;&nbsp;&nbsp; Fairfax Financial Holdings Ltd. <br> (Canada), 6.10%, <br> 03/15/2055<br>|  | 1901000 | &nbsp;&nbsp; 1806424 |
| Markel Group, Inc., 6.00%<sup>(d)(f)</sup> <br>|  | 3627000 | &nbsp;&nbsp; 3627000 |
| &nbsp;&nbsp;&nbsp; Travelers Cos., Inc. (The), <br> 5.45%, 05/25/2053<br>|  | 145000 | &nbsp;&nbsp; 138843 |
|  |  |  | &nbsp;&nbsp; 5572267 |
| **Rail Transportation–0.14%** | **Rail Transportation–0.14%** | **Rail Transportation–0.14%** | **Rail Transportation–0.14%** |
| &nbsp;&nbsp;&nbsp; Canadian Pacific Railway Co. <br> (Canada), 5.20%, <br> 03/30/2035<sup>(c)</sup> <br>|  | 2549000 | &nbsp;&nbsp; 2541196 |
| &nbsp;&nbsp;&nbsp; Empresa de los Ferrocarriles del <br> Estado (Chile), 3.83%, <br> 09/14/2061<sup>(b)</sup> <br>|  | 209000 | &nbsp;&nbsp; 131036 |
| Norfolk Southern Corp., | Norfolk Southern Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/2030 |  | 253000 | &nbsp;&nbsp; 258984 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/2034 |  | 274000 | &nbsp;&nbsp; 281974 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/2035 |  | 2164000 | &nbsp;&nbsp; 2138427 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/2064 |  | 286000 | &nbsp;&nbsp; 284483 |
| &nbsp;&nbsp;&nbsp; TTX Co., 5.05%, <br> 11/15/2034<sup>(b)</sup> <br>|  | 1225000 | &nbsp;&nbsp; 1225972 |
| &nbsp;&nbsp;&nbsp; Union Pacific Corp., 5.15%, <br> 01/20/2063<br>|  | 308000 | &nbsp;&nbsp; 273528 |
|  |  |  | &nbsp;&nbsp; 7135600 |
| **Real Estate Development–0.03%** | **Real Estate Development–0.03%** | **Real Estate Development–0.03%** | **Real Estate Development–0.03%** |
| Piedmont Operating Partnership L.P., | Piedmont Operating Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 07/20/2028 |  | 39000 | &nbsp;&nbsp; 43079 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/2029 |  | 1314000 | &nbsp;&nbsp; 1360702 |
| &nbsp;&nbsp;&nbsp; Port of Spain Waterfront <br> Development (Trinidad), <br> 7.88%, 02/19/2040<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 191250 |
|  |  |  | &nbsp;&nbsp; 1595031 |
| **Regional Banks–0.09%** | **Regional Banks–0.09%** | **Regional Banks–0.09%** | **Regional Banks–0.09%** |
| &nbsp;&nbsp;&nbsp; Banco del Estado de Chile <br> (Chile), 7.95%<sup>(b)(d)(f)</sup> <br>|  | 421000 | &nbsp;&nbsp; 436418 |
| &nbsp;&nbsp;&nbsp; Banco Internacional del Peru <br> S.A.A. Interbank (Peru), <br> 3.25%, 10/04/2026<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 195811 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc., <br> 5.64%, 05/21/2037<sup>(d)</sup> <br>|  | 136000 | &nbsp;&nbsp; 132290 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp., 5.72%, <br> 06/06/2030<sup>(c)(d)</sup> <br>|  | 1026000 | &nbsp;&nbsp; 1049571 |
| &nbsp;&nbsp;&nbsp; Synovus Financial Corp., <br> 6.17%, 11/01/2030<sup>(d)</sup> <br>|  | 1064000 | &nbsp;&nbsp; 1078295 |
| &nbsp;&nbsp;&nbsp; Truist Financial Corp., Series P, <br> 4.95%<sup>(c)(d)(f)</sup> <br>|  | 661000 | &nbsp;&nbsp; 658329 |
| &nbsp;&nbsp;&nbsp; Zions Bancorporation N.A., <br> 6.82%, 11/19/2035<sup>(d)</sup> <br>|  | 1056000 | &nbsp;&nbsp; 1065051 |
|  |  |  | &nbsp;&nbsp; 4615765 |
| **Reinsurance–0.12%** | **Reinsurance–0.12%** | **Reinsurance–0.12%** | **Reinsurance–0.12%** |
| &nbsp;&nbsp;&nbsp; Fortitude Group Holdings LLC, <br> 6.25%, 04/01/2030<sup>(b)</sup> <br>|  | 1629000 | &nbsp;&nbsp; 1650381 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Reinsurance–(continued)** | **Reinsurance–(continued)** | **Reinsurance–(continued)** | **Reinsurance–(continued)** |
| Global Atlantic (Fin) Co., | Global Atlantic (Fin) Co., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2054<sup>(b)</sup> <br>|  | $1248000 | &nbsp;&nbsp; $1237866 |
| &nbsp;&nbsp;&nbsp; 7.95%, 10/15/2054<sup>(b)(d)</sup> <br>|  | 3506000 | &nbsp;&nbsp; 3605500 |
|  |  |  | &nbsp;&nbsp; 6493747 |
| **Renewable Electricity–0.01%** | **Renewable Electricity–0.01%** | **Renewable Electricity–0.01%** | **Renewable Electricity–0.01%** |
| &nbsp;&nbsp;&nbsp; Idaho Power Co., 5.20%, <br> 08/15/2034<br>|  | 423000 | &nbsp;&nbsp; 423651 |
| **Research & Consulting Services–0.02%** | **Research & Consulting Services–0.02%** | **Research & Consulting Services–0.02%** | **Research & Consulting Services–0.02%** |
| &nbsp;&nbsp;&nbsp; CACI International, Inc., 6.38%, <br> 06/15/2033<sup>(b)</sup> <br>|  | 1079000 | &nbsp;&nbsp; 1101324 |
| **Restaurants–0.49%** | **Restaurants–0.49%** | **Restaurants–0.49%** | **Restaurants–0.49%** |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC/New Red <br> Finance, Inc. (Canada), <br> 5.63%, 09/15/2029<sup>(b)(c)</sup> <br>|  | 2454000 | &nbsp;&nbsp; 2471230 |
| &nbsp;&nbsp;&nbsp; Alsea S.A.B. de C.V. (Mexico), <br> 7.75%, 12/14/2026<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 404835 |
| Arcos Dorados B.V. (Brazil), | Arcos Dorados B.V. (Brazil), |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/27/2029<sup>(b)</sup> <br>|  | 322000 | &nbsp;&nbsp; 324758 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/29/2032<sup>(b)(c)</sup> <br>|  | 8265000 | &nbsp;&nbsp; 8445177 |
| McDonald's Corp., | McDonald's Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/2028 |  | 820000 | &nbsp;&nbsp; 832462 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/2030 |  | 2932000 | &nbsp;&nbsp; 2943164 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/2033<sup>(c)</sup> <br>|  | 687000 | &nbsp;&nbsp; 692849 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/2035<sup>(c)</sup> <br>|  | 4165000 | &nbsp;&nbsp; 4108326 |
| &nbsp;&nbsp;&nbsp; Raising Cane's Restaurants LLC, <br> 9.38%, 05/01/2029<sup>(b)</sup> <br>|  | 5005000 | &nbsp;&nbsp; 5317627 |
| &nbsp;&nbsp;&nbsp; Yum! Brands, Inc., 4.75%, <br> 01/15/2030<sup>(b)(c)</sup> <br>|  | 500000 | &nbsp;&nbsp; 489454 |
|  |  |  | &nbsp;&nbsp; 26029882 |
| **Retail REITs–0.32%** | **Retail REITs–0.32%** | **Retail REITs–0.32%** | **Retail REITs–0.32%** |
| Agree L.P., | Agree L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/2034 |  | 469000 | &nbsp;&nbsp; 473110 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/2035 |  | 4196000 | &nbsp;&nbsp; 4212232 |
| &nbsp;&nbsp;&nbsp; Brixmor Operating Partnership <br> L.P., 5.75%, 02/15/2035<sup>(c)</sup> <br>|  | 387000 | &nbsp;&nbsp; 391198 |
| &nbsp;&nbsp;&nbsp; Kimco Realty OP LLC, 4.85%, <br> 03/01/2035<br>|  | 1142000 | &nbsp;&nbsp; 1096888 |
| Kite Realty Group L.P., | Kite Realty Group L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/2031 |  | 816000 | &nbsp;&nbsp; 805378 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/2034 |  | 181000 | &nbsp;&nbsp; 180120 |
| NNN REIT, Inc., | NNN REIT, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/2033 |  | 200000 | &nbsp;&nbsp; 203279 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/2034 |  | 431000 | &nbsp;&nbsp; 431701 |
| Realty Income Corp., | Realty Income Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/2032 |  | 122000 | &nbsp;&nbsp; 126226 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/2035<sup>(c)</sup> <br>|  | 1403000 | &nbsp;&nbsp; 1387529 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/2054 |  | 399000 | &nbsp;&nbsp; 374030 |
| Regency Centers L.P., | Regency Centers L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/2032 |  | 2968000 | &nbsp;&nbsp; 2963555 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/2034 |  | 313000 | &nbsp;&nbsp; 313439 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/2035 |  | 505000 | &nbsp;&nbsp; 498329 |
| &nbsp;&nbsp;&nbsp; Simon Property Group L.P., <br> 4.75%, 09/26/2034<sup>(c)</sup> <br>|  | 3386000 | &nbsp;&nbsp; 3236871 |
|  |  |  | &nbsp;&nbsp; 16693885 |
| **Security & Alarm Services–0.01%** | **Security & Alarm Services–0.01%** | **Security & Alarm Services–0.01%** | **Security & Alarm Services–0.01%** |
| &nbsp;&nbsp;&nbsp; Brink's Co. (The), 6.50%, <br> 06/15/2029<sup>(b)(c)</sup> <br>|  | 500000 | &nbsp;&nbsp; 510512 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Self-Storage REITs–0.45%** | **Self-Storage REITs–0.45%** | **Self-Storage REITs–0.45%** | **Self-Storage REITs–0.45%** |
| &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership L.P., | &nbsp;&nbsp;&nbsp; Americold Realty Operating <br> Partnership L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/2032 |  | $1597000 | &nbsp;&nbsp; $1585950 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/2034<sup>(c)</sup> <br>|  | 1820000 | &nbsp;&nbsp; 1749724 |
| Extra Space Storage L.P., | Extra Space Storage L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/2028 |  | 102000 | &nbsp;&nbsp; 104877 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/2034 |  | 580000 | &nbsp;&nbsp; 576896 |
| &nbsp;&nbsp;&nbsp; Goodman US Finance Six LLC <br> (Australia), 5.13%, <br> 10/07/2034<sup>(b)(c)</sup> <br>|  | 486000 | &nbsp;&nbsp; 476853 |
| Prologis L.P., | Prologis L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/2028<sup>(c)</sup> <br>|  | 245000 | &nbsp;&nbsp; 248603 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031 |  | 8087000 | &nbsp;&nbsp; 8115257 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/2034 |  | 216000 | &nbsp;&nbsp; 216285 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/2034 |  | 1289000 | &nbsp;&nbsp; 1270486 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/2035 |  | 1377000 | &nbsp;&nbsp; 1353019 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2035 |  | 5884000 | &nbsp;&nbsp; 5853624 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2054 |  | 1827000 | &nbsp;&nbsp; 1677057 |
| Public Storage Operating Co., | Public Storage Operating Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/2029 |  | 68000 | &nbsp;&nbsp; 69816 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/2053 |  | 588000 | &nbsp;&nbsp; 549999 |
|  |  |  | &nbsp;&nbsp; 23848446 |
| **Semiconductors–0.52%** | **Semiconductors–0.52%** | **Semiconductors–0.52%** | **Semiconductors–0.52%** |
| Foundry JV Holdco LLC, | Foundry JV Holdco LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/2030<sup>(b)(c)</sup> <br>|  | 844000 | &nbsp;&nbsp; 873773 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/2031<sup>(b)</sup> <br>|  | 1662000 | &nbsp;&nbsp; 1684682 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/25/2032<sup>(b)</sup> <br>|  | 1276000 | &nbsp;&nbsp; 1326041 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/2033<sup>(b)</sup> <br>|  | 706000 | &nbsp;&nbsp; 721153 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/25/2034<sup>(b)(c)</sup> <br>|  | 1091000 | &nbsp;&nbsp; 1094623 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/2035<sup>(b)</sup> <br>|  | 1602000 | &nbsp;&nbsp; 1649493 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/25/2036<sup>(b)</sup> <br>|  | 1803000 | &nbsp;&nbsp; 1833209 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/25/2037<sup>(b)</sup> <br>|  | 2265000 | &nbsp;&nbsp; 2317650 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/25/2038<sup>(b)</sup> <br>|  | 735000 | &nbsp;&nbsp; 761935 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/25/2039<sup>(b)</sup> <br>|  | 1930000 | &nbsp;&nbsp; 1984218 |
| Micron Technology, Inc., | Micron Technology, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/2031 |  | 385000 | &nbsp;&nbsp; 387517 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/2032<sup>(c)</sup> <br>|  | 3144000 | &nbsp;&nbsp; 3195819 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/2035 |  | 8724000 | &nbsp;&nbsp; 8899340 |
| &nbsp;&nbsp;&nbsp; SK hynix, Inc. (South Korea), <br> 6.38%, 01/17/2028<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 623823 |
|  |  |  | &nbsp;&nbsp; 27353276 |
| **Single-Family Residential REITs–0.07%** | **Single-Family Residential REITs–0.07%** | **Single-Family Residential REITs–0.07%** | **Single-Family Residential REITs–0.07%** |
| American Homes 4 Rent L.P., | American Homes 4 Rent L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/2034 |  | 1088000 | &nbsp;&nbsp; 1083912 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/2035 |  | 1065000 | &nbsp;&nbsp; 1040177 |
| &nbsp;&nbsp;&nbsp; Ashton Woods USA LLC/Ashton <br> Woods Finance Co., 6.63%, <br> 01/15/2028<sup>(b)</sup> <br>|  | 653000 | &nbsp;&nbsp; 656285 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating <br> Partnership L.P., 4.88%, <br> 02/01/2035<br>|  | 1141000 | &nbsp;&nbsp; 1086067 |
|  |  |  | &nbsp;&nbsp; 3866441 |
| **Soft Drinks & Non-alcoholic Beverages–0.60%** | **Soft Drinks & Non-alcoholic Beverages–0.60%** | **Soft Drinks & Non-alcoholic Beverages–0.60%** | **Soft Drinks & Non-alcoholic Beverages–0.60%** |
| &nbsp;&nbsp;&nbsp; Coca-Cola Co. (The), 5.40%, <br> 05/13/2064<br>|  | 1636000 | &nbsp;&nbsp; 1550215 |
| &nbsp;&nbsp;&nbsp; Coca-Cola FEMSA, S.A.B. de C.V. <br> (Mexico), 5.10%, <br> 05/06/2035<br>|  | 9654000 | &nbsp;&nbsp; 9470477 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Soft Drinks & Non-alcoholic Beverages–(continued)** | **Soft Drinks & Non-alcoholic Beverages–(continued)** | **Soft Drinks & Non-alcoholic Beverages–(continued)** | **Soft Drinks & Non-alcoholic Beverages–(continued)** |
| Keurig Dr Pepper, Inc., | Keurig Dr Pepper, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/2028 |  | $2140000 | &nbsp;&nbsp; $2133069 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/2030<sup>(c)</sup> <br>|  | 9581000 | &nbsp;&nbsp; 9540093 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/2035 |  | 4184000 | &nbsp;&nbsp; 4100738 |
| PepsiCo, Inc., | PepsiCo, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/2030<sup>(c)</sup> <br>|  | 2110000 | &nbsp;&nbsp; 2132957 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/2035 |  | 2777000 | &nbsp;&nbsp; 2773195 |
|  |  |  | &nbsp;&nbsp; 31700744 |
| **Sovereign Debt–1.61%** | **Sovereign Debt–1.61%** | **Sovereign Debt–1.61%** | **Sovereign Debt–1.61%** |
| &nbsp;&nbsp;&nbsp; Banque Ouest Africaine de <br> Developpement <br> (Supranational), 8.20%, <br> 02/13/2055<sup>(b)(d)</sup> <br>|  | 230000 | &nbsp;&nbsp; 229263 |
| &nbsp;&nbsp;&nbsp; Brazilian Government <br> International Bond (Brazil), <br> 6.13%, 03/15/2034<br>|  | 5979000 | &nbsp;&nbsp; 5847690 |
| &nbsp;&nbsp;&nbsp; Colombia Government <br> International Bond <br> (Colombia), 8.00%, <br> 04/20/2033<br>|  | 200000 | &nbsp;&nbsp; 205376 |
| &nbsp;&nbsp;&nbsp; Costa Rica Government <br> International Bond (Costa <br> Rica), 7.30%, <br> 11/13/2054<sup>(b)</sup> <br>|  | 3279000 | &nbsp;&nbsp; 3358926 |
| &nbsp;&nbsp;&nbsp; Dominican Republic International <br> Bond (Dominican Republic), | &nbsp;&nbsp;&nbsp; Dominican Republic International <br> Bond (Dominican Republic), |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/2037<sup>(b)</sup> <br>|  | 13542000 | &nbsp;&nbsp; 13602939 |
| &nbsp;&nbsp;&nbsp; 7.15%, 02/24/2055<sup>(b)</sup> <br>|  | 7519000 | &nbsp;&nbsp; 7384786 |
| &nbsp;&nbsp;&nbsp; Egypt Government International <br> Bond (Egypt), 8.63%, <br> 02/04/2030<sup>(b)</sup> <br>|  | 385000 | &nbsp;&nbsp; 382528 |
| &nbsp;&nbsp;&nbsp; Guatemala Government Bond <br> (Guatemala), | &nbsp;&nbsp;&nbsp; Guatemala Government Bond <br> (Guatemala), |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/06/2031<sup>(b)</sup> <br>|  | 2805000 | &nbsp;&nbsp; 2813191 |
| &nbsp;&nbsp;&nbsp; 7.05%, 10/04/2032<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 211069 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/06/2037<sup>(b)</sup> <br>|  | 3245000 | &nbsp;&nbsp; 3253015 |
| &nbsp;&nbsp;&nbsp; Israel Government International <br> Bond (Israel), 4.50%, <br> 01/17/2033<br>|  | 200000 | &nbsp;&nbsp; 187098 |
| &nbsp;&nbsp;&nbsp; Ivory Coast Government <br> International Bond (Ivory <br> Coast), 8.08%, <br> 04/01/2036<sup>(b)</sup> <br>|  | 455000 | &nbsp;&nbsp; 430971 |
| &nbsp;&nbsp;&nbsp; Mexico Government International <br> Bond (Mexico), | &nbsp;&nbsp;&nbsp; Mexico Government International <br> Bond (Mexico), |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/2037 |  | 310000 | &nbsp;&nbsp; 313929 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/2053 |  | 200000 | &nbsp;&nbsp; 176070 |
| &nbsp;&nbsp;&nbsp; Oman Government International <br> Bond (Oman), 6.25%, <br> 01/25/2031<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 628521 |
| &nbsp;&nbsp;&nbsp; Oriental Republic of Uruguay <br> (Uruguay), 5.25%, <br> 09/10/2060<br>|  | 800000 | &nbsp;&nbsp; 705708 |
| &nbsp;&nbsp;&nbsp; Peruvian Government <br> International Bond (Peru), <br> 5.38%, 02/08/2035<br>|  | 2934000 | &nbsp;&nbsp; 2892190 |
| &nbsp;&nbsp;&nbsp; Republic of Armenia <br> International Bond (Armenia), <br> 6.75%, 03/12/2035<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 571815 |
| &nbsp;&nbsp;&nbsp; Republic of Kenya Government <br> International Bond (Kenya), <br> 9.50%, 03/05/2036<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 182937 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** | **Sovereign Debt–(continued)** |
| &nbsp;&nbsp;&nbsp; Republic of Poland Government <br> International Bond (Poland), | &nbsp;&nbsp;&nbsp; Republic of Poland Government <br> International Bond (Poland), |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/12/2035 |  | $10335000 | &nbsp;&nbsp; $10340029 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/18/2054 |  | 340000 | &nbsp;&nbsp; 308621 |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> International Bond (South Africa), | &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> International Bond (South Africa), |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/24/2044 |  | 1000000 | &nbsp;&nbsp; 735368 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/30/2049 |  | 200000 | &nbsp;&nbsp; 145160 |
| &nbsp;&nbsp;&nbsp; Romanian Government International <br> Bond (Romania), | &nbsp;&nbsp;&nbsp; Romanian Government International <br> Bond (Romania), |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/2027<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 297576 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/17/2028<sup>(b)</sup> <br>|  | 5030000 | &nbsp;&nbsp; 5144203 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/2029<sup>(b)</sup> <br>|  | 3552000 | &nbsp;&nbsp; 3540461 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/27/2032<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 251427 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/17/2033<sup>(b)</sup> <br>|  | 3760000 | &nbsp;&nbsp; 3820030 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/24/2035<sup>(b)</sup> <br>|  | 7010000 | &nbsp;&nbsp; 6301289 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/17/2053<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 484491 |
| &nbsp;&nbsp;&nbsp; Saudi Government International Bond <br> (Saudi Arabia), | &nbsp;&nbsp;&nbsp; Saudi Government International Bond <br> (Saudi Arabia), |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/16/2029<sup>(b)</sup> <br>|  | 415000 | &nbsp;&nbsp; 412655 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/13/2035<sup>(b)(c)</sup> <br>|  | 440000 | &nbsp;&nbsp; 454560 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/18/2053<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 166260 |
| &nbsp;&nbsp;&nbsp; Serbia International Bond <br> (Serbia), 6.50%, <br> 09/26/2033<sup>(b)</sup> <br>|  | 300000 | &nbsp;&nbsp; 310378 |
| &nbsp;&nbsp;&nbsp; Trinidad & Tobago Government <br> International Bond (Trinidad), <br> 6.40%, 06/26/2034<sup>(b)</sup> <br>|  | 8505000 | &nbsp;&nbsp; 8164375 |
| &nbsp;&nbsp;&nbsp; Turkiye Government <br> International Bond (Turkey), <br> 7.63%, 05/15/2034<br>|  | 695000 | &nbsp;&nbsp; 696383 |
|  |  |  | &nbsp;&nbsp; 84951288 |
| **Specialized Consumer Services–0.37%** | **Specialized Consumer Services–0.37%** | **Specialized Consumer Services–0.37%** | **Specialized Consumer Services–0.37%** |
| &nbsp;&nbsp;&nbsp; Carriage Services, Inc., 4.25%, <br> 05/15/2029<sup>(b)(c)</sup> <br>|  | 420000 | &nbsp;&nbsp; 393344 |
| Rentokil Terminix Funding LLC, | Rentokil Terminix Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/2030<sup>(b)</sup> <br>|  | 7347000 | &nbsp;&nbsp; 7326774 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/2035<sup>(b)</sup> <br>|  | 11885000 | &nbsp;&nbsp; 11892893 |
|  |  |  | &nbsp;&nbsp; 19613011 |
| **Specialized Finance–0.03%** | **Specialized Finance–0.03%** | **Specialized Finance–0.03%** | **Specialized Finance–0.03%** |
| &nbsp;&nbsp;&nbsp; Blackstone Private Credit Fund, <br> 4.95%, 09/26/2027<sup>(c)</sup> <br>|  | 1037000 | &nbsp;&nbsp; 1026316 |
| &nbsp;&nbsp;&nbsp; Corp. Financiera de Desarrollo <br> S.A. - COFIDE (Peru), 5.50%, <br> 05/06/2030<sup>(b)</sup> <br>|  | 390000 | &nbsp;&nbsp; 391845 |
| &nbsp;&nbsp;&nbsp; TrueNoord Capital DAC (Ireland), <br> 8.75%, 03/01/2030<sup>(b)</sup> <br>|  | 372000 | &nbsp;&nbsp; 386107 |
|  |  |  | &nbsp;&nbsp; 1804268 |
| **Specialty Chemicals–0.22%** | **Specialty Chemicals–0.22%** | **Specialty Chemicals–0.22%** | **Specialty Chemicals–0.22%** |
| &nbsp;&nbsp;&nbsp; Celanese US Holdings LLC, <br> 6.85%, 11/15/2028<br>|  | 500000 | &nbsp;&nbsp; 518045 |
| OCP S.A. (Morocco), | OCP S.A. (Morocco), |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/30/2030<sup>(b)</sup> <br>|  | 2768000 | &nbsp;&nbsp; 2773511 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/23/2031<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 176912 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/01/2036<sup>(b)</sup> <br>|  | 4672000 | &nbsp;&nbsp; 4595501 |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile <br> S.A. (Chile), | &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile <br> S.A. (Chile), |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/07/2033<sup>(b)</sup> <br>|  | 2961000 | &nbsp;&nbsp; 3044876 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/10/2034<sup>(b)</sup> <br>|  | 340000 | &nbsp;&nbsp; 324615 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &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; Wayfair LLC, 7.25%, <br> 10/31/2029<sup>(b)</sup> <br>|  | $17000 | &nbsp;&nbsp; $16599 |
|  |  |  | &nbsp;&nbsp; 11450059 |
| **Steel–0.20%** | **Steel–0.20%** | **Steel–0.20%** | **Steel–0.20%** |
| Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/2027<sup>(c)</sup> <br>|  | 390000 | &nbsp;&nbsp; 384361 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/2029<sup>(b)</sup> <br>|  | 500000 | &nbsp;&nbsp; 447427 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/2029<sup>(b)</sup> <br>|  | 4286000 | &nbsp;&nbsp; 3988549 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/2033<sup>(b)(c)</sup> <br>|  | 54000 | &nbsp;&nbsp; 46436 |
| POSCO Holdings, Inc. (South Korea), | POSCO Holdings, Inc. (South Korea), |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/07/2030<sup>(b)</sup> <br>|  | 3591000 | &nbsp;&nbsp; 3598455 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/07/2035<sup>(b)</sup> <br>|  | 2329000 | &nbsp;&nbsp; 2335231 |
|  |  |  | &nbsp;&nbsp; 10800459 |
| **Systems Software–0.24%** | **Systems Software–0.24%** | **Systems Software–0.24%** | **Systems Software–0.24%** |
| &nbsp;&nbsp;&nbsp; Camelot Finance S.A., 4.50%, <br> 11/01/2026<sup>(b)</sup> <br>|  | 75000 | &nbsp;&nbsp; 74628 |
| Oracle Corp., | Oracle Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/2032<sup>(c)</sup> <br>|  | 273000 | &nbsp;&nbsp; 291564 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/2033 |  | 230000 | &nbsp;&nbsp; 226932 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/2034<sup>(c)</sup> <br>|  | 2379000 | &nbsp;&nbsp; 2270102 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/2052 |  | 191000 | &nbsp;&nbsp; 206450 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/2054<sup>(c)</sup> <br>|  | 2773000 | &nbsp;&nbsp; 2461321 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/2055<sup>(c)</sup> <br>|  | 2030000 | &nbsp;&nbsp; 1969487 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/2064 |  | 2086000 | &nbsp;&nbsp; 1838884 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/2065 |  | 3363000 | &nbsp;&nbsp; 3267612 |
|  |  |  | &nbsp;&nbsp; 12606980 |
| **Technology Hardware, Storage & Peripherals–0.09%** | **Technology Hardware, Storage & Peripherals–0.09%** | **Technology Hardware, Storage & Peripherals–0.09%** | **Technology Hardware, Storage & Peripherals–0.09%** |
| Hewlett Packard Enterprise Co., | Hewlett Packard Enterprise Co., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/2034<sup>(c)</sup> <br>|  | 1807000 | &nbsp;&nbsp; 1760113 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/2054<sup>(c)</sup> <br>|  | 2583000 | &nbsp;&nbsp; 2412679 |
| &nbsp;&nbsp;&nbsp; Lenovo Group Ltd. (China), <br> 6.54%, 07/27/2032<sup>(b)</sup> <br>|  | 400000 | &nbsp;&nbsp; 426719 |
|  |  |  | &nbsp;&nbsp; 4599511 |
| **Telecom Tower REITs–0.00%** | **Telecom Tower REITs–0.00%** | **Telecom Tower REITs–0.00%** | **Telecom Tower REITs–0.00%** |
| &nbsp;&nbsp;&nbsp; SBA Communications Corp., <br> 3.13%, 02/01/2029<br>|  | 275000 | &nbsp;&nbsp; 256053 |
| **Tobacco–0.57%** | **Tobacco–0.57%** | **Tobacco–0.57%** | **Tobacco–0.57%** |
| &nbsp;&nbsp;&nbsp; Altria Group, Inc., 4.88%, <br> 02/04/2028<sup>(c)</sup> <br>|  | 784000 | &nbsp;&nbsp; 791464 |
| B.A.T. Capital Corp. (United Kingdom), | B.A.T. Capital Corp. (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/2031 |  | 207000 | &nbsp;&nbsp; 215751 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/2034 |  | 235000 | &nbsp;&nbsp; 244576 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/2043 |  | 79000 | &nbsp;&nbsp; 85493 |
| Philip Morris International, Inc., | Philip Morris International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/17/2025 |  | 117000 | &nbsp;&nbsp; 117215 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/2027 |  | 1952000 | &nbsp;&nbsp; 1953053 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/2027 |  | 344000 | &nbsp;&nbsp; 350198 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/2028<sup>(c)</sup> <br>|  | 634000 | &nbsp;&nbsp; 642783 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/2028 |  | 3118000 | &nbsp;&nbsp; 3098857 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/2028 |  | 462000 | &nbsp;&nbsp; 473849 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/2029 |  | 1187000 | &nbsp;&nbsp; 1202060 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/2029<sup>(c)</sup> <br>|  | 2229000 | &nbsp;&nbsp; 2237375 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/2030 |  | 6171000 | &nbsp;&nbsp; 6098488 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/2031 |  | 315000 | &nbsp;&nbsp; 320504 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/2031 |  | 1704000 | &nbsp;&nbsp; 1700574 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/2032 |  | 139000 | &nbsp;&nbsp; 145596 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Tobacco–(continued)** | **Tobacco–(continued)** | **Tobacco–(continued)** | **Tobacco–(continued)** |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/2033 |  | $703000 | &nbsp;&nbsp; $717123 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/2033 |  | 388000 | &nbsp;&nbsp; 401163 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/2034 |  | 6000 | &nbsp;&nbsp; 6040 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/2034<sup>(c)</sup> <br>|  | 4104000 | &nbsp;&nbsp; 4026140 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/2035 |  | 5379000 | &nbsp;&nbsp; 5204806 |
|  |  |  | &nbsp;&nbsp; 30033108 |
| **Trading Companies & Distributors–0.19%** | **Trading Companies & Distributors–0.19%** | **Trading Companies & Distributors–0.19%** | **Trading Companies & Distributors–0.19%** |
| &nbsp;&nbsp;&nbsp; AerCap Global Aviation Trust <br> (Ireland), 6.50%, <br> 06/15/2045<sup>(b)(d)</sup> <br>|  | 1470000 | &nbsp;&nbsp; 1472456 |
| &nbsp;&nbsp;&nbsp; Air Lease Corp., Series B, <br> 4.65%<sup>(d)(f)</sup> <br>|  | 3581000 | &nbsp;&nbsp; 3531361 |
| &nbsp;&nbsp;&nbsp; Ferguson Enterprises, Inc., <br> 5.00%, 10/03/2034<br>|  | 1077000 | &nbsp;&nbsp; 1037248 |
| GATX Corp., | GATX Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/2035 |  | 32000 | &nbsp;&nbsp; 31763 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/2054 |  | 41000 | &nbsp;&nbsp; 39960 |
| &nbsp;&nbsp;&nbsp; H&E Equipment Services, Inc., <br> 3.88%, 12/15/2028<sup>(b)</sup> <br>|  | 513000 | &nbsp;&nbsp; 517257 |
| Mitsubishi Corp. (Japan), | Mitsubishi Corp. (Japan), |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/02/2029<sup>(b)(c)</sup> <br>|  | 1831000 | &nbsp;&nbsp; 1863273 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/17/2034<sup>(b)(c)</sup> <br>|  | 1756000 | &nbsp;&nbsp; 1769103 |
|  |  |  | &nbsp;&nbsp; 10262421 |
| **Transaction & Payment Processing Services–0.05%** | **Transaction & Payment Processing Services–0.05%** | **Transaction & Payment Processing Services–0.05%** | **Transaction & Payment Processing Services–0.05%** |
| Fiserv, Inc., | Fiserv, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/2028 |  | 644000 | &nbsp;&nbsp; 659524 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/2033 |  | 420000 | &nbsp;&nbsp; 427713 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/2034<sup>(c)</sup> <br>|  | 1007000 | &nbsp;&nbsp; 1009822 |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc., 4.85%, <br> 03/09/2033<sup>(c)</sup> <br>|  | 399000 | &nbsp;&nbsp; 401569 |
|  |  |  | &nbsp;&nbsp; 2498628 |
| **Wireless Telecommunication Services–0.27%** | **Wireless Telecommunication Services–0.27%** | **Wireless Telecommunication Services–0.27%** | **Wireless Telecommunication Services–0.27%** |
| &nbsp;&nbsp;&nbsp; Bharti Airtel Ltd. (India), 4.38%, <br> 06/10/2025<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 199976 |
| &nbsp;&nbsp;&nbsp; Liquid Telecommunications <br> Financing PLC (South Africa), <br> 5.50%, 09/04/2026<sup>(b)</sup> <br>|  | 200000 | &nbsp;&nbsp; 169387 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc. <br> (Canada), | &nbsp;&nbsp;&nbsp; Rogers Communications, Inc. <br> (Canada), |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/2055<sup>(c)(d)</sup> <br>|  | 3383000 | &nbsp;&nbsp; 3410907 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/15/2055<sup>(d)</sup> <br>|  | 2357000 | &nbsp;&nbsp; 2361611 |
| &nbsp;&nbsp;&nbsp; Sprint Spectrum Co. LLC/Sprint <br> Spectrum Co. II LLC/Sprint <br> Spectrum Co. III LLC, 5.15%, <br> 03/20/2028<sup>(b)</sup> <br>|  | 501000 | &nbsp;&nbsp; 503293 |
| T-Mobile USA, Inc., | T-Mobile USA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/2053 |  | 249000 | &nbsp;&nbsp; 235750 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/2054 |  | 29000 | &nbsp;&nbsp; 28868 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/2055<sup>(c)</sup> <br>|  | 2902000 | &nbsp;&nbsp; 2828478 |
| &nbsp;&nbsp;&nbsp; Turkcell Iletisim Hizmetleri A.S. <br> (Turkey), 7.65%, <br> 01/24/2032<sup>(b)</sup> <br>|  | 670000 | &nbsp;&nbsp; 680626 |
| &nbsp;&nbsp;&nbsp; Vodafone Group PLC (United <br> Kingdom), | &nbsp;&nbsp;&nbsp; Vodafone Group PLC (United <br> Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/04/2081<sup>(d)</sup> <br>|  | 250000 | &nbsp;&nbsp; 243993 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/04/2081<sup>(d)</sup> <br>|  | 4818000 | &nbsp;&nbsp; 3573604 |
|  |  |  | &nbsp;&nbsp; 14236493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $2,578,532,081) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $2,578,532,081) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $2,578,532,081) | &nbsp;&nbsp; 2569925667 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–31.56%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–31.56%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–31.56%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–31.56%** |
| **Collateralized Mortgage Obligations–0.68%** | **Collateralized Mortgage Obligations–0.68%** | **Collateralized Mortgage Obligations–0.68%** | **Collateralized Mortgage Obligations–0.68%** |
| Fannie Mae REMICs, | Fannie Mae REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>7.00%, 05/25/2033<sup>(j)</sup> <br>|  | $1721 | &nbsp;&nbsp; $216 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/25/2033<sup>(j)</sup> <br>|  | 1614 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., | &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., |  |  |
| &nbsp;&nbsp;&nbsp; Series K083, Class AM, <br>4.03%, 10/25/2028<sup>(k)</sup> <br>|  | 4736000 | &nbsp;&nbsp; 4687407 |
| &nbsp;&nbsp;&nbsp; Series K085, Class AM, <br>4.06%, 10/25/2028<sup>(k)</sup> <br>|  | 4736000 | &nbsp;&nbsp; 4698519 |
| &nbsp;&nbsp;&nbsp; Series K089, Class AM, <br>3.63%, 01/25/2029<sup>(k)</sup> <br>|  | 8018000 | &nbsp;&nbsp; 7829742 |
| &nbsp;&nbsp;&nbsp; Series K088, Class AM, <br>3.76%, 01/25/2029<sup>(k)</sup> <br>|  | 18944000 | &nbsp;&nbsp; 18604427 |
|  |  |  | &nbsp;&nbsp; 35820524 |
| **Federal Home Loan Mortgage Corp. (FHLMC)–1.79%** | **Federal Home Loan Mortgage Corp. (FHLMC)–1.79%** | **Federal Home Loan Mortgage Corp. (FHLMC)–1.79%** | **Federal Home Loan Mortgage Corp. (FHLMC)–1.79%** |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/2026 |  | 29664 | &nbsp;&nbsp; 29369 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/2028 to <br> 06/01/2032<br>|  | 162746 | &nbsp;&nbsp; 170112 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/2029 to <br> 08/01/2053<br>|  | 55630895 | &nbsp;&nbsp; 56652384 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/2030 to <br> 05/01/2035<br>|  | 138693 | &nbsp;&nbsp; 141972 |
| &nbsp;&nbsp;&nbsp; 8.50%, 08/01/2031 |  | 8675 | &nbsp;&nbsp; 9165 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/2032 |  | 744381 | &nbsp;&nbsp; 720870 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/2032 to <br> 09/01/2036<br>|  | 42962 | &nbsp;&nbsp; 44891 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/2032 |  | 6218 | &nbsp;&nbsp; 6510 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/2034 to <br> 07/01/2053<br>|  | 28329390 | &nbsp;&nbsp; 28272360 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/2034 to <br> 06/01/2040<br>|  | 736053 | &nbsp;&nbsp; 737758 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/2040 to <br> 10/01/2046<br>|  | 8071618 | &nbsp;&nbsp; 7930621 |
| &nbsp;&nbsp;&nbsp; ARM, <br>6.88% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 2.05%), <br> 12/01/2036<sup>(e)</sup> <br>|  | 24662 | &nbsp;&nbsp; 25533 |
| &nbsp;&nbsp;&nbsp; 7.23% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 2.29%), <br> 02/01/2037<sup>(e)</sup> <br>|  | 2343 | &nbsp;&nbsp; 2412 |
| &nbsp;&nbsp;&nbsp; 7.36% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 1.88%), <br> 05/01/2037<sup>(e)</sup> <br>|  | 38033 | &nbsp;&nbsp; 39157 |
|  |  |  | &nbsp;&nbsp; 94783114 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Federal National Mortgage Association (FNMA)–1.22%** | **Federal National Mortgage Association (FNMA)–1.22%** | **Federal National Mortgage Association (FNMA)–1.22%** |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/2028 to <br> 01/01/2037<br>| $27205 | &nbsp;&nbsp; $28152 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/01/2030 to <br> 08/01/2037<br>| 224654 | &nbsp;&nbsp; 231618 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/2030 to <br> 05/01/2047<br>| 20897602 | &nbsp;&nbsp; 19104099 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/2032 to <br> 02/01/2034<br>| 114257 | &nbsp;&nbsp; 119324 |
| &nbsp;&nbsp;&nbsp; 8.50%, 10/01/2032 | 14514 | &nbsp;&nbsp; 15126 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/2033 to <br> 09/01/2053<br>| 30461625 | &nbsp;&nbsp; 30358518 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/2033 | 12791 | &nbsp;&nbsp; 13397 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/2037 to <br> 10/01/2039<br>| 3290 | &nbsp;&nbsp; 3430 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/2039 | 226494 | &nbsp;&nbsp; 226709 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/2043 | 1626008 | &nbsp;&nbsp; 1445314 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/2048 | 13838825 | &nbsp;&nbsp; 12910716 |
| &nbsp;&nbsp;&nbsp; ARM, <br>6.56% (1 yr. U.S. Treasury <br> Yield Curve Rate + 2.20%), <br> 05/01/2035<sup>(e)</sup> <br>| 30974 | &nbsp;&nbsp; 32001 |
| &nbsp;&nbsp;&nbsp; 6.62% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 1.65%), <br> 01/01/2037<sup>(e)</sup> <br>| 16989 | &nbsp;&nbsp; 17627 |
| &nbsp;&nbsp;&nbsp; 6.78% (1 yr. Refinitiv USD <br> IBOR Consumer Cash <br> Fallbacks + 1.73%), <br> 03/01/2038<sup>(e)</sup> <br>| 11309 | &nbsp;&nbsp; 11559 |
|  |  | &nbsp;&nbsp; 64517590 |
| **Government National Mortgage Association (GNMA)–6.92%** | **Government National Mortgage Association (GNMA)–6.92%** | **Government National Mortgage Association (GNMA)–6.92%** |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/15/2025 to <br> 06/15/2026<br>| 470 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp; 6.56%, 01/15/2027 | 16396 | &nbsp;&nbsp; 16589 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/2028 to <br> 09/15/2032<br>| 50809 | &nbsp;&nbsp; 51468 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/2028 to <br> 02/15/2033<br>| 24259 | &nbsp;&nbsp; 25206 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/2029 to <br> 09/15/2034<br>| 28963 | &nbsp;&nbsp; 29448 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/2031 to <br> 05/15/2032<br>| 2653 | &nbsp;&nbsp; 2668 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/2035 | 13960 | &nbsp;&nbsp; 14198 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/2035 | 1288 | &nbsp;&nbsp; 1288 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/20/2048 | 2590811 | &nbsp;&nbsp; 2383496 |
| &nbsp;&nbsp;&nbsp; TBA, <br>2.50%, 06/01/2055<sup>(l)</sup> <br>| 64300000 | &nbsp;&nbsp; 53878065 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/2055<sup>(l)</sup> <br>| 63574000 | &nbsp;&nbsp; 59989184 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/2055<sup>(l)</sup> <br>| 85300000 | &nbsp;&nbsp; 82767236 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/2055<sup>(l)</sup> <br>| 83978000 | &nbsp;&nbsp; 83397370 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/2055<sup>(l)</sup> <br>| 82162000 | &nbsp;&nbsp; 82970950 |
|  |  | &nbsp;&nbsp; 365527637 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Uniform Mortgage-Backed Securities–20.95%** | **Uniform Mortgage-Backed Securities–20.95%** | **Uniform Mortgage-Backed Securities–20.95%** | **Uniform Mortgage-Backed Securities–20.95%** |
| &nbsp;&nbsp;&nbsp; TBA, <br>2.00%, 06/01/2055<sup>(l)</sup> <br>|  | $65595000 | &nbsp;&nbsp; $50986356 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/2055<sup>(l)</sup> <br>|  | 236540018 | &nbsp;&nbsp; 192693960 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/2055<sup>(l)</sup> <br>|  | 202402323 | &nbsp;&nbsp; 172255230 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/2055<sup>(l)</sup> <br>|  | 96185913 | &nbsp;&nbsp; 85269449 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/2055<sup>(l)</sup> <br>|  | 72746773 | &nbsp;&nbsp; 66658110 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/2055<sup>(l)</sup> <br>|  | 160707224 | &nbsp;&nbsp; 155579143 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/2055<sup>(l)</sup> <br>|  | 227961124 | &nbsp;&nbsp; 225696955 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/2055<sup>(l)</sup> <br>|  | 156554730 | &nbsp;&nbsp; 158107394 |
|  |  |  | &nbsp;&nbsp; 1107246597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $1,680,239,386) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $1,680,239,386) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $1,680,239,386) | &nbsp;&nbsp; 1667895462 |
| **Asset-Backed Securities–25.41%** | **Asset-Backed Securities–25.41%** | **Asset-Backed Securities–25.41%** | **Asset-Backed Securities–25.41%** |
| Adjustable Rate Mortgage Trust, | Adjustable Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-2, Class 6A1, <br> 0.71%, 02/25/2035<sup>(k)</sup> <br>|  | 58220 | &nbsp;&nbsp; 57916 |
| &nbsp;&nbsp;&nbsp; Series 2005-1, Class 4A1, <br> 5.70%, 05/25/2035<sup>(k)</sup> <br>|  | 243666 | &nbsp;&nbsp; 238606 |
| &nbsp;&nbsp;&nbsp; AGL CLO 17 Ltd., <br> Series 2022-17A, Class AR, <br> 5.22% (3 mo. Term SOFR + <br> 0.95%), 01/21/2035<sup>(b)(e)</sup> <br>|  | 12106000 | &nbsp;&nbsp; 12032008 |
| &nbsp;&nbsp;&nbsp; ALA Trust, Series 2025-OANA, <br> Class B, 6.14% (1 mo. Term <br> SOFR + 1.84%), <br> 06/15/2030<sup>(b)(e)</sup> <br>|  | 7781000 | &nbsp;&nbsp; 7784344 |
| &nbsp;&nbsp;&nbsp; AMSR Trust, Series 2021-SFR3, <br> Class B, 1.73%, <br> 10/17/2038<sup>(b)</sup> <br>|  | 13340000 | &nbsp;&nbsp; 12723537 |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.16%, 12/25/2059<sup>(b)(k)</sup> <br>|  | 502658 | &nbsp;&nbsp; 488027 |
| &nbsp;&nbsp;&nbsp; Series 2020-3, Class A1, <br> 1.69%, 04/25/2065<sup>(b)(k)</sup> <br>|  | 2394525 | &nbsp;&nbsp; 2253133 |
| &nbsp;&nbsp;&nbsp; Series 2020-5, Class A1, <br> 1.37%, 05/25/2065<sup>(b)(k)</sup> <br>|  | 1133876 | &nbsp;&nbsp; 1086722 |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, <br> 1.07%, 05/25/2066<sup>(b)(k)</sup> <br>|  | 2279625 | &nbsp;&nbsp; 1962905 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, <br> 1.98%, 10/25/2066<sup>(b)(k)</sup> <br>|  | 6057575 | &nbsp;&nbsp; 5190413 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.88%, 12/25/2066<sup>(b)(k)</sup> <br>|  | 11072853 | &nbsp;&nbsp; 10169607 |
| &nbsp;&nbsp;&nbsp; Series 2023-6, Class A1, <br> 6.50%, 12/25/2067<sup>(b)(k)</sup> <br>|  | 2975109 | &nbsp;&nbsp; 2994014 |
| &nbsp;&nbsp;&nbsp; Series 2024-10, Class A1, <br> 5.35%, 10/25/2069<sup>(b)(k)</sup> <br>|  | 8960934 | &nbsp;&nbsp; 8926857 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br> 5.99%, 01/25/2069<sup>(b)(k)</sup> <br>|  | 11989821 | &nbsp;&nbsp; 12025383 |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A1, <br> 5.34%, 05/27/2069<sup>(b)(k)</sup> <br>|  | 7088832 | &nbsp;&nbsp; 7060097 |
| &nbsp;&nbsp;&nbsp; Series 2025-HB1, Class A1, <br> 6.12% (30 Day Average <br> SOFR + 1.80%), <br> 02/25/2055<sup>(b)(e)</sup> <br>|  | 1896007 | &nbsp;&nbsp; 1904808 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XII, Series 2013-<br> 12A, Class ARR, 5.34% (3 <br> mo. Term SOFR + 1.08%), <br> 04/15/2031<sup>(b)(e)</sup> <br>|  | 6426300 | &nbsp;&nbsp; 6423087 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXV, Series 2016-<br> 25A, Class A1R3, 5.41% (3 <br> mo. Term SOFR + 1.14%), <br> 01/20/2037<sup>(b)(e)</sup> <br>|  | 10795000 | &nbsp;&nbsp; 10769664 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, | &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class A, <br> 3.83%, 08/21/2028<sup>(b)</sup> <br>|  | $20133000 | &nbsp;&nbsp; $19846673 |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class C, <br> 4.84%, 08/21/2028<sup>(b)</sup> <br>|  | 5417000 | &nbsp;&nbsp; 5334617 |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br> 5.25%, 04/20/2029<sup>(b)</sup> <br>|  | 3919000 | &nbsp;&nbsp; 3985861 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br> 5.20%, 10/20/2027<sup>(b)</sup> <br>|  | 2475000 | &nbsp;&nbsp; 2490073 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class A, <br> 5.49%, 06/20/2029<sup>(b)</sup> <br>|  | 13131000 | &nbsp;&nbsp; 13455680 |
| &nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., <br> Series 2021-1A, Class AR, <br> 5.21% (3 mo. Term SOFR + <br> 0.94%), 04/18/2034<sup>(b)(e)</sup> <br>|  | 6388000 | &nbsp;&nbsp; 6351640 |
| &nbsp;&nbsp;&nbsp; Banc of America Commercial <br> Mortgage Trust, <br> Series 2015-UBS7, Class AS, <br> 3.99%, 09/15/2048<sup>(k)</sup> <br>|  | 4394000 | &nbsp;&nbsp; 4365083 |
| &nbsp;&nbsp;&nbsp; Bank5, Series 2024-5YR10, <br> Class A, 5.64%, <br> 10/15/2057<br>|  | 3175000 | &nbsp;&nbsp; 3225267 |
| &nbsp;&nbsp;&nbsp; Bayview MSR Opportunity Master Fund <br> Trust, | &nbsp;&nbsp;&nbsp; Bayview MSR Opportunity Master Fund <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A3, <br> 3.00%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 9604565 | &nbsp;&nbsp; 8033221 |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A4, <br> 2.50%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 9603824 | &nbsp;&nbsp; 7700153 |
| &nbsp;&nbsp;&nbsp; Series 2021-4, Class A8, <br> 2.50%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 8487101 | &nbsp;&nbsp; 7526058 |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, <br> 3.00%, 11/25/2051<sup>(b)(k)</sup> <br>|  | 10013157 | &nbsp;&nbsp; 8371842 |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A2, <br> 2.50%, 11/25/2051<sup>(b)(k)</sup> <br>|  | 12217963 | &nbsp;&nbsp; 9796117 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate <br> Mortgage Trust, | &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate <br> Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-10, <br> Class 21A1, 0.00%, <br> 01/25/2035<sup>(g)(k)</sup> <br>|  | 172676 | &nbsp;&nbsp; 166515 |
| &nbsp;&nbsp;&nbsp; Series 2006-1, Class A1, <br> 0.65% (1 yr. U.S. Treasury <br> Yield Curve Rate + 2.25%), <br> 02/25/2036<sup>(e)</sup> <br>|  | 120432 | &nbsp;&nbsp; 114370 |
| &nbsp;&nbsp;&nbsp; Bear Stearns ALT-A Trust, <br> Series 2004-11, Class 2A3, <br> 5.61%, 11/25/2034<sup>(k)</sup> <br>|  | 164490 | &nbsp;&nbsp; 166550 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-B3, Class C, <br> 4.55%, 04/10/2051<sup>(k)</sup> <br>|  | 6921000 | &nbsp;&nbsp; 5928180 |
| &nbsp;&nbsp;&nbsp; Series 2019-B14, Class A5, <br> 3.05%, 12/15/2062<br>|  | 16455000 | &nbsp;&nbsp; 15216516 |
| &nbsp;&nbsp;&nbsp; Series 2019-B15, Class B, <br> 3.56%, 12/15/2072<br>|  | 12220000 | &nbsp;&nbsp; 10563289 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXV <br> Ltd., Series 2021-25A, <br> Class A1R, 5.26% (3 mo. <br> Term SOFR + 1.00%), <br> 01/15/2035<sup>(b)(e)</sup> <br>|  | 9863000 | &nbsp;&nbsp; 9848452 |
| &nbsp;&nbsp;&nbsp; BMO Mortgage Trust, <br> Series 2024-5C5, Class AS, <br> 6.36%, 02/15/2057<sup>(k)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2603934 |
| &nbsp;&nbsp;&nbsp; BRAVO Residential Funding <br> Trust, Series 2021-NQM2, <br> Class A1, 0.97%, <br> 03/25/2060<sup>(b)(k)</sup> <br>|  | 1293454 | &nbsp;&nbsp; 1249789 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; BSTN Commercial Mortgage <br> Trust, Series 2025-1C, <br> Class A, 5.55%, <br> 06/15/2044<sup>(b)(k)</sup> <br>|  | $2065000 | &nbsp;&nbsp; $2081987 |
| &nbsp;&nbsp;&nbsp; Buckhorn Park CLO Ltd., <br> Series 2019-1A, Class ARR, <br> 5.34% (3 mo. Term SOFR + <br> 1.07%), 07/18/2034<sup>(b)(e)</sup> <br>|  | 3994000 | &nbsp;&nbsp; 3989227 |
| BX Commercial Mortgage Trust, | BX Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-ACNT, Class A, <br> 5.29% (1 mo. Term SOFR + <br> 0.96%), 11/15/2038<sup>(b)(e)</sup> <br>|  | 5705321 | &nbsp;&nbsp; 5703769 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class C, <br> 5.54% (1 mo. Term SOFR + <br> 1.21%), 09/15/2036<sup>(b)(e)</sup> <br>|  | 5345000 | &nbsp;&nbsp; 5314460 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class D, <br> 6.09% (1 mo. Term SOFR + <br> 1.76%), 09/15/2036<sup>(b)(e)</sup> <br>|  | 12367000 | &nbsp;&nbsp; 12298191 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class A, <br> 5.41%, 11/13/2046<sup>(b)(k)</sup> <br>|  | 6450000 | &nbsp;&nbsp; 6431196 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5, Class B, <br> 5.80%, 11/13/2046<sup>(b)(k)</sup> <br>|  | 4590000 | &nbsp;&nbsp; 4581395 |
| BX Trust, | BX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class A, <br> 5.33% (1 mo. Term SOFR + <br> 1.00%), 01/15/2039<sup>(b)(e)</sup> <br>|  | 10965000 | &nbsp;&nbsp; 10948318 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class B, <br> 5.63% (1 mo. Term SOFR + <br> 1.30%), 01/15/2039<sup>(b)(e)</sup> <br>|  | 6790000 | &nbsp;&nbsp; 6778813 |
| &nbsp;&nbsp;&nbsp; Series 2022-LBA6, Class C, <br> 5.93% (1 mo. Term SOFR + <br> 1.60%), 01/15/2039<sup>(b)(e)</sup> <br>|  | 3630000 | &nbsp;&nbsp; 3622448 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class A, <br> 5.77% (1 mo. Term SOFR + <br> 1.44%), 03/15/2042<sup>(b)(e)</sup> <br>|  | 9085000 | &nbsp;&nbsp; 9054442 |
| &nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class B, <br> 6.22% (1 mo. Term SOFR + <br> 1.89%), 03/15/2042<sup>(b)(e)</sup> <br>|  | 5740000 | &nbsp;&nbsp; 5709194 |
| &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO <br> Ltd., | &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO <br> Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-4A, Class A1RR, <br> 5.49% (3 mo. Term SOFR + <br> 1.22%), 07/20/2032<sup>(b)(e)</sup> <br>|  | 5867340 | &nbsp;&nbsp; 5871054 |
| &nbsp;&nbsp;&nbsp; Series 2015-5A, Class A1R3, <br> 5.37% (3 mo. Term SOFR + <br> 1.10%), 01/20/2032<sup>(b)(e)</sup> <br>|  | 3538884 | &nbsp;&nbsp; 3540494 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XI CLO Ltd., <br> Series 2019-11A, <br> Class A1R2, 5.39% (3 mo. <br> Term SOFR + 1.06%), <br> 05/29/2032<sup>(b)(e)</sup> <br>|  | 7250801 | &nbsp;&nbsp; 7241310 |
| Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-ATR2, Class A3, <br> 3.50%, 07/25/2049<sup>(b)(k)</sup> <br>|  | 3395799 | &nbsp;&nbsp; 3058031 |
| &nbsp;&nbsp;&nbsp; Series 2024-9, Class A4, <br> 5.50%, 09/25/2055<sup>(b)(k)</sup> <br>|  | 7996860 | &nbsp;&nbsp; 7979634 |
| &nbsp;&nbsp;&nbsp; Series 2024-9, Class A6, <br> 5.50%, 09/25/2055<sup>(b)(k)</sup> <br>|  | 1338072 | &nbsp;&nbsp; 1334854 |
| Chase Mortgage Finance Corp., | Chase Mortgage Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-SH1, Class M3, <br> 3.75%, 04/25/2045<sup>(b)(k)</sup> <br>|  | 820374 | &nbsp;&nbsp; 740872 |
| &nbsp;&nbsp;&nbsp; Series 2016-SH2, Class M2, <br> 3.75%, 12/25/2045<sup>(b)(k)</sup> <br>|  | 3306092 | &nbsp;&nbsp; 3046191 |
| &nbsp;&nbsp;&nbsp; Series 2016-SH2, Class M3, <br> 3.75%, 12/25/2045<sup>(b)(k)</sup> <br>|  | 1639826 | &nbsp;&nbsp; 1504496 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; CIFC Funding Ltd., <br> Series 2016-1A, Class AR3, <br> 5.27% (3 mo. Term SOFR + <br> 1.00%), 10/21/2031<sup>(b)(e)</sup> <br>|  | $4609286 | &nbsp;&nbsp; $4602838 |
| Citigroup Mortgage Loan Trust, Inc., | Citigroup Mortgage Loan Trust, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-UST1, Class A4, <br> 7.43%, 08/25/2034<sup>(k)</sup> <br>|  | 50051 | &nbsp;&nbsp; 47229 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A3, <br> 2.50%, 05/25/2051<sup>(b)(k)</sup> <br>|  | 9627625 | &nbsp;&nbsp; 7713228 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A3A, <br> 6.00%, 07/25/2054<sup>(b)(k)</sup> <br>|  | 8612582 | &nbsp;&nbsp; 8647635 |
| &nbsp;&nbsp;&nbsp; Clover CLO LLC, Series 2021-<br> 3A, Class AR, 5.35% (3 mo. <br> Term SOFR + 1.07%), <br> 01/25/2035<sup>(b)(e)</sup> <br>|  | 10177000 | &nbsp;&nbsp; 10138256 |
| COLT Mortgage Loan Trust, | COLT Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, <br> 1.73%, 11/26/2066<sup>(b)(k)</sup> <br>|  | 2924496 | &nbsp;&nbsp; 2609879 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.28%, 12/27/2066<sup>(b)(k)</sup> <br>|  | 6345905 | &nbsp;&nbsp; 5688390 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, <br> 2.99%, 02/25/2067<sup>(b)(k)</sup> <br>|  | 6373466 | &nbsp;&nbsp; 6017582 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 3.90%, 02/25/2067<sup>(b)(k)</sup> <br>|  | 8854372 | &nbsp;&nbsp; 8600959 |
| &nbsp;&nbsp;&nbsp; Commercial Mortgage Trust, <br> Series 2015-CR25, Class B, <br> 4.50%, 08/10/2048<sup>(k)</sup> <br>|  | 5267000 | &nbsp;&nbsp; 5241268 |
| &nbsp;&nbsp;&nbsp; Countrywide Home Loans <br> Mortgage Pass-Through Trust, <br> Series 2007-13, Class A10, <br> 6.00%, 08/25/2037<br>|  | 183959 | &nbsp;&nbsp; 82706 |
| Credit Suisse Mortgage Capital Trust, | Credit Suisse Mortgage Capital Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, <br> Class A1, 0.81%, <br> 05/25/2065<sup>(b)(k)</sup> <br>|  | 1215134 | &nbsp;&nbsp; 1102876 |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM2, <br> Class A1, 1.18%, <br> 02/25/2066<sup>(b)(k)</sup> <br>|  | 1891831 | &nbsp;&nbsp; 1694209 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH1, <br> Class A1A, 2.87%, <br> 01/25/2067<sup>(b)(k)</sup> <br>|  | 7637185 | &nbsp;&nbsp; 7340093 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH1, <br> Class A1B, 3.35%, <br> 01/25/2067<sup>(b)(k)</sup> <br>|  | 5772399 | &nbsp;&nbsp; 5217163 |
| &nbsp;&nbsp;&nbsp; Series 2022-ATH2, Class A1, <br> 4.55%, 05/25/2067<sup>(b)(k)</sup> <br>|  | 8938256 | &nbsp;&nbsp; 8911647 |
| Cross Mortgage Trust, | Cross Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-H2, Class A1, <br> 6.09%, 04/25/2069<sup>(b)(k)</sup> <br>|  | 5764643 | &nbsp;&nbsp; 5800674 |
| &nbsp;&nbsp;&nbsp; Series 2024-H8, Class A1, <br> 5.55%, 12/25/2069<sup>(b)(k)</sup> <br>|  | 5466813 | &nbsp;&nbsp; 5473344 |
| &nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage <br> Trust, Series 2020-C19, <br> Class A3, 2.56%, <br> 03/15/2053<br>|  | 22374000 | &nbsp;&nbsp; 19959570 |
| &nbsp;&nbsp;&nbsp; CSFB Mortgage-Backed <br> Pass-Through Ctfs., <br> Series 2004-AR5, Class 3A1, <br> 4.61%, 06/25/2034<sup>(k)</sup> <br>|  | 358504 | &nbsp;&nbsp; 338926 |
| DB Master Finance LLC, | DB Master Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A23, <br> 4.35%, 05/20/2049<sup>(b)</sup> <br>|  | 9622925 | &nbsp;&nbsp; 9392279 |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A2II, <br> 4.02%, 05/20/2049<sup>(b)</sup> <br>|  | 10164863 | &nbsp;&nbsp; 10061399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Deutsche Mortgage Securities, <br> Inc. Re-REMIC Trust Ctfs., <br> Series 2007-WM1, Class A1, <br> 4.50%, 06/27/2037<sup>(b)(k)</sup> <br>|  | $2702322 | &nbsp;&nbsp; $2391425 |
| &nbsp;&nbsp;&nbsp; Domino's Pizza Master <br> Issuer LLC, Series 2019-1A, <br> Class A2, 3.67%, <br> 10/25/2049<sup>(b)</sup> <br>|  | 18587520 | &nbsp;&nbsp; 17599445 |
| Ellington Financial Mortgage Trust, | Ellington Financial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class A1, <br> 2.74%, 11/25/2059<sup>(b)(k)</sup> <br>|  | 1410428 | &nbsp;&nbsp; 1335682 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.01%, 05/25/2065<sup>(b)(k)</sup> <br>|  | 132735 | &nbsp;&nbsp; 131225 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1, <br> 0.80%, 02/25/2066<sup>(b)(k)</sup> <br>|  | 688604 | &nbsp;&nbsp; 583953 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.21%, 01/25/2067<sup>(b)(k)</sup> <br>|  | 6329617 | &nbsp;&nbsp; 5483601 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 5.00%, 08/25/2067<sup>(b)(k)</sup> <br>|  | 8478592 | &nbsp;&nbsp; 8447524 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV2, Class A1, <br> 5.04%, 10/25/2069<sup>(b)(k)</sup> <br>|  | 5409213 | &nbsp;&nbsp; 5357587 |
| &nbsp;&nbsp;&nbsp; Empower CLO Ltd., <br> Series 2024-1A, Class A1, <br> 5.88% (3 mo. Term SOFR + <br> 1.60%), 04/25/2037<sup>(b)(e)</sup> <br>|  | 10250000 | &nbsp;&nbsp; 10285035 |
| Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A3, <br> 5.61%, 04/20/2028<sup>(b)</sup> <br>|  | 1710000 | &nbsp;&nbsp; 1737317 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A4, <br> 5.69%, 12/20/2030<sup>(b)</sup> <br>|  | 1991000 | &nbsp;&nbsp; 2050799 |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class A3, <br> 4.56%, 11/20/2028<sup>(b)</sup> <br>|  | 4070000 | &nbsp;&nbsp; 4080352 |
| &nbsp;&nbsp;&nbsp; Extended Stay America Trust, <br> Series 2021-ESH, Class B, <br> 5.82% (1 mo. Term SOFR + <br> 1.49%), 07/15/2038<sup>(b)(e)</sup> <br>|  | 7921116 | &nbsp;&nbsp; 7927009 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-11IN, Class A6, <br> 3.70%, 11/25/2051<sup>(b)(k)</sup> <br>|  | 14406540 | &nbsp;&nbsp; 12798776 |
| &nbsp;&nbsp;&nbsp; Series 2021-8INV, Class A6, <br> 2.50%, 09/25/2051<sup>(b)(k)</sup> <br>|  | 3014295 | &nbsp;&nbsp; 2687030 |
| &nbsp;&nbsp;&nbsp; Fort Greene Park CLO LLC, <br> Series 2025-2A, Class AR, <br> 5.22% (3 mo. Term SOFR + <br> 0.95%), 04/22/2034<sup>(b)(e)</sup> <br>|  | 7063000 | &nbsp;&nbsp; 7020954 |
| &nbsp;&nbsp;&nbsp; Frontier Issuer LLC, <br> Series 2023-1, Class A2, <br> 6.60%, 08/20/2053<sup>(b)</sup> <br>|  | 11786710 | &nbsp;&nbsp; 11961943 |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-NQM3, <br> Class A1, 3.69%, <br> 11/25/2059<sup>(b)(k)</sup> <br>|  | 868760 | &nbsp;&nbsp; 843303 |
| &nbsp;&nbsp;&nbsp; Series 2020-NQM2, <br> Class A1, 2.56%, <br> 04/25/2065<sup>(b)(k)</sup> <br>|  | 792098 | &nbsp;&nbsp; 757051 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, <br> Class A1, 5.60%, <br> 04/25/2070<sup>(b)(k)</sup> <br>|  | 5090843 | &nbsp;&nbsp; 5103101 |
| &nbsp;&nbsp;&nbsp; GMACM Mortgage Loan Trust, <br> Series 2006-AR1, Class 1A1, <br> 3.36%, 04/19/2036<sup>(k)</sup> <br>|  | 341272 | &nbsp;&nbsp; 283475 |
| &nbsp;&nbsp;&nbsp; Goldentree Loan Management <br> US CLO 1 Ltd., <br> Series 2017-1A, Class A1R3, <br> 5.24% (3 mo. Term SOFR + <br> 0.97%), 04/20/2034<sup>(b)(e)</sup> <br>|  | 4358000 | &nbsp;&nbsp; 4354836 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management <br> US CLO 5 Ltd., <br> Series 2019-5A, Class ARR, <br> 5.34% (3 mo. Term SOFR + <br> 1.07%), 10/20/2032<sup>(b)(e)</sup> <br>|  | $5426300 | &nbsp;&nbsp; $5429746 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management <br> US CLO 8 Ltd., <br> Series 2020-8A, Class ARR, <br> 5.42% (3 mo. Term SOFR + <br> 1.15%), 10/20/2034<sup>(b)(e)</sup> <br>|  | 5985000 | &nbsp;&nbsp; 5983013 |
| GS Mortgage Securities Trust, | GS Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-GC45, Class A5, <br> 2.91%, 02/13/2053<br>|  | 8325000 | &nbsp;&nbsp; 7682818 |
| &nbsp;&nbsp;&nbsp; Series 2020-GC47, Class A5, <br> 2.38%, 05/12/2053<br>|  | 8750000 | &nbsp;&nbsp; 7824934 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities <br> Trust, Series 2021-INV1, <br> Class A6, 2.50%, <br> 12/25/2051<sup>(b)(k)</sup> <br>|  | 7782419 | &nbsp;&nbsp; 6891096 |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, <br> Series 2005-AR6, Class 3A2, <br> 4.57%, 09/25/2035<sup>(k)</sup> <br>|  | 80407 | &nbsp;&nbsp; 72530 |
| &nbsp;&nbsp;&nbsp; HarborView Mortgage Loan <br> Trust, Series 2005-9, <br> Class 2A1C, 5.34% (1 mo. <br> Term SOFR + 1.01%), <br> 06/20/2035<sup>(e)</sup> <br>|  | 10669 | &nbsp;&nbsp; 10005 |
| Hertz Vehicle Financing III L.P., | Hertz Vehicle Financing III L.P., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class A, <br> 1.68%, 12/27/2027<sup>(b)</sup> <br>|  | 3927000 | &nbsp;&nbsp; 3757444 |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, <br> 2.12%, 12/27/2027<sup>(b)</sup> <br>|  | 2100000 | &nbsp;&nbsp; 2000062 |
| &nbsp;&nbsp;&nbsp; HPEFS Equipment Trust, <br> Series 2023-2A, Class A2, <br> 6.04%, 01/21/2031<sup>(b)</sup> <br>|  | 461652 | &nbsp;&nbsp; 462279 |
| &nbsp;&nbsp;&nbsp; ICG US CLO Ltd., Series 2016-<br> 1A, Class A1RR, 5.79% (3 <br> mo. Term SOFR + 1.51%), <br> 04/29/2034<sup>(b)(e)</sup> <br>|  | 11393271 | &nbsp;&nbsp; 11403776 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Trust, <br> Series 2024-SFR1, Class A, <br> 4.00%, 09/17/2041<sup>(b)</sup> <br>|  | 3479040 | &nbsp;&nbsp; 3368897 |
| &nbsp;&nbsp;&nbsp; IP Lending IV Ltd., <br> Series 2022-4A, Class SNR, <br> 6.05%, 04/28/2027<sup>(b)(i)</sup> <br>|  | 12002000 | &nbsp;&nbsp; 11881980 |
| &nbsp;&nbsp;&nbsp; IP Mortgage Trust, <br> Series 2025-IP, Class A, <br> 5.25%, 06/10/2042<sup>(b)(k)</sup> <br>|  | 8898000 | &nbsp;&nbsp; 8897997 |
| &nbsp;&nbsp;&nbsp; Jimmy John's Funding LLC, <br> Series 2017-1A, Class A2II, <br> 4.85%, 07/30/2047<sup>(b)</sup> <br>|  | 5417250 | &nbsp;&nbsp; 5325403 |
| JP Morgan Mortgage Trust, | JP Morgan Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-A3, Class 1A1, <br> 6.20%, 06/25/2035<sup>(k)</sup> <br>|  | 48256 | &nbsp;&nbsp; 49152 |
| &nbsp;&nbsp;&nbsp; Series 2005-A5, Class 1A2, <br> 5.30%, 08/25/2035<sup>(k)</sup> <br>|  | 54259 | &nbsp;&nbsp; 52071 |
| &nbsp;&nbsp;&nbsp; Series 2007-A4, Class 3A1, <br> 5.30%, 06/25/2037<sup>(k)</sup> <br>|  | 295277 | &nbsp;&nbsp; 227254 |
| &nbsp;&nbsp;&nbsp; Series 20153, Class B2, <br> 3.58%, 05/25/2045<sup>(b)(k)</sup> <br>|  | 3118538 | &nbsp;&nbsp; 2927755 |
| &nbsp;&nbsp;&nbsp; Series 2021-LTV2, Class A1, <br> 2.52%, 05/25/2052<sup>(b)(k)</sup> <br>|  | 10801204 | &nbsp;&nbsp; 9237281 |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A3, <br> 5.50%, 01/25/2055<sup>(b)(k)</sup> <br>|  | 2142399 | &nbsp;&nbsp; 2116462 |
| &nbsp;&nbsp;&nbsp; Series 2024-VIS1, Class A1, <br> 5.99%, 07/25/2064<sup>(b)(k)</sup> <br>|  | 8110806 | &nbsp;&nbsp; 8152226 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage <br> Securities Trust, <br> Series 2015-C31, Class A3, <br> 3.80%, 08/15/2048<br>|  | $418421 | &nbsp;&nbsp; $416537 |
| &nbsp;&nbsp;&nbsp; JPMDB Commercial Mortgage <br> Securities Trust, <br> Series 2020-COR7, Class A5, <br> 2.18%, 05/13/2053<br>|  | 6200000 | &nbsp;&nbsp; 5105818 |
| &nbsp;&nbsp;&nbsp; KKR CLO 15 Ltd., Series 15, <br> Class A1R2, 5.37% (3 mo. <br> Term SOFR + 1.10%), <br> 01/18/2032<sup>(b)(e)</sup> <br>|  | 6754013 | &nbsp;&nbsp; 6757086 |
| &nbsp;&nbsp;&nbsp; Lehman Mortgage Trust, <br> Series 2006-1, Class 3A5, <br> 5.50%, 02/25/2036<br>|  | 89195 | &nbsp;&nbsp; 63713 |
| &nbsp;&nbsp;&nbsp; Life Mortgage Trust, <br> Series 2021-BMR, Class C, <br> 5.54% (1 mo. Term SOFR + <br> 1.21%), 03/15/2038<sup>(b)(e)</sup> <br>|  | 493949 | &nbsp;&nbsp; 490749 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXIII <br> Ltd., Series 2019-33A, <br> Class AR, 5.55% (3 mo. Term <br> SOFR + 1.29%), <br> 10/15/2032<sup>(b)(e)</sup> <br>|  | 9238648 | &nbsp;&nbsp; 9245188 |
| &nbsp;&nbsp;&nbsp; Mello Mortgage Capital Acceptance <br> Trust, | &nbsp;&nbsp;&nbsp; Mello Mortgage Capital Acceptance <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-INV2, Class A4, <br> 2.50%, 08/25/2051<sup>(b)(k)</sup> <br>|  | 5921010 | &nbsp;&nbsp; 5220835 |
| &nbsp;&nbsp;&nbsp; Series 2021-INV3, Class A4, <br> 2.50%, 10/25/2051<sup>(b)(k)</sup> <br>|  | 5969572 | &nbsp;&nbsp; 5291865 |
| &nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors <br> Trust, | &nbsp;&nbsp;&nbsp; Merrill Lynch Mortgage Investors <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-3, Class 3A, <br> 2.39%, 11/25/2035<sup>(k)</sup> <br>|  | 213758 | &nbsp;&nbsp; 198940 |
| &nbsp;&nbsp;&nbsp; Series 2005-A5, Class A9, <br> 4.85%, 06/25/2035<sup>(k)</sup> <br>|  | 283400 | &nbsp;&nbsp; 273372 |
| &nbsp;&nbsp;&nbsp; Metronet Infrastructure LLC, <br> 6.01%, 07/20/2055<sup>(i)</sup> <br>|  | 7250000 | &nbsp;&nbsp; 7184562 |
| &nbsp;&nbsp;&nbsp; MFA Trust, Series 2021-INV2, <br> Class A1, 1.91%, <br> 11/25/2056<sup>(b)(k)</sup> <br>|  | 7096498 | &nbsp;&nbsp; 6280727 |
| MHP Commercial Mortgage Trust, | MHP Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-STOR, Class A, <br> 5.14% (1 mo. Term SOFR + <br> 0.81%), 07/15/2038<sup>(b)(e)</sup> <br>|  | 5810000 | &nbsp;&nbsp; 5804221 |
| &nbsp;&nbsp;&nbsp; Series 2021-STOR, Class B, <br> 5.34% (1 mo. Term SOFR + <br> 1.01%), 07/15/2038<sup>(b)(e)</sup> <br>|  | 4355000 | &nbsp;&nbsp; 4345572 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America <br> Merrill Lynch Trust, <br> Series 2015-C25, Class B, <br> 4.52%, 10/15/2048<sup>(k)</sup> <br>|  | 15769000 | &nbsp;&nbsp; 15677084 |
| Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-150E, Class C, <br> 4.30%, 09/09/2032<sup>(b)(k)</sup> <br>|  | 3350000 | &nbsp;&nbsp; 2542723 |
| &nbsp;&nbsp;&nbsp; Series 2019-L2, Class A4, <br> 4.07%, 03/15/2052<br>|  | 17430000 | &nbsp;&nbsp; 16869218 |
| &nbsp;&nbsp;&nbsp; Series 2019-L3, Class AS, <br> 3.49%, 11/15/2052<br>|  | 10950000 | &nbsp;&nbsp; 10116364 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, | &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-3, Class A1, <br> 6.00%, 07/25/2054<sup>(b)(k)</sup> <br>|  | $6035729 | &nbsp;&nbsp; $6041433 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, <br> Class A1, 5.65%, <br> 10/25/2069<sup>(b)(k)</sup> <br>|  | 8389193 | &nbsp;&nbsp; 8405014 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, <br> Class A1, 5.74%, <br> 11/25/2069<sup>(b)(k)</sup> <br>|  | 6476454 | &nbsp;&nbsp; 6502228 |
| &nbsp;&nbsp;&nbsp; Navient Refinance Loan Trust, <br> Series 2025-A, Class A, <br> 5.15%, 02/16/2055<sup>(b)</sup> <br>|  | 6823381 | &nbsp;&nbsp; 6857303 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan <br> Advisers CLO 49 Ltd., <br> Series 2022-49A, Class AR, <br> 5.43% (3 mo. Term SOFR + <br> 1.15%), 07/25/2035<sup>(b)(e)</sup> <br>|  | 10044000 | &nbsp;&nbsp; 10048992 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-NQM4, <br> Class A1, 2.49%, <br> 09/25/2059<sup>(b)(k)</sup> <br>|  | 1145294 | &nbsp;&nbsp; 1090279 |
| &nbsp;&nbsp;&nbsp; Series 2020-NQM1, <br> Class A1, 2.46%, <br> 01/26/2060<sup>(b)(k)</sup> <br>|  | 2259835 | &nbsp;&nbsp; 2126650 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM2, <br> Class A1, 3.08%, <br> 03/27/2062<sup>(b)(k)</sup> <br>|  | 6240667 | &nbsp;&nbsp; 5841401 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, <br> Class A1, 5.47%, <br> 11/25/2064<sup>(b)(k)</sup> <br>|  | 2893700 | &nbsp;&nbsp; 2894241 |
| &nbsp;&nbsp;&nbsp; Oaktree CLO Ltd., <br> Series 2021-2A, Class AR, <br> 5.23% (3 mo. Term SOFR + <br> 0.97%), 01/15/2035<sup>(b)(e)</sup> <br>|  | 7066000 | &nbsp;&nbsp; 7016792 |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-EXP1, <br> Class 1A3, 4.00%, <br> 01/25/2059<sup>(b)(k)</sup> <br>|  | 99101 | &nbsp;&nbsp; 97689 |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM4, <br> Class A1, 1.96%, <br> 10/25/2061<sup>(b)(k)</sup> <br>|  | 9236384 | &nbsp;&nbsp; 7800099 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM1, <br> Class A1, 2.31%, <br> 11/25/2061<sup>(b)(k)</sup> <br>|  | 7755278 | &nbsp;&nbsp; 6892135 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM2, <br> Class A1B, 3.38%, <br> 01/25/2062<sup>(b)(k)</sup> <br>|  | 7063333 | &nbsp;&nbsp; 6270974 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM14, <br> Class A1, 4.94%, <br> 09/25/2064<sup>(b)(k)</sup> <br>|  | 6167643 | &nbsp;&nbsp; 6114143 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM18, <br> Class A1, 5.41%, <br> 10/25/2064<sup>(b)(k)</sup> <br>|  | 3807840 | &nbsp;&nbsp; 3805129 |
| &nbsp;&nbsp;&nbsp; Oceanview Mortgage Trust, <br> Series 2021-3, Class A5, <br> 2.50%, 07/25/2051<sup>(b)(k)</sup> <br>|  | 6806690 | &nbsp;&nbsp; 6066781 |
| &nbsp;&nbsp;&nbsp; OCP CLO Ltd., Series 2020-8RA, <br> Class AR, 5.53% (3 mo. Term <br> SOFR + 1.25%), <br> 10/17/2036<sup>(b)(e)</sup> <br>|  | 18437000 | &nbsp;&nbsp; 18426694 |
| &nbsp;&nbsp;&nbsp; One Bryant Park Trust, <br> Series 2019-OBP, Class A, <br> 2.52%, 09/15/2054<sup>(b)</sup> <br>|  | 21801000 | &nbsp;&nbsp; 19639217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 6, <br> Series 2020-6A, Class ARR, <br> 5.26% (3 mo. Term SOFR + <br> 0.94%), 05/18/2034<sup>(b)(e)</sup> <br>|  | $8129000 | &nbsp;&nbsp; $8100679 |
| &nbsp;&nbsp;&nbsp; PMT Loan Trust, Series 2025-<br> INV1, Class A7, 6.00%, <br> 01/25/2060<sup>(b)(k)</sup> <br>|  | 4595234 | &nbsp;&nbsp; 4639182 |
| &nbsp;&nbsp;&nbsp; PPM CLO 3 Ltd., Series 2019-<br> 3A, Class AR, 5.63% (3 mo. <br> Term SOFR + 1.35%), <br> 04/17/2034<sup>(b)(e)</sup> <br>|  | 9626000 | &nbsp;&nbsp; 9640439 |
| Progress Residential Trust, | Progress Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR10, Class A, <br> 2.39%, 12/17/2040<sup>(b)</sup> <br>|  | 6184048 | &nbsp;&nbsp; 5737316 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR5, Class A, <br> 4.45%, 06/17/2039<sup>(b)</sup> <br>|  | 9252545 | &nbsp;&nbsp; 9205803 |
| &nbsp;&nbsp;&nbsp; Provident Home Equity Loan <br> Trust, Series 2000-2, <br> Class A1, 4.98% (1 mo. <br> Term SOFR + 0.65%), <br> 08/25/2031<sup>(e)</sup> <br>|  | 82987 | &nbsp;&nbsp; 78209 |
| &nbsp;&nbsp;&nbsp; Qdoba Funding LLC, <br> Series 2023-1A, Class A2, <br> 8.50%, 09/14/2053<sup>(b)</sup> <br>|  | 13584953 | &nbsp;&nbsp; 14171606 |
| Rate Mortgage Trust, | Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-J4, Class A1, <br> 6.00%, 12/25/2054<sup>(b)(k)</sup> <br>|  | 6851523 | &nbsp;&nbsp; 6875610 |
| &nbsp;&nbsp;&nbsp; Series 2025-J1, Class A4, <br> 6.00%, 03/25/2055<sup>(b)(k)</sup> <br>|  | 5968173 | &nbsp;&nbsp; 6003111 |
| &nbsp;&nbsp;&nbsp; Regatta XIII Funding Ltd., <br> Series 2018-2A, Class A1R, <br> 5.36% (3 mo. Term SOFR + <br> 1.10%), 07/15/2031<sup>(b)(e)</sup> <br>|  | 5097695 | &nbsp;&nbsp; 5099265 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, <br> Series 2020-1, Class A1, <br> 2.38%, 01/26/2060<sup>(b)(k)</sup> <br>|  | 155957 | &nbsp;&nbsp; 154355 |
| &nbsp;&nbsp;&nbsp; RUN Trust, Series 2022-NQM1, <br> Class A1, 4.00%, <br> 03/25/2067<sup>(b)</sup> <br>|  | 5367354 | &nbsp;&nbsp; 5179618 |
| Sequoia Mortgage Trust, | Sequoia Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013-3, Class A1, <br> 2.00%, 03/25/2043<sup>(k)</sup> <br>|  | 315853 | &nbsp;&nbsp; 266069 |
| &nbsp;&nbsp;&nbsp; Series 2013-7, Class A2, <br> 3.00%, 06/25/2043<sup>(k)</sup> <br>|  | 241227 | &nbsp;&nbsp; 214819 |
| SG Residential Mortgage Trust, | SG Residential Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 3.17%, 03/27/2062<sup>(b)(k)</sup> <br>|  | 11337359 | &nbsp;&nbsp; 10412467 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A2, <br> 3.58%, 03/27/2062<sup>(b)(k)</sup> <br>|  | 4762436 | &nbsp;&nbsp; 4285876 |
| &nbsp;&nbsp;&nbsp; Shackleton CLO Ltd., <br> Series 2015-7RA, Class ARR, <br> 5.36% (3 mo. Term SOFR + <br> 1.10%), 07/15/2031<sup>(b)(e)</sup> <br>|  | 3109162 | &nbsp;&nbsp; 3108127 |
| &nbsp;&nbsp;&nbsp; Shellpoint Asset Funding Trust, <br> Series 2013-1, Class A3, <br> 3.75%, 07/25/2043<sup>(b)(k)</sup> <br>|  | 304041 | &nbsp;&nbsp; 290425 |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO 1 Ltd., <br> Series 2014-1A, Class AR4, <br> 5.36% (3 mo. Term SOFR + <br> 1.08%), 04/17/2034<sup>(b)(e)</sup> <br>|  | 13427000 | &nbsp;&nbsp; 13389364 |
| Sonic Capital LLC, | Sonic Capital LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A2I, <br> 3.85%, 01/20/2050<sup>(b)</sup> <br>|  | 8982075 | &nbsp;&nbsp; 8765801 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2I, <br> 2.19%, 08/20/2051<sup>(b)</sup> <br>|  | 5365767 | &nbsp;&nbsp; 4865836 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2II, <br> 2.64%, 08/20/2051<sup>(b)</sup> <br>|  | 5269433 | &nbsp;&nbsp; 4430061 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; STAR Trust, Series 2021-1, <br> Class A1, 1.22%, <br> 05/25/2065<sup>(b)(k)</sup> <br>|  | $3207995 | &nbsp;&nbsp; $2994781 |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 2.28%, 02/25/2050<sup>(b)(k)</sup> <br>|  | 189682 | &nbsp;&nbsp; 180811 |
| &nbsp;&nbsp;&nbsp; Series 2020-INV1, Class A1, <br> 1.03%, 11/25/2055<sup>(b)(k)</sup> <br>|  | 1200571 | &nbsp;&nbsp; 1131594 |
| &nbsp;&nbsp;&nbsp; Series 2021-6, Class A1, <br> 1.92%, 11/25/2066<sup>(b)(k)</sup> <br>|  | 10716584 | &nbsp;&nbsp; 9435121 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.45%, 12/25/2066<sup>(b)(k)</sup> <br>|  | 8041131 | &nbsp;&nbsp; 7246565 |
| &nbsp;&nbsp;&nbsp; Structured Adjustable Rate Mortgage <br> Loan Trust, | &nbsp;&nbsp;&nbsp; Structured Adjustable Rate Mortgage <br> Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-12, Class 3A2, <br> 5.33%, 09/25/2034<sup>(k)</sup> <br>|  | 87581 | &nbsp;&nbsp; 85788 |
| &nbsp;&nbsp;&nbsp; Series 2004-8, Class 3A, <br> 6.17%, 07/25/2034<sup>(k)</sup> <br>|  | 454168 | &nbsp;&nbsp; 446860 |
| Subway Funding LLC, | Subway Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A23, <br> 6.51%, 07/30/2054<sup>(b)</sup> <br>|  | 7095345 | &nbsp;&nbsp; 7241429 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.03%, 07/30/2054<sup>(b)</sup> <br>|  | 7782890 | &nbsp;&nbsp; 7876577 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.27%, 07/30/2054<sup>(b)</sup> <br>|  | 7716225 | &nbsp;&nbsp; 7887653 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A23, <br> 5.91%, 07/30/2054<sup>(b)</sup> <br>|  | 8059500 | &nbsp;&nbsp; 7909463 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, <br> 5.25%, 07/30/2054<sup>(b)</sup> <br>|  | 7447575 | &nbsp;&nbsp; 7334904 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, <br> 5.57%, 07/30/2054<sup>(b)</sup> <br>|  | 7626675 | &nbsp;&nbsp; 7515104 |
| &nbsp;&nbsp;&nbsp; Suntrust Alternative Loan Trust, <br> Series 2005-1F, Class 2A8, <br> 6.00%, 12/25/2035<br>|  | 66961 | &nbsp;&nbsp; 62092 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XVI Ltd., <br> Series 2015-16A, Class ARR, <br> 5.46% (3 mo. Term SOFR + <br> 1.20%), 10/15/2031<sup>(b)(e)</sup> <br>|  | 4248126 | &nbsp;&nbsp; 4250051 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XX Ltd., <br> Series 2018-20A, Class AR2, <br> 5.36% (3 mo. Term SOFR + <br> 1.10%), 01/16/2032<sup>(b)(e)</sup> <br>|  | 8291397 | &nbsp;&nbsp; 8299688 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXI Ltd., <br> Series 2019-21A, Class AR2, <br> 5.16% (3 mo. Term SOFR + <br> 0.90%), 07/15/2032<sup>(b)(e)</sup> <br>|  | 11662285 | &nbsp;&nbsp; 11638121 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XXII Ltd., <br> Series 2020-22A, <br> Class A1AR, 5.45% (3 mo. <br> Term SOFR + 1.18%), <br> 04/18/2033<sup>(b)(e)</sup> <br>|  | 6520000 | &nbsp;&nbsp; 6522954 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Funding LLC, <br> Series 2024-A2, Class A, <br> 4.93%, 07/15/2030<br>|  | 5010000 | &nbsp;&nbsp; 5076409 |
| &nbsp;&nbsp;&nbsp; Textainer Marine Containers VII <br> Ltd., Series 2021-2A, <br> Class A, 2.23%, <br> 04/20/2046<sup>(b)</sup> <br>|  | 8732460 | &nbsp;&nbsp; 8036193 |
| Thornburg Mortgage Securities Trust, | Thornburg Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-6, Class A2, <br> 5.44% (1 mo. Term SOFR + <br> 1.11%), 12/25/2033<sup>(e)</sup> <br>|  | 113553 | &nbsp;&nbsp; 109467 |
| &nbsp;&nbsp;&nbsp; Series 2005-1, Class A3, <br> 4.66%, 04/25/2045<sup>(k)</sup> <br>|  | 257463 | &nbsp;&nbsp; 250607 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| TierPoint Issuer LLC, | TierPoint Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A2, <br> 6.00%, 06/25/2053<sup>(b)</sup> <br>|  | $2229667 | &nbsp;&nbsp; $2232334 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br> 6.15%, 04/26/2055<sup>(b)</sup> <br>|  | 11433000 | &nbsp;&nbsp; 11533983 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br> 6.40%, 04/26/2055<sup>(b)</sup> <br>|  | 8934000 | &nbsp;&nbsp; 8881251 |
| &nbsp;&nbsp;&nbsp; Tricon American Homes Trust, <br> Series 2020-SFR2, Class A, <br> 1.48%, 11/17/2039<sup>(b)</sup> <br>|  | 10855322 | &nbsp;&nbsp; 10093309 |
| &nbsp;&nbsp;&nbsp; Tricon Residential Trust, <br> Series 2025-SFR1, Class A, <br> 5.43% (1 mo. Term SOFR + <br> 1.10%), 03/17/2042<sup>(b)(e)</sup> <br>|  | 5725000 | &nbsp;&nbsp; 5721312 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, <br> Series 2019-C16, Class A4, <br> 3.60%, 04/15/2052<br>|  | 16770000 | &nbsp;&nbsp; 15962249 |
| Verus Securitization Trust, | Verus Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A1, <br> 3.42%, 01/25/2060<sup>(b)(k)</sup> <br>|  | 781086 | &nbsp;&nbsp; 765496 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A2, <br> 3.64%, 01/25/2060<sup>(b)(k)</sup> <br>|  | 1031842 | &nbsp;&nbsp; 1012067 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A1B, <br> 0.82%, 01/25/2066<sup>(b)(k)</sup> <br>|  | 1602985 | &nbsp;&nbsp; 1416778 |
| &nbsp;&nbsp;&nbsp; Series 2021-7, Class A1, <br> 1.83%, 10/25/2066<sup>(b)(k)</sup> <br>|  | 8872831 | &nbsp;&nbsp; 7944804 |
| &nbsp;&nbsp;&nbsp; Series 2021-R1, Class A1, <br> 0.82%, 10/25/2063<sup>(b)(k)</sup> <br>|  | 1580648 | &nbsp;&nbsp; 1521789 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br> 2.72%, 01/25/2067<sup>(b)(k)</sup> <br>|  | 6291780 | &nbsp;&nbsp; 5807949 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, <br> 4.13%, 02/25/2067<sup>(b)(k)</sup> <br>|  | 7440035 | &nbsp;&nbsp; 7069497 |
| &nbsp;&nbsp;&nbsp; Series 2022-7, Class A1, <br> 5.15%, 07/25/2067<sup>(b)(k)</sup> <br>|  | 2954643 | &nbsp;&nbsp; 2958031 |
| &nbsp;&nbsp;&nbsp; Series 2022-INV2, Class A1, <br> 6.79%, 10/25/2067<sup>(b)(k)</sup> <br>|  | 3739377 | &nbsp;&nbsp; 3741751 |
| &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, <br> 5.10%, 09/25/2069<sup>(b)(k)</sup> <br>|  | 4873434 | &nbsp;&nbsp; 4848048 |
| &nbsp;&nbsp;&nbsp; Visio Trust, Series 2020-1R, <br> Class A1, 1.31%, <br> 11/25/2055<sup>(b)</sup> <br>|  | 1135104 | &nbsp;&nbsp; 1085772 |
| &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through <br> Ctfs. Trust, Series 2007-<br> HY2, Class 2A2, 4.61%, <br> 11/25/2036<sup>(k)</sup> <br>|  | 127092 | &nbsp;&nbsp; 111530 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Mortgage Backed <br> Securities Trust, <br> Series 2005-AR14, Class A1, <br> 7.30%, 08/25/2035<sup>(k)</sup> <br>|  | 58451 | &nbsp;&nbsp; 57254 |
| Wendy's Funding LLC, | Wendy's Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-1A, Class A2II, <br> 3.88%, 03/15/2048<sup>(b)</sup> <br>|  | 10432315 | &nbsp;&nbsp; 10133836 |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A2II, <br> 4.08%, 06/15/2049<sup>(b)</sup> <br>|  | 4880867 | &nbsp;&nbsp; 4685963 |
| &nbsp;&nbsp;&nbsp; WEST Trust 2025-ROSE, <br> Series 2025-ROSE, Class A, <br> 5.28%, 04/10/2035<sup>(b)(k)</sup> <br>|  | 5762000 | &nbsp;&nbsp; 5770812 |
| &nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage <br> Trust, Series 2014-C23, <br> Class B, 4.18%, <br> 10/15/2057<sup>(k)</sup> <br>|  | 4693000 | &nbsp;&nbsp; 4399489 |
| Zaxby's Funding LLC, | Zaxby's Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2, <br> 3.24%, 07/30/2051<sup>(b)</sup> <br>|  | 21144681 | &nbsp;&nbsp; 19381086 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, <br> 6.59%, 04/30/2054<sup>(b)</sup> <br>|  | 4610163 | &nbsp;&nbsp; 4736973 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Zayo Issuer LLC, Series 2025-<br> 2A, Class A2, 5.95%, <br> 06/20/2055<sup>(b)</sup> <br>|  | $8273000 | &nbsp;&nbsp; $8376389 |
| &nbsp;&nbsp;&nbsp; Ziply Fiber Issuer LLC, <br> Series 2024-1A, Class A2, <br> 6.64%, 04/20/2054<sup>(b)</sup> <br>|  | 9109000 | &nbsp;&nbsp; 9342540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $1,408,394,486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $1,408,394,486) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $1,408,394,486) | &nbsp;&nbsp; 1342779468 |
| **U.S. Treasury Securities–7.31%** | **U.S. Treasury Securities–7.31%** | **U.S. Treasury Securities–7.31%** | **U.S. Treasury Securities–7.31%** |
| **U.S. Treasury Bills–0.23%** | **U.S. Treasury Bills–0.23%** | **U.S. Treasury Bills–0.23%** | **U.S. Treasury Bills–0.23%** |
| &nbsp;&nbsp;&nbsp; 4.09% - 4.11%, <br> 05/14/2026<sup>(m)(n)</sup> <br>|  | 12397000 | &nbsp;&nbsp; 11928357 |
| **U.S. Treasury Bonds–1.90%** | **U.S. Treasury Bonds–1.90%** | **U.S. Treasury Bonds–1.90%** | **U.S. Treasury Bonds–1.90%** |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/2045 |  | 19727100 | &nbsp;&nbsp; 19930536 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/2055 |  | 84492700 | &nbsp;&nbsp; 80611316 |
|  |  |  | &nbsp;&nbsp; 100541852 |
| **U.S. Treasury Notes–5.18%** | **U.S. Treasury Notes–5.18%** | **U.S. Treasury Notes–5.18%** | **U.S. Treasury Notes–5.18%** |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/2027 |  | 136647500 | &nbsp;&nbsp; 136236490 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/2028 |  | 18826300 | &nbsp;&nbsp; 18771145 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/30/2030 |  | 45598300 | &nbsp;&nbsp; 45423744 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/2032 |  | 5318200 | &nbsp;&nbsp; 5266680 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/2035 |  | 68776400 | &nbsp;&nbsp; 68008039 |
|  |  |  | &nbsp;&nbsp; 273706098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $386,020,148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $386,020,148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $386,020,148) | &nbsp;&nbsp; 386176307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Preferred Stocks–1.09%** | **Preferred Stocks–1.09%** | **Preferred Stocks–1.09%** | **Preferred Stocks–1.09%** |
| **Aerospace & Defense–0.05%** | **Aerospace & Defense–0.05%** | **Aerospace & Defense–0.05%** | **Aerospace & Defense–0.05%** |
| Boeing Co. (The), 6.00%, Conv. Pfd. | Boeing Co. (The), 6.00%, Conv. Pfd. | 37000 | &nbsp;&nbsp; 2490840 |
| **Diversified Banks–0.50%** | **Diversified Banks–0.50%** | **Diversified Banks–0.50%** | **Diversified Banks–0.50%** |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co., 7.50%, Class A, <br> Series L, Conv. Pfd. | &nbsp;&nbsp;&nbsp; Wells Fargo & Co., 7.50%, Class A, <br> Series L, Conv. Pfd. | 23403 | &nbsp;&nbsp; 26585808 |
| **Diversified Financial Services–0.25%** | **Diversified Financial Services–0.25%** | **Diversified Financial Services–0.25%** | **Diversified Financial Services–0.25%** |
| &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., <br> 7.63%, Pfd.<sup>(d)</sup>  | &nbsp;&nbsp;&nbsp; Apollo Global Management, Inc., <br> 7.63%, Pfd.<sup>(d)</sup>  | 508150 | &nbsp;&nbsp; 13089944 |
| **Investment Banking & Brokerage–0.12%** | **Investment Banking & Brokerage–0.12%** | **Investment Banking & Brokerage–0.12%** | **Investment Banking & Brokerage–0.12%** |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, 6.88%, Series F, <br> Pfd. | &nbsp;&nbsp;&nbsp; Morgan Stanley, 6.88%, Series F, <br> Pfd. | 249737 | &nbsp;&nbsp; 6325838 |
| **Regional Banks–0.17%** | **Regional Banks–0.17%** | **Regional Banks–0.17%** | **Regional Banks–0.17%** |
| &nbsp;&nbsp;&nbsp; M&T Bank Corp., 7.50%, Series J, <br> Pfd. | &nbsp;&nbsp;&nbsp; M&T Bank Corp., 7.50%, Series J, <br> Pfd. | 348527 | &nbsp;&nbsp; 9054732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $59,853,072) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $59,853,072) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $59,853,072) | &nbsp;&nbsp; 57547162 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **Variable Rate Senior Loan Interests–1.03%**<sup>(o)(p)</sup>  | **Variable Rate Senior Loan Interests–1.03%**<sup>(o)(p)</sup>  | **Variable Rate Senior Loan Interests–1.03%**<sup>(o)(p)</sup>  | **Variable Rate Senior Loan Interests–1.03%**<sup>(o)(p)</sup>  |
| **Aerospace & Defense–0.00%** | **Aerospace & Defense–0.00%** | **Aerospace & Defense–0.00%** | **Aerospace & Defense–0.00%** |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Term Loan J, <br> 6.80% (3 mo. Term SOFR + <br> 2.50%), 02/28/2031<br>|  | $248125 | &nbsp;&nbsp; 248397 |
| **Automobile Manufacturers–0.03%** | **Automobile Manufacturers–0.03%** | **Automobile Manufacturers–0.03%** | **Automobile Manufacturers–0.03%** |
| &nbsp;&nbsp;&nbsp; Panther BF Aggregator 2 L.P. <br> (Power Solutions, Clarios <br> POWSOL) (Canada), Term Loan <br> B, 7.08% (1 mo. Term SOFR <br> + 2.75%), 01/15/2032<br>|  | 1437000 | &nbsp;&nbsp; 1435204 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** | **Electronic Manufacturing Services–0.01%** |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower L.P. <br> (Copeland), Incremental Term <br> Loan B, 6.80% (3 mo. Term <br> SOFR + 2.50%), <br> 08/04/2031<br>|  | $395000 | &nbsp;&nbsp; $393582 |
| **Health Care Facilities–0.00%** | **Health Care Facilities–0.00%** | **Health Care Facilities–0.00%** | **Health Care Facilities–0.00%** |
| &nbsp;&nbsp;&nbsp; Select Medical Corp., Term Loan <br> B, 6.33% (1 mo. Term SOFR <br> + 2.00%), 11/30/2031<br>|  | 156568 | &nbsp;&nbsp; 157155 |
| **Health Care Services–0.00%** | **Health Care Services–0.00%** | **Health Care Services–0.00%** | **Health Care Services–0.00%** |
| &nbsp;&nbsp;&nbsp; MPH Acquisition Holdings LLC, <br> Term Loan, 8.03% (3 mo. <br> Term SOFR + 3.75%), <br> 12/31/2030<br>|  | 125000 | &nbsp;&nbsp; 123281 |
| **Passenger Airlines–0.13%** | **Passenger Airlines–0.13%** | **Passenger Airlines–0.13%** | **Passenger Airlines–0.13%** |
| &nbsp;&nbsp;&nbsp; AAdvantage Loyality IP Ltd. <br> (American Airlines, Inc.), <br> Term Loan B, 05/07/2032<sup>(q)</sup> <br>|  | 6734300 | &nbsp;&nbsp; 6770766 |
| **Real Estate Development–0.01%** | **Real Estate Development–0.01%** | **Real Estate Development–0.01%** | **Real Estate Development–0.01%** |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> U.S. Borrower LLC, Term <br> Loan, 7.58% (1 mo. Term <br> SOFR + 3.25%), <br> 01/31/2030<br>|  | 243735 | &nbsp;&nbsp; 245562 |
| &nbsp;&nbsp;&nbsp; Greystar Real Estate <br> Partners LLC, Term Loan B, <br> 7.08% (3 mo. Term SOFR + <br> 2.75%), 08/21/2030<sup>(i)</sup> <br>|  | 247503 | &nbsp;&nbsp; 247503 |
|  |  |  | &nbsp;&nbsp; 493065 |
| **Restaurants–0.27%** | **Restaurants–0.27%** | **Restaurants–0.27%** | **Restaurants–0.27%** |
| &nbsp;&nbsp;&nbsp; Raising Cane's Restaurants LLC, <br> Term Loan B, 6.33% (1 mo. <br> Term SOFR + 2.00%), <br> 09/10/2031<br>|  | 13976765 | &nbsp;&nbsp; 14037913 |
| **Wireless Telecommunication Services–0.58%** | **Wireless Telecommunication Services–0.58%** | **Wireless Telecommunication Services–0.58%** | **Wireless Telecommunication Services–0.58%** |
| X Corp., | X Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, 9.50%, <br> 10/27/2029<br>|  | 22407000 | &nbsp;&nbsp; 22331713 |
| &nbsp;&nbsp;&nbsp; Term Loan B , 10.95% (3 <br> mo. SOFR + 6.50%), <br> 10/27/2029<br>|  | 8449390 | &nbsp;&nbsp; 8378373 |
|  |  |  | &nbsp;&nbsp; 30710086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $54,449,260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $54,449,260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $54,449,260) | &nbsp;&nbsp; 54369449 |
| **Agency Credit Risk Transfer Notes–0.34%** | **Agency Credit Risk Transfer Notes–0.34%** | **Agency Credit Risk Transfer Notes–0.34%** | **Agency Credit Risk Transfer Notes–0.34%** |
| &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, | &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-R03, <br> Class 1M1, 6.42% (30 Day <br> Average SOFR + 2.10%), <br> 03/25/2042<sup>(b)(e)</sup> <br>|  | 6471023 | &nbsp;&nbsp; 6579882 |
| &nbsp;&nbsp;&nbsp; Series 2022-R04, <br> Class 1M1, 6.32% (30 Day <br> Average SOFR + 2.00%), <br> 03/25/2042<sup>(b)(e)</sup> <br>|  | 3274883 | &nbsp;&nbsp; 3324816 |
| &nbsp;&nbsp;&nbsp; Series 2023-R02, <br> Class 1M1, 6.62% (30 Day <br> Average SOFR + 2.30%), <br> 01/25/2043<sup>(b)(e)</sup> <br>|  | 2508992 | &nbsp;&nbsp; 2567339 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-HQA3, <br> Class M1, STACR<sup>®</sup>, 6.62% <br> (30 Day Average SOFR + <br> 2.30%), 08/25/2042<sup>(b)(e)</sup> <br>|  | $3252841 | &nbsp;&nbsp; $3314216 |
| &nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1, <br> STACR<sup>®</sup>, 6.42% (30 Day <br> Average SOFR + 2.10%), <br> 03/25/2043<sup>(b)(e)</sup> <br>|  | 1941786 | &nbsp;&nbsp; 1969973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $17,449,525) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $17,449,525) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $17,449,525) | &nbsp;&nbsp; 17756226 |
| **Non-U.S. Dollar Denominated Bonds & Notes–0.22%**<sup>(r)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–0.22%**<sup>(r)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–0.22%**<sup>(r)</sup>  | **Non-U.S. Dollar Denominated Bonds & Notes–0.22%**<sup>(r)</sup>  |
| **Airport Services–0.01%** | **Airport Services–0.01%** | **Airport Services–0.01%** | **Airport Services–0.01%** |
| &nbsp;&nbsp;&nbsp; Gatwick Airport Finance PLC <br> (United Kingdom), 4.38%, <br> 04/07/2026<sup>(b)</sup> <br>| GBP | 200000 | &nbsp;&nbsp; 266622 |
| **Automotive Parts & Equipment–0.00%** | **Automotive Parts & Equipment–0.00%** | **Automotive Parts & Equipment–0.00%** | **Automotive Parts & Equipment–0.00%** |
| &nbsp;&nbsp;&nbsp; Schaeffler AG (Germany), <br> 3.38%, 10/12/2028<sup>(b)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; 222918 |
| **Diversified Chemicals–0.00%** | **Diversified Chemicals–0.00%** | **Diversified Chemicals–0.00%** | **Diversified Chemicals–0.00%** |
| &nbsp;&nbsp;&nbsp; INEOS Quattro Finance 2 PLC <br> (United Kingdom), 8.50%, <br> 03/15/2029<sup>(b)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; 230557 |
| **Environmental & Facilities Services–0.01%** | **Environmental & Facilities Services–0.01%** | **Environmental & Facilities Services–0.01%** | **Environmental & Facilities Services–0.01%** |
| &nbsp;&nbsp;&nbsp; Paprec Holding S.A. (France), <br> 6.50%, 11/17/2027<sup>(b)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; 238050 |
| **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** | **Homefurnishing Retail–0.00%** |
| &nbsp;&nbsp;&nbsp; Mobilux Finance S.A.S. (France), <br> 4.25%, 07/15/2028<sup>(b)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; 224176 |
| **Integrated Telecommunication Services–0.06%** | **Integrated Telecommunication Services–0.06%** | **Integrated Telecommunication Services–0.06%** | **Integrated Telecommunication Services–0.06%** |
| &nbsp;&nbsp;&nbsp; AT&T, Inc., Series MPLE, 5.10%, <br> 11/25/2048<br>| CAD | 3527000 | &nbsp;&nbsp; 2553673 |
| &nbsp;&nbsp;&nbsp; Eutelsat S.A. (France), 9.75%, <br> 04/13/2029<sup>(b)</sup> <br>| EUR | 225000 | &nbsp;&nbsp; 268781 |
| &nbsp;&nbsp;&nbsp; Telecom Italia S.p.A. (Italy), <br> 7.88%, 07/31/2028<sup>(b)</sup> <br>| EUR | 400000 | &nbsp;&nbsp; 512708 |
|  |  |  | &nbsp;&nbsp; 3335162 |
| **Leisure Facilities–0.01%** | **Leisure Facilities–0.01%** | **Leisure Facilities–0.01%** | **Leisure Facilities–0.01%** |
| &nbsp;&nbsp;&nbsp; Deuce FinCo PLC (United <br> Kingdom), 5.50%, <br> 06/15/2027<sup>(b)</sup> <br>| GBP | 200000 | &nbsp;&nbsp; 268277 |
| **Metal, Glass & Plastic Containers–0.01%** | **Metal, Glass & Plastic Containers–0.01%** | **Metal, Glass & Plastic Containers–0.01%** | **Metal, Glass & Plastic Containers–0.01%** |
| &nbsp;&nbsp;&nbsp; Ball Corp., 4.25%, <br> 07/01/2032<br>| EUR | 110000 | &nbsp;&nbsp; 127117 |
| &nbsp;&nbsp;&nbsp; OI European Group B.V., 6.25%, <br> 05/15/2028<sup>(b)</sup> <br>| EUR | 200000 | &nbsp;&nbsp; 235106 |
|  |  |  | &nbsp;&nbsp; 362223 |
| **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** | **Movies & Entertainment–0.12%** |
| &nbsp;&nbsp;&nbsp; Netflix, Inc., 3.88%, <br> 11/15/2029<sup>(b)</sup> <br>| EUR | 5311000 | &nbsp;&nbsp; 6314072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $10,939,041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $10,939,041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $10,939,041) | &nbsp;&nbsp; 11462057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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–0.17%** | **Exchange-Traded Funds–0.17%** | **Exchange-Traded Funds–0.17%** | **Exchange-Traded Funds–0.17%** |
| Invesco High Yield Bond Factor ETF<sup>(s)</sup>  | Invesco High Yield Bond Factor ETF<sup>(s)</sup>  | 65000 | &nbsp;&nbsp; 1449825 |
| Invesco High Yield Select ETF<sup>(s)</sup>  | Invesco High Yield Select ETF<sup>(s)</sup>  | 9000 | &nbsp;&nbsp; 227700 |
| Invesco Senior Loan ETF<sup>(c)(s)</sup>  | Invesco Senior Loan ETF<sup>(c)(s)</sup>  | 112000 | &nbsp;&nbsp; 2336320 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; <br> **Shares** | &nbsp;&nbsp; <br> **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return <br> Bond ETF<sup>(s)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return <br> Bond ETF<sup>(s)</sup>  | 12000 | &nbsp;&nbsp; $298620 |
| Invesco Total Return Bond ETF<sup>(c)(s)</sup>  | Invesco Total Return Bond ETF<sup>(c)(s)</sup>  | 100000 | &nbsp;&nbsp; 4626000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $10,147,038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $10,147,038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Funds <br> (Cost $10,147,038) | &nbsp;&nbsp; 8938465 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **Municipal Obligations–0.13%** | **Municipal Obligations–0.13%** | **Municipal Obligations–0.13%** | **Municipal Obligations–0.13%** |
| &nbsp;&nbsp;&nbsp; Georgia (State of) Municipal <br> Electric Authority (Plant <br> Vogtle Units 3 & 4), <br> Series 2010 A, RB, 6.66%, <br> 04/01/2057<br>|  | $507000 | &nbsp;&nbsp; 538412 |
| &nbsp;&nbsp;&nbsp; New Jersey (State of) <br> Transportation Trust Fund <br> Authority, Series 2024 BB, <br> Ref. RB, 5.09%, <br> 06/15/2025<br>|  | 6430000 | &nbsp;&nbsp; 6430247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Municipal Obligations (Cost $6,937,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Municipal Obligations (Cost $6,937,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Municipal Obligations (Cost $6,937,000) | &nbsp;&nbsp; 6968659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Common Stocks & Other Equity Interests–0.00%** | **Common Stocks & Other Equity Interests–0.00%** | **Common Stocks & Other Equity Interests–0.00%** | **Common Stocks & Other Equity Interests–0.00%** |
| **Broadline Retail–0.00%** | **Broadline Retail–0.00%** | **Broadline Retail–0.00%** | **Broadline Retail–0.00%** |
| Americanas S.A. (Brazil)<sup>(t)</sup>  | Americanas S.A. (Brazil)<sup>(t)</sup>  | 10955 | &nbsp;&nbsp; 9826 |
| &nbsp;&nbsp;&nbsp; Americanas S.A., Wts., expiring <br> 03/19/2027 (Brazil)<sup>(t)</sup>  | &nbsp;&nbsp;&nbsp; Americanas S.A., Wts., expiring <br> 03/19/2027 (Brazil)<sup>(t)</sup>  | 3651 | &nbsp;&nbsp; 2630 |
|  |  |  | &nbsp;&nbsp; 12456 |
| **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** | **Oil & Gas Drilling–0.00%** |
| Vantage Drilling International Ltd.<sup>(t)</sup>  | Vantage Drilling International Ltd.<sup>(t)</sup>  | 95 | &nbsp;&nbsp; 1140 |
| **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** | **Paper & Plastic Packaging Products & Materials–0.00%** |
| Smurfit WestRock PLC | Smurfit WestRock PLC | 65 | &nbsp;&nbsp; 2816 |
| **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** | **Specialty Chemicals–0.00%** |
| Ingevity Corp.<sup>(t)</sup>  | Ingevity Corp.<sup>(t)</sup>  | 10 | &nbsp;&nbsp; 414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $4,952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $4,952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $4,952) | &nbsp;&nbsp; 16826 |
| **Money Market Funds–12.47%** | **Money Market Funds–12.47%** | **Money Market Funds–12.47%** | **Money Market Funds–12.47%** |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 4.24%<sup>(s)(u)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 4.24%<sup>(s)(u)</sup>  | 230668625 | &nbsp;&nbsp; 230668625 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 4.22%<sup>(s)(u)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 4.22%<sup>(s)(u)</sup>  | 428379643 | &nbsp;&nbsp; 428379643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds <br> (Cost $659,048,268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds <br> (Cost $659,048,268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds <br> (Cost $659,048,268) | &nbsp;&nbsp; 659048268 |
| **Options Purchased–0.06%** | **Options Purchased–0.06%** | **Options Purchased–0.06%** | **Options Purchased–0.06%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,891,998)<sup>(v)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,891,998)<sup>(v)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $3,891,998)<sup>(v)</sup>  | &nbsp;&nbsp; 2956130 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN <br> SECURITIES (excluding <br> investments purchased with <br> cash collateral from <br> securities on loan)-128.42% <br> (Cost $6,875,906,255)<br>|  |  | &nbsp;&nbsp; 6785840146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** |
| **Money Market Funds–6.73%** | **Money Market Funds–6.73%** | **Money Market Funds–6.73%** | **Money Market Funds–6.73%** |
| &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.29%<sup>(s)(u)(w)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.29%<sup>(s)(u)(w)</sup>  | 98770835 | &nbsp;&nbsp; 98770835 |

---

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

**Invesco Core Plus Bond Fund**

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; <br> **Shares** | &nbsp;&nbsp; <br> **Shares** | **Value** |
| **Money Market Funds–(continued)** | **Money Market Funds–(continued)** | **Money Market Funds–(continued)** |
| &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 4.45%<sup>(s)(u)(w)</sup>  | 256967434 | &nbsp;&nbsp; $257018828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan <br> (Cost $355,789,847) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan <br> (Cost $355,789,847) | &nbsp;&nbsp; 355789663 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–135.15% <br> (Cost $7,231,696,102) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–135.15% <br> (Cost $7,231,696,102) | &nbsp;&nbsp; 7141629809 |
| OTHER ASSETS LESS LIABILITIES—(35.15)% | OTHER ASSETS LESS LIABILITIES—(35.15)% | &nbsp;&nbsp; (1857434208)<br>|
| NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp; $5284195601 |

---

Investment Abbreviations:

---

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

---

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

**Invesco Core Plus Bond Fund**

------

Notes to Schedule of Investments:

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

<sup>(b)</sup> Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act"). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at May 31, 2025 was $2,321,326,863, which represented 43.93% of the Fund's Net Assets. 

<sup>(c)</sup> All or a portion of this security was out on loan at May 31, 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 May 31, 2025.

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

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

<sup>(h)</sup> Defaulted security. Currently, the issuer is in default with respect to principal and/or interest payments. The aggregate value of these securities at May 31, 2025 was $550,320, which represented less than 1% of the Fund's Net Assets. 

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

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

<sup>(k)</sup> Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on May 31, 2025. 

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

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

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

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

<sup>(q)</sup> This variable rate interest will settle after May 31, 2025, at which time the interest rate will be determined.

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

<sup>(s)</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 May 31, 2025. 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**August 31, 2024**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Value** <br>**May 31, 2025**<br>| **Dividend Income** |
| Invesco High Yield Bond Factor ETF | $- | &nbsp;&nbsp; $1469691 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $(19866) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $1449825 | &nbsp;&nbsp; $27178 |
| Invesco High Yield Select ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp; (5883) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12341 |
| Invesco Senior Loan ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2528400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (168395) | &nbsp;&nbsp;&nbsp; (22960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (725) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2336320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142263 |
| &nbsp;&nbsp;&nbsp; Invesco Short Duration Total Return Bond <br> ETF<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; (2520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11515 |
| Invesco Total Return Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp; (155000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4626000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156439 |
| **Investments in Affiliated Money Market** <br> **Funds:**<br>|  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class<br>| &nbsp;&nbsp;&nbsp;&nbsp; 282138685 | &nbsp;&nbsp;&nbsp;&nbsp; 565517090 | &nbsp;&nbsp;&nbsp;&nbsp; (616987150) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 230668625 | &nbsp;&nbsp;&nbsp; 8574443 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, Institutional <br> Class<br>| &nbsp;&nbsp;&nbsp;&nbsp; 523966898 | &nbsp;&nbsp; 1050246025 | &nbsp;&nbsp; (1145833280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 428379643 | &nbsp;&nbsp; 15774356 |
| **Investments Purchased with Cash** <br> **Collateral from Securities on Loan:**<br>|  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp;&nbsp; 104150583 | &nbsp;&nbsp;&nbsp;&nbsp; 586193868 | &nbsp;&nbsp;&nbsp;&nbsp; (591573616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp; 98770835 | &nbsp;&nbsp; 3,511,157\* |
| Invesco Private Prime Fund | &nbsp;&nbsp;&nbsp;&nbsp; 273527625 | &nbsp;&nbsp; 1326224527 | &nbsp;&nbsp; (1342691763) | &nbsp;&nbsp;&nbsp; (17793) | &nbsp;&nbsp; (23768) | &nbsp;&nbsp;&nbsp;&nbsp; 257018828 | &nbsp;&nbsp; 9,521,481\* |
| Total | $1191652829 | &nbsp;&nbsp; $3529651201 | &nbsp;&nbsp; $(3697279553) | &nbsp;&nbsp; $(224022) | &nbsp;&nbsp; $(24059) | &nbsp;&nbsp; $1023776396 | &nbsp;&nbsp; $37731173 |

---

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

<sup>(u)</sup> The rate shown is the 7-day SEC standardized yield as of May 31, 2025.

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

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

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

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

**Invesco Core Plus Bond Fund**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** |
| **Description** | **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Exercise** <br>**Price** | **Exercise** <br>**Price** | **Notional** <br>**Value**<sup>(a)</sup><sup>(a)</sup>  | **Notional** <br>**Value**<sup>(a)</sup><sup>(a)</sup>  | **Value** |
| **Equity Risk** | **Equity Risk** | **Equity Risk** |  |  |  |  |  |
| S&P 500 Index<br> Call | &nbsp;&nbsp; 08/29/2025 | &nbsp;&nbsp; 73 | &nbsp;&nbsp; USD | 6000.00 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 43800000 | $1237715 |

---

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

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** | **Open Over-The-Counter Foreign Currency Options Purchased** |
| **Description** | &nbsp;&nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Counterparty** | &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Value** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 07/29/2025 | JPY | 142.10 | USD | 109300000 | &nbsp;&nbsp;&nbsp; $1718415 |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** | **Open Over-The-Counter Foreign Currency Options Written** |
| **Description** | &nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Counterparty** | **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp; **Notional** <br>**Value** | &nbsp;&nbsp; **Notional** <br>**Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp; 07/29/2025 | JPY | 136.20 | USD | 109300000 | &nbsp;&nbsp; $(557211)<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** |
| **Long Futures Contracts** | &nbsp;&nbsp; **Number of**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Expiration**<br> **Month**<br>| &nbsp;&nbsp; **Notional**<br> **Value**<br>| **Value** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 2 Year Notes | &nbsp;&nbsp;&nbsp; 4764 | September-2025 | &nbsp;&nbsp;&nbsp; $988232250 | &nbsp;&nbsp;&nbsp; $331695 | &nbsp;&nbsp;&nbsp; $331695 |
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp; 4063 | September-2025 | &nbsp;&nbsp;&nbsp; 449977250 | &nbsp;&nbsp;&nbsp; 3117941 | &nbsp;&nbsp;&nbsp; 3117941 |
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp; 78 | September-2025 | &nbsp;&nbsp;&nbsp; 8796938 | &nbsp;&nbsp;&nbsp; 113208 | &nbsp;&nbsp;&nbsp; 113208 |
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp; 1716 | September-2025 | &nbsp;&nbsp;&nbsp; 199163250 | &nbsp;&nbsp;&nbsp; 3415471 | &nbsp;&nbsp;&nbsp; 3415471 |
| &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; 6978315 | &nbsp;&nbsp;&nbsp; 6978315 |
| **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; 2954 | September-2025 | &nbsp;&nbsp;&nbsp; (319585875)<br>| &nbsp;&nbsp;&nbsp; (1158396)<br>| &nbsp;&nbsp;&nbsp; (1158396)<br>|
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp; 5700 | September-2025 | &nbsp;&nbsp;&nbsp; (641517188)<br>| &nbsp;&nbsp;&nbsp; (4686153)<br>| &nbsp;&nbsp;&nbsp; (4686153)<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; (5844549)<br>| &nbsp;&nbsp;&nbsp; (5844549)<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; $1133766 | &nbsp;&nbsp;&nbsp; $1133766 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** |
| **Settlement** <br>**Date** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement** <br>**Date** | **Counterparty** | **Deliver** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Currency Risk** |  |  |  |  |  |  |
| 07/31/2025 | Barclays Bank PLC | EUR | 14225000 | USD | 16265613 | &nbsp;&nbsp;&nbsp; $52415 |
| **Currency Risk** |  |  |  |  |  |  |
| 07/31/2025 | Morgan Stanley and Co. International PLC | CAD | 13124000 | USD | 9495505 | &nbsp;&nbsp;&nbsp; (95994)<br>|
| 07/31/2025 | State Street Bank & Trust Co. | EUR | 25000 | USD | 28268 | &nbsp;&nbsp;&nbsp; (227)<br>|
| 07/31/2025 | State Street Bank & Trust Co. | GBP | 378000 | USD | 503217 | &nbsp;&nbsp;&nbsp; (6207)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp; (102428)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp; $(50013)<br>|

---

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

---

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

---

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

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

**Invesco Core Plus Bond Fund**

------

**Notes to Quarterly Schedule of Portfolio Holdings**

*May 31, 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 May 31, 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; $2544930245 | &nbsp;&nbsp;&nbsp;&nbsp; $24995422 | &nbsp;&nbsp;&nbsp;&nbsp; $2569925667 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1667895462 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1667895462 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1323712926 | &nbsp;&nbsp;&nbsp;&nbsp; 19066542 | &nbsp;&nbsp;&nbsp;&nbsp; 1342779468 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 386176307 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 386176307 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 57547162 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 57547162 |
| Variable Rate Senior Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 54121946 | &nbsp;&nbsp;&nbsp;&nbsp; 247503 | &nbsp;&nbsp;&nbsp;&nbsp; 54369449 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17756226 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17756226 |
| Non-U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11462057 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11462057 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 8938465 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8938465 |
| Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6968659 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6968659 |
| Common Stocks & Other Equity Interests | &nbsp;&nbsp;&nbsp;&nbsp; 16826 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16826 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp; 659048268 | &nbsp;&nbsp;&nbsp;&nbsp; 355789663 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1014837931 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp; 1237715 | &nbsp;&nbsp;&nbsp;&nbsp; 1718415 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2956130 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; 726788436 | &nbsp;&nbsp;&nbsp;&nbsp; 6370531906 | &nbsp;&nbsp;&nbsp;&nbsp; 44309467 | &nbsp;&nbsp;&nbsp;&nbsp; 7141629809 |
| **Other Investments - Assets\*** |  |  |  |  |
| Investments Matured | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 102740 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 102740 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 6978315 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6978315 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 52415 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 52415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6978315 | &nbsp;&nbsp;&nbsp;&nbsp; 155155 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 7133470 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; (5844549)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5844549)<br>|
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (102428)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (102428)<br>|
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (557211)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (557211)<br>|
|  | &nbsp;&nbsp;&nbsp;&nbsp; (5844549)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (659639)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6504188)<br>|
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp; 1133766 | &nbsp;&nbsp;&nbsp;&nbsp; (504484)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 629282 |
| **Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp; $727922202 | &nbsp;&nbsp;&nbsp;&nbsp; $6370027422 | &nbsp;&nbsp;&nbsp;&nbsp; $44309467 | &nbsp;&nbsp;&nbsp;&nbsp; $7142259091 |

---

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

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

**Invesco Core Plus Bond Fund**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7283548165.19

**Total Liabilities:** $2016629447.22

**Net Assets:** $5266918717.97

**Delayed Delivery Securities:** $1475946998.32

**Cash Not Reported:** $34526267.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21809.50286736 | **1-Year:** -292240.14977786 | **5-Year:** -918106.79709599 | **10-Year:** -1238904.85467252 | **30-Year:** -438296.76656783

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

- **3-Month:** -2574.15976757 | **1-Year:** -27150.09303867 | **5-Year:** -93891.77422674 | **10-Year:** -57348.49057066 | **30-Year:** -10317.71549255

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076854 | -0.26%               | -0.16%               | -0.38%               |
| Class ID C000076859 | -0.35%               | -0.03%               | -0.36%               |
| Class ID C000076858 | -0.35%               | -0.03%               | -0.36%               |
| Class ID C000120777 | -0.24%               | -0.13%               | -0.35%               |
| Class ID C000076857 | -0.28%               | -0.18%               | -0.40%               |
| Class ID C000076856 | -0.44%               | -0.11%               | -0.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16800058.16             | $-51782357.49                              |
| Month 2  | $-14086202.99            | $-6436310.21                               |
| Month 3  | $-22730845.33            | $-6016924.97                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     404000 | PA      | $411859.72    | 0.01%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        656 | PA      | $661.11       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     513000 | PA      | $550806.41    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      89000 | PA      | $90742.74     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9080.95      | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    7619000 | PA      | $7517733.13   | 0.14%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1                               | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |    2893700 | PA      | $2894240.54   | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      76000 | PA      | $69294.73     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11309 | PA      | $11559.43     | 0.00%             | 2038-03-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2062000 | PA      | $1873975.29   | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     810000 | PA      | $855379.44    | 0.02%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-226.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     256000 | PA      | $261627.39    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     360000 | PA      | $354296.41    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273818.93    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1511031.87   | 0.03%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3451000 | PA      | $3394843.60   | 0.06%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69631.16     | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | 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        |    5921010 | PA      | $5220834.97   | 0.10%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                   | Nationstar Mortgage Holdings Inc.                                                             | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $249643.15    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      29000 | PA      | $28585.28     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     628000 | PA      | $621960.93    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                      | PSEG Power LLC                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5580000 | PA      | $5635981.41   | 0.11%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                                | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4980000 | PA      | $5031231.75   | 0.10%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  236540018 | PA      | $192693959.70 | 3.66%             | 2055-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L2, Class A4                                      | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17430000 | PA      | $16869217.64  | 0.32%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $4360292.99   | 0.08%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R3                         | CUSIP: 14312JBG6<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |    3538884 | PA      | $3540493.88   | 0.07%             | 2032-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     542000 | PA      | $555155.01    | 0.01%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                             | Banque Ouest Africaine de Developpement                                                       | CUSIP: 06675QAE3<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | TG        |     230000 | PA      | $229263.49    | 0.00%             | 2055-02-13      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     400000 | PA      | $389996.68    | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1141193.42   | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1649493.34   | 0.03%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5379000 | PA      | $5204806.20   | 0.10%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Paprec Holding                                                                      | Paprec Holding                                                                                | CUSIP: ZH9776969<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $238050.52    | 0.00%             | 2027-11-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6152000 | PA      | $6194266.89   | 0.12%             | 2029-04-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                            | Costa Rica Government International Bond                                                      | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    3279000 | PA      | $3358925.63   | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | 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        |    6240667 | PA      | $5841401.39   | 0.11%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                               | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $721445.10    | 0.01%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Of Spain Waterfront Development                                                | Port Of Spain Waterfront Development                                                          | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $191250.00    | 0.00%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      65000 | PA      | $65052.72     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| 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        |    5969572 | PA      | $5291864.79   | 0.10%             | 2051-10-25      | Variable      | 2.50%                 | 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        |     189682 | PA      | $180810.88    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | 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        |    6329617 | PA      | $5483600.96   | 0.10%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     747000 | PA      | $747186.30    | 0.01%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     230000 | PA      | $226931.78    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                                   | YUM! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489454.05    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     117000 | PA      | $117214.84    | 0.00%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1012341.05   | 0.02%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                           | Sensata Technologies B.V.                                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     275000 | PA      | $258417.89    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool, S.A.B. de C.V.                                              | El Puerto de Liverpool, S.A.B. de C.V.                                                        | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    4483000 | PA      | $4519513.45   | 0.09%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64300000 | PA      | $53878064.39  | 1.02%             | 2055-06-01      | Fixed         | 2.50%                 | 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        |    7250801 | PA      | $7241309.49   | 0.14%             | 2032-05-29      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                                      | Starz Capital Holdings 1, Inc.                                                                | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     280000 | PA      | $249882.15    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3278 | PA      | $3416.96      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution, Ltd.                                                            | LG Energy Solution, Ltd.                                                                      | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     410000 | PA      | $404237.73    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     372000 | PA      | $381878.69    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2005-1, Class 4A1                                      | CUSIP: 007036FT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243666 | PA      | $238605.92    | 0.00%             | 2035-05-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31335AXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2832182 | PA      | $2793252.92   | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287XG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        532 | PA      | $550.14       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      73000 | PA      | $72531.35     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                              | GFL Environmental Inc.                                                                        | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $240284.90    | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        882 | PA      | $923.41       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1390237.49   | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     181000 | PA      | $180959.58    | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4096668.01   | 0.08%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     397000 | PA      | $393161.24    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7452.88      | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1315000 | PA      | $1335003.10   | 0.03%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1289000 | PA      | $1270486.05   | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2437134.78   | 0.05%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1225000 | PA      | $1200337.37   | 0.02%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     374000 | PA      | $389940.83    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                                   | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13584952 | PA      | $14171606.45  | 0.27%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: BQ0169574<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $176911.75    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp. (An Electric Membership Corp.)                               | Oglethorpe Power Corp. (An Electric Membership Corp.)                                         | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1201761.69   | 0.02%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Goldman Sachs International                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       | -109300000 | NC      | $-557211.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cascades Inc./Cascades USA Inc.                                                     | Cascades Inc./Cascades USA Inc.                                                               | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    3086000 | PA      | $3107617.43   | 0.06%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5231000 | PA      | $5283753.27   | 0.10%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2053874 | PA      | $1866615.62   | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Co.                                                 | Manufacturers and Traders Trust Co.                                                           | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1054158.78   | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     581000 | PA      | $579158.33    | 0.01%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390RXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2739 | PA      | $2812.73      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     278000 | PA      | $277156.04    | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A.                                                                | Banco do Brasil S.A.                                                                          | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     800000 | PA      | $807550.74    | 0.02%             | 2031-03-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     233000 | PA      | $241397.44    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     224000 | PA      | $224176.83    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2563000 | PA      | $2594364.89   | 0.05%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2005-1, Class A3                                  | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257463 | PA      | $250607.26    | 0.00%             | 2045-04-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     639000 | PA      | $645061.57    | 0.01%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     588000 | PA      | $602674.72    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2720000 | PA      | $2713451.22   | 0.05%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     152000 | PA      | $150236.21    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $1953053.44   | 0.04%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     534000 | PA      | $548297.28    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     130000 | PA      | $125617.62    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     761000 | PA      | $768504.90    | 0.01%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2020-1A, Class A2I                                                  | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8982075 | PA      | $8765801.01   | 0.17%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10950000 | PA      | $10116364.46  | 0.19%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                       | SM Energy Co.                                                                                 | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497687.35    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Ooredoo International Finance Ltd.                                                  | Ooredoo International Finance Ltd.                                                            | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     265000 | PA      | $257048.54    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31307TDS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     744381 | PA      | $720869.78    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      41000 | PA      | $41761.66     | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                                | Select Medical Corp., Term Loan B                                                             | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     156568 | PA      | $157154.73    | 0.00%             | 2031-11-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72746773 | PA      | $66658110.35  | 1.27%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1760113.32   | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A2                     | CUSIP: 863579AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87581 | PA      | $85787.83     | 0.00%             | 2034-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1144000 | PA      | $1148821.34   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1785 | PA      | $1793.38      | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5203000 | PA      | $5202252.02   | 0.10%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA, S.A.B. de C.V.                                                     | Coca-Cola FEMSA, S.A.B. de C.V.                                                               | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    9654000 | PA      | $9470477.46   | 0.18%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   12177000 | PA      | $12139217.81  | 0.23%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1281465.71   | 0.02%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Service Properties Trust                                                            | Service Properties Trust                                                                      | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     347000 | PA      | $280117.28    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                     | Idaho Power Co.                                                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     423000 | PA      | $423650.57    | 0.01%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1093000 | PA      | $1078583.99   | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $1057424.18   | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     197000 | PA      | $189031.02    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eutelsat S.A.                                                                       | Eutelsat S.A.                                                                                 | CUSIP: ZD9999388<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |     225000 | PA      | $268781.48    | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     196000 | PA      | $181095.56    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     637000 | PA      | $623212.97    | 0.01%             | 2034-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                      | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1081349.68   | 0.02%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     219000 | PA      | $222790.28    | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     842000 | PA      | $821343.42    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                               | Adnoc Murban Rsc Ltd.                                                                         | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     800000 | PA      | $769772.00    | 0.01%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                             | J. M. Smucker Co. (The)                                                                       | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     234000 | PA      | $248513.29    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2466000 | PA      | $2489640.95   | 0.05%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                                     | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2000062.26   | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     478000 | PA      | $466111.21    | 0.01%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     308000 | PA      | $273528.15    | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3986000 | PA      | $3967457.21   | 0.08%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1091000 | PA      | $1094622.81   | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $1073441.18   | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9242.51      | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust, Series 2023-2A, Class A2                                               | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     461652 | PA      | $462279.31    | 0.01%             | 2031-01-21      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1039000 | PA      | $1035308.54   | 0.02%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201V5K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48073 | PA      | $48713.77     | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1287000 | PA      | $1300860.33   | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4138000 | PA      | $4136892.42   | 0.08%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                           | Cougar JV Subsidiary, LLC                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     247000 | PA      | $259691.35    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 Trust                                                                 | OBX 2021-NQM4 Trust, Series 2021-NQM4, Class A1                                               | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9236384 | PA      | $7800099.09   | 0.15%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                             | Sociedad Quimica y Minera de Chile S.A.                                                       | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     340000 | PA      | $324615.00    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                        | Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                                  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     377000 | PA      | $379837.68    | 0.01%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1326040.66   | 0.03%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $199228.90    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     665000 | PA      | $675144.39    | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2002000 | PA      | $1962363.98   | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    2578000 | PA      | $2587698.44   | 0.05%             | 2034-07-30      | Fixed         | 5.95%                 | 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        |    2924496 | PA      | $2609878.64   | 0.05%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     417000 | PA      | $423831.62    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                                 | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     509000 | PA      | $509326.96    | 0.01%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-1, Class A1                                           | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6291780 | PA      | $5807948.78   | 0.11%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                             | Synovus Financial Corp.                                                                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $1078294.80   | 0.02%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B14, Class A5                                           | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16455000 | PA      | $15216516.07  | 0.29%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     180000 | PA      | $184589.73    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                         | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6309915.10   | 0.12%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2301000 | PA      | $2314562.39   | 0.04%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      44000 | PA      | $27693.84     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                         | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    1552000 | PA      | $1474440.27   | 0.03%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     216000 | PA      | $216285.26    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     253000 | PA      | $258983.88    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HTS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1998 | PA      | $2070.34      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14519000 | PA      | $14624992.77  | 0.28%             | 2029-04-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Alsea, S.A.B. de C.V.                                                               | Alsea, S.A.B. de C.V.                                                                         | CUSIP: BS8792951<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $404834.80    | 0.01%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2317649.79   | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     940000 | PA      | $950474.88    | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: —       |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                                 | NGL Energy Operating LLC / NGL Energy Finance Corp.                                           | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    3192000 | PA      | $3021001.69   | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class C                           | CUSIP: 05377RFD1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5417000 | PA      | $5334616.64   | 0.10%             | 2028-08-21      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Goldman Sachs International                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  109300000 | NC      | $1718414.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      53000 | PA      | $52978.58     | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     711000 | PA      | $718815.10    | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65595000 | PA      | $50986355.92  | 0.97%             | 2055-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3310038.00   | 0.06%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: —       |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-1A, Class A2                                                | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11433000 | PA      | $11533983.12  | 0.22%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7273000 | PA      | $7381229.95   | 0.14%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: —       |
| A.P. Moller - Maersk A/S                                                            | A.P. Moller - Maersk A/S                                                                      | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     281000 | PA      | $290834.08    | 0.01%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                                       | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $2067607.48   | 0.04%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1037247.89   | 0.02%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4                            | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9603824 | PA      | $7700152.79   | 0.15%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287LES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         66 | PA      | $65.88        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3080000 | PA      | $3111727.60   | 0.06%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    8527000 | PA      | $8548230.78   | 0.16%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Mobilux Finance                                                                     | Mobilux Finance                                                                               | CUSIP: BQ1615468<br>LEI: 9695002JF900PZD9TO50 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $224176.46    | 0.00%             | 2028-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                            | Energizer Holdings, Inc.                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     275000 | PA      | $258631.84    | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                    | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9238648 | PA      | $9245188.46   | 0.18%             | 2032-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     339000 | PA      | $333765.78    | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     287000 | PA      | $287332.69    | 0.01%             | 2026-12-09      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class A                                     | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5810000 | PA      | $5804221.37   | 0.11%             | 2038-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class A                                                           | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10965000 | PA      | $10948317.85  | 0.21%             | 2039-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL          | Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL                    | CUSIP: BT6737410<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |     400000 | PA      | $387232.00    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc.                              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     206000 | PA      | $240607.55    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4247570.34   | 0.08%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2005-A5, Class 1A2                                         | CUSIP: 466247SE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54259 | PA      | $52071.27     | 0.00%             | 2035-08-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                        | MPH Acquisition Holdings LLC, Term Loan                                                       | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     125000 | PA      | $123281.25    | 0.00%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     344000 | PA      | $350198.11    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1050681.98   | 0.02%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     581000 | PA      | $582697.87    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2504000 | PA      | $2511718.00   | 0.05%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     265000 | PA      | $268285.19    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212M7L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        256 | PA      | $266.31       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1157000 | PA      | $1049346.13   | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series AA                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5457000 | PA      | $5705719.15   | 0.11%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3101000 | PA      | $3112845.32   | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    2126000 | PA      | $2128798.26   | 0.04%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28867.79     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2014-150E, Class C                                     | CUSIP: 61764BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $2542722.70   | 0.05%             | 2032-09-09      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo I B.V.                                                                | Sunrise FinCo I B.V.                                                                          | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |     250000 | PA      | $286701.15    | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $750711.40    | 0.01%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    5884000 | PA      | $5853623.56   | 0.11%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36207NKG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16396 | PA      | $16589.06     | 0.00%             | 2027-01-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3824091.23   | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                          | Allison Transmission, Inc.                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     775000 | PA      | $762503.13    | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Synchrony Card Funding, LLC                                                         | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                          | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5010000 | PA      | $5076408.55   | 0.10%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    4835000 | PA      | $4871125.04   | 0.09%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                   | United Airlines 2024-1 Class A Pass Through Trust, Series 24-A                                | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1437381 | PA      | $1411061.52   | 0.03%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1679000 | PA      | $1675994.74   | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                                    | Wynn Macau, Ltd.                                                                              | CUSIP: ZQ9658860<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $374716.00    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     122000 | PA      | $126225.84    | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312940ZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13160 | PA      | $13190.09     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    6676000 | PA      | $6769257.71   | 0.13%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Cadence Design Systems, Inc.                                                        | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     604000 | PA      | $587526.17    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                            | Studio City Finance Ltd.                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     550000 | PA      | $497366.63    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1592000 | PA      | $1551146.96   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                                                        | AerCap Global Aviation Trust                                                                  | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1472456.37   | 0.03%             | 2045-06-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     419132 | PA      | $420081.38    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                         | Tricon American Homes Trust, Series 2020-SFR2, Class A                                        | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10855322 | PA      | $10093309.25  | 0.19%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                         | INEOS Quattro Finance 2 PLC                                                                   | CUSIP: ZH9739041<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $230556.78    | 0.00%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                                                  | Bharti Airtel Ltd.                                                                            | CUSIP: EK9570855<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $199976.38    | 0.00%             | 2025-06-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    1941786 | PA      | $1969972.94   | 0.04%             | 2043-03-25      | Floating      | 6.42%                 | 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        |    1215134 | PA      | $1102876.42   | 0.02%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                                  | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     789000 | PA      | $789000.00    | 0.01%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series W                                                                | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     111000 | PA      | $97547.80     | 0.00%             | 2047-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                          | Alibaba Group Holding Ltd.                                                                    | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $478458.36    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                         | Prosus N.V.                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $183350.46    | 0.00%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     201000 | PA      | $185335.47    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292AYN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13960 | PA      | $14197.82     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     355000 | PA      | $358552.25    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   13542000 | PA      | $13602939.00  | 0.26%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                        | Synovus Bank                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     774000 | PA      | $777187.65    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                    | Sealed Air Corp.                                                                              | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     267000 | PA      | $262340.85    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     251000 | PA      | $253380.83    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     451000 | PA      | $449970.76    | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     562000 | PA      | $571379.16    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   20671000 | PA      | $20872893.66  | 0.40%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     173000 | PA      | $182009.71    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4968000 | PA      | $4973268.91   | 0.09%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                          | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     508150 | NS      | $13089944.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     298000 | PA      | $307698.34    | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1984218.25   | 0.04%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co., LLC                                                   | Florida Gas Transmission Co., LLC                                                             | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   13766000 | PA      | $13858318.24  | 0.26%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202SBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5993 | PA      | $6187.31      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1233932.55   | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     313000 | PA      | $313439.25    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2479462.20   | 0.05%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                    | CMS Energy Corp.                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2166666.43   | 0.04%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     207000 | PA      | $215774.97    | 0.00%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1465975.86   | 0.03%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2902000 | PA      | $2828477.83   | 0.05%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     179000 | PA      | $180524.87    | 0.00%             | 2028-02-04      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     770000 | PA      | $735614.20    | 0.01%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36291LXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19606 | PA      | $19895.43     | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-3, Class A1                                           | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7440035 | PA      | $7069496.98   | 0.13%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128NHZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38033 | PA      | $39156.87     | 0.00%             | 2037-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                                  | United Airlines 2024-1 Class AA Pass Through Trust, Series AA                                 | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1248044 | PA      | $1243959.35   | 0.02%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7803000 | PA      | $7886975.89   | 0.15%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: —       |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2019-1A, Class A2II                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    4880867 | PA      | $4685963.18   | 0.09%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust, Series 2021-ESH, Class B                                         | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7921116 | PA      | $7927009.00   | 0.15%             | 2038-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Empower CLO 2024-1 Ltd.                                                             | Empower CLO 2024-1 Ltd., Series 2024-1A, Class A1                                             | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10250000 | PA      | $10285034.50  | 0.20%             | 2037-04-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust, Series 2025-IP, Class A                                            | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8898000 | PA      | $8897996.97   | 0.17%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    7487000 | PA      | $6767783.81   | 0.13%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                      | Hyundai Capital Services, Inc.                                                                | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    4005000 | PA      | $4047309.58   | 0.08%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6769000 | PA      | $6825030.47   | 0.13%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M3                                       | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1639826 | PA      | $1504496.14   | 0.03%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                               | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |  428379643 | NS      | $428379642.88 | 8.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    8346000 | PA      | $8278334.81   | 0.16%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Summit Midstream Holdings, LLC                                                      | Summit Midstream Holdings, LLC                                                                | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     259000 | PA      | $259775.45    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1543563.38   | 0.03%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      65000 | PA      | $45145.62     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3944000 | PA      | $3806071.62   | 0.07%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                       | Rollins, Inc.                                                                                 | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1485932.07   | 0.03%             | 2035-02-24      | Fixed         | 5.25%                 | 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        |    8487101 | PA      | $7526057.51   | 0.14%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                     | Transocean Titan Financing Ltd.                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1687381 | PA      | $1714880.37   | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a.r.l.                                                              | nVent Finance S.a.r.l.                                                                        | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     328000 | PA      | $327552.13    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class A                                       | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6450000 | PA      | $6431195.67   | 0.12%             | 2046-11-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class B                                       | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4590000 | PA      | $4581395.13   | 0.09%             | 2046-11-13      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4315159.80   | 0.08%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136647500 | PA      | $136236490.28 | 2.59%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     581000 | PA      | $549651.56    | 0.01%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2024-1, Class A3A                                       | CUSIP: 17332CAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8612582 | PA      | $8647635.05   | 0.16%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc.                                                | Public Service Enterprise Group Inc.                                                          | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     612000 | PA      | $636725.44    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     127000 | PA      | $131738.14    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1926262.50   | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371JBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         40 | PA      | $41.54        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     395000 | PA      | $393107.86    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2023-1A, Class A2                                                | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2229667 | PA      | $2232334.24   | 0.04%             | 2053-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11733000 | PA      | $11791453.45  | 0.22%             | 2031-05-07      | Floating      | 5.81%                 | No            |                  2 | On Loan: —       |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $1237866.19   | 0.02%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36208R2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1005 | PA      | $1016.09      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   16394000 | PA      | $16414082.65  | 0.31%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                      | Piedmont Natural Gas Co., Inc.                                                                | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     286000 | PA      | $288047.87    | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     750000 | PA      | $788356.50    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | 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        |    7782890 | PA      | $7876576.54   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1002163.07   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     104000 | PA      | $104255.76    | 0.00%             | 2027-01-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                               | Navoi Mining & Metallurgical Combinat                                                         | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     600000 | PA      | $597287.55    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     950000 | PA      | $848070.94    | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     368000 | PA      | $376736.05    | 0.01%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2003-6, Class A2                                  | CUSIP: 885220EQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113553 | PA      | $109467.24    | 0.00%             | 2033-12-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1056486.96   | 0.02%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1124000 | PA      | $1133912.56   | 0.02%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     863000 | PA      | $760245.46    | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A4                                       | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1991000 | PA      | $2050798.69   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas, LLC                                                           | Kimmeridge Texas Gas, LLC                                                                     | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     255000 | PA      | $252268.95    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     895023 | PA      | $812677.76    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                    | BANK5 2024-5YR10, Series 2024-5YR10, Class A                                                  | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3175000 | PA      | $3225267.24   | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co.                                                               | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     171000 | PA      | $170066.46    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class B                                                           | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5740000 | PA      | $5709193.99   | 0.11%             | 2042-03-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     989000 | PA      | $1078706.26   | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: —       |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    8833000 | PA      | $8598783.29   | 0.16%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3363000 | PA      | $3267612.47   | 0.06%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     499000 | PA      | $488387.77    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        260 | PA      | $265.83       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200RAD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        369 | PA      | $374.94       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                    | Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                              | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     239000 | PA      | $253699.46    | 0.00%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Agl Clo 17 Ltd.                                                                     | Agl Clo 17 Ltd., Series 2022-17A, Class AR                                                    | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   12106000 | PA      | $12032008.13  | 0.23%             | 2035-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     260000 | PA      | $264933.85    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     162000 | PA      | $169200.50    | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    7924000 | PA      | $7901230.39   | 0.15%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                       | Cencosud S.A.                                                                                 | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     800000 | PA      | $814305.60    | 0.02%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5744000 | PA      | $5605523.07   | 0.11%             | 2054-12-10      | Variable      | 6.75%                 | 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        |    1602985 | PA      | $1416777.75   | 0.03%             | 2066-01-25      | Variable      | 0.81%                 | 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        |    1088000 | PA      | $1088523.63   | 0.02%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12397000 | PA      | $11928357.44  | 0.23%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 898339AB2<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $155676.36    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     398000 | PA      | $402625.38    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    1070000 | PA      | $1085895.31   | 0.02%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     505000 | PA      | $498328.53    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     713000 | PA      | $705708.03    | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2024-7, Class A1                                           | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |    4873434 | PA      | $4848048.46   | 0.09%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Panama Infrastructure Receivable Purchaser PLC                                      | Panama Infrastructure Receivable Purchaser PLC                                                | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |    4414000 | PA      | $3098120.39   | 0.06%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                          | Simon Property Group, L.P.                                                                    | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3386000 | PA      | $3236871.15   | 0.06%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A6                                    | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1338072 | PA      | $1334853.89   | 0.03%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K083, Class AM                  | CUSIP: 3137FJXW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    4736000 | PA      | $4687407.22   | 0.09%             | 2028-10-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     234000 | PA      | $239699.40    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | 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        |    2394525 | PA      | $2253133.01   | 0.04%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   12660000 | PA      | $12667126.06  | 0.24%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                             | CUSIP: 12659YAA2<br>LEI: 213800PIMH7Q7M27DB82 | Long             | ABS-MBS          | CORP              | US        |    8854372 | PA      | $8600958.65   | 0.16%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| OI European Group B.V.                                                              | OI European Group B.V.                                                                        | CUSIP: ZK6018087<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $235106.07    | 0.00%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 1 Ltd.                                            | Goldentree Loan Management US CLO 1 Ltd., Series 2017-1A, Class A1R3                          | CUSIP: 38136FBU6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |    4358000 | PA      | $4354836.09   | 0.08%             | 2034-04-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1602000 | PA      | $1589917.62   | 0.03%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1576000 | PA      | $1579515.84   | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     206000 | PA      | $217596.17    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                         | Intuit Inc.                                                                                   | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     473000 | PA      | $483997.19    | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6207.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   12881000 | PA      | $12691933.58  | 0.24%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series OO                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10553000 | PA      | $10722259.88  | 0.20%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     206000 | PA      | $208343.51    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     398000 | PA      | $367744.49    | 0.01%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     245000 | PA      | $248603.34    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     335000 | PA      | $341863.05    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     507000 | PA      | $510119.46    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| 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        |    8938256 | PA      | $8911647.19   | 0.17%             | 2067-05-25      | Variable      | 4.55%                 | 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        |    1200571 | PA      | $1131593.96   | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     329000 | PA      | $338298.67    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                  | Greystar Real Estate Partners, LLC, Term Loan B                                               | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |     247503 | PA      | $247503.14    | 0.00%             | 2030-08-21      | Floating      | 7.08%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4537000 | PA      | $4550929.45   | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13732000 | PA      | $13800666.32  | 0.26%             | 2031-05-13      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $1069510.87   | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     575000 | PA      | $518361.71    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                            | Cox Communications, Inc.                                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     131000 | PA      | $130552.40    | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1520226 | PA      | $1381935.88   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     445000 | PA      | $450306.63    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2152116.24   | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     173000 | PA      | $178116.57    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                    | American National Global Funding                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    1391000 | PA      | $1410977.47   | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                               | Woodside Finance Ltd.                                                                         | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1256000 | PA      | $1254535.01   | 0.02%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                      | Baltimore Gas and Electric Co.                                                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3841000 | PA      | $3868264.84   | 0.07%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 49 Ltd.                                          | Neuberger Berman Loan Advisers CLO 49 Ltd., Series 2022-49A, Class AR                         | CUSIP: 64135JAL6<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |   10044000 | PA      | $10048991.87  | 0.19%             | 2035-07-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                               | Inversiones CMPC S.A.                                                                         | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     225000 | PA      | $224919.63    | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    1831000 | PA      | $1863272.71   | 0.04%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     611000 | PA      | $636939.14    | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1756000 | PA      | $1829913.55   | 0.03%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1000000 | PA      | $1003045.44   | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     247000 | PA      | $256125.50    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     466667 | PA      | $488676.42    | 0.01%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  227961124 | PA      | $225696954.85 | 4.29%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2807584.39   | 0.05%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1362311.54   | 0.03%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 89834JAC7<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     655000 | PA      | $662139.50    | 0.01%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    5540000 | PA      | $5551125.71   | 0.11%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17078.11     | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                              | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    5604000 | PA      | $5617475.43   | 0.11%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     270000 | PA      | $267524.92    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    2036000 | PA      | $2078129.46   | 0.04%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2132956.78   | 0.04%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     286000 | PA      | $284483.36    | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                                 | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7626675 | PA      | $7515104.37   | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                          | Eni S.p.A.                                                                                    | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     924000 | PA      | $916675.01    | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31412CAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5858 | PA      | $5869.64      | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                                 | Bank of New Zealand                                                                           | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    1306000 | PA      | $1323654.74   | 0.03%             | 2035-01-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     181000 | PA      | $180119.81    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                              | Peruvian Government International Bond                                                        | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2934000 | PA      | $2892190.50   | 0.05%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2133069.14   | 0.04%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63574000 | PA      | $59989184.20  | 1.14%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1126787.68   | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: —       |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140259.89    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     538000 | PA      | $543103.06    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                        | Cross 2024-H8 Mortgage Trust, Series 2024-H8, Class A1                                        | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5466813 | PA      | $5473344.26   | 0.10%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1260000 | PA      | $1284928.63   | 0.02%             | 2029-03-07      | Fixed         | 5.20%                 | 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        |      50050 | PA      | $47228.89     | 0.00%             | 2034-08-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    4388000 | PA      | $4502996.32   | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     395000 | PA      | $397376.71    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371NCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.59        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     440000 | PA      | $454559.60    | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| 1011778 BC ULC / New Red Finance Inc.                                               | 1011778 BC ULC / New Red Finance Inc.                                                         | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2454000 | PA      | $2471229.53   | 0.05%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30974 | PA      | $32001.50     | 0.00%             | 2035-05-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    9708000 | PA      | $9799204.14   | 0.19%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                     | South Bow Canadian Infrastructure Holdings Ltd.                                               | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    5262000 | PA      | $5316361.72   | 0.10%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4610713.01   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A1                                        | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11337359 | PA      | $10412466.58  | 0.20%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    2878000 | PA      | $2887184.07   | 0.05%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31386XQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138531 | PA      | $143634.66    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10114000 | PA      | $10264113.81  | 0.19%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1767000 | PA      | $1733627.66   | 0.03%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     886000 | PA      | $915408.35    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2                            | CUSIP: 07336JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12217963 | PA      | $9796116.82   | 0.19%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2501000 | PA      | $2433633.09   | 0.05%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-8, Class A3                                           | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2142399 | PA      | $2116461.91   | 0.04%             | 2055-01-25      | Variable      | 5.50%                 | 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        |     502658 | PA      | $488027.23    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     181000 | PA      | $167472.63    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | 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        |    2975109 | PA      | $2994014.33   | 0.06%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     460000 | PA      | $481001.61    | 0.01%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer LLC                                                              | Ziply Fiber Issuer LLC, Series 2024-1A, Class A2                                              | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9109000 | PA      | $9342540.19   | 0.18%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $607913.10    | 0.01%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4529058.80   | 0.09%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5836000 | PA      | $5816309.16   | 0.11%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5030000 | PA      | $5144202.88   | 0.10%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    6976000 | PA      | $6795769.74   | 0.13%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class C                                       | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5345000 | PA      | $5314460.27   | 0.10%             | 2036-09-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $6738806.32   | 0.13%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    5436000 | PA      | $5498888.49   | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      79000 | PA      | $85492.62     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                                    | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22374000 | PA      | $19959570.20  | 0.38%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A.S.                                                          | Turk Telekomunikasyon A.S.                                                                    | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     700000 | PA      | $710710.00    | 0.01%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                                 | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21144681 | PA      | $19381085.85  | 0.37%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. S.A.B. de CV                                                    | Orbia Advance Corp. S.A.B. de CV                                                              | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     700000 | PA      | $705425.00    | 0.01%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline L.L.C.                                                 | Abu Dhabi Crude Oil Pipeline L.L.C.                                                           | CUSIP: 00401MAA4<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $192632.80    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   10312000 | PA      | $10303389.58  | 0.20%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1350000 | PA      | $1357211.50   | 0.03%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-7, Class A1                                           | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2954643 | PA      | $2958031.45   | 0.06%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     399000 | PA      | $374030.36    | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6714818.33   | 0.13%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAX5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $2355389.11   | 0.04%             | 2034-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Obx 2024-Nqm18 Trust                                                                | Obx 2024-Nqm18 Trust, Series 2024-NQM18, Class A1                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    3807840 | PA      | $3805129.13   | 0.07%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     390000 | PA      | $391844.73    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3878960.82   | 0.07%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     628000 | PA      | $628607.97    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     209000 | PA      | $208443.93    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp., Series J, Pfd.                                                                | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     348527 | NS      | $9054731.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     168000 | PA      | $172327.03    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-INV2, Class A1                                        | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3739377 | PA      | $3741751.47   | 0.07%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1402150.35   | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     905000 | PA      | $888749.15    | 0.02%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Carrier Global Corp.                                                                | Carrier Global Corp.                                                                          | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     165000 | PA      | $173416.70    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class C                                                           | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3630000 | PA      | $3622447.79   | 0.07%             | 2039-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                | Columbia Pipelines Operating Co. LLC                                                          | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2174000 | PA      | $1948309.04   | 0.04%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    4762000 | PA      | $4867611.64   | 0.09%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1751000 | PA      | $1699581.17   | 0.03%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Vantage Drilling International Ltd.                                                 | Vantage Drilling International Ltd.                                                           | CUSIP: G9325C105<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |         95 | NS      | $1140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66 Co.                                                                     | Phillips 66 Co.                                                                               | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     282000 | PA      | $280876.69    | 0.01%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10056000 | PA      | $10179631.98  | 0.19%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $214887.45    | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1568110 | PA      | $1426769.53   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                                        | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27101000 | PA      | $24445102.00  | 0.46%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1971000 | PA      | $1952848.67   | 0.04%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    3245000 | PA      | $3253015.15   | 0.06%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4745355.24   | 0.09%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1456394 | PA      | $1325124.14   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393BZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       1721 | PA      | $215.73       | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                      | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     938000 | PA      | $896106.27    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B15, Class B                                            | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12220000 | PA      | $10563289.39  | 0.20%             | 2072-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2015-3, Class B2                                           | CUSIP: 46644MAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3118538 | PA      | $2927754.76   | 0.06%             | 2045-05-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     930000 | PA      | $947157.53    | 0.02%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                        | Hexcel Corp.                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     609000 | PA      | $608261.60    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     962000 | PA      | $947246.19    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     161000 | PA      | $165062.93    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     293000 | PA      | $298087.07    | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     299000 | PA      | $306265.64    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3618000 | PA      | $3674400.97   | 0.07%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: —       |
| Clover CLO 2021-3 LLC                                                               | Clover CLO 2021-3 LLC, Series 2021-3A, Class AR                                               | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10177000 | PA      | $10138256.16  | 0.19%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                 | Sirius XM Radio LLC                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     550000 | PA      | $522334.23    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                        | Polaris Inc.                                                                                  | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     344000 | PA      | $357133.71    | 0.01%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4818000 | PA      | $3573603.59   | 0.07%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     617000 | PA      | $625099.83    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM14 Trust                                                                | OBX 2024-NQM14 Trust, Series 2024-NQM14, Class A1                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    6167643 | PA      | $6114143.03   | 0.12%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Liquid Telecommunications Financing PLC                                             | Liquid Telecommunications Financing PLC                                                       | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $169387.50    | 0.00%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                                   | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1024307.28   | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                 | Egypt Government International Bond                                                           | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     385000 | PA      | $382528.09    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | 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        |     213758 | PA      | $198940.06    | 0.00%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -3529 | NC      | $-1383879.70  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series V                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1475237.58   | 0.03%             | N/A             | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     529000 | PA      | $536850.89    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     844000 | PA      | $841390.27    | 0.02%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                               | Turkiye Government International Bond                                                         | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     695000 | PA      | $696383.05    | 0.01%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1549235.67   | 0.03%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC, Series AJ                                           | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     262000 | PA      | $226907.08    | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     305000 | PA      | $307565.00    | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                             | CACI International Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1163586.60   | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     958000 | PA      | $1022696.73   | 0.02%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class B                                     | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4355000 | PA      | $4345572.30   | 0.08%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     517000 | PA      | $526931.52    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     318000 | PA      | $319398.26    | 0.01%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                                  | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8041131 | PA      | $7246565.07   | 0.14%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     296000 | PA      | $216959.83    | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1796000 | PA      | $1814814.90   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-2A, Class A2                                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8273000 | PA      | $8376389.34   | 0.16%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1089473.18   | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1801000 | PA      | $1755522.30   | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Camelot Finance S.A.                                                                | Camelot Finance S.A.                                                                          | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      75000 | PA      | $74628.26     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shellpoint Asset Funding Trust                                                      | Shellpoint Asset Funding Trust, Series 2013-1, Class A3                                       | CUSIP: 822804AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     304041 | PA      | $290424.51    | 0.01%             | 2043-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2396448.41   | 0.05%             | 2029-01-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| Alexander Funding Trust II                                                          | Alexander Funding Trust II                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $551491.74    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140XMMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30295148 | PA      | $30189989.59  | 0.57%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                             | Invesco Senior Loan ETF                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     112000 | NS      | $2336320.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ICG US CLO Ltd.                                                                     | ICG US CLO Ltd., Series 2016-1A, Class A1RR                                                   | CUSIP: 44931NAT8<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |   11393271 | PA      | $11403775.66  | 0.22%             | 2034-04-29      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                        | Oriental Republic of Uruguay                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     800000 | PA      | $705708.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1622215.16   | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                          | Rogers Communications Inc.                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3383000 | PA      | $3410906.87   | 0.06%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2019-2, Class A1                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410428 | PA      | $1335682.17   | 0.03%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     273000 | PA      | $291563.68    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | S&P 500 Index Option                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         73 | NC      | $1237715.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc., Series NC5                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     112000 | PA      | $117687.25    | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1611207.02   | 0.03%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     869000 | PA      | $855622.92    | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Gabon Blue Bond Master Trust                                                        | Gabon Blue Bond Master Trust                                                                  | CUSIP: 362419AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4013000 | PA      | $4004582.49   | 0.08%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $36.12        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio Trust, Series 2020-1R, Class A1                                                         | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1135104 | PA      | $1085772.40   | 0.02%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     417000 | PA      | $424923.35    | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2022-SFR5, Class A                                         | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9252545 | PA      | $9205803.19   | 0.17%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dana Inc.                                                                           | Dana Inc.                                                                                     | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47810.08     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                                | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     885000 | PA      | $902425.17    | 0.02%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| RLJ LODGING TRUST, L.P.                                                             | RLJ LODGING TRUST, L.P.                                                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492400.55    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                                   | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4082711.28   | 0.08%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1018371.12   | 0.02%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    8087000 | PA      | $8115257.19   | 0.15%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                  | FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2339471 | PA      | $2312567.12   | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                       | Teva Pharmaceuticals Finance Netherlands B.V.                                                 | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2790000 | PA      | $2817403.38   | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    5661000 | PA      | $5613670.70   | 0.11%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties L.P./ RHP Finance Corp.                                        | RHP Hotel Properties L.P./ RHP Finance Corp.                                                  | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     262000 | PA      | $266667.33    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion S.A.                                                         | Frigorifico Concepcion S.A.                                                                   | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |     500000 | PA      | $350034.39    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1597000 | PA      | $1559433.27   | 0.03%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     565000 | PA      | $567034.86    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BMO 2024-5C5 Mortgage Trust                                                         | BMO 2024-5C5 Mortgage Trust, Series 2024-5C5, Class AS                                        | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2603934.00   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6767000 | PA      | $6891160.92   | 0.13%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova, S.A.P.I. de C.V.                                   | Infraestructura Energetica Nova, S.A.P.I. de C.V.                                             | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $288314.00    | 0.01%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312939JC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3591913 | PA      | $3541762.77   | 0.07%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                         | Clarios Global L.P./ Clarios US Finance Co.                                                   | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3206576.23   | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     247000 | PA      | $254896.96    | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2776000 | PA      | $2637147.53   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     761000 | PA      | $778544.58    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     108000 | PA      | $97234.14     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                               | Bioceanico Sovereign Certificate Ltd.                                                         | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     118768 | PA      | $94076.25     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                        | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                                  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     325000 | PA      | $331098.63    | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | 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        |   11662285 | PA      | $11638121.20  | 0.22%             | 2032-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series DD                                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6536000 | PA      | $6724537.46   | 0.13%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| 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        |    7637185 | PA      | $7340093.35   | 0.14%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   11246000 | PA      | $11036430.79  | 0.21%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244726.83    | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28592.96     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UWX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        601 | PA      | $624.16       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    7059000 | PA      | $6854949.23   | 0.13%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     233000 | PA      | $241804.27    | 0.00%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Banco Votorantim S.A.                                                               | Banco Votorantim S.A.                                                                         | CUSIP: 05975C2A0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | LU        |     800000 | PA      | $804900.00    | 0.02%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3308135.24   | 0.06%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $1009821.85   | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5433000 | PA      | $5500355.40   | 0.10%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2299000 | PA      | $2322725.24   | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     834000 | PA      | $836144.11    | 0.02%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                                | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                              | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9863000 | PA      | $9848452.08   | 0.19%             | 2035-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Stena International S.A.                                                            | Stena International S.A.                                                                      | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    7526000 | PA      | $7629715.81   | 0.14%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2024 BB, Ref. RB            | CUSIP: 64613CEY0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    6430000 | PA      | $6430246.91   | 0.12%             | 2025-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2405 | PA      | $2476.33      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     711000 | PA      | $718458.97    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6218 | PA      | $6510.45      | 0.00%             | 2032-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     348000 | PA      | $350739.94    | 0.01%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                            | Northern Natural Gas Co.                                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     254000 | PA      | $236143.91    | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     415000 | PA      | $419181.25    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| NESCO Holdings II, Inc.                                                             | NESCO Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     409000 | PA      | $385662.26    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      89000 | PA      | $85447.37     | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1                                        | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10801204 | PA      | $9237281.17   | 0.18%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $1044700.16   | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    3068000 | PA      | $3070623.05   | 0.06%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     104000 | PA      | $92258.97     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     659000 | PA      | $669616.50    | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                              | BP Capital Markets PLC                                                                        | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    4349000 | PA      | $4267572.37   | 0.08%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                                 | Banco de Credito e Inversiones S.A.                                                           | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     430000 | PA      | $450210.00    | 0.01%             | N/A             | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K089, Class AM                  | CUSIP: 3137FL6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    8018000 | PA      | $7829742.17   | 0.15%             | 2029-01-25      | Variable      | 3.63%                 | 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        |     315853 | PA      | $266068.84    | 0.01%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                   | Radian Group Inc.                                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     671000 | PA      | $691065.09    | 0.01%             | 2029-05-15      | Fixed         | 6.20%                 | 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        |    2259835 | PA      | $2126650.32   | 0.04%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $202294.43    | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc.                                                | Acrisure LLC / Acrisure Finance Inc.                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $516274.53    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $5944221.82   | 0.11%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    3837000 | PA      | $3854285.69   | 0.07%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34294.16     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1550214.95   | 0.03%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     675000 | PA      | $683563.38    | 0.01%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7SU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11854 | PA      | $12376.71     | 0.00%             | 2035-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3487650.78   | 0.07%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     923000 | PA      | $969144.97    | 0.02%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     792000 | PA      | $807419.38    | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4932000 | PA      | $4964134.30   | 0.09%             | 2028-04-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     432000 | PA      | $444231.69    | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        655 | PA      | $670.57       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1233603.06   | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     270000 | PA      | $288290.07    | 0.01%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2016-1A, Class AR3                                                  | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    4609286 | PA      | $4602837.50   | 0.09%             | 2031-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6171000 | PA      | $6098487.73   | 0.12%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1240599.85   | 0.02%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     522000 | PA      | $534194.96    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2932000 | PA      | $2943163.94   | 0.06%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     993000 | PA      | $1001872.63   | 0.02%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                               | SABIC Capital II B.V.                                                                         | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $198702.05    | 0.00%             | 2028-10-10      | Fixed         | 4.50%                 | 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        |    4248126 | PA      | $4250050.81   | 0.08%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12790 | PA      | $13397.37     | 0.00%             | 2033-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31411EWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16989 | PA      | $17626.76     | 0.00%             | 2037-01-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR6, Class 3A2                                           | CUSIP: 362341SA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80407 | PA      | $72530.38     | 0.00%             | 2035-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                                   | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8478592 | PA      | $8447523.92   | 0.16%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   12693000 | PA      | $12789793.01  | 0.24%             | 2029-05-09      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     275000 | PA      | $266628.18    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                            | Comstock Resources, Inc.                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     260000 | PA      | $256492.89    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         78 | NC      | $113208.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                                   | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $1083912.12   | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200VEV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        283 | PA      | $284.01       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     337000 | PA      | $343200.27    | 0.01%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $1100125.03   | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251208.77    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                           | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   13131000 | PA      | $13455679.73  | 0.26%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      99000 | PA      | $92475.48     | 0.00%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2412678.92   | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1536441.71   | 0.03%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                       | Schaeffler AG                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $222918.10    | 0.00%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     706000 | PA      | $721152.93    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5614000 | PA      | $5696842.93   | 0.11%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                          | Ball Corp.                                                                                    | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |     110000 | PA      | $127116.48    | 0.00%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                                | Sitios Latinoamerica, S.A.B. de C.V.                                                          | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $191608.18    | 0.00%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                                  | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     836000 | PA      | $834665.21    | 0.02%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $4193986.58   | 0.08%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Aethon United BR L.P./ Aethon United Finance Corp.                                  | Aethon United BR L.P./ Aethon United Finance Corp.                                            | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2622162.59   | 0.05%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2037000 | PA      | $1882463.52   | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                         | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     112000 | PA      | $107082.62    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS                         | CUSIP: 06054ABB4<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |    4394000 | PA      | $4365083.09   | 0.08%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1163000 | PA      | $1132015.45   | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     236000 | PA      | $249422.43    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                                | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4818000 | PA      | $4875043.34   | 0.09%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     740000 | PA      | $741113.07    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                 | Post Holdings, Inc.                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     858000 | PA      | $849659.47    | 0.02%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3                               | Morgan Stanley Residential Mortgage Loan Trust 2024-3, Series 2024-3, Class A1                | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6035729 | PA      | $6041432.81   | 0.11%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     329000 | PA      | $322153.49    | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp.                                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3538000 | PA      | $3600764.12   | 0.07%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $205376.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     618000 | PA      | $620013.77    | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     275000 | PA      | $276139.88    | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391FT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2949 | PA      | $3029.83      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                 | Expand Energy Corp.                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     581000 | PA      | $578296.48    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                    | Clarivate Science Holdings Corp.                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     289000 | PA      | $267546.75    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                          | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    2549000 | PA      | $2406634.78   | 0.05%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84492700 | PA      | $80611316.59  | 1.53%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Provident Home Equity Loan Trust                                                    | Provident Home Equity Loan Trust, Series 2000-2, Class A1                                     | CUSIP: 743844DA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82987 | PA      | $78208.90     | 0.00%             | 2031-08-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    3904000 | PA      | $3925102.95   | 0.07%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209EVR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        310 | PA      | $311.24       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     386000 | PA      | $390159.69    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     159000 | PA      | $141302.82    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2018-1A, Class A2II                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   10432315 | PA      | $10133835.56  | 0.19%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     462000 | PA      | $429801.80    | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTZ U.S. Borrower, LLC                                                              | DTZ U.S. Borrower, LLC, Term Loan                                                             | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     243734 | PA      | $245562.35    | 0.00%             | 2030-01-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1677057.05   | 0.03%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                    | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1064322.37   | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Select ETF                                                       | Invesco High Yield Select ETF                                                                 | CUSIP: 46090A754<br>LEI: 549300CIKWQL9VXSUD47 | Long             | EC               | RF                | US        |       9000 | NS      | $227700.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    4827000 | PA      | $4827811.18   | 0.09%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                   | Lamar Media Corp.                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $245657.20    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class A                                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9085000 | PA      | $9054441.69   | 0.17%             | 2042-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $465445.00    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                       | Oklahoma Gas and Electric Co.                                                                 | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2359331.21   | 0.04%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     841000 | PA      | $865799.28    | 0.02%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                               | Telecom Italia S.p.A.                                                                         | CUSIP: ZJ7498448<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $512707.96    | 0.01%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                     | Deuce Finco PLC                                                                               | CUSIP: BP8782677<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $268277.47    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19727100 | PA      | $19930535.72  | 0.38%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     286000 | PA      | $267926.78    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $472723.05    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Tricon Residential 2025-SFR1 Trust                                                  | Tricon Residential 2025-SFR1 Trust, Series 2025-SFR1, Class A                                 | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5725000 | PA      | $5721311.96   | 0.11%             | 2042-03-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2442000 | PA      | $2415758.10   | 0.05%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213HWZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        191 | PA      | $192.92       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2005-A3, Class 1A1                                         | CUSIP: 466247PV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48256 | PA      | $49152.30     | 0.00%             | 2035-06-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                         | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    3311000 | PA      | $3315642.45   | 0.06%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TAK5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     415000 | PA      | $412655.25    | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     702000 | PA      | $650814.72    | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC, Series 2023-1, Class A2                                                  | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11786710 | PA      | $11961943.02  | 0.23%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                                 | Public Service Co. of New Hampshire                                                           | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     217000 | PA      | $220787.63    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     589000 | PA      | $609904.73    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010 A, RB | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     507000 | PA      | $538411.69    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     537000 | PA      | $551792.74    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $302869.34    | 0.01%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     746000 | PA      | $784479.96    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1838883.66   | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1141139.80   | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     703000 | PA      | $717122.76    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICANAS S.A.- EM RECUPERACAO JUDICIAL                                            | AMERICANAS S.A.- EM RECUPERACAO JUDICIAL                                                      | CUSIP: P19055113<br>LEI: 254900SPM3RE7352ST93 | Long             | EC               | CORP              | BR        |      10955 | NS      | $9825.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1351000 | PA      | $1309250.72   | 0.02%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5318200 | PA      | $5266679.94   | 0.10%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4737245.23   | 0.09%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2138426.80   | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                          | EnPro Inc.                                                                                    | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    7660000 | PA      | $7736120.48   | 0.15%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings, Inc.                                                       | Horizon Mutual Holdings, Inc.                                                                 | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   19694000 | PA      | $19104715.74  | 0.36%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5461194.72   | 0.10%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1614000 | PA      | $1534405.75   | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Symphony CLO XX Ltd.                                                                | Symphony CLO XX Ltd., Series 2018-20A, Class AR2                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8291397 | PA      | $8299688.24   | 0.16%             | 2032-01-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     349000 | PA      | $345078.30    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     462000 | PA      | $473848.76    | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | 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        |     155957 | PA      | $154354.59    | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  202402323 | PA      | $172255229.69 | 3.27%             | 2055-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P. / Genesis Energy Finance Corp.                                  | Genesis Energy L.P. / Genesis Energy Finance Corp.                                            | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     384000 | PA      | $403555.97    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3763000 | PA      | $3757762.62   | 0.07%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     206000 | PA      | $186447.30    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding Ltd.                                                           | Regatta XIII Funding Ltd., Series 2018-2A, Class A1R                                          | CUSIP: 75888FAL9<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |    5097695 | PA      | $5099265.37   | 0.10%             | 2031-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      82000 | PA      | $82253.74     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A2II                                             | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   10164862 | PA      | $10061399.45  | 0.19%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                             | Adventist Health System                                                                       | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     475000 | PA      | $468927.48    | 0.01%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                          | CUSIP: 00830YAC5<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |   20285000 | PA      | $20069547.94  | 0.38%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $166260.20    | 0.00%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1571000 | PA      | $1574607.02   | 0.03%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                       | Navient Corp.                                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247614.53    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        406 | PA      | $423.57       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     194000 | PA      | $190942.20    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      97000 | PA      | $98302.34     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76489.59     | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series V                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     217000 | PA      | $220576.16    | 0.00%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    3865000 | PA      | $3962958.43   | 0.08%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     457000 | PA      | $474070.67    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2201000 | PA      | $2067384.64   | 0.04%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $208743.49    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2081000 | PA      | $1812743.06   | 0.03%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                               | Chile Electricity Lux MPC II S.a.r.l.                                                         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6624551 | PA      | $6590722.19   | 0.13%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                     | Affiliated Managers Group, Inc.                                                               | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    2814000 | PA      | $2766420.75   | 0.05%             | 2034-08-20      | Fixed         | 5.50%                 | 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        |      12000 | NS      | $298620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3612000 | PA      | $3461262.14   | 0.07%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                           | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6790000 | PA      | $6778812.80   | 0.13%             | 2039-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                             | Minerva Luxembourg S.A.                                                                       | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    3014000 | PA      | $3237454.95   | 0.06%             | 2033-09-13      | Fixed         | 8.88%                 | 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        |    7447575 | PA      | $7334904.36   | 0.14%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2375572.20   | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A                       | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     454168 | PA      | $446860.12    | 0.01%             | 2034-07-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                                   | NFE Financing LLC                                                                             | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $45572.98     | 0.00%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                      | SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                                | CUSIP: BQ7344964<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     702000 | PA      | $644972.14    | 0.01%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     570000 | PA      | $576432.70    | 0.01%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust III                                                       | High Street Funding Trust III                                                                 | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2233000 | PA      | $2123474.12   | 0.04%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                                    | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    4196000 | PA      | $4212232.14   | 0.08%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    9638000 | PA      | $9625085.08   | 0.18%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4496000 | PA      | $4556313.26   | 0.09%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-8, Class A1                                             | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |    7088832 | PA      | $7060096.99   | 0.13%             | 2069-05-27      | Variable      | 5.34%                 | 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        |     688604 | PA      | $583952.79    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                           | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |    1896007 | PA      | $1904807.90   | 0.04%             | 2055-02-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    1142000 | PA      | $1152949.86   | 0.02%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     380000 | PA      | $399043.32    | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Walker & Dunlop, Inc.                                                               | Walker & Dunlop, Inc.                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     258000 | PA      | $261481.25    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1819000 | PA      | $1844424.18   | 0.04%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     390000 | PA      | $393549.80    | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3144000 | PA      | $3195819.38   | 0.06%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    3522000 | PA      | $211320.00    | 0.00%             | N/A             | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                     | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4693000 | PA      | $4399488.99   | 0.08%             | 2057-10-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     644000 | PA      | $659524.12    | 0.01%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                               | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     399000 | PA      | $401569.41    | 0.01%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     562000 | PA      | $566691.02    | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                           | Serbia International Bond                                                                     | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     300000 | PA      | $310377.74    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                   | Lenovo Group Ltd.                                                                             | CUSIP: BX9715927<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     400000 | PA      | $426718.58    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | 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        |    2462000 | PA      | $2482032.14   | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1901000 | PA      | $1806424.09   | 0.03%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     757000 | PA      | $753395.25    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1                       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172676 | PA      | $166514.79    | 0.00%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     182000 | PA      | $117242.55    | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     274000 | PA      | $281973.47    | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., Term Loan B                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8449390 | PA      | $8378373.31   | 0.16%             | 2029-10-27      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                             | Amazon Conservation DAC                                                                       | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |   10080000 | PA      | $9916653.60   | 0.19%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A23                                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8059500 | PA      | $7909462.74   | 0.15%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     799000 | PA      | $808897.13    | 0.02%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     580000 | PA      | $576895.71    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    1234000 | PA      | $1209665.90   | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390HA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        225 | PA      | $234.81       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | 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        |    6184048 | PA      | $5737315.85   | 0.11%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36210AUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $202.78       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pluspetrol S.A.                                                                     | Pluspetrol S.A.                                                                               | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |     800000 | PA      | $801200.00    | 0.02%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                                        | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |      35473 | PA      | $35341.69     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2015040.42   | 0.04%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272373.42    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3178000 | PA      | $3185675.92   | 0.06%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                         | Wayfair LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16599.35     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6222000 | PA      | $6326003.28   | 0.12%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1055392.55   | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                             | Gran Tierra Energy Inc.                                                                       | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     408000 | PA      | $285933.04    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Emirates Semb Corp Water and Power Co. PJSC                                         | Emirates Semb Corp Water and Power Co. PJSC                                                   | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $187255.80    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                 | Celulosa Arauco y Constitucion S.A.                                                           | CUSIP: ZQ2853146<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $162842.30    | 0.00%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1609264.48   | 0.03%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | AMERICANAS S.A.- EM RECUPERACAO JUDICIAL, Wrts. 2027-03-16                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       3652 | NS      | $2630.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76930.82     | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3978948.78   | 0.08%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 21-1                                                     | CUSIP: 246114AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28401000 | PA      | $27711597.82  | 0.53%             | 2026-06-29      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     293000 | PA      | $297850.39    | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     790000 | PA      | $816037.40    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: —       |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    4923000 | PA      | $4681564.12   | 0.09%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                       | Magnera Corp.                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $926698.52    | 0.02%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan J                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     248125 | PA      | $248396.70    | 0.00%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                     | Trinidad & Tobago Government International Bond                                               | CUSIP: 896292AM1<br>LEI: HYBZ5SXKW67ICKUUWH81 | Long             | DBT              | NUSS              | TT        |    8505000 | PA      | $8164374.75   | 0.16%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1035196.17   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   82162000 | PA      | $82970949.80  | 1.58%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M1                          | CUSIP: 20753YCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3274883 | PA      | $3324816.44   | 0.06%             | 2042-03-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     859000 | PA      | $907158.12    | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     739000 | PA      | $752828.86    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                            | Abu Dhabi Developmental Holding Co. PJSC                                                      | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     492000 | PA      | $484620.00    | 0.01%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    6772000 | PA      | $6788953.84   | 0.13%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2753000 | PA      | $2767008.64   | 0.05%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                                               | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     245000 | PA      | $247775.40    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1370320.94   | 0.03%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     728000 | PA      | $736393.11    | 0.01%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4119000 | PA      | $4070313.13   | 0.08%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   11868000 | PA      | $11897309.21  | 0.23%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                                 | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $623822.77    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12032000 | PA      | $12027106.83  | 0.23%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1969487.00   | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     284000 | PA      | $288433.20    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                                        | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |    6388000 | PA      | $6351639.50   | 0.12%             | 2034-04-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     749000 | PA      | $755631.29    | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     234000 | PA      | $232938.26    | 0.00%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1559000 | PA      | $1518216.48   | 0.03%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                           | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     162000 | PA      | $165254.78    | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6871979 | PA      | $6993423.67   | 0.13%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     989000 | PA      | $1005796.41   | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     894000 | PA      | $894695.50    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                                       | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1710000 | PA      | $1737317.08   | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | 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        |    7782419 | PA      | $6891096.46   | 0.13%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     500000 | PA      | $516914.00    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     721000 | PA      | $745368.51    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $2109876.90   | 0.04%             | 2031-01-24      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1693000 | PA      | $1733836.85   | 0.03%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: —       |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1429953.98   | 0.03%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   96185913 | PA      | $85269448.63  | 1.62%             | 2055-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4281000 | PA      | $4156123.49   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3                            | CUSIP: 07336GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9604565 | PA      | $8033220.76   | 0.15%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3584000 | PA      | $3465251.11   | 0.07%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1098 | PA      | $1148.91      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series W                                                     | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8038000 | PA      | $8426010.34   | 0.16%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $978058.51    | 0.02%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5445000 | PA      | $5433022.58   | 0.10%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    4286000 | PA      | $3988548.60   | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4184000 | PA      | $4100737.77   | 0.08%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     588000 | PA      | $549998.79    | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | 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        |   11072853 | PA      | $10169606.83  | 0.19%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series Z                                                                      | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5754000 | PA      | $5954709.07   | 0.11%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31417TP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226494 | PA      | $226709.46    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | Canadian Imperial Bank of Commerce                                                            | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2977000 | PA      | $2962343.63   | 0.06%             | 2085-01-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     850000 | PA      | $862520.57    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bond                                    | Republic of Poland Government International Bond                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   10335000 | PA      | $10340028.80  | 0.20%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     735000 | PA      | $761934.73    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     539000 | PA      | $539488.18    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     498000 | PA      | $509456.52    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2818000 | PA      | $2810628.87   | 0.05%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                              | Excelerate Energy L.P.                                                                        | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     256000 | PA      | $265211.24    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1                          | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6471023 | PA      | $6579881.94   | 0.12%             | 2042-03-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1068660.59   | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1082000 | PA      | $918524.52    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A1          | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6476454 | PA      | $6502227.49   | 0.12%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates L.P./ PFG Finance Corp.                                | Provident Funding Associates L.P./ PFG Finance Corp.                                          | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $380235.10    | 0.01%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4791000 | PA      | $4874119.73   | 0.09%             | 2031-04-24      | Floating      | 5.82%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     390000 | PA      | $384360.94    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10967000 | PA      | $10995156.79  | 0.21%             | 2028-05-07      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1144000 | PA      | $1058621.52   | 0.02%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                                  | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5069000 | PA      | $5128389.98   | 0.10%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: —       |
| Banco de Bogota S.A.                                                                | Banco de Bogota S.A.                                                                          | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $390900.12    | 0.01%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     874000 | PA      | $868760.45    | 0.02%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     329000 | PA      | $349567.69    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    2167500 | PA      | $2219766.90   | 0.04%             | 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        |    1340000 | PA      | $1352328.28   | 0.03%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                            | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |    8960934 | PA      | $8926857.16   | 0.17%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     901000 | PA      | $918029.52    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15920.68     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAD4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76571.28     | 0.00%             | 2026-03-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     897000 | PA      | $908365.00    | 0.02%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                        | Kohl's Corp.                                                                                  | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23641.73     | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2470000 | PA      | $2565232.88   | 0.05%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                             | Brazilian Government International Bond                                                       | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5979000 | PA      | $5847690.28   | 0.11%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                         | First Quantum Minerals Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $254372.00    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | 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        |     120432 | PA      | $114370.45    | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     555000 | PA      | $608291.95    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                     | Ashton Woods USA LLC / Ashton Woods Finance Co.                                               | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     653000 | PA      | $656285.24    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     824000 | PA      | $831509.94    | 0.02%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10415000 | PA      | $10535936.17  | 0.20%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2901000 | PA      | $2816692.85   | 0.05%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International (23) Ltd.                                                | CK Hutchison International (23) Ltd.                                                          | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    1350000 | PA      | $1326692.32   | 0.03%             | 2033-04-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31297B4P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31419 | PA      | $31527.98     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     274000 | PA      | $284207.95    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC  | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC            | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     501000 | PA      | $503292.89    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4104000 | PA      | $4026139.61   | 0.08%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     752000 | PA      | $764075.62    | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| C&W Senior Finance Ltd.                                                             | C&W Senior Finance Ltd.                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198685.12    | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                                  | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10719.85     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                     | South Bow Canadian Infrastructure Holdings Ltd.                                               | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    3112000 | PA      | $3106262.72   | 0.06%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     955000 | PA      | $964808.75    | 0.02%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1415000 | PA      | $1434986.88   | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series W                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     326000 | PA      | $328087.70    | 0.01%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series A                                                | CUSIP: 02379KAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      62348 | PA      | $54421.76     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                            | Bear Stearns ALT-A Trust, Series 2004-11, Class 2A3                                           | CUSIP: 07386HMX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164490 | PA      | $166550.41    | 0.00%             | 2034-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     650000 | PA      | $662402.49    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     133000 | PA      | $132177.35    | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                             | Empresa de los Ferrocarriles del Estado                                                       | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     209000 | PA      | $131036.45    | 0.00%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                   | Markel Group Inc.                                                                             | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    3627000 | PA      | $3627000.00   | 0.07%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1C                                     | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10669 | PA      | $10005.18     | 0.00%             | 2035-06-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XII                                                                      | Apidos CLO XII, Series 2013-12A, Class ARR                                                    | CUSIP: 03764DAM3<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |    6426300 | PA      | $6423086.84   | 0.12%             | 2031-04-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     357000 | PA      | $358311.10    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                           | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3014295 | PA      | $2687030.39   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings, LLC                                                     | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2376910.93   | 0.05%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $1087395.38   | 0.02%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   85300000 | PA      | $82767235.72  | 1.57%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $145160.00    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-95993.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1104000 | PA      | $1123338.33   | 0.02%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class A1                                        | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8110806 | PA      | $8152226.17   | 0.15%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Comerica Inc.                                                                       | Comerica Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6099.83      | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     251000 | PA      | $256318.69    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31296RZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7085 | PA      | $7165.24      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     388000 | PA      | $401162.84    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     593000 | PA      | $605864.62    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co., LLC                                                           | AEP Transmission Co., LLC                                                                     | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1469000 | PA      | $1476457.98   | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Healthpeak OP, LLC                                                                  | Healthpeak OP, LLC                                                                            | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1326784.12   | 0.03%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312935M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     272342 | PA      | $272959.26    | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes 2024-SFR1 Trust                                                    | Invitation Homes 2024-SFR1 Trust, Series 2024-SFR1, Class A                                   | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3479040 | PA      | $3368897.11   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3760000 | PA      | $3820029.72   | 0.07%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     367000 | PA      | $343540.59    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3298000 | PA      | $2851337.02   | 0.05%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     481000 | PA      | $489688.52    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493571.95    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    9581000 | PA      | $9540092.77   | 0.18%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                                       | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4070000 | PA      | $4080352.45   | 0.08%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    7347000 | PA      | $7326773.49   | 0.14%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5805000 | PA      | $5804577.80   | 0.11%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Puma International Financing S.A.                                                   | Puma International Financing S.A.                                                             | CUSIP: AQ6899878<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      94896 | PA      | $93758.18     | 0.00%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating L.P.                                                                  | ERP Operating L.P.                                                                            | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $3019758.42   | 0.06%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    4321000 | PA      | $4343473.52   | 0.08%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     861000 | PA      | $875867.00    | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A23                                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7095345 | PA      | $7241428.93   | 0.14%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series K                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     157000 | PA      | $156509.47    | 0.00%             | N/A             | Variable      | 5.00%                 | 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        |    5705321 | PA      | $5703768.95   | 0.11%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris S. A.                                                           | Banco GNB Sudameris S. A.                                                                     | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $194630.62    | 0.00%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298DXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126644 | PA      | $129393.57    | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     284000 | PA      | $289291.37    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $2243846.51   | 0.04%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     366000 | PA      | $367444.72    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                      | Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $5385288.77   | 0.10%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FFTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1236512 | PA      | $1127390.12   | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A.S.                                                   | Zorlu Enerji Elektrik Uretim A.S.                                                             | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     800000 | PA      | $704092.52    | 0.01%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 8 Ltd.                                            | Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ARR                           | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    5985000 | PA      | $5983012.98   | 0.11%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     820000 | PA      | $778385.52    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8221.76      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | 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        |   13427000 | PA      | $13389364.12  | 0.25%             | 2034-04-17      | Floating      | 5.36%                 | 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        |    1293454 | PA      | $1249788.60   | 0.02%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     500000 | PA      | $483674.00    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                           | Banco del Estado de Chile                                                                     | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     421000 | PA      | $436418.28    | 0.01%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     802000 | PA      | $805517.68    | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance PLC                                                         | Gatwick Airport Finance PLC                                                                   | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $266621.58    | 0.01%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                       | Fortitude Group Holdings, LLC                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1650380.92   | 0.03%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1701000 | PA      | $1687306.81   | 0.03%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                             | Sociedad Quimica y Minera de Chile S.A.                                                       | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    2961000 | PA      | $3044876.25   | 0.06%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2688000 | PA      | $2725567.89   | 0.05%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3282000 | PA      | $3230513.92   | 0.06%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1243373.90   | 0.02%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: —       |
| Northriver Midstream Finance L.P.                                                   | Northriver Midstream Finance L.P.                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    1359000 | PA      | $1372543.79   | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3363 | PA      | $3585.07      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                   | Nationstar Mortgage Holdings Inc.                                                             | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     518000 | PA      | $527970.98    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings, LLC                                                     | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6298000 | PA      | $6451425.58   | 0.12%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                         | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1963000 | PA      | $1949384.85   | 0.04%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      61000 | PA      | $63820.10     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                                        | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1931000 | PA      | $1903842.90   | 0.04%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292GVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $95.10        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc., Series G                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5634000 | PA      | $5674057.74   | 0.11%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     191000 | PA      | $200134.59    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    1615000 | PA      | $1640045.40   | 0.03%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A2                                        | CUSIP: 78433QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4762436 | PA      | $4285875.53   | 0.08%             | 2062-03-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $2905790.55   | 0.06%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                   | D.R. Horton, Inc.                                                                             | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1133829.73   | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $191790.50    | 0.00%             | 2029-04-16      | Fixed         | 3.50%                 | 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        |     105000 | PA      | $105912.66    | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9798865 | PA      | $8926718.70   | 0.17%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     505000 | PA      | $530026.20    | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    4421000 | PA      | $4419930.52   | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1474000 | PA      | $1487326.74   | 0.03%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34346.36     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    8822000 | PA      | $9053652.05   | 0.17%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     235000 | PA      | $244575.56    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     199000 | PA      | $204549.28    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Notes Future                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       3683 | NC      | $3187699.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                            | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   10477000 | PA      | $10344512.36  | 0.20%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                                  | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1468000 | PA      | $1499512.62   | 0.03%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  156554730 | PA      | $158107394.41 | 3.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     102000 | PA      | $104876.91    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     478000 | PA      | $486095.04    | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203278.78    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     687000 | PA      | $692849.52    | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                           | CUSIP: 693483AK5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |    2329000 | PA      | $2335230.89   | 0.04%             | 2035-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                       | Iliad Holding                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $406700.00    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                                         | Federation des caisses Desjardins du Quebec                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     758000 | PA      | $758456.79    | 0.01%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                                  | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69816.26     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $608910.00    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust 2025-1C                                              | BSTN Commercial Mortgage Trust 2025-1C, Series 2025-1C, Class A                               | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2065000 | PA      | $2081986.69   | 0.04%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                                        | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     928000 | PA      | $962925.41    | 0.02%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     397000 | PA      | $413016.71    | 0.01%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                       | Iliad Holding                                                                                 | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      95000 | PA      | $100339.88    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  257018827 | NS      | $257018827.49 | 4.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                            | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $243992.73    | 0.00%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21286.72     | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8986000 | PA      | $9010594.50   | 0.17%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    3011000 | PA      | $2912630.63   | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     262000 | PA      | $252316.62    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                            | SBA Communications Corp.                                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     275000 | PA      | $256052.89    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-HQA3, Class M1                                                       | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    3252841 | PA      | $3314216.43   | 0.06%             | 2042-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3948000 | PA      | $4004014.22   | 0.08%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1459000 | PA      | $1493664.51   | 0.03%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3684000 | PA      | $3698702.07   | 0.07%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   14377000 | PA      | $14240429.43  | 0.27%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     249000 | PA      | $235749.83    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1142000 | PA      | $1096887.79   | 0.02%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2407000 | PA      | $2562181.70   | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1020469.81   | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6151000 | PA      | $6078179.54   | 0.12%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: —       |
| Paychex, Inc.                                                                       | Paychex, Inc.                                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    3266000 | PA      | $3309814.79   | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The), Series J                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19797.31     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201S6V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16423 | PA      | $17126.12     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     127000 | PA      | $135065.13    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                          | Rogers Communications Inc.                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2357000 | PA      | $2361610.93   | 0.04%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     572000 | PA      | $586232.50    | 0.01%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212SUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1185 | PA      | $1193.19      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     159000 | PA      | $114444.90    | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                   | Brink's Co. (The)                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510512.50    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -5700 | NC      | $-4686152.39  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWN Americas LLC                                                                  | CROWN Americas LLC                                                                            | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    9498000 | PA      | $9440461.97   | 0.18%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     805000 | PA      | $762482.44    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213F7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        806 | PA      | $836.16       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXV                                                                      | Apidos CLO XXV, Series 2016-25A, Class A1R3                                                   | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   10795000 | PA      | $10769664.14  | 0.20%             | 2037-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series G                                                          | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2521000.00   | 0.05%             | N/A             | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48791.85     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287QRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        267 | PA      | $278.51       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | 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        |     241227 | PA      | $214818.53    | 0.00%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina S.A.                                                              | Telecom Argentina S.A.                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     800000 | PA      | $803800.00    | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     322000 | PA      | $324758.41    | 0.01%             | 2029-05-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     224000 | PA      | $228561.07    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                            | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     387000 | PA      | $391197.92    | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3154724.96   | 0.06%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275217.72    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2876000 | PA      | $2890995.64   | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 5 Ltd.                                            | Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class ARR                           | CUSIP: 38138DAY2<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | US        |    5426300 | PA      | $5429745.99   | 0.10%             | 2032-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     844000 | PA      | $873773.11    | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136486.63    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   11129000 | PA      | $11142858.50  | 0.21%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: —       |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M2                                       | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3306092 | PA      | $3046190.96   | 0.06%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                                     | Amer Sports Co.                                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     255000 | PA      | $265337.80    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     347000 | PA      | $365882.82    | 0.01%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     325000 | PA      | $294343.23    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1063000 | PA      | $1066669.73   | 0.02%             | 2027-04-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                              | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6181000 | PA      | $6191034.67   | 0.12%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                              | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3994000 | PA      | $3989227.17   | 0.08%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1704000 | PA      | $1700574.16   | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                 | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                           | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     275000 | PA      | $273416.69    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      24000 | PA      | $24421.97     | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6032000 | PA      | $6000214.86   | 0.11%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2539000 | PA      | $2464006.57   | 0.05%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six, LLC                                                         | Goodman US Finance Six, LLC                                                                   | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     486000 | PA      | $476852.79    | 0.01%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     695000 | PA      | $709072.83    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Shackleton 2015-VII-R CLO, Ltd.                                                     | Shackleton 2015-VII-R CLO, Ltd., Series 2015-7RA, Class ARR                                   | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    3109162 | PA      | $3108126.52   | 0.06%             | 2031-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     119000 | PA      | $100599.56    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292D6R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1288 | PA      | $1288.37      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                                              | Kallpa Generacion S.A.                                                                        | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |     200000 | PA      | $197741.38    | 0.00%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $1108554.51   | 0.02%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                      | Ingevity Corp.                                                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |         10 | NS      | $413.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1372000 | PA      | $1380080.56   | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                         | Sumitomo Life Insurance Co.                                                                   | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     204000 | PA      | $199564.55    | 0.00%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    2197000 | PA      | $2222854.60   | 0.04%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1295271.98   | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM Mortgage Trust, Series 2015-CR25, Class B                                                | CUSIP: 12593PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5267000 | PA      | $5241267.54   | 0.10%             | 2048-08-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     138000 | PA      | $142054.47    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Conv.                                                                     | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5591000 | PA      | $5588204.50   | 0.11%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AS7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5650000 | PA      | $339000.00    | 0.01%             | N/A             | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31389DTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1753 | PA      | $1813.61      | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | 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        |    8129000 | PA      | $8100678.56   | 0.15%             | 2034-05-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     452000 | PA      | $459738.21    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series F, Pfd.                                                                | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     249737 | NS      | $6325838.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2088000 | PA      | $2229479.06   | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                    | Virgin Media Secured Finance PLC                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $554490.30    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invesco Total Return Bond ETF                                                       | Invesco Total Return Bond ETF                                                                 | CUSIP: 46090A804<br>LEI: 549300G68D7JXKISYN27 | Long             | EC               | RF                | US        |     100000 | NS      | $4626000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3929000 | PA      | $3762491.30   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    8826000 | PA      | $8840761.93   | 0.17%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B                  | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15769000 | PA      | $15677084.08  | 0.30%             | 2048-10-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     106000 | PA      | $110778.07    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1737000 | PA      | $1744337.78   | 0.03%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4953000 | PA      | $4933026.73   | 0.09%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     241000 | PA      | $242572.59    | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     725000 | PA      | $747799.63    | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                      | Cheniere Energy Partners, L.P.                                                                | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     253000 | PA      | $258979.89    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $220377.33    | 0.00%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     611000 | PA      | $604675.92    | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                         | Sysco Corp.                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1530811.61   | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     476000 | PA      | $483754.82    | 0.01%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7564000 | PA      | $7527852.25   | 0.14%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     428000 | PA      | $391240.00    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     431000 | PA      | $431701.36    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-2A, Class A2                                                | CUSIP: 88651CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8934000 | PA      | $8881250.98   | 0.17%             | 2055-04-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    4679000 | PA      | $4761102.41   | 0.09%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs.                             | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs., Series 2007-WM1, Class A1            | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2702322 | PA      | $2391424.51   | 0.05%             | 2037-06-27      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                                                   | Lowe`s Cos., Inc.                                                                             | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     129000 | PA      | $122247.01    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312943TR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16592 | PA      | $17109.12     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     693000 | PA      | $695539.65    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Brandywine Operating Partnership, L.P.                                              | Brandywine Operating Partnership, L.P.                                                        | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    2592000 | PA      | $2719122.05   | 0.05%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: —       |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     562000 | PA      | $535981.13    | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2176000 | PA      | $2162335.22   | 0.04%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200XFC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2147 | PA      | $2212.07      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health Obligated Group                                        | Providence St. Joseph Health Obligated Group, Series 21A                                      | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1121000 | PA      | $607382.60    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7296000 | PA      | $7362637.87   | 0.14%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: —       |
| Transjamaican Highway Ltd.                                                          | Transjamaican Highway Ltd.                                                                    | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |    1156834 | PA      | $1072963.38   | 0.02%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      76000 | PA      | $78059.85     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28479.23     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services, Inc.                                                        | H&E Equipment Services, Inc.                                                                  | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     513000 | PA      | $517257.39    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp.                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     154000 | PA      | $158763.89    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2805000 | PA      | $2813190.60   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     565000 | PA      | $544655.03    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2943000 | PA      | $2703731.45   | 0.05%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3123634.18   | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                                     | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     542000 | PA      | $320676.11    | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    7240000 | PA      | $7119262.14   | 0.14%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     421000 | PA      | $386504.87    | 0.01%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2021-6, Class A1                                  | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10716584 | PA      | $9435120.75   | 0.18%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                         | EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    4073000 | PA      | $4119283.90   | 0.08%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7352000 | PA      | $7327418.81   | 0.14%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| 200 Park Funding Trust                                                              | 200 Park Funding Trust                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3793000 | PA      | $3660921.22   | 0.07%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     382000 | PA      | $393138.12    | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Multibank Inc.                                                                      | Multibank Inc.                                                                                | CUSIP: 625454AB9<br>LEI: 549300QXX3SGZZ4OEU72 | Long             | DBT              | CORP              | PA        |    1701000 | PA      | $1769397.21   | 0.03%             | 2028-02-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213E2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        108 | PA      | $112.39       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1094000 | PA      | $1128378.98   | 0.02%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     420000 | PA      | $427712.68    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     886000 | PA      | $920107.83    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1040177.10   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     354000 | PA      | $388256.63    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     773000 | PA      | $811519.36    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   11885000 | PA      | $11892893.07  | 0.23%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     944000 | PA      | $711891.53    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      66000 | PA      | $61992.51     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     814000 | PA      | $819229.48    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    1756000 | PA      | $1769102.96   | 0.03%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4297000 | PA      | $4318289.19   | 0.08%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM1, Class A1                                                         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7755278 | PA      | $6892135.11   | 0.13%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     950000 | PA      | $942822.43    | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     548000 | PA      | $560280.99    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                                                | Smurfit WestRock PLC                                                                          | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |         65 | NS      | $2816.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $176070.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391ANZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4005 | PA      | $4180.41      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                                  | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    1597000 | PA      | $1585950.20   | 0.03%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     225000 | PA      | $231459.49    | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TMS Issuer S.a r.l.                                                                 | TMS Issuer S.a r.l.                                                                           | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |     220000 | PA      | $226400.35    | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    4265000 | PA      | $4274958.69   | 0.08%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     144000 | PA      | $127700.10    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     274000 | PA      | $261225.08    | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     944000 | PA      | $809236.17    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     315000 | PA      | $320504.40    | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Ctfs.                                             | CSFB Mortgage-Backed Pass-Through Ctfs., Series 2004-AR5, Class 3A1                           | CUSIP: 22541SJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     358504 | PA      | $338926.19    | 0.01%             | 2034-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999962.50    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     139000 | PA      | $145596.47    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises L.P./ Icahn Enterprises Finance Corp.                             | Icahn Enterprises L.P./ Icahn Enterprises Finance Corp.                                       | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $78950.39     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     457000 | PA      | $453946.31    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117940.96    | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     568000 | PA      | $581679.42    | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3583000 | PA      | $3588619.29   | 0.07%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                            | Service Properties Trust                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     263000 | PA      | $254014.61    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9                              | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     283400 | PA      | $273372.29    | 0.01%             | 2035-06-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                          | Ball Corp.                                                                                    | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256201.25    | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Peru Enhanced Pass-Through Finance Ltd.                                             | Peru Enhanced Pass-Through Finance Ltd.                                                       | CUSIP: EG0367185<br>LEI: 549300O4IWRO77V4HJ21 | Long             | DBT              | CORP              | KY        |       8677 | PA      | $8676.60      | 0.00%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                               | AssuredPartners, Inc.                                                                         | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1153698.56   | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     929000 | PA      | $880315.72    | 0.02%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC47, Class A5                                      | CUSIP: 36258RBA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    8750000 | PA      | $7824934.25   | 0.15%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                   | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200628.60    | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     307000 | PA      | $309199.93    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     655000 | PA      | $649047.88    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      95000 | PA      | $76765.40     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1287997.79   | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                           | Directv Financing LLC / Directv Financing Co-Obligor Inc.                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     132000 | PA      | $128570.94    | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     797000 | PA      | $760769.73    | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2107012.80   | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                          | EnPro Inc.                                                                                    | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500292.29    | 0.01%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     580000 | PA      | $542471.54    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     149000 | PA      | $149356.85    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $431233.97    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | 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        |    1133876 | PA      | $1086722.01   | 0.02%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     500000 | PA      | $485629.45    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                                        | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |     285773 | PA      | $284755.43    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                           | Forvia SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     196000 | PA      | $199365.91    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3687328.00   | 0.07%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1263055 | PA      | $1148422.13   | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1377000 | PA      | $1353019.45   | 0.03%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3133KRMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27774034 | PA      | $27707649.51  | 0.53%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2                                    | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18587520 | PA      | $17599444.61  | 0.33%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72742 | PA      | $74102.25     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8280000 | PA      | $8319501.23   | 0.16%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10829000 | PA      | $10814542.20  | 0.21%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     455000 | PA      | $461703.67    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $484490.63    | 0.01%             | 2053-01-17      | Fixed         | 7.62%                 | 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        |    9627625 | PA      | $7713228.25   | 0.15%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     692000 | PA      | $723270.48    | 0.01%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Zaxbys Funding LLC                                                                  | Zaxbys Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4610162 | PA      | $4736972.86   | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | 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        |     132735 | PA      | $131225.15    | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     820000 | PA      | $832462.15    | 0.02%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                           | Lennox International Inc.                                                                     | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     405000 | PA      | $416074.91    | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $1077058.77   | 0.02%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    6631000 | PA      | $6652019.34   | 0.13%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6832000 | PA      | $6929220.86   | 0.13%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: —       |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     170000 | PA      | $168783.27    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2777000 | PA      | $2773194.82   | 0.05%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2809000 | PA      | $2660801.06   | 0.05%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     351000 | PA      | $349178.24    | 0.01%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QSM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        760 | PA      | $761.93       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     157000 | PA      | $160617.97    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                           | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33349.48     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15562300 | PA      | $15516707.29  | 0.29%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXII Ltd.                                                              | Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR                                           | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6520000 | PA      | $6522953.56   | 0.12%             | 2033-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2856000 | PA      | $2985485.33   | 0.06%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     699000 | PA      | $651043.99    | 0.01%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: ZS2929843<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    5311000 | PA      | $6314071.57   | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     486000 | PA      | $485389.06    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2020-8RA, Class AR                                                       | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   18437000 | PA      | $18426693.72  | 0.35%             | 2036-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $251427.16    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     768000 | PA      | $777504.15    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2549000 | PA      | $2541196.13   | 0.05%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6134000 | PA      | $6142023.52   | 0.12%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    5109000 | PA      | $5116597.44   | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     266000 | PA      | $269706.10    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     183000 | PA      | $186516.00    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5197000 | PA      | $5170283.42   | 0.10%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1184695.80   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     107000 | PA      | $110946.55    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     385000 | PA      | $387516.62    | 0.01%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                           | GMACM Mortgage Loan Trust, Series 2006-AR1, Class 1A1                                         | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     341272 | PA      | $283475.09    | 0.01%             | 2036-04-19      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     757000 | PA      | $775954.80    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1104000 | PA      | $1007459.04   | 0.02%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1216728.79   | 0.02%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     359000 | PA      | $365640.81    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                      | EFMT 2024-INV2, Series 2024-INV2, Class A1                                                    | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    5409213 | PA      | $5357587.26   | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                                | Banco Bilbao Vizcaya Argentaria S.A.                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2222000 | PA      | $2444335.54   | 0.05%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     267000 | PA      | $269138.53    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2019-C16, Class A4                                      | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16770000 | PA      | $15962249.47  | 0.30%             | 2052-04-15      | Fixed         | 3.60%                 | 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        |       2343 | PA      | $2411.98      | 0.00%             | 2037-02-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1                                      | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58220 | PA      | $57916.00     | 0.00%             | 2035-02-25      | Variable      | 0.71%                 | 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-O            | CORP              | BM        |   12002000 | PA      | $11881980.00  | 0.23%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13492000 | PA      | $13608611.36  | 0.26%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     901000 | PA      | $894185.12    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1978000 | PA      | $1977388.54   | 0.04%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                    | Comision Federal de Electricidad                                                              | CUSIP: BU3620426<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     600000 | PA      | $509973.66    | 0.01%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc.                                                          | Windfall Mining Group Inc.                                                                    | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    4540000 | PA      | $4539496.01   | 0.09%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                              | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1201000 | PA      | $1172504.50   | 0.02%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2323000 | PA      | $2212528.92   | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                            | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $312647.62    | 0.01%             | 2038-06-29      | Variable      | 8.45%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     254000 | PA      | $257075.45    | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6971000 | PA      | $7120569.08   | 0.14%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    1441000 | PA      | $1489910.42   | 0.03%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298BHK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2941 | PA      | $3024.19      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3267000 | PA      | $3279228.38   | 0.06%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                    | LCM Investments Holdings II, LLC                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     800000 | PA      | $771297.20    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                 | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     257000 | PA      | $258976.12    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     725000 | PA      | $754095.12    | 0.01%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36195CBY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2590811 | PA      | $2383495.65   | 0.05%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     260000 | PA      | $259957.15    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                                            | Transocean Poseidon Ltd.                                                                      | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     577500 | PA      | $581638.94    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1488000 | PA      | $1528937.38   | 0.03%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5129000 | PA      | $5405637.74   | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13474000 | PA      | $13636533.76  | 0.26%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| Zegona Finance PLC                                                                  | Zegona Finance PLC                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    5526000 | PA      | $5905912.50   | 0.11%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31762.74     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     497000 | PA      | $501180.27    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                            | Sierra Pacific Power Co.                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     123000 | PA      | $119750.64    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-1, Class A1                                                           | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3207995 | PA      | $2994781.17   | 0.06%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                   | Black Hills Corp.                                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     471000 | PA      | $484958.09    | 0.01%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     805000 | PA      | $820335.77    | 0.02%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        277 | PA      | $289.46       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    3018000 | PA      | $3005090.08   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5340000 | PA      | $5399125.55   | 0.10%             | 2031-05-13      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1803000 | PA      | $1833209.54   | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S.A.                                              | Globo Comunicacao e Participacoes S.A.                                                        | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     300000 | PA      | $280187.97    | 0.01%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45415300 | PA      | $45241444.78  | 0.86%             | 2030-04-30      | Fixed         | 3.88%                 | 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        |     102000 | PA      | $102839.67    | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-1, Class A1                                           | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     781086 | PA      | $765496.19    | 0.01%             | 2060-01-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                             | Corporacion Nacional del Cobre de Chile                                                       | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3583000 | PA      | $3436817.18   | 0.07%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $4059099.44   | 0.08%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $9012772.53   | 0.17%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: —       |
| MEGlobal B.V.                                                                       | MEGlobal B.V.                                                                                 | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $187845.05    | 0.00%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7551000 | PA      | $7199103.39   | 0.14%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A4                                    | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7996860 | PA      | $7979633.71   | 0.15%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                 | ALA Trust 2025-OANA, Series 2025-OANA, Class B                                                | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7781000 | PA      | $7784343.50   | 0.15%             | 2030-06-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Zions BanCorp., N.A.                                                                | Zions BanCorp., N.A.                                                                          | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1056000 | PA      | $1065050.61   | 0.02%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2254000 | PA      | $2286423.70   | 0.04%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2II                                                 | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5269433 | PA      | $4430061.09   | 0.08%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K085, Class AM                  | CUSIP: 3137FKJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    4736000 | PA      | $4698519.30   | 0.09%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     297000 | PA      | $298878.53    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | 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        |    2279625 | PA      | $1962904.65   | 0.04%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31403VZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102229 | PA      | $106768.74    | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4863000 | PA      | $5023663.79   | 0.10%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding, LLC                                                           | Jimmy John's Funding, LLC, Series 2017-1A, Class A2II                                         | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5417250 | PA      | $5325403.23   | 0.10%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1104496.22   | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | 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        |    3395799 | PA      | $3058031.49   | 0.06%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A2                            | CUSIP: 92926UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127092 | PA      | $111530.35    | 0.00%             | 2036-11-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3552000 | PA      | $3540460.80   | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1089194.20   | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2662000 | PA      | $2669758.21   | 0.05%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1000000 | PA      | $735367.50    | 0.01%             | 2044-07-24      | Fixed         | 5.38%                 | 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        |    6057575 | PA      | $5190413.04   | 0.10%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12133.60     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2786397.14   | 0.05%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     607000 | PA      | $618407.62    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR Trust, Series 2021-SFR3, Class B                                                         | CUSIP: 00180UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13340000 | PA      | $12723537.26  | 0.24%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH1, Class M3                                       | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820374 | PA      | $740871.68    | 0.01%             | 2045-04-25      | Variable      | 3.75%                 | 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       |       4764 | NC      | $331694.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                              | Waste Management, Inc.                                                                        | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    3247000 | PA      | $3073795.54   | 0.06%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                                  | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     785000 | PA      | $729332.47    | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                         | CUSIP: 591894CE8<br>LEI: TBL0FUJQXXOVZMZFHZ71 | Long             | DBT              | CORP              | US        |      96000 | PA      | $97597.53     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJY46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1255940 | PA      | $1210982.26   | 0.02%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132E0BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17248319 | PA      | $17566686.78  | 0.33%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       1614 | PA      | $212.71       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2237375.22   | 0.04%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3291674.30   | 0.06%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     124000 | PA      | $122735.10    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class A                                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3927000 | PA      | $3757443.92   | 0.07%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1297254.57   | 0.02%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| Peachtree Corners Funding Trust II                                                  | Peachtree Corners Funding Trust II                                                            | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4737000 | PA      | $4769605.77   | 0.09%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust, Series 2006-1, Class 3A5                                               | CUSIP: 52520MFL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89195 | PA      | $63713.41     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                                   | Turkcell Iletisim Hizmetleri A.S.                                                             | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     670000 | PA      | $680626.20    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     280000 | PA      | $286862.16    | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     362000 | PA      | $390409.81    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc.                                                              | Quest Diagnostics Inc.                                                                        | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     317000 | PA      | $342369.15    | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    5385000 | PA      | $5511348.09   | 0.10%             | 2042-02-23      | Fixed         | 6.51%                 | 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        |     868760 | PA      | $843303.36    | 0.02%             | 2059-11-25      | Variable      | 3.69%                 | 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      | $45236.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $211069.00    | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                                       | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1225972.17   | 0.02%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     409000 | PA      | $414370.30    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-1, Class A2                                           | CUSIP: 92536PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1031842 | PA      | $1012066.70   | 0.02%             | 2060-01-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1387528.73   | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Turkiye Ihracat Kredi Bankasi A.S.                                                  | Turkiye Ihracat Kredi Bankasi A.S.                                                            | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     300000 | PA      | $305145.75    | 0.01%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     111000 | PA      | $111163.82    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B3, Class C                                             | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6921000 | PA      | $5928180.47   | 0.11%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3733 | PA      | $3834.88      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     107000 | PA      | $108481.74    | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     246000 | PA      | $233667.72    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5682000 | PA      | $5700537.01   | 0.11%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K088, Class AM                  | CUSIP: 3137FL6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   18944000 | PA      | $18604426.91  | 0.35%             | 2029-01-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     563000 | PA      | $565803.66    | 0.01%             | 2026-06-15      | Variable      | 5.37%                 | 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        |     167000 | PA      | $168814.88    | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     739000 | PA      | $745502.84    | 0.01%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, L.L.C.                                                  | Raising Cane's Restaurants, L.L.C.                                                            | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $5317627.32   | 0.10%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO 2021-2 Ltd.                                                             | Oaktree CLO 2021-2 Ltd., Series 2021-2A, Class AR                                             | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7066000 | PA      | $7016792.38   | 0.13%             | 2035-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                          | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499854.95    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H2 Mortgage Trust                                                        | Cross 2024-H2 Mortgage Trust, Series 2024-H2, Class A1                                        | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5764643 | PA      | $5800674.34   | 0.11%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                                    | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |  230668625 | NS      | $230668625.19 | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $4006623.65   | 0.08%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   83978000 | PA      | $83397370.23  | 1.58%             | 2055-06-01      | Fixed         | 5.50%                 | 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        |    4767000 | PA      | $4798172.46   | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36225AG95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          5 | PA      | $5.10         | 0.00%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31374TC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2720 | PA      | $2825.74      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                  | Oman Government International Bond                                                            | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     600000 | PA      | $628521.00    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1091600.10   | 0.02%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                          | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |   10450000 | PA      | $10237042.06  | 0.19%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    3950000 | PA      | $4011975.50   | 0.08%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     322000 | PA      | $319616.63    | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3042000 | PA      | $3058436.50   | 0.06%             | 2028-04-24      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     826000 | PA      | $813575.85    | 0.02%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31411EUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         24 | PA      | $24.51        | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                          | ESAB Corp.                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509050.00    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4986000 | PA      | $4846445.90   | 0.09%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     330000 | PA      | $342257.39    | 0.01%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3046 | PA      | $3135.32      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                        | EZCORP, Inc.                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     502000 | PA      | $522206.00    | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     526000 | PA      | $484733.60    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                  | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     915000 | PA      | $820516.04    | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2561000 | PA      | $2572483.93   | 0.05%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4221000 | PA      | $4143378.51   | 0.08%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2544623.78   | 0.05%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: —       |
| WEST Trust 2025-ROSE                                                                | WEST Trust 2025-ROSE, Series 2025-ROSE, Class A                                               | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5762000 | PA      | $5770811.83   | 0.11%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MZ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        798 | PA      | $822.09       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     411000 | PA      | $429328.55    | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                                       | New Gold Inc.                                                                                 | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    1899000 | PA      | $1941503.42   | 0.04%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      96000 | PA      | $95708.66     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     213000 | PA      | $217698.62    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp., Series C                                                                        | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4402000 | PA      | $4739342.87   | 0.09%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     500000 | PA      | $518045.00    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                      | Ohio Power Co.                                                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     664000 | PA      | $670347.55    | 0.01%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209LMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $35.26        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1314000 | PA      | $1360701.62   | 0.03%             | 2029-07-15      | Fixed         | 6.88%                 | 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        |    6345905 | PA      | $5688390.46   | 0.11%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A4, Class 3A1                                         | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295277 | PA      | $227253.55    | 0.00%             | 2037-06-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        128 | PA      | $135.26       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | 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        |   13976765 | PA      | $14037913.37  | 0.27%             | 2031-09-10      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      54000 | PA      | $46436.05     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     309000 | PA      | $291060.94    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    3991000 | PA      | $3991969.49   | 0.08%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44672.87     | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    7010000 | PA      | $6301289.00   | 0.12%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6039.68      | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277569.79    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.              | EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.                        | CUSIP: BN0026623<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $173524.70    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     382000 | PA      | $375316.34    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-2A, Class A                           | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    2475000 | PA      | $2490072.50   | 0.05%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                                | Flutter Treasury DAC                                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   12822000 | PA      | $12894123.75  | 0.24%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       8000 | PA      | $8277.18      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     713000 | PA      | $714287.86    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1648690.53   | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1RR                         | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    5867340 | PA      | $5871054.33   | 0.11%             | 2032-07-20      | Floating      | 5.49%                 | 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        |    6806690 | PA      | $6066780.68   | 0.12%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                                         | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAP7<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     525000 | PA      | $515061.59    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     777000 | PA      | $778649.57    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     299000 | PA      | $317168.11    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| 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        |    1145294 | PA      | $1090278.68   | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3118000 | PA      | $3098857.54   | 0.06%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201M3D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         46 | PA      | $47.22        | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     482000 | PA      | $507995.03    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      73000 | PA      | $71489.32     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International, LLC                                                | Graphic Packaging International, LLC                                                          | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1569267.76   | 0.03%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC45, Class A5                                      | CUSIP: 36258YBG2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    8325000 | PA      | $7682817.83   | 0.15%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     252000 | PA      | $253042.52    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc., Series MPLE                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3527000 | PA      | $2553672.90   | 0.05%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1202059.80   | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                    | Republic of Poland Government International Bond                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     340000 | PA      | $308621.48    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     658000 | PA      | $654038.84    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67210.21     | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1346768.40   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   12947000 | PA      | $12982203.02  | 0.25%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                             | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     156000 | PA      | $159837.95    | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     266000 | PA      | $276714.83    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     292000 | PA      | $288300.60    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    2968000 | PA      | $2963554.97   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2073 | PA      | $2131.84      | 0.00%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        125 | PA      | $130.76       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                              | Brandywine Operating Partnership, L.P.                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    3859000 | PA      | $4113126.73   | 0.08%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Compania Cervecerias Unidas S.A.                                                    | Compania Cervecerias Unidas S.A.                                                              | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     250000 | PA      | $219498.28    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2906000 | PA      | $2866650.73   | 0.05%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31401BNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158164 | PA      | $160087.10    | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385HZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1517 | PA      | $1558.87      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                     | Enel Finance International N.V.                                                               | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     866000 | PA      | $872078.00    | 0.02%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1B                                                        | CUSIP: 67448DAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7063333 | PA      | $6270973.95   | 0.12%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                            | Belrose Funding Trust II                                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10764000 | PA      | $10798654.05  | 0.21%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5174000 | PA      | $5266116.76   | 0.10%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     980000 | PA      | $998264.17    | 0.02%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2871000 | PA      | $2883399.85   | 0.05%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: —       |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2I                                                  | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5365767 | PA      | $4865836.04   | 0.09%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     344000 | PA      | $350169.18    | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                                                | Jackson National Life Global Funding                                                          | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $6273830.45   | 0.12%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    2188000 | PA      | $2208395.14   | 0.04%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     207000 | PA      | $215750.97    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2024-J4, Class A1                                                 | CUSIP: 75408TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6851523 | PA      | $6875609.84   | 0.13%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     487000 | PA      | $494027.56    | 0.01%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261811.10    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   98770835 | NS      | $98770835.34  | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series BB                                                                     | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5272000 | PA      | $5440176.80   | 0.10%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: —       |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                           | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |    3591000 | PA      | $3598455.49   | 0.07%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3412000 | PA      | $3302013.26   | 0.06%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     141000 | PA      | $143303.79    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | 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      | $7177.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                                 | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     493949 | PA      | $490749.05    | 0.01%             | 2038-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                               | One Bryant Park Trust, Series 2019-OBP, Class A                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21801000 | PA      | $19639217.20  | 0.37%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M6XU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53525 | PA      | $54814.09     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                                  | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1749723.89   | 0.03%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2807000 | PA      | $2773386.06   | 0.05%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1662000 | PA      | $1684682.33   | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $2270101.63   | 0.04%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| F&G Annuities & Life, Inc.                                                          | F&G Annuities & Life, Inc.                                                                    | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     236000 | PA      | $245772.84    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     818000 | PA      | $839277.75    | 0.02%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $2376983.14   | 0.05%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3888168.05   | 0.07%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1144700.88   | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                  | American International Group, Inc.                                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2123000 | PA      | $2132457.07   | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development (The)                                       | OPEC Fund for International Development (The)                                                 | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | CORP              | AT        |    9425000 | PA      | $9422846.58   | 0.18%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3133KRP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31505615 | PA      | $32087134.56  | 0.61%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   12099000 | PA      | $12110783.58  | 0.23%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                   | 1261229 B.C. Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     185000 | PA      | $183268.76    | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3285000 | PA      | $3715755.48   | 0.07%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM2 Trust                                                                | GCAT 2025-NQM2 Trust, Series 2025-NQM2, Class A1                                              | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5090843 | PA      | $5103100.73   | 0.10%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series W                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2642000 | PA      | $2621564.66   | 0.05%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd., Series 2019-3A, Class AR                                                      | CUSIP: 69355EAL9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |    9626000 | PA      | $9640439.00   | 0.18%             | 2034-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     471065 | PA      | $421557.04    | 0.01%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                               | TrueNoord Capital DAC                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     372000 | PA      | $386107.36    | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1703000 | PA      | $1772766.80   | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     784000 | PA      | $791464.47    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| 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        |    1891831 | PA      | $1694208.99   | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     500000 | PA      | $447427.05    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                  | Plains All American Pipeline, L.P.                                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $3929223.38   | 0.07%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2669000 | PA      | $2691046.23   | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    4867000 | PA      | $4881562.06   | 0.09%             | 2027-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     368000 | PA      | $363505.90    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                                       | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $997732.98    | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144236.60    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     407000 | PA      | $408969.90    | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    5209000 | PA      | $5246103.71   | 0.10%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     470000 | PA      | $494481.45    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1185000 | PA      | $1207472.01   | 0.02%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287VRT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        476 | PA      | $489.35       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | 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        |    2917000 | PA      | $3051715.81   | 0.06%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123184.24    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1105916.67   | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39959.69     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    1014000 | PA      | $1032759.26   | 0.02%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     391583 | PA      | $384623.04    | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Ultra Bonds Future                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1716 | NC      | $3415471.48   | 0.06%             |  |  |  | No            |                  1 | 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        |   12367000 | PA      | $12298191.25  | 0.23%             | 2036-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                                  | Tractor Supply Co.                                                                            | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     107000 | PA      | $106836.79    | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    7395000 | PA      | $7493614.54   | 0.14%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11878000 | PA      | $11908769.84  | 0.23%             | N/A             | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     430000 | PA      | $385170.46    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     247000 | PA      | $263667.01    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     177000 | PA      | $160559.97    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                     | Teva Pharmaceutical Finance Netherlands IV B.V.                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    5080000 | PA      | $5137083.96   | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     594000 | PA      | $627706.96    | 0.01%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     286000 | PA      | $300185.89    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36206NRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        465 | PA      | $466.35       | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    2768000 | PA      | $2773510.56   | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KLAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          3 | PA      | $3.00         | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The), Conv. Pfd.                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      37000 | NS      | $2490840.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     430000 | PA      | $417161.58    | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     690000 | PA      | $696879.28    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4108325.72   | 0.08%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     360000 | PA      | $366278.40    | 0.01%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Banco Internacional del Peru SAA Interbank                                          | Banco Internacional del Peru SAA Interbank                                                    | CUSIP: ZR8206420<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $195810.90    | 0.00%             | 2026-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J1, Class A4                                                 | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5968173 | PA      | $6003111.45   | 0.11%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4603000 | PA      | $4643842.23   | 0.09%             | 2030-04-24      | Fixed         | 4.83%                 | 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        |     456000 | PA      | $468975.12    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | 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        |    1580648 | PA      | $1521788.55   | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     192000 | PA      | $190291.52    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                              | Norinchukin Bank (The)                                                                        | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     906000 | PA      | $909990.18    | 0.02%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18301 | PA      | $19107.63     | 0.00%             | 2037-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2317000 | PA      | $2353679.43   | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | 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        |    5367354 | PA      | $5179618.24   | 0.10%             | 2067-03-25      | Fixed         | 4.00%                 | 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        |    6373466 | PA      | $6017581.59   | 0.11%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2512000 | PA      | $2398430.22   | 0.05%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     455000 | PA      | $430970.72    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                                   | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                             | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     371000 | PA      | $364545.59    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Braskem Netherlands Finance B.V.                                                    | Braskem Netherlands Finance B.V.                                                              | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     285000 | PA      | $254490.75    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     770000 | PA      | $701520.13    | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     572000 | PA      | $547169.50    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Paychex, Inc.                                                                       | Paychex, Inc.                                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1941967.86   | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7732000 | PA      | $7789719.15   | 0.15%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: —       |
| Invesco High Yield Bond Factor ETF                                                  | Invesco High Yield Bond Factor ETF                                                            | CUSIP: 46090A853<br>LEI: 549300RW20HYQZ1T7698 | Long             | EC               | RF                | US        |      65000 | NS      | $1449825.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16433000 | PA      | $16697999.54  | 0.32%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312941NX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     397107 | PA      | $403518.17    | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                         | Saks Global Enterprises LLC                                                                   | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $126700.00    | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     749000 | PA      | $753797.31    | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     712000 | PA      | $728029.44    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A23                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    9622925 | PA      | $9392278.88   | 0.18%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     159000 | PA      | $164614.86    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     775000 | PA      | $800221.14    | 0.02%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series X                                                     | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9235000 | PA      | $9640342.62   | 0.18%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                            | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     275000 | PA      | $263752.67    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2764189.84   | 0.05%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     626000 | PA      | $629579.99    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14514 | PA      | $15126.52     | 0.00%             | 2032-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     775000 | PA      | $784961.17    | 0.01%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     816000 | PA      | $805378.49    | 0.02%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MSD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        128 | PA      | $129.27       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     139000 | PA      | $142371.74    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    4177000 | PA      | $4223462.86   | 0.08%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298GCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161013 | PA      | $168298.87    | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2814000 | PA      | $2798162.53   | 0.05%             | 2030-10-22      | Variable      | 4.60%                 | 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        |   14406540 | PA      | $12798776.29  | 0.24%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  160707224 | PA      | $155579143.26 | 2.95%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138WGD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1105543 | PA      | $1088444.60   | 0.02%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alfa Transmisora De Energia S.A.                                                    | Alfa Transmisora De Energia S.A.                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     197609 | PA      | $143444.03    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      51000 | PA      | $52276.68     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                          | Allianz SE                                                                                    | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    5200000 | PA      | $5065601.84   | 0.10%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia International Bond                                              | Republic of Armenia International Bond                                                        | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     600000 | PA      | $571815.00    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $1418044.47   | 0.03%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                           | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     223000 | PA      | $222478.14    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                            | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5, Series 2024-NQM5, Class A1          | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8389193 | PA      | $8405013.58   | 0.16%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       9000 | PA      | $9360.60      | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     266000 | PA      | $271927.45    | 0.01%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     299000 | PA      | $308301.99    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8730000 | PA      | $8794224.95   | 0.17%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     282000 | PA      | $282818.23    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3                         | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418421 | PA      | $416537.21    | 0.01%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31400DK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7267 | PA      | $7585.52      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                                                 | Nexa Resources S.A.                                                                           | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $397084.60    | 0.01%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                          | CUSIP: 14913UAB6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     931000 | PA      | $932012.43    | 0.02%             | 2025-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     828000 | PA      | $891568.63    | 0.02%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     191000 | PA      | $206449.99    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89568.39     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     634000 | PA      | $642782.88    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                         | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     161000 | PA      | $163218.87    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | 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        |   11989821 | PA      | $12025382.76  | 0.23%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    3119000 | PA      | $3124907.29   | 0.06%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1185634.06   | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3528000 | PA      | $3541992.54   | 0.07%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9420.74      | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A                           | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   20133000 | PA      | $19846672.50  | 0.38%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                                    | Akbank Turk A.S.                                                                              | CUSIP: 00971YAM2<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $197414.41    | 0.00%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     770000 | PA      | $781081.98    | 0.01%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.)                               | AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Term Loan                              | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    6734300 | PA      | $6770766.23   | 0.13%             | 2032-05-07      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                            | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     285000 | PA      | $286496.25    | 0.01%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     589000 | PA      | $551939.03    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140JGLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7452506 | PA      | $6952691.54   | 0.13%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     928000 | PA      | $1061807.39   | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     238000 | PA      | $244200.98    | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp., Series B                                                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3581000 | PA      | $3531361.25   | 0.07%             | N/A             | Variable      | 4.65%                 | 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        |    8732460 | PA      | $8036193.03   | 0.15%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                            | Magna International Inc.                                                                      | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    1520000 | PA      | $1532210.31   | 0.03%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1626008 | PA      | $1445314.31   | 0.03%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B                             | CUSIP: 12660BAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5772399 | PA      | $5217163.48   | 0.10%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128LXSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25362 | PA      | $26743.05     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                            | PMT Loan Trust 2025-INV1, Series 2025-INV1, Class A7                                          | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4595234 | PA      | $4639181.90   | 0.09%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                                    | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     469000 | PA      | $473109.58    | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1303000 | PA      | $1307212.60   | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    5014000 | PA      | $4603475.64   | 0.09%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $1059376.68   | 0.02%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     170000 | PA      | $178202.41    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., Term Loan B                                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   22407000 | PA      | $22331712.48  | 0.42%             | 2029-10-27      | Fixed         | 9.50%                 | 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        |     713000 | PA      | $720811.15    | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2689000 | PA      | $2641827.46   | 0.05%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    2367000 | PA      | $2365839.70   | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7716225 | PA      | $7887653.28   | 0.15%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    7519000 | PA      | $7384785.85   | 0.14%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2637000 | PA      | $2473954.82   | 0.05%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     167000 | PA      | $165214.75    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series L, Conv. Pfd.                                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      23403 | NS      | $26585808.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1319264.50   | 0.03%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8674 | PA      | $9165.36      | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     198000 | PA      | $203858.24    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                                                            | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                                            | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7063000 | PA      | $7020953.96   | 0.13%             | 2034-04-22      | Floating      | 5.22%                 | 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        |    2508992 | PA      | $2567338.48   | 0.05%             | 2043-01-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5231000 | PA      | $5126166.10   | 0.10%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5                        | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $5105818.42   | 0.10%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201KBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3684 | PA      | $3735.70      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                  | Cerdia Finanz GmbH                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $206004.80    | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     561000 | PA      | $570211.73    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      69000 | PA      | $68842.02     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    3506000 | PA      | $3605500.28   | 0.07%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1037000 | PA      | $1026315.81   | 0.02%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QW91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        121 | PA      | $122.97       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | Metropolitan Life Global Funding I                                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     671000 | PA      | $673338.37    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2203000 | PA      | $2078463.40   | 0.04%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| KKR CLO 15 Ltd.                                                                     | KKR CLO 15 Ltd., Series 15, Class A1R2                                                        | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |    6754013 | PA      | $6757086.45   | 0.13%             | 2032-01-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     136000 | PA      | $132290.36    | 0.00%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL)                      | Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL), Term Loan B                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1437000 | PA      | $1435203.75   | 0.03%             | 2032-01-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     145000 | PA      | $138842.62    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    4672000 | PA      | $4595501.42   | 0.09%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2019-EXP1, Class 1A3                                                        | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |      99101 | PA      | $97688.54     | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     415000 | PA      | $396193.75    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| Suntrust Alternative Loan Trust                                                     | Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8                                    | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66961 | PA      | $62092.26     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11883.69     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1995000 | PA      | $2000907.20   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    2540000 | PA      | $2584442.20   | 0.05%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     407000 | PA      | $400030.61    | 0.01%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    5159000 | PA      | $5205244.09   | 0.10%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     310000 | PA      | $313929.25    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3680556.49   | 0.07%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14, Class A1                      | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58451 | PA      | $57253.92     | 0.00%             | 2035-08-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128PWBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29664 | PA      | $29368.67     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1086067.00   | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                  | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1853000 | PA      | $1718072.32   | 0.03%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     138000 | PA      | $141739.99    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      51000 | PA      | $51149.01     | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209YRN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        268 | PA      | $268.40       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2447000 | PA      | $2431575.68   | 0.05%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                             | Carriage Services, Inc.                                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $393344.20    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1586000 | PA      | $1619110.35   | 0.03%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                   | Blue Owl Technology Finance Corp.                                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48307.47     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     865000 | PA      | $873501.24    | 0.02%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Israel Government International Bond                                                | Israel Government International Bond                                                          | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $187098.20    | 0.00%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     621000 | PA      | $634153.85    | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3508000 | PA      | $3550154.30   | 0.07%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                            | Azule Energy Finance PLC                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     330000 | PA      | $322383.60    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                        | MassMutual Global Funding II                                                                  | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    7684000 | PA      | $7674891.92   | 0.15%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                   | Taylor Morrison Communities, Inc.                                                             | CUSIP: AZ7182415<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251635.00    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31416WHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8313 | PA      | $8441.32      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    8587000 | PA      | $8645055.59   | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $297576.34    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                     | Republic of Kenya Government International Bond                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $182937.00    | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95498.22     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | 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        |   10013157 | PA      | $8371841.58   | 0.16%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     470000 | PA      | $462372.70    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         42 | PA      | $43.82        | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co., Ltd. (The)                                             | Dai-ichi Life Insurance Co., Ltd. (The)                                                       | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    3089000 | PA      | $3073781.89   | 0.06%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    3266000 | PA      | $3280492.88   | 0.06%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KM5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97636 | PA      | $99210.40     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     228000 | PA      | $235878.97    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                          | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     234000 | PA      | $246462.70    | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    1021000 | PA      | $1041907.28   | 0.02%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      76000 | PA      | $78002.21     | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DD3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5145000 | PA      | $5560237.52   | 0.11%             | N/A             | Variable      | 8.20%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68776400 | PA      | $68008038.31  | 1.29%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A                           | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3919000 | PA      | $3985861.28   | 0.08%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                             | Regions Financial Corp.                                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $1049570.47   | 0.02%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    8656000 | PA      | $8590457.81   | 0.16%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    8265000 | PA      | $8445177.00   | 0.16%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-7, Class A1                                           | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8872831 | PA      | $7944803.91   | 0.15%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     192000 | PA      | $197145.88    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128QJRN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24662 | PA      | $25533.12     | 0.00%             | 2036-12-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                               | Essex Portfolio, L.P.                                                                         | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     366000 | PA      | $367850.67    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | 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        |     792098 | PA      | $757050.77    | 0.01%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                    | Fair Isaac Corp.                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3645229.95   | 0.07%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                                | Hudbay Minerals Inc.                                                                          | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     262000 | PA      | $262861.19    | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UC73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        156 | PA      | $157.37       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                         | Humana Inc.                                                                                   | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     235000 | PA      | $242659.53    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    8724000 | PA      | $8899340.10   | 0.17%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4806000 | PA      | $4674204.82   | 0.09%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: —       |
| Navient Refinance Loan Trust 2025-A                                                 | Navient Refinance Loan Trust 2025-A, Series 2025-A, Class A                                   | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6823381 | PA      | $6857302.73   | 0.13%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2007-13, Class A10                 | CUSIP: 17025JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183959 | PA      | $82705.53     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     550000 | PA      | $575877.78    | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2461321.18   | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31405UV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61663 | PA      | $62697.36     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $5249311.53   | 0.10%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140QACL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6386319 | PA      | $5958024.39   | 0.11%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                   | MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                             | CUSIP: ZK8297671<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     200000 | PA      | $209403.50    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | 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        |    7096498 | PA      | $6280727.44   | 0.12%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    2143000 | PA      | $2151301.15   | 0.04%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    3937000 | PA      | $3610207.98   | 0.07%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp., Series P                                                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     661000 | PA      | $658329.16    | 0.01%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     121000 | PA      | $114036.70    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P. (Copeland)                                                      | EMRLD Borrower L.P. (Copeland), Incremental Term Loan B                                       | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     395000 | PA      | $393581.95    | 0.01%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer