# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001752724-23-017987
**Filing Date:** 2023-1
**Character Count:** 518289
**Document Hash:** 4924e70364d2885a97052e9d906f7f7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-017987.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-017987

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790
- **IRS NUMBER:** 760343427
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 23567173

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **U.S. Dollar Denominated Bonds & Notes–68.74%** | **U.S. Dollar Denominated Bonds & Notes–68.74%** | **U.S. Dollar Denominated Bonds & Notes–68.74%** | **U.S. Dollar Denominated Bonds & Notes–68.74%** |
| **Advertising–0.20%** | **Advertising–0.20%** | **Advertising–0.20%** | **Advertising–0.20%** |
| Interpublic Group of Cos., Inc. (The), 4.20%, 04/15/2024 |  | &nbsp;&nbsp; $2107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2065738 |
| WPP Finance 2010 (United Kingdom), 3.75%, 09/19/2024 |  | &nbsp;&nbsp; 2695000 | &nbsp;&nbsp;&nbsp;&nbsp; 2605393 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671131 |
| **Aerospace & Defense–0.89%** | **Aerospace & Defense–0.89%** | **Aerospace & Defense–0.89%** | **Aerospace & Defense–0.89%** |
| Boeing Co. (The), | Boeing Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/2026<sup>(b)</sup> |  | &nbsp;&nbsp; 5067000 | &nbsp;&nbsp;&nbsp;&nbsp; 4692513 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/04/2026 |  | &nbsp;&nbsp; 3361000 | &nbsp;&nbsp;&nbsp;&nbsp; 3056689 |
| Huntington Ingalls Industries, Inc., 3.84%, 05/01/2025 |  | &nbsp;&nbsp; 5714000 | &nbsp;&nbsp;&nbsp;&nbsp; 5514954 |
| Lockheed Martin Corp., 4.95%, 10/15/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 3657000 | &nbsp;&nbsp;&nbsp;&nbsp; 3702146 |
| Textron, Inc., 4.30%, 03/01/2024 |  | &nbsp;&nbsp; 3906000 | &nbsp;&nbsp;&nbsp;&nbsp; 3861799 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20828101 |
| **Agricultural & Farm Machinery–0.91%** | **Agricultural & Farm Machinery–0.91%** | **Agricultural & Farm Machinery–0.91%** | **Agricultural & Farm Machinery–0.91%** |
| Cargill, Inc., | Cargill, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 10/10/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 4267000 | &nbsp;&nbsp;&nbsp;&nbsp; 4271159 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/22/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 1347000 | &nbsp;&nbsp;&nbsp;&nbsp; 1300728 |
| CNH Industrial Capital LLC, | CNH Industrial Capital LLC, |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/2025 |  | &nbsp;&nbsp; 4846000 | &nbsp;&nbsp;&nbsp;&nbsp; 4716764 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/14/2025 |  | &nbsp;&nbsp; 5684000 | &nbsp;&nbsp;&nbsp;&nbsp; 5750860 |
| John Deere Capital Corp., 4.55%, 10/11/2024 |  | &nbsp;&nbsp; 5266000 | &nbsp;&nbsp;&nbsp;&nbsp; 5260440 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21299951 |
| **Airlines–1.68%** | **Airlines–1.68%** | **Airlines–1.68%** | **Airlines–1.68%** |
| American Airlines Pass-Through Trust, Series 2021-1, Class B, 3.95%, 07/11/2030 |  | &nbsp;&nbsp; 3254000 | &nbsp;&nbsp;&nbsp;&nbsp; 2665245 |
| British Airways Pass-Through Trust (United Kingdom), Series 2019-1, Class A, 3.35%, 06/15/2029<sup>(c)</sup> |  | &nbsp;&nbsp; 812380 | &nbsp;&nbsp;&nbsp;&nbsp; 701306 |
| Delta Air Lines Pass-Through Trust, Series 2019-1, Class A, 3.40%, 04/25/2024 |  | &nbsp;&nbsp; 1155000 | &nbsp;&nbsp;&nbsp;&nbsp; 1094044 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., 4.50%, 10/20/2025<sup>(c)</sup> |  | &nbsp;&nbsp;26177000 | &nbsp;&nbsp;&nbsp;&nbsp; 25513087 |
| United Airlines Pass-Through Trust, | United Airlines Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-2, Class B, 3.65%, 10/07/2025 |  | &nbsp;&nbsp; 1990866 | &nbsp;&nbsp;&nbsp;&nbsp; 1750732 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A, 5.88%, 10/15/2027 |  | &nbsp;&nbsp; 6253513 | &nbsp;&nbsp;&nbsp;&nbsp; 6189254 |
| United Airlines, Inc., 4.38%, 04/15/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 1404000 | &nbsp;&nbsp;&nbsp;&nbsp; 1308563 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39222231 |
| **Apparel Retail–0.34%** | **Apparel Retail–0.34%** | **Apparel Retail–0.34%** | **Apparel Retail–0.34%** |
| Ross Stores, Inc., 4.60%, 04/15/2025 |  | &nbsp;&nbsp; 8029000 | &nbsp;&nbsp;&nbsp;&nbsp; 7999856 |
| **Apparel, Accessories & Luxury Goods–0.13%** | **Apparel, Accessories & Luxury Goods–0.13%** | **Apparel, Accessories & Luxury Goods–0.13%** | **Apparel, Accessories & Luxury Goods–0.13%** |
| Hanesbrands, Inc., 4.63%, 05/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 3232000 | &nbsp;&nbsp;&nbsp;&nbsp; 3141229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Application Software–0.19%** | **Application Software–0.19%** | **Application Software–0.19%** | **Application Software–0.19%** |
| Open Text Corp. (Canada), 6.90%, 12/01/2027<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $838000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $840061 |
| Workday, Inc., 3.50%, 04/01/2027<sup>(b)</sup> |  | &nbsp;&nbsp; 3817000 | &nbsp;&nbsp;&nbsp;&nbsp; 3610517 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450578 |
| **Asset Management & Custody Banks–1.52%** | **Asset Management & Custody Banks–1.52%** | **Asset Management & Custody Banks–1.52%** | **Asset Management & Custody Banks–1.52%** |
| Ameriprise Financial, Inc., 3.00%, 04/02/2025 |  | &nbsp;&nbsp; 631000 | &nbsp;&nbsp;&nbsp;&nbsp; 606436 |
| Apollo Management Holdings L.P., 4.95%, 01/14/2050<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 2350000 | &nbsp;&nbsp;&nbsp;&nbsp; 1992807 |
| Bank of New York Mellon Corp. (The), | Bank of New York Mellon Corp. (The), |  |  |
| &nbsp;&nbsp;&nbsp;5.22%, 11/21/2025<sup>(d)</sup> |  | &nbsp;&nbsp; 4167000 | &nbsp;&nbsp;&nbsp;&nbsp; 4170928 |
| &nbsp;&nbsp;&nbsp;4.41%, 07/24/2026<sup>(d)</sup> |  | &nbsp;&nbsp; 5580000 | &nbsp;&nbsp;&nbsp;&nbsp; 5504231 |
| &nbsp;&nbsp;&nbsp;5.80%, 10/25/2028<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 4242000 | &nbsp;&nbsp;&nbsp;&nbsp; 4402778 |
| Blackstone Secured Lending Fund, 2.75%, 09/16/2026<sup>(b)</sup> |  | &nbsp;&nbsp; 7675000 | &nbsp;&nbsp;&nbsp;&nbsp; 6809914 |
| Hercules Capital, Inc., | Hercules Capital, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 09/16/2026 |  | &nbsp;&nbsp; 1035000 | &nbsp;&nbsp;&nbsp;&nbsp; 876652 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/20/2027 |  | &nbsp;&nbsp; 2535000 | &nbsp;&nbsp;&nbsp;&nbsp; 2162164 |
| Northern Trust Corp., 4.00%, 05/10/2027<sup>(b)</sup> |  | &nbsp;&nbsp; 6706000 | &nbsp;&nbsp;&nbsp;&nbsp; 6572690 |
| State Street Corp., 5.75%, 11/04/2026<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 2383000 | &nbsp;&nbsp;&nbsp;&nbsp; 2434687 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35533287 |
| **Automobile Manufacturers–5.64%** | **Automobile Manufacturers–5.64%** | **Automobile Manufacturers–5.64%** | **Automobile Manufacturers–5.64%** |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/10/2025 |  | &nbsp;&nbsp;29538000 | &nbsp;&nbsp;&nbsp;&nbsp; 27133902 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/10/2026 |  | &nbsp;&nbsp;10647000 | &nbsp;&nbsp;&nbsp;&nbsp; 9303743 |
| General Motors Financial Co., Inc., | General Motors Financial Co., Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.88% (SOFR + 1.30%), 04/07/2025<sup>(e)</sup> |  | &nbsp;&nbsp; 9352000 | &nbsp;&nbsp;&nbsp;&nbsp; 9092458 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/10/2025 |  | &nbsp;&nbsp; 8783000 | &nbsp;&nbsp;&nbsp;&nbsp; 8865915 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/09/2027 |  | &nbsp;&nbsp; 3511000 | &nbsp;&nbsp;&nbsp;&nbsp; 3435632 |
| Harley-Davidson Financial Services, Inc., 3.35%, 06/08/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 2016000 | &nbsp;&nbsp;&nbsp;&nbsp; 1898686 |
| Hyundai Capital America, | Hyundai Capital America, |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 04/06/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 7029000 | &nbsp;&nbsp;&nbsp;&nbsp; 7038173 |
| &nbsp;&nbsp;&nbsp;5.88%, 04/07/2025<sup>(b)(c)</sup> |  | &nbsp;&nbsp; 5895000 | &nbsp;&nbsp;&nbsp;&nbsp; 5906049 |
| Kia Corp. (South Korea), 2.75%, 02/14/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 3555000 | &nbsp;&nbsp;&nbsp;&nbsp; 3132203 |
| Nissan Motor Acceptance Co. LLC, 1.13%, 09/16/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 4614000 | &nbsp;&nbsp;&nbsp;&nbsp; 4179984 |
| Nissan Motor Co. Ltd. (Japan), 3.04%, 09/15/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 3933000 | &nbsp;&nbsp;&nbsp;&nbsp; 3844568 |
| PACCAR Financial Corp., 4.95%, 10/03/2025 |  | &nbsp;&nbsp; 5906000 | &nbsp;&nbsp;&nbsp;&nbsp; 5956071 |
| Toyota Motor Credit Corp., | Toyota Motor Credit Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 09/20/2024 |  | &nbsp;&nbsp;14999000 | &nbsp;&nbsp;&nbsp;&nbsp; 14919716 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/18/2025 |  | &nbsp;&nbsp; 7486000 | &nbsp;&nbsp;&nbsp;&nbsp; 7300324 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/2027<sup>(b)</sup> |  | &nbsp;&nbsp; 9283000 | &nbsp;&nbsp;&nbsp;&nbsp; 9221603 |
| Volkswagen Group of America Finance LLC (Germany), | Volkswagen Group of America Finance LLC (Germany), |  |  |
| &nbsp;&nbsp;&nbsp;4.78% (SOFR + 0.95%), 06/07/2024<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 8710000 | &nbsp;&nbsp;&nbsp;&nbsp; 8663309 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/08/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 1540000 | &nbsp;&nbsp;&nbsp;&nbsp; 1491762 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131384098 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Automotive Retail–0.37%** | **Automotive Retail–0.37%** | **Automotive Retail–0.37%** | **Automotive Retail–0.37%** |
| AutoZone, Inc., 3.63%, 04/15/2025<sup>(b)</sup> |  | &nbsp;&nbsp; $3239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3152297 |
| Lithia Motors, Inc., 4.63%, 12/15/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5559960 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712257 |
| **Broadcasting–0.05%** | **Broadcasting–0.05%** | **Broadcasting–0.05%** | **Broadcasting–0.05%** |
| Fox Corp., | Fox Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.03%, 01/25/2024 |  | &nbsp;&nbsp; 1120000 | &nbsp;&nbsp;&nbsp;&nbsp; 1105390 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/07/2025 |  | &nbsp;&nbsp; 152000 | &nbsp;&nbsp;&nbsp;&nbsp; 145482 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250872 |
| **Cable & Satellite–0.37%** | **Cable & Satellite–0.37%** | **Cable & Satellite–0.37%** | **Cable & Satellite–0.37%** |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.50%, 02/01/2024 |  | &nbsp;&nbsp; 3510000 | &nbsp;&nbsp;&nbsp;&nbsp; 3471170 |
| Comcast Corp., | Comcast Corp., |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 11/07/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 1210000 | &nbsp;&nbsp;&nbsp;&nbsp; 1231074 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/2027 |  | &nbsp;&nbsp; 2568000 | &nbsp;&nbsp;&nbsp;&nbsp; 2439475 |
| Sirius XM Radio, Inc., 3.13%, 09/01/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 1595000 | &nbsp;&nbsp;&nbsp;&nbsp; 1441944 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8583663 |
| **Computer & Electronics Retail–0.44%** | **Computer & Electronics Retail–0.44%** | **Computer & Electronics Retail–0.44%** | **Computer & Electronics Retail–0.44%** |
| Dell International LLC/EMC Corp., | Dell International LLC/EMC Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/2024 |  | &nbsp;&nbsp; 7719000 | &nbsp;&nbsp;&nbsp;&nbsp; 7574367 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 1899000 | &nbsp;&nbsp;&nbsp;&nbsp; 1930234 |
| Leidos, Inc., 3.63%, 05/15/2025 |  | &nbsp;&nbsp; 873000 | &nbsp;&nbsp;&nbsp;&nbsp; 842095 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10346696 |
| **Construction Machinery & Heavy Trucks–1.05%** | **Construction Machinery & Heavy Trucks–1.05%** | **Construction Machinery & Heavy Trucks–1.05%** | **Construction Machinery & Heavy Trucks–1.05%** |
| Caterpillar Financial Services Corp., 4.90%, 01/17/2025<sup>(b)</sup> |  | &nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 15056101 |
| Daimler Trucks Finance North America LLC (Germany), 3.65%, 04/07/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 1522000 | &nbsp;&nbsp;&nbsp;&nbsp; 1416096 |
| Komatsu Finance America, Inc., 5.50%, 10/06/2027<sup>(b)(c)</sup> |  | &nbsp;&nbsp; 4365000 | &nbsp;&nbsp;&nbsp;&nbsp; 4454940 |
| Wabtec Corp., 4.40%, 03/15/2024 |  | &nbsp;&nbsp; 3511000 | &nbsp;&nbsp;&nbsp;&nbsp; 3455391 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24382528 |
| **Consumer Finance–1.19%** | **Consumer Finance–1.19%** | **Consumer Finance–1.19%** | **Consumer Finance–1.19%** |
| American Express Co., | American Express Co., |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 05/03/2024 |  | &nbsp;&nbsp; 2948000 | &nbsp;&nbsp;&nbsp;&nbsp; 2890877 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/2025<sup>(b)</sup> |  | &nbsp;&nbsp;10662000 | &nbsp;&nbsp;&nbsp;&nbsp; 10447233 |
| Capital One Financial Corp., | Capital One Financial Corp., |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 01/30/2023 |  | &nbsp;&nbsp; 1635000 | &nbsp;&nbsp;&nbsp;&nbsp; 1630733 |
| &nbsp;&nbsp;&nbsp;4.17%, 05/09/2025<sup>(d)</sup> |  | &nbsp;&nbsp;10038000 | &nbsp;&nbsp;&nbsp;&nbsp; 9769704 |
| Synchrony Financial, 4.25%, 08/15/2024 |  | &nbsp;&nbsp; 3019000 | &nbsp;&nbsp;&nbsp;&nbsp; 2946219 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27684766 |
| **Copper–0.79%** | **Copper–0.79%** | **Copper–0.79%** | **Copper–0.79%** |
| Freeport-McMoRan, Inc., | Freeport-McMoRan, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 11/14/2024 |  | &nbsp;&nbsp; 5496000 | &nbsp;&nbsp;&nbsp;&nbsp; 5437138 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/01/2028 |  | &nbsp;&nbsp;14243000 | &nbsp;&nbsp;&nbsp;&nbsp; 13099582 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18536720 |
| **Data Processing & Outsourced Services–0.90%** | **Data Processing & Outsourced Services–0.90%** | **Data Processing & Outsourced Services–0.90%** | **Data Processing & Outsourced Services–0.90%** |
| Block, Inc., 2.75%, 06/01/2026<sup>(b)</sup> |  | &nbsp;&nbsp; 6014000 | &nbsp;&nbsp;&nbsp;&nbsp; 5381989 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Data Processing & Outsourced Services–(continued)** | **Data Processing & Outsourced Services–(continued)** | **Data Processing & Outsourced Services–(continued)** | **Data Processing & Outsourced Services–(continued)** |
| Fidelity National Information Services, Inc., 4.50%, 07/15/2025<sup>(b)</sup> |  | &nbsp;&nbsp; $9077000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8950169 |
| Fiserv, Inc., 3.80%, 10/01/2023 |  | &nbsp;&nbsp; 2629000 | &nbsp;&nbsp;&nbsp;&nbsp; 2599476 |
| Global Payments, Inc., 4.00%, 06/01/2023 |  | &nbsp;&nbsp; 4186000 | &nbsp;&nbsp;&nbsp;&nbsp; 4154653 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21086287 |
| **Distillers & Vintners–0.59%** | **Distillers & Vintners–0.59%** | **Distillers & Vintners–0.59%** | **Distillers & Vintners–0.59%** |
| Constellation Brands, Inc., | Constellation Brands, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/09/2024 |  | &nbsp;&nbsp; 7499000 | &nbsp;&nbsp;&nbsp;&nbsp; 7354656 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/09/2027<sup>(b)</sup> |  | &nbsp;&nbsp; 6647000 | &nbsp;&nbsp;&nbsp;&nbsp; 6501806 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13856462 |
| **Diversified Banks–13.58%** | **Diversified Banks–13.58%** | **Diversified Banks–13.58%** | **Diversified Banks–13.58%** |
| Australia and New Zealand Banking Group Ltd. (Australia), 5.09%, 12/08/2025 |  | &nbsp;&nbsp; 3871000 | &nbsp;&nbsp;&nbsp;&nbsp; 3905166 |
| Banco Santander S.A. (Spain), 5.15%, 08/18/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6960290 |
| Bank of America Corp., | Bank of America Corp., |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 12/20/2023<sup>(d)</sup> |  | &nbsp;&nbsp; 1081000 | &nbsp;&nbsp;&nbsp;&nbsp; 1079748 |
| &nbsp;&nbsp;&nbsp;3.86%, 07/23/2024<sup>(d)</sup> |  | &nbsp;&nbsp; 3219000 | &nbsp;&nbsp;&nbsp;&nbsp; 3186207 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/2028<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 2881000 | &nbsp;&nbsp;&nbsp;&nbsp; 2579233 |
| Bank of Montreal (Canada), | Bank of Montreal (Canada), |  |  |
| &nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/2024<sup>(b)</sup> |  | &nbsp;&nbsp; 1307000 | &nbsp;&nbsp;&nbsp;&nbsp; 1283384 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/07/2025 |  | &nbsp;&nbsp; 4569000 | &nbsp;&nbsp;&nbsp;&nbsp; 4455417 |
| Barclays PLC (United Kingdom), 5.30%, 08/09/2026<sup>(d)</sup> |  | &nbsp;&nbsp;14243000 | &nbsp;&nbsp;&nbsp;&nbsp; 14013639 |
| BBVA Bancomer S.A. (Mexico), 1.88%, 09/18/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 2970000 | &nbsp;&nbsp;&nbsp;&nbsp; 2698572 |
| Citigroup, Inc., | Citigroup, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.14%, 05/24/2025<sup>(b)(d)</sup> |  | &nbsp;&nbsp;14243000 | &nbsp;&nbsp;&nbsp;&nbsp; 13983797 |
| &nbsp;&nbsp;&nbsp;4.99% (3 mo. USD LIBOR + 1.25%), 07/01/2026<sup>(e)</sup> |  | &nbsp;&nbsp;14536000 | &nbsp;&nbsp;&nbsp;&nbsp; 14349004 |
| &nbsp;&nbsp;&nbsp;5.61%, 09/29/2026<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 9234000 | &nbsp;&nbsp;&nbsp;&nbsp; 9268889 |
| &nbsp;&nbsp;&nbsp;Series V, 4.70%<sup>(d)(f)</sup> |  | &nbsp;&nbsp; 3790000 | &nbsp;&nbsp;&nbsp;&nbsp; 3203952 |
| Citizens Bank N.A., | Citizens Bank N.A., |  |  |
| &nbsp;&nbsp;&nbsp;4.12%, 05/23/2025<sup>(d)</sup> |  | &nbsp;&nbsp;14243000 | &nbsp;&nbsp;&nbsp;&nbsp; 14020689 |
| &nbsp;&nbsp;&nbsp;6.06%, 10/24/2025<sup>(d)</sup> |  | &nbsp;&nbsp; 9016000 | &nbsp;&nbsp;&nbsp;&nbsp; 9121168 |
| Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), |  |  |
| &nbsp;&nbsp;&nbsp;4.30% (3 mo. USD LIBOR + 1.06%), 09/12/2023<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 5898000 | &nbsp;&nbsp;&nbsp;&nbsp; 5896895 |
| &nbsp;&nbsp;&nbsp;3.24%, 12/20/2025<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 1579000 | &nbsp;&nbsp;&nbsp;&nbsp; 1472681 |
| Federation des Caisses Desjardins du Quebec (Canada), 4.40%, 08/23/2025<sup>(b)(c)</sup> |  | &nbsp;&nbsp;14000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13683476 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 05/18/2024<sup>(d)</sup> |  | &nbsp;&nbsp; 2162000 | &nbsp;&nbsp;&nbsp;&nbsp; 2136899 |
| &nbsp;&nbsp;&nbsp;4.41% (SOFR + 0.58%), 11/22/2024<sup>(e)</sup> |  | &nbsp;&nbsp; 1518000 | &nbsp;&nbsp;&nbsp;&nbsp; 1480423 |
| &nbsp;&nbsp;&nbsp;4.18%, 12/09/2025<sup>(d)</sup> |  | &nbsp;&nbsp;14243000 | &nbsp;&nbsp;&nbsp;&nbsp; 13725408 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/2026<sup>(d)</sup> |  | &nbsp;&nbsp; 4826000 | &nbsp;&nbsp;&nbsp;&nbsp; 4506164 |
| &nbsp;&nbsp;&nbsp;7.34%, 11/03/2026<sup>(d)</sup> |  | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 10447120 |
| HSBC USA, Inc., 3.75%, 05/24/2024<sup>(b)</sup> |  | &nbsp;&nbsp;10662000 | &nbsp;&nbsp;&nbsp;&nbsp; 10471523 |
| ING Groep N.V. (Netherlands), | ING Groep N.V. (Netherlands), |  |  |
| &nbsp;&nbsp;&nbsp;4.49% (SOFR + 1.01%), 04/01/2027<sup>(e)</sup> |  | &nbsp;&nbsp; 4979000 | &nbsp;&nbsp;&nbsp;&nbsp; 4681334 |
| &nbsp;&nbsp;&nbsp;6.50%<sup>(b)(d)(f)</sup> |  | &nbsp;&nbsp; 7693000 | &nbsp;&nbsp;&nbsp;&nbsp; 7248460 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** | **Diversified Banks–(continued)** |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., |  |  |
| &nbsp;&nbsp;&nbsp;4.08%, 04/26/2026<sup>(b)(d)</sup> |  | $10386000 | &nbsp;&nbsp;&nbsp;&nbsp; $10127766 |
| &nbsp;&nbsp;&nbsp;5.06% (SOFR + 1.32%), 04/26/2026<sup>(e)</sup> |  | &nbsp;&nbsp; 5905000 | &nbsp;&nbsp;&nbsp;&nbsp; 5852069 |
| &nbsp;&nbsp;&nbsp;Series HH, 4.60%<sup>(d)(f)</sup> |  | &nbsp;&nbsp; 5180000 | &nbsp;&nbsp;&nbsp;&nbsp; 4610200 |
| KeyBank N.A., 4.15%, 08/08/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 7358000 | &nbsp;&nbsp;&nbsp;&nbsp; 7205114 |
| Manufacturers and Traders Trust Co., 5.40%, 11/21/2025 |  | &nbsp;&nbsp; 8720000 | &nbsp;&nbsp;&nbsp;&nbsp; 8763336 |
| Mitsubishi UFJ Financial Group, Inc. (Japan), 5.06%, 09/12/2025<sup>(d)</sup> |  | &nbsp;&nbsp; 8400000 | &nbsp;&nbsp;&nbsp;&nbsp; 8352712 |
| Mizuho Financial Group Cayman 3 Ltd. (Japan), 4.60%, 03/27/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 6172000 | &nbsp;&nbsp;&nbsp;&nbsp; 6066675 |
| National Australia Bank Ltd. (Australia), 3.50%, 06/09/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 7109000 | &nbsp;&nbsp;&nbsp;&nbsp; 6914936 |
| Natwest Group PLC (United Kingdom), 7.47%, 11/10/2026<sup>(d)</sup> |  | &nbsp;&nbsp; 3601000 | &nbsp;&nbsp;&nbsp;&nbsp; 3753791 |
| NatWest Group PLC (United Kingdom), 5.52%, 09/30/2028<sup>(d)</sup> |  | &nbsp;&nbsp; 1900000 | &nbsp;&nbsp;&nbsp;&nbsp; 1868352 |
| Nordea Bank Abp (Finland), | Nordea Bank Abp (Finland), |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/06/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 8147000 | &nbsp;&nbsp;&nbsp;&nbsp; 7899205 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/22/2025<sup>(c)</sup> |  | &nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 14941918 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/22/2027<sup>(b)(c)</sup> |  | &nbsp;&nbsp; 3672000 | &nbsp;&nbsp;&nbsp;&nbsp; 3687970 |
| &nbsp;&nbsp;&nbsp;6.63%<sup>(c)(d)(f)</sup> |  | &nbsp;&nbsp; 3278000 | &nbsp;&nbsp;&nbsp;&nbsp; 3238551 |
| Skandinaviska Enskilda Banken AB (Sweden), 3.70%, 06/09/2025<sup>(c)</sup> |  | &nbsp;&nbsp;10662000 | &nbsp;&nbsp;&nbsp;&nbsp; 10323941 |
| Svenska Handelsbanken AB (Sweden), 3.65%, 06/10/2025<sup>(b)(c)</sup> |  | &nbsp;&nbsp; 6931000 | &nbsp;&nbsp;&nbsp;&nbsp; 6718629 |
| Swedbank AB (Sweden), 3.36%, 04/04/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 1692000 | &nbsp;&nbsp;&nbsp;&nbsp; 1620636 |
| Toronto-Dominion Bank (The) (Canada), 3.77%, 06/06/2025 |  | &nbsp;&nbsp;10662000 | &nbsp;&nbsp;&nbsp;&nbsp; 10381020 |
| U.S. Bancorp, 5.73%, 10/21/2026<sup>(d)</sup> |  | &nbsp;&nbsp; 8167000 | &nbsp;&nbsp;&nbsp;&nbsp; 8346598 |
| Wells Fargo & Co., 4.54%, 08/15/2026<sup>(d)</sup> |  | &nbsp;&nbsp; 6203000 | &nbsp;&nbsp;&nbsp;&nbsp; 6080014 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316612971 |
| **Diversified Capital Markets–2.32%** | **Diversified Capital Markets–2.32%** | **Diversified Capital Markets–2.32%** | **Diversified Capital Markets–2.32%** |
| Credit Suisse AG (Switzerland), | Credit Suisse AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 08/08/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 1871000 | &nbsp;&nbsp;&nbsp;&nbsp; 1758577 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/09/2024<sup>(b)</sup> |  | &nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 14145121 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/21/2025 |  | &nbsp;&nbsp; 9123000 | &nbsp;&nbsp;&nbsp;&nbsp; 8311244 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/2025 |  | &nbsp;&nbsp; 1057000 | &nbsp;&nbsp;&nbsp;&nbsp; 941263 |
| Credit Suisse Group AG (Switzerland), | Credit Suisse Group AG (Switzerland), |  |  |
| &nbsp;&nbsp;&nbsp;2.59%, 09/11/2025<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 2372000 | &nbsp;&nbsp;&nbsp;&nbsp; 2102526 |
| &nbsp;&nbsp;&nbsp;6.37%, 07/15/2026<sup>(c)(d)</sup> |  | &nbsp;&nbsp;11485000 | &nbsp;&nbsp;&nbsp;&nbsp; 10656937 |
| Deutsche Bank AG (Germany), 3.96%, 11/26/2025<sup>(d)</sup> |  | &nbsp;&nbsp; 4073000 | &nbsp;&nbsp;&nbsp;&nbsp; 3853664 |
| OWL Rock Core Income Corp., 4.70%, 02/08/2027 |  | &nbsp;&nbsp; 3366000 | &nbsp;&nbsp;&nbsp;&nbsp; 3047586 |
| UBS Group AG (Switzerland), 4.49%, 05/12/2026<sup>(c)(d)</sup> |  | &nbsp;&nbsp; 9401000 | &nbsp;&nbsp;&nbsp;&nbsp; 9165400 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53982318 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Diversified Chemicals–0.49%** | **Diversified Chemicals–0.49%** | **Diversified Chemicals–0.49%** | **Diversified Chemicals–0.49%** |
| Celanese US Holdings LLC, | Celanese US Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/08/2024<sup>(b)</sup> |  | &nbsp;&nbsp; $2629000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2550900 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/05/2024 |  | &nbsp;&nbsp; 8943000 | &nbsp;&nbsp;&nbsp;&nbsp; 8891453 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11442353 |
| **Diversified REITs–0.88%** | **Diversified REITs–0.88%** | **Diversified REITs–0.88%** | **Diversified REITs–0.88%** |
| VICI Properties L.P., 4.38%, 05/15/2025 |  | &nbsp;&nbsp; 6647000 | &nbsp;&nbsp;&nbsp;&nbsp; 6404876 |
| VICI Properties L.P./VICI Note Co., Inc., 5.63%, 05/01/2024<sup>(c)</sup> |  | &nbsp;&nbsp;14243000 | &nbsp;&nbsp;&nbsp;&nbsp; 14122985 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20527861 |
| **Diversified Support Services–0.06%** | **Diversified Support Services–0.06%** | **Diversified Support Services–0.06%** | **Diversified Support Services–0.06%** |
| Cintas Corp. No. 2, 3.45%, 05/01/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 1457000 | &nbsp;&nbsp;&nbsp;&nbsp; 1415945 |
| **Education Services–0.22%** | **Education Services–0.22%** | **Education Services–0.22%** | **Education Services–0.22%** |
| Grand Canyon University, 3.25%, 10/01/2023 |  | &nbsp;&nbsp; 5117000 | &nbsp;&nbsp;&nbsp;&nbsp; 5053037 |
| **Electric Utilities–3.70%** | **Electric Utilities–3.70%** | **Electric Utilities–3.70%** | **Electric Utilities–3.70%** |
| Alliant Energy Finance LLC, 3.75%, 06/15/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 3350000 | &nbsp;&nbsp;&nbsp;&nbsp; 3323169 |
| Constellation Energy Generation LLC, 3.25%, 06/01/2025 |  | &nbsp;&nbsp; 1969000 | &nbsp;&nbsp;&nbsp;&nbsp; 1891753 |
| Duke Energy Corp., 4.30%, 03/15/2028 |  | &nbsp;&nbsp; 2826000 | &nbsp;&nbsp;&nbsp;&nbsp; 2725381 |
| EDP Finance B.V. (Portugal), 3.63%, 07/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 2647000 | &nbsp;&nbsp;&nbsp;&nbsp; 2560612 |
| Enel Finance International N.V. (Italy), 6.80%, 10/14/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 3327000 | &nbsp;&nbsp;&nbsp;&nbsp; 3447693 |
| Eversource Energy, 2.90%, 03/01/2027 |  | &nbsp;&nbsp; 7107000 | &nbsp;&nbsp;&nbsp;&nbsp; 6524998 |
| Fells Point Funding Trust, 3.05%, 01/31/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 7581000 | &nbsp;&nbsp;&nbsp;&nbsp; 6905529 |
| Mercury Chile Holdco LLC (Chile), 6.50%, 01/24/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 4412000 | &nbsp;&nbsp;&nbsp;&nbsp; 3910135 |
| NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 06/20/2024 |  | &nbsp;&nbsp; 6647000 | &nbsp;&nbsp;&nbsp;&nbsp; 6557716 |
| &nbsp;&nbsp;&nbsp;4.26%, 09/01/2024 |  | &nbsp;&nbsp; 8329000 | &nbsp;&nbsp;&nbsp;&nbsp; 8224865 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/20/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 4747000 | &nbsp;&nbsp;&nbsp;&nbsp; 4719990 |
| NextEra Energy Operating Partners L.P., 4.25%, 09/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp;&nbsp; 354915 |
| NRG Energy, Inc., 3.75%, 06/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 2791000 | &nbsp;&nbsp;&nbsp;&nbsp; 2698724 |
| Pacific Gas and Electric Co., 3.25%, 02/16/2024 |  | &nbsp;&nbsp;14738000 | &nbsp;&nbsp;&nbsp;&nbsp; 14296958 |
| Southern Co. (The), | Southern Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp;4.48%, 08/01/2024<sup>(g)</sup> |  | &nbsp;&nbsp; 9496000 | &nbsp;&nbsp;&nbsp;&nbsp; 9357349 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/06/2025 |  | &nbsp;&nbsp; 2585000 | &nbsp;&nbsp;&nbsp;&nbsp; 2603746 |
| &nbsp;&nbsp;&nbsp;Series 21-A, 3.75%, 09/15/2051<sup>(d)</sup> |  | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2011625 |
| Tampa Electric Co., 3.88%, 07/12/2024<sup>(b)</sup> |  | &nbsp;&nbsp; 2357000 | &nbsp;&nbsp;&nbsp;&nbsp; 2303665 |
| Vistra Operations Co. LLC, 3.55%, 07/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 1970000 | &nbsp;&nbsp;&nbsp;&nbsp; 1889791 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86308614 |
| **Financial Exchanges & Data–0.17%** | **Financial Exchanges & Data–0.17%** | **Financial Exchanges & Data–0.17%** | **Financial Exchanges & Data–0.17%** |
| Intercontinental Exchange, Inc., 4.00%, 09/15/2027 |  | &nbsp;&nbsp; 3971000 | &nbsp;&nbsp;&nbsp;&nbsp; 3888159 |

---

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

Invesco Short Term Bond Fund

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Food Retail–0.12%** | **Food Retail–0.12%** | **Food Retail–0.12%** |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's L.P./Albertson's LLC, 3.50%, 02/15/2023<sup>(c)</sup> | &nbsp;&nbsp; $2922000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2911101 |
| **General Merchandise Stores–0.25%** | **General Merchandise Stores–0.25%** | **General Merchandise Stores–0.25%** |
| Dollar General Corp., 4.25%, 09/20/2024<sup>(b)</sup> | &nbsp;&nbsp; 5816000 | &nbsp;&nbsp;&nbsp;&nbsp; 5731964 |
| **Health Care Equipment–0.04%** | **Health Care Equipment–0.04%** | **Health Care Equipment–0.04%** |
| Becton, Dickinson and Co., 3.36%, 06/06/2024 | &nbsp;&nbsp; 881000 | &nbsp;&nbsp;&nbsp;&nbsp; 860860 |
| **Health Care Facilities–0.15%** | **Health Care Facilities–0.15%** | **Health Care Facilities–0.15%** |
| HCA, Inc., 5.38%, 02/01/2025 | &nbsp;&nbsp; 3567000 | &nbsp;&nbsp;&nbsp;&nbsp; 3562798 |
| **Health Care REITs–0.22%** | **Health Care REITs–0.22%** | **Health Care REITs–0.22%** |
| Ventas Realty L.P., 2.65%, 01/15/2025 | &nbsp;&nbsp; 1923000 | &nbsp;&nbsp;&nbsp;&nbsp; 1816789 |
| Welltower, Inc., 3.63%, 03/15/2024 | &nbsp;&nbsp; 3287000 | &nbsp;&nbsp;&nbsp;&nbsp; 3221567 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5038356 |
| **Homebuilding–0.48%** | **Homebuilding–0.48%** | **Homebuilding–0.48%** |
| Lennar Corp., 4.88%, 12/15/2023 | &nbsp;&nbsp; 4748000 | &nbsp;&nbsp;&nbsp;&nbsp; 4722534 |
| Meritage Homes Corp., 6.00%, 06/01/2025 | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5958794 |
| Toll Brothers Finance Corp., 4.88%, 11/15/2025<sup>(b)</sup> | &nbsp;&nbsp; 477000 | &nbsp;&nbsp;&nbsp;&nbsp; 458353 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11139681 |
| **Hotels, Resorts & Cruise Lines–0.53%** | **Hotels, Resorts & Cruise Lines–0.53%** | **Hotels, Resorts & Cruise Lines–0.53%** |
| Expedia Group, Inc., 4.63%, 08/01/2027 | &nbsp;&nbsp;12869000 | &nbsp;&nbsp;&nbsp;&nbsp; 12441788 |
| **Industrial Machinery–0.14%** | **Industrial Machinery–0.14%** | **Industrial Machinery–0.14%** |
| Weir Group PLC (The) (United Kingdom), 2.20%, 05/13/2026<sup>(c)</sup> | &nbsp;&nbsp; 3757000 | &nbsp;&nbsp;&nbsp;&nbsp; 3323305 |
| **Insurance Brokers–0.08%** | **Insurance Brokers–0.08%** | **Insurance Brokers–0.08%** |
| Marsh & McLennan Cos., Inc., 3.88%, 03/15/2024 | &nbsp;&nbsp; 1894000 | &nbsp;&nbsp;&nbsp;&nbsp; 1869143 |
| **Integrated Oil & Gas–0.46%** | **Integrated Oil & Gas–0.46%** | **Integrated Oil & Gas–0.46%** |
| BP Capital Markets PLC (United Kingdom), 4.38%<sup>(d)(f)</sup> | &nbsp;&nbsp; 2849000 | &nbsp;&nbsp;&nbsp;&nbsp; 2717234 |
| Gray Oak Pipeline LLC, 2.60%, 10/15/2025<sup>(c)</sup> | &nbsp;&nbsp; 5056000 | &nbsp;&nbsp;&nbsp;&nbsp; 4592404 |
| Occidental Petroleum Corp., 6.95%, 07/01/2024 | &nbsp;&nbsp; 3305000 | &nbsp;&nbsp;&nbsp;&nbsp; 3354608 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10664246 |
| **Integrated Telecommunication Services–0.15%** | **Integrated Telecommunication Services–0.15%** | **Integrated Telecommunication Services–0.15%** |
| British Telecommunications PLC (United Kingdom), 4.50%, 12/04/2023 | &nbsp;&nbsp; 3571000 | &nbsp;&nbsp;&nbsp;&nbsp; 3541720 |
| **Interactive Home Entertainment–0.58%** | **Interactive Home Entertainment–0.58%** | **Interactive Home Entertainment–0.58%** |
| Take-Two Interactive Software, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/28/2024 | &nbsp;&nbsp; 4211000 | &nbsp;&nbsp;&nbsp;&nbsp; 4100773 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/14/2025 | &nbsp;&nbsp; 7109000 | &nbsp;&nbsp;&nbsp;&nbsp; 6859970 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/14/2027<sup>(b)</sup> | &nbsp;&nbsp; 2602000 | &nbsp;&nbsp;&nbsp;&nbsp; 2469661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13430404 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Interactive Media & Services–0.94%** | **Interactive Media & Services–0.94%** | **Interactive Media & Services–0.94%** | **Interactive Media & Services–0.94%** |
| Meta Platforms, Inc., 3.50%, 08/15/2027<sup>(b)(c)</sup> |  | &nbsp;&nbsp; $8581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8069716 |
| Tencent Holdings Ltd. (China), | Tencent Holdings Ltd. (China), |  |  |
| &nbsp;&nbsp;&nbsp;2.99%, 01/19/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 4039000 | &nbsp;&nbsp;&nbsp;&nbsp; 4027965 |
| &nbsp;&nbsp;&nbsp;3.28%, 04/11/2024<sup>(c)</sup> |  | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 9726963 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21824644 |
| **Internet & Direct Marketing Retail–0.24%** | **Internet & Direct Marketing Retail–0.24%** | **Internet & Direct Marketing Retail–0.24%** | **Internet & Direct Marketing Retail–0.24%** |
| Prosus N.V. (China), 3.26%, 01/19/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 6310000 | &nbsp;&nbsp;&nbsp;&nbsp; 5551840 |
| **Internet Services & Infrastructure–0.10%** | **Internet Services & Infrastructure–0.10%** | **Internet Services & Infrastructure–0.10%** | **Internet Services & Infrastructure–0.10%** |
| VeriSign, Inc., | VeriSign, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/2025 |  | &nbsp;&nbsp; 1764000 | &nbsp;&nbsp;&nbsp;&nbsp; 1773002 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/2027 |  | &nbsp;&nbsp; 554000 | &nbsp;&nbsp;&nbsp;&nbsp; 542937 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315939 |
| **Investment Banking & Brokerage–1.29%** | **Investment Banking & Brokerage–1.29%** | **Investment Banking & Brokerage–1.29%** | **Investment Banking & Brokerage–1.29%** |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/2024 |  | &nbsp;&nbsp; 4853000 | &nbsp;&nbsp;&nbsp;&nbsp; 4913560 |
| &nbsp;&nbsp;&nbsp;3.99% (SOFR + 0.79%), 12/09/2026<sup>(b)(e)</sup> |  | &nbsp;&nbsp; 9326000 | &nbsp;&nbsp;&nbsp;&nbsp; 8949819 |
| &nbsp;&nbsp;&nbsp;4.01% (SOFR + 0.81%), 03/09/2027<sup>(b)(e)</sup> |  | &nbsp;&nbsp; 9157000 | &nbsp;&nbsp;&nbsp;&nbsp; 8728808 |
| &nbsp;&nbsp;&nbsp;4.04% (SOFR + 0.82%), 09/10/2027<sup>(e)</sup> |  | &nbsp;&nbsp; 752000 | &nbsp;&nbsp;&nbsp;&nbsp; 710473 |
| &nbsp;&nbsp;&nbsp;2.64%, 02/24/2028<sup>(d)</sup> |  | &nbsp;&nbsp; 1876000 | &nbsp;&nbsp;&nbsp;&nbsp; 1674895 |
| National Securities Clearing Corp., 5.10%, 11/21/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 5113000 | &nbsp;&nbsp;&nbsp;&nbsp; 5181058 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30158613 |
| **Life & Health Insurance–1.74%** | **Life & Health Insurance–1.74%** | **Life & Health Insurance–1.74%** | **Life & Health Insurance–1.74%** |
| Athene Global Funding, 2.95%, 11/12/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 3126000 | &nbsp;&nbsp;&nbsp;&nbsp; 2813883 |
| Delaware Life Global Funding, Series 22-1, 3.31%, 03/10/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 6041000 | &nbsp;&nbsp;&nbsp;&nbsp; 5665250 |
| Five Corners Funding Trust, 4.42%, 11/15/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 6172000 | &nbsp;&nbsp;&nbsp;&nbsp; 6113887 |
| GA Global Funding Trust, 3.85%, 04/11/2025<sup>(c)</sup> |  | &nbsp;&nbsp;10662000 | &nbsp;&nbsp;&nbsp;&nbsp; 10209849 |
| Northwestern Mutual Global Funding, | Northwestern Mutual Global Funding, |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/01/2025<sup>(c)</sup> |  | &nbsp;&nbsp;10422000 | &nbsp;&nbsp;&nbsp;&nbsp; 10192747 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/15/2027<sup>(b)(c)</sup> |  | &nbsp;&nbsp; 5593000 | &nbsp;&nbsp;&nbsp;&nbsp; 5486990 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40482606 |
| **Life Sciences Tools & Services–0.24%** | **Life Sciences Tools & Services–0.24%** | **Life Sciences Tools & Services–0.24%** | **Life Sciences Tools & Services–0.24%** |
| Thermo Fisher Scientific, Inc., 4.80%, 11/21/2027 |  | &nbsp;&nbsp; 5625000 | &nbsp;&nbsp;&nbsp;&nbsp; 5679610 |
| **Managed Health Care–0.80%** | **Managed Health Care–0.80%** | **Managed Health Care–0.80%** | **Managed Health Care–0.80%** |
| Elevance Health, Inc., 5.35%, 10/15/2025 |  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7104276 |
| Humana, Inc., 2.90%, 12/15/2022 |  | &nbsp;&nbsp; 1616000 | &nbsp;&nbsp;&nbsp;&nbsp; 1614944 |
| UnitedHealth Group, Inc., | UnitedHealth Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/2024<sup>(b)</sup> |  | &nbsp;&nbsp; 5735000 | &nbsp;&nbsp;&nbsp;&nbsp; 5769518 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 3998000 | &nbsp;&nbsp;&nbsp;&nbsp; 4064490 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18553228 |
| **Metal & Glass Containers–0.04%** | **Metal & Glass Containers–0.04%** | **Metal & Glass Containers–0.04%** | **Metal & Glass Containers–0.04%** |
| Ball Corp., 4.88%, 03/15/2026 |  | &nbsp;&nbsp; 846000 | &nbsp;&nbsp;&nbsp;&nbsp; 821838 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Movies & Entertainment–1.64%** | **Movies & Entertainment–1.64%** | **Movies & Entertainment–1.64%** | **Movies & Entertainment–1.64%** |
| Magallanes, Inc., | Magallanes, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.53%, 03/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; $4721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4572108 |
| &nbsp;&nbsp;&nbsp;3.64%, 03/15/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 2954000 | &nbsp;&nbsp;&nbsp;&nbsp; 2822498 |
| Netflix, Inc., | Netflix, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 03/01/2024<sup>(b)</sup> |  | &nbsp;&nbsp; 6120000 | &nbsp;&nbsp;&nbsp;&nbsp; 6138666 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/2025 |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5057782 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/2026 |  | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 9667474 |
| Warnermedia Holdings, Inc., | Warnermedia Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;3.43%, 03/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 3294000 | &nbsp;&nbsp;&nbsp;&nbsp; 3199280 |
| &nbsp;&nbsp;&nbsp;3.79%, 03/15/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 7109000 | &nbsp;&nbsp;&nbsp;&nbsp; 6797576 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38255384 |
| **Multi-Utilities–0.66%** | **Multi-Utilities–0.66%** | **Multi-Utilities–0.66%** | **Multi-Utilities–0.66%** |
| Algonquin Power & Utilities Corp. (Canada), 4.75%, 01/18/2082<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 6396000 | &nbsp;&nbsp;&nbsp;&nbsp; 5256745 |
| Dominion Energy, Inc., 3.07%, 08/15/2024<sup>(g)</sup> |  | &nbsp;&nbsp; 1946000 | &nbsp;&nbsp;&nbsp;&nbsp; 1881684 |
| WEC Energy Group, Inc., | WEC Energy Group, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 09/27/2025 |  | &nbsp;&nbsp; 6044000 | &nbsp;&nbsp;&nbsp;&nbsp; 6074811 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/01/2027<sup>(b)</sup> |  | &nbsp;&nbsp; 2095000 | &nbsp;&nbsp;&nbsp;&nbsp; 2125755 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15338995 |
| **Office REITs–0.41%** | **Office REITs–0.41%** | **Office REITs–0.41%** | **Office REITs–0.41%** |
| Office Properties Income Trust, | Office Properties Income Trust, |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/2024 |  | &nbsp;&nbsp; 9131000 | &nbsp;&nbsp;&nbsp;&nbsp; 8350022 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/15/2026 |  | &nbsp;&nbsp; 1485000 | &nbsp;&nbsp;&nbsp;&nbsp; 1108330 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9458352 |
| **Oil & Gas Equipment & Services–0.21%** | **Oil & Gas Equipment & Services–0.21%** | **Oil & Gas Equipment & Services–0.21%** | **Oil & Gas Equipment & Services–0.21%** |
| Enerflex Ltd. (Canada), 9.00%, 10/15/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 2240000 | &nbsp;&nbsp;&nbsp;&nbsp; 2215640 |
| Schlumberger Holdings Corp., 3.75%, 05/01/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 2761000 | &nbsp;&nbsp;&nbsp;&nbsp; 2715094 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930734 |
| **Oil & Gas Exploration & Production–1.28%** | **Oil & Gas Exploration & Production–1.28%** | **Oil & Gas Exploration & Production–1.28%** | **Oil & Gas Exploration & Production–1.28%** |
| Apache Corp., 7.75%, 12/15/2029 |  | &nbsp;&nbsp; 2027000 | &nbsp;&nbsp;&nbsp;&nbsp; 2093753 |
| Devon Energy Corp., | Devon Energy Corp., |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 10/15/2027 |  | &nbsp;&nbsp; 8657000 | &nbsp;&nbsp;&nbsp;&nbsp; 8691612 |
| &nbsp;&nbsp;&nbsp;5.88%, 06/15/2028<sup>(b)</sup> |  | &nbsp;&nbsp; 9496000 | &nbsp;&nbsp;&nbsp;&nbsp; 9504404 |
| EQT Corp., | EQT Corp., |  |  |
| &nbsp;&nbsp;&nbsp;5.68%, 10/01/2025 |  | &nbsp;&nbsp; 5855000 | &nbsp;&nbsp;&nbsp;&nbsp; 5845983 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 1230000 | &nbsp;&nbsp;&nbsp;&nbsp; 1136810 |
| Galaxy Pipeline Assets Bidco Ltd. (United Arab Emirates), 2.16%, 03/31/2034<sup>(c)</sup> |  | &nbsp;&nbsp; 2930247 | &nbsp;&nbsp;&nbsp;&nbsp; 2482410 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29754972 |
| **Oil & Gas Refining & Marketing–0.02%** | **Oil & Gas Refining & Marketing–0.02%** | **Oil & Gas Refining & Marketing–0.02%** | **Oil & Gas Refining & Marketing–0.02%** |
| Phillips 66, 3.70%, 04/06/2023 |  | &nbsp;&nbsp; 578000 | &nbsp;&nbsp;&nbsp;&nbsp; 576646 |
| **Oil & Gas Storage & Transportation–3.00%** | **Oil & Gas Storage & Transportation–3.00%** | **Oil & Gas Storage & Transportation–3.00%** | **Oil & Gas Storage & Transportation–3.00%** |
| Enbridge, Inc. (Canada), 4.46% (SOFR + 0.63%), 02/16/2024<sup>(e)</sup> |  | &nbsp;&nbsp; 4330000 | &nbsp;&nbsp;&nbsp;&nbsp; 4288458 |
| Energy Transfer L.P., | Energy Transfer L.P., |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/2023 |  | &nbsp;&nbsp; 2774000 | &nbsp;&nbsp;&nbsp;&nbsp; 2765446 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/15/2024 |  | &nbsp;&nbsp; 3596000 | &nbsp;&nbsp;&nbsp;&nbsp; 3610862 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/2025 |  | &nbsp;&nbsp; 1718000 | &nbsp;&nbsp;&nbsp;&nbsp; 1621706 |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/2027 |  | &nbsp;&nbsp;28060000 | &nbsp;&nbsp;&nbsp;&nbsp; 28036120 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** | **Oil & Gas Storage & Transportation–(continued)** |
| Enterprise Products Operating LLC, Series D, 7.63% (3 mo. USD LIBOR + 2.99%), 08/16/2077<sup>(b)(e)</sup> |  | &nbsp;&nbsp; $2375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2181326 |
| Kinder Morgan, Inc., 3.15%, 01/15/2023 |  | &nbsp;&nbsp; 1323000 | &nbsp;&nbsp;&nbsp;&nbsp; 1320485 |
| ONEOK Partners L.P., 4.90%, 03/15/2025 |  | &nbsp;&nbsp; 3950000 | &nbsp;&nbsp;&nbsp;&nbsp; 3911693 |
| ONEOK, Inc., 5.85%, 01/15/2026 |  | &nbsp;&nbsp; 3528000 | &nbsp;&nbsp;&nbsp;&nbsp; 3579777 |
| Plains All American Pipeline L.P./PAA Finance Corp., 3.85%, 10/15/2023 |  | &nbsp;&nbsp; 2760000 | &nbsp;&nbsp;&nbsp;&nbsp; 2723656 |
| Tennessee Gas Pipeline Co. LLC, 7.00%, 10/15/2028 |  | &nbsp;&nbsp;14927000 | &nbsp;&nbsp;&nbsp;&nbsp; 16011440 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70050969 |
| **Other Diversified Financial Services–0.68%** | **Other Diversified Financial Services–0.68%** | **Other Diversified Financial Services–0.68%** | **Other Diversified Financial Services–0.68%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/2024 |  | &nbsp;&nbsp; 4722000 | &nbsp;&nbsp;&nbsp;&nbsp; 4346776 |
| &nbsp;&nbsp;&nbsp;2.45%, 10/29/2026 |  | &nbsp;&nbsp; 2860000 | &nbsp;&nbsp;&nbsp;&nbsp; 2516155 |
| Corebridge Financial, Inc., 3.50%, 04/04/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 7109000 | &nbsp;&nbsp;&nbsp;&nbsp; 6812410 |
| Equitable Holdings, Inc., 3.90%, 04/20/2023 |  | &nbsp;&nbsp; 2135000 | &nbsp;&nbsp;&nbsp;&nbsp; 2126328 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15801669 |
| **Packaged Foods & Meats–0.58%** | **Packaged Foods & Meats–0.58%** | **Packaged Foods & Meats–0.58%** | **Packaged Foods & Meats–0.58%** |
| Conagra Brands, Inc., 4.30%, 05/01/2024 |  | &nbsp;&nbsp; 3601000 | &nbsp;&nbsp;&nbsp;&nbsp; 3558841 |
| General Mills, Inc., 5.24%, 11/18/2025 |  | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 10014484 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13573325 |
| **Paper Packaging–0.58%** | **Paper Packaging–0.58%** | **Paper Packaging–0.58%** | **Paper Packaging–0.58%** |
| Berry Global, Inc., | Berry Global, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 07/15/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 5744000 | &nbsp;&nbsp;&nbsp;&nbsp; 5518720 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/2027 |  | &nbsp;&nbsp; 5640000 | &nbsp;&nbsp;&nbsp;&nbsp; 4763132 |
| Packaging Corp. of America, 3.65%, 09/15/2024 |  | &nbsp;&nbsp; 2303000 | &nbsp;&nbsp;&nbsp;&nbsp; 2248613 |
| Sealed Air Corp., 5.50%, 09/15/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 938000 | &nbsp;&nbsp;&nbsp;&nbsp; 931992 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13462457 |
| **Personal Products–0.47%** | **Personal Products–0.47%** | **Personal Products–0.47%** | **Personal Products–0.47%** |
| GSK Consumer Healthcare Capital US LLC, | GSK Consumer Healthcare Capital US LLC, |  |  |
| &nbsp;&nbsp;&nbsp;3.02%, 03/24/2024 |  | &nbsp;&nbsp; 9352000 | &nbsp;&nbsp;&nbsp;&nbsp; 9081639 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/24/2027 |  | &nbsp;&nbsp; 1932000 | &nbsp;&nbsp;&nbsp;&nbsp; 1804599 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10886238 |
| **Pharmaceuticals–0.56%** | **Pharmaceuticals–0.56%** | **Pharmaceuticals–0.56%** | **Pharmaceuticals–0.56%** |
| Bayer US Finance II LLC, 3.88%, 12/15/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 3649000 | &nbsp;&nbsp;&nbsp;&nbsp; 3591605 |
| Mylan, Inc., 3.13%, 01/15/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 1693000 | &nbsp;&nbsp;&nbsp;&nbsp; 1687327 |
| Takeda Pharmaceutical Co. Ltd. (Japan), 4.40%, 11/26/2023 |  | &nbsp;&nbsp; 1197000 | &nbsp;&nbsp;&nbsp;&nbsp; 1188185 |
| Zoetis, Inc., 5.40%, 11/14/2025 |  | &nbsp;&nbsp; 6594000 | &nbsp;&nbsp;&nbsp;&nbsp; 6695420 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13162537 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Real Estate Development–0.13%** | **Real Estate Development–0.13%** | **Real Estate Development–0.13%** | **Real Estate Development–0.13%** |
| Agile Group Holdings Ltd. (China), | Agile Group Holdings Ltd. (China), |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 01/02/2025<sup>(c)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $86490 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/13/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 640596 |
| &nbsp;&nbsp;&nbsp;5.50%, 05/17/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 413000 | &nbsp;&nbsp;&nbsp;&nbsp; 157792 |
| Country Garden Holdings Co. Ltd. (China), 5.40%, 05/27/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; 193825 |
| Greentown China Holdings Ltd. (China), 4.70%, 04/29/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 987000 | &nbsp;&nbsp;&nbsp;&nbsp; 854742 |
| Logan Group Co. Ltd. (China), 4.25%, 07/12/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 1059000 | &nbsp;&nbsp;&nbsp;&nbsp; 130925 |
| Sino-Ocean Land Treasure Finance I Ltd. (China), 6.00%, 07/30/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 1257000 | &nbsp;&nbsp;&nbsp;&nbsp; 545837 |
| Sino-Ocean Land Treasure IV Ltd. (China), 3.25%, 05/05/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 1054000 | &nbsp;&nbsp;&nbsp;&nbsp; 399815 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010022 |
| **Regional Banks–2.61%** | **Regional Banks–2.61%** | **Regional Banks–2.61%** | **Regional Banks–2.61%** |
| Banque Federative du Credit Mutuel S.A. (France), 4.52%, 07/13/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 9077000 | &nbsp;&nbsp;&nbsp;&nbsp; 8937889 |
| Citizens Financial Group, Inc., 4.30%, 12/03/2025 |  | &nbsp;&nbsp;11908000 | &nbsp;&nbsp;&nbsp;&nbsp; 11630871 |
| Fifth Third Bank N.A., 5.85%, 10/27/2025<sup>(d)</sup> |  | &nbsp;&nbsp; 8271000 | &nbsp;&nbsp;&nbsp;&nbsp; 8341540 |
| KeyCorp, 3.88%, 05/23/2025<sup>(d)</sup> |  | &nbsp;&nbsp; 2930000 | &nbsp;&nbsp;&nbsp;&nbsp; 2874241 |
| PNC Financial Services Group, Inc. (The), 5.67%, 10/28/2025<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 5038000 | &nbsp;&nbsp;&nbsp;&nbsp; 5081121 |
| Santander Holdings USA, Inc., 3.50%, 06/07/2024 |  | &nbsp;&nbsp; 2242000 | &nbsp;&nbsp;&nbsp;&nbsp; 2176517 |
| Santander UK Group Holdings PLC (United Kingdom), 6.83%, 11/21/2026<sup>(d)</sup> |  | &nbsp;&nbsp; 4095000 | &nbsp;&nbsp;&nbsp;&nbsp; 4138626 |
| Synovus Financial Corp., 5.20%, 08/11/2025 |  | &nbsp;&nbsp; 6710000 | &nbsp;&nbsp;&nbsp;&nbsp; 6624677 |
| Truist Financial Corp., | Truist Financial Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.26%, 07/28/2026<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 7457000 | &nbsp;&nbsp;&nbsp;&nbsp; 7325178 |
| &nbsp;&nbsp;&nbsp;4.12%, 06/06/2028<sup>(b)(d)</sup> |  | &nbsp;&nbsp; 3876000 | &nbsp;&nbsp;&nbsp;&nbsp; 3703510 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60834170 |
| **Reinsurance–0.26%** | **Reinsurance–0.26%** | **Reinsurance–0.26%** | **Reinsurance–0.26%** |
| Swiss Re America Holding Corp., 7.00%, 02/15/2026<sup>(b)</sup> |  | &nbsp;&nbsp; 5800000 | &nbsp;&nbsp;&nbsp;&nbsp; 6148015 |
| **Renewable Electricity–0.14%** | **Renewable Electricity–0.14%** | **Renewable Electricity–0.14%** | **Renewable Electricity–0.14%** |
| Adani Green Energy Ltd. (India), 4.38%, 09/08/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 3542000 | &nbsp;&nbsp;&nbsp;&nbsp; 3214365 |
| **Restaurants–0.13%** | **Restaurants–0.13%** | **Restaurants–0.13%** | **Restaurants–0.13%** |
| Aramark Services, Inc., 5.00%, 04/01/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 3034000 | &nbsp;&nbsp;&nbsp;&nbsp; 2962853 |
| **Retail REITs–0.24%** | **Retail REITs–0.24%** | **Retail REITs–0.24%** | **Retail REITs–0.24%** |
| Kite Realty Group L.P., 4.00%, 10/01/2026 |  | &nbsp;&nbsp; 6047000 | &nbsp;&nbsp;&nbsp;&nbsp; 5590895 |
| **Semiconductor Equipment–0.16%** | **Semiconductor Equipment–0.16%** | **Semiconductor Equipment–0.16%** | **Semiconductor Equipment–0.16%** |
| NXP B.V./NXP Funding LLC/NXP USA, Inc. (China), 4.40%, 06/01/2027 |  | &nbsp;&nbsp; 3846000 | &nbsp;&nbsp;&nbsp;&nbsp; 3680704 |
| **Semiconductors–0.86%** | **Semiconductors–0.86%** | **Semiconductors–0.86%** | **Semiconductors–0.86%** |
| Broadcom, Inc., 3.46%, 09/15/2026 |  | &nbsp;&nbsp; 5681000 | &nbsp;&nbsp;&nbsp;&nbsp; 5368603 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Semiconductors–(continued)** | **Semiconductors–(continued)** | **Semiconductors–(continued)** | **Semiconductors–(continued)** |
| Marvell Technology, Inc., 4.20%, 06/22/2023 |  | &nbsp;&nbsp; $3509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3489576 |
| Microchip Technology, Inc., | Microchip Technology, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.33%, 06/01/2023 |  | &nbsp;&nbsp; 3508000 | &nbsp;&nbsp;&nbsp;&nbsp; 3493566 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/2025 |  | &nbsp;&nbsp; 7910000 | &nbsp;&nbsp;&nbsp;&nbsp; 7700629 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20052374 |
| **Sovereign Debt–0.20%** | **Sovereign Debt–0.20%** | **Sovereign Debt–0.20%** | **Sovereign Debt–0.20%** |
| Bahamas Government International Bond (Bahamas), 9.00%, 06/16/2029<sup>(c)</sup> |  | &nbsp;&nbsp; 5529000 | &nbsp;&nbsp;&nbsp;&nbsp; 4565604 |
| **Specialized Finance–1.32%** | **Specialized Finance–1.32%** | **Specialized Finance–1.32%** | **Specialized Finance–1.32%** |
| Blackstone Private Credit Fund, | Blackstone Private Credit Fund, |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 11/22/2024 |  | &nbsp;&nbsp; 3264000 | &nbsp;&nbsp;&nbsp;&nbsp; 3010054 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/15/2025 |  | &nbsp;&nbsp; 3257000 | &nbsp;&nbsp;&nbsp;&nbsp; 3031234 |
| &nbsp;&nbsp;&nbsp;7.05%, 09/29/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 2812000 | &nbsp;&nbsp;&nbsp;&nbsp; 2819504 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/15/2026 |  | &nbsp;&nbsp; 3977000 | &nbsp;&nbsp;&nbsp;&nbsp; 3381297 |
| IP Lending VII Ltd. (Bermuda), Series 2022-7A, Class SNR, 8.00%, 10/11/2027<sup>(c)(h)</sup> |  | &nbsp;&nbsp; 8658000 | &nbsp;&nbsp;&nbsp;&nbsp; 8658000 |
| National Rural Utilities Cooperative Finance Corp., | National Rural Utilities Cooperative Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 06/15/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 3220000 | &nbsp;&nbsp;&nbsp;&nbsp; 3107784 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/30/2025 |  | &nbsp;&nbsp; 6729000 | &nbsp;&nbsp;&nbsp;&nbsp; 6833723 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30841596 |
| **Specialized REITs–0.08%** | **Specialized REITs–0.08%** | **Specialized REITs–0.08%** | **Specialized REITs–0.08%** |
| American Tower Corp., 3.00%, 06/15/2023 |  | &nbsp;&nbsp; 2008000 | &nbsp;&nbsp;&nbsp;&nbsp; 1983461 |
| **Specialty Chemicals–0.41%** | **Specialty Chemicals–0.41%** | **Specialty Chemicals–0.41%** | **Specialty Chemicals–0.41%** |
| Sasol Financing USA LLC (South Africa), 4.38%, 09/18/2026 |  | &nbsp;&nbsp; 7859000 | &nbsp;&nbsp;&nbsp;&nbsp; 7140845 |
| Sherwin-Williams Co. (The), 4.25%, 08/08/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 2373000 | &nbsp;&nbsp;&nbsp;&nbsp; 2339157 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480002 |
| **Steel–0.69%** | **Steel–0.69%** | **Steel–0.69%** | **Steel–0.69%** |
| ArcelorMittal S.A. (Luxembourg), | ArcelorMittal S.A. (Luxembourg), |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 07/16/2024 |  | &nbsp;&nbsp; 3162000 | &nbsp;&nbsp;&nbsp;&nbsp; 3071929 |
| &nbsp;&nbsp;&nbsp;6.55%, 11/29/2027 |  | &nbsp;&nbsp; 7879000 | &nbsp;&nbsp;&nbsp;&nbsp; 7951469 |
| POSCO (South Korea), 2.38%, 01/17/2023<sup>(c)</sup> |  | &nbsp;&nbsp; 5021000 | &nbsp;&nbsp;&nbsp;&nbsp; 5002454 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16025852 |
| **Systems Software–0.17%** | **Systems Software–0.17%** | **Systems Software–0.17%** | **Systems Software–0.17%** |
| Oracle Corp., 5.80%, 11/10/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 3828000 | &nbsp;&nbsp;&nbsp;&nbsp; 3922246 |
| **Tobacco–1.08%** | **Tobacco–1.08%** | **Tobacco–1.08%** | **Tobacco–1.08%** |
| Imperial Brands Finance PLC (United Kingdom), 3.13%, 07/26/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 1988000 | &nbsp;&nbsp;&nbsp;&nbsp; 1897064 |
| Philip Morris International, Inc., | Philip Morris International, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/2024 |  | &nbsp;&nbsp;13913000 | &nbsp;&nbsp;&nbsp;&nbsp; 13915684 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/17/2025<sup>(b)</sup> |  | &nbsp;&nbsp; 6078000 | &nbsp;&nbsp;&nbsp;&nbsp; 6075610 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/17/2027 |  | &nbsp;&nbsp; 3200000 | &nbsp;&nbsp;&nbsp;&nbsp; 3208391 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25096749 |
| **Trading Companies & Distributors–0.79%** | **Trading Companies & Distributors–0.79%** | **Trading Companies & Distributors–0.79%** | **Trading Companies & Distributors–0.79%** |
| Air Lease Corp., | Air Lease Corp., |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/2025 |  | &nbsp;&nbsp; 1685000 | &nbsp;&nbsp;&nbsp;&nbsp; 1569593 |
| &nbsp;&nbsp;&nbsp;1.88%, 08/15/2026 |  | &nbsp;&nbsp; 2972000 | &nbsp;&nbsp;&nbsp;&nbsp; 2599973 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Trading Companies & Distributors–(continued)** | **Trading Companies & Distributors–(continued)** | **Trading Companies & Distributors–(continued)** | **Trading Companies & Distributors–(continued)** |
| Aircastle Ltd., 5.00%, 04/01/2023 |  | $14243000 | &nbsp;&nbsp;&nbsp;&nbsp; $14196160 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18365726 |
| **Trucking–0.99%** | **Trucking–0.99%** | **Trucking–0.99%** | **Trucking–0.99%** |
| Penske Truck Leasing Co. L.P./PTL Finance Corp., | Penske Truck Leasing Co. L.P./PTL Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 07/01/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 2334000 | &nbsp;&nbsp;&nbsp;&nbsp; 2250897 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 4277000 | &nbsp;&nbsp;&nbsp;&nbsp; 4103462 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 3107000 | &nbsp;&nbsp;&nbsp;&nbsp; 2958609 |
| Ryder System, Inc., | Ryder System, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 06/01/2025 |  | &nbsp;&nbsp; 5428000 | &nbsp;&nbsp;&nbsp;&nbsp; 5352623 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/2027<sup>(b)</sup> |  | &nbsp;&nbsp; 2100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1978883 |
| Triton Container International Ltd. (Bermuda), 2.05%, 04/15/2026<sup>(c)</sup> |  | &nbsp;&nbsp; 7407000 | &nbsp;&nbsp;&nbsp;&nbsp; 6443290 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23087764 |
| **Wireless Telecommunication Services–1.13%** | **Wireless Telecommunication Services–1.13%** | **Wireless Telecommunication Services–1.13%** | **Wireless Telecommunication Services–1.13%** |
| Rogers Communications, Inc. (Canada), 3.63%, 12/15/2025 |  | &nbsp;&nbsp; 9755000 | &nbsp;&nbsp;&nbsp;&nbsp; 9288978 |
| Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 4.74%, 03/20/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 7288750 | &nbsp;&nbsp;&nbsp;&nbsp; 7198169 |
| T-Mobile USA, Inc., | T-Mobile USA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/2026 |  | &nbsp;&nbsp; 4316000 | &nbsp;&nbsp;&nbsp;&nbsp; 3956984 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/15/2026 |  | &nbsp;&nbsp; 3619000 | &nbsp;&nbsp;&nbsp;&nbsp; 3323051 |
| VEON Holdings B.V. (Netherlands), 4.00%, 04/09/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 3001000 | &nbsp;&nbsp;&nbsp;&nbsp; 2595865 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26363047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Dollar Denominated Bonds & Notes (Cost $1,672,170,540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Dollar Denominated Bonds & Notes (Cost $1,672,170,540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Dollar Denominated Bonds & Notes (Cost $1,672,170,540) | &nbsp;&nbsp;&nbsp;&nbsp;1602583378 |
| **Asset-Backed Securities–28.17%** | **Asset-Backed Securities–28.17%** | **Asset-Backed Securities–28.17%** | **Asset-Backed Securities–28.17%** |
| American Credit Acceptance Receivables Trust, Series 2019-2, Class D, 3.41%, 06/12/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 828741 | &nbsp;&nbsp;&nbsp;&nbsp; 826065 |
| AmeriCredit Automobile Receivables Trust, | AmeriCredit Automobile Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-3, Class C, 3.74%, 10/18/2024 |  | &nbsp;&nbsp; 1265808 | &nbsp;&nbsp;&nbsp;&nbsp; 1264287 |
| &nbsp;&nbsp;&nbsp;Series 2019-2, Class C, 2.74%, 04/18/2025 |  | &nbsp;&nbsp; 1236717 | &nbsp;&nbsp;&nbsp;&nbsp; 1222950 |
| &nbsp;&nbsp;&nbsp;Series 2019-2, Class D, 2.99%, 06/18/2025 |  | &nbsp;&nbsp; 3700000 | &nbsp;&nbsp;&nbsp;&nbsp; 3586956 |
| &nbsp;&nbsp;&nbsp;Series 2019-3, Class D, 2.58%, 09/18/2025 |  | &nbsp;&nbsp; 1830000 | &nbsp;&nbsp;&nbsp;&nbsp; 1746947 |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.16%, 12/25/2059<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 869478 | &nbsp;&nbsp;&nbsp;&nbsp; 815147 |
| &nbsp;&nbsp;&nbsp;Series 2020-3, Class A1, 1.69%, 04/25/2065<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 2765590 | &nbsp;&nbsp;&nbsp;&nbsp; 2525623 |
| &nbsp;&nbsp;&nbsp;Series 2020-5, Class A1, 1.37%, 05/25/2065<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1678118 | &nbsp;&nbsp;&nbsp;&nbsp; 1491096 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class A1, 1.07%, 05/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 3332425 | &nbsp;&nbsp;&nbsp;&nbsp; 2610184 |
| &nbsp;&nbsp;&nbsp;Series 2021-7, Class A1, 1.98%, 10/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp;11689672 | &nbsp;&nbsp;&nbsp;&nbsp; 9380500 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.88%, 12/25/2066<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 7093932 | &nbsp;&nbsp;&nbsp;&nbsp; 6216263 |
| Angel Oak Mortgage Trust I LLC, Series 2018-3, Class A1, 3.65%, 09/25/2048<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 57194 | &nbsp;&nbsp;&nbsp;&nbsp; 56933 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-5A, Class A, 6.12%, 04/20/2027<sup>(c)</sup> |  | $19000000 | &nbsp;&nbsp;&nbsp;&nbsp; $18993274 |
| Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2, 5.54% (3 mo. USD LIBOR + 1.18%), 07/25/2034<sup>(c)(e)</sup> |  | &nbsp;&nbsp;11812000 | &nbsp;&nbsp;&nbsp;&nbsp; 11481040 |
| BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class A, 3.22%, 04/14/2033<sup>(c)</sup> |  | &nbsp;&nbsp;20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 18513648 |
| Banc of America Mortgage Trust, Series 2004-D, Class 2A2, 3.05%, 05/25/2034<sup>(i)</sup> |  | &nbsp;&nbsp; 15469 | &nbsp;&nbsp;&nbsp;&nbsp; 14381 |
| Bayview MSR Opportunity Master Fund Trust, | Bayview MSR Opportunity Master Fund Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A3, 3.00%, 10/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5910528 | &nbsp;&nbsp;&nbsp;&nbsp; 4961447 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A4, 2.50%, 10/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5909657 | &nbsp;&nbsp;&nbsp;&nbsp; 4785151 |
| &nbsp;&nbsp;&nbsp;Series 2021-4, Class A8, 2.50%, 10/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5620210 | &nbsp;&nbsp;&nbsp;&nbsp; 4794204 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A1, 3.00%, 11/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 6348692 | &nbsp;&nbsp;&nbsp;&nbsp; 5360873 |
| Bear Stearns Adjustable Rate Mortgage Trust, | Bear Stearns Adjustable Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2003-6, Class 1A3, 3.86%, 08/25/2033<sup>(i)</sup> |  | &nbsp;&nbsp; 20449 | &nbsp;&nbsp;&nbsp;&nbsp; 19200 |
| &nbsp;&nbsp;&nbsp;Series 2005-9, Class A1, 0.76% (1 yr. U.S. Treasury Yield Curve Rate + 2.30%), 10/25/2035<sup>(e)</sup> |  | &nbsp;&nbsp; 107138 | &nbsp;&nbsp;&nbsp;&nbsp; 98776 |
| &nbsp;&nbsp;&nbsp;Series 2006-1, Class A1, 0.65% (1 yr. U.S. Treasury Yield Curve Rate + 2.25%), 02/25/2036<sup>(e)</sup> |  | &nbsp;&nbsp; 203450 | &nbsp;&nbsp;&nbsp;&nbsp; 192236 |
| Benchmark Mortgage Trust, Series 2018-B1, Class XA, IO, 0.68%, 01/15/2051<sup>(j)</sup> |  | &nbsp;&nbsp;20695097 | &nbsp;&nbsp;&nbsp;&nbsp; 391611 |
| BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1, 0.97%, 03/25/2060<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1753495 | &nbsp;&nbsp;&nbsp;&nbsp; 1648302 |
| BX Commercial Mortgage Trust, | BX Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-ACNT, Class A, 4.73% (1 mo. USD LIBOR + 0.85%), 11/15/2038<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 3455000 | &nbsp;&nbsp;&nbsp;&nbsp; 3318898 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class A, 4.58% (1 mo. USD LIBOR + 0.70%), 09/15/2036<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 6565000 | &nbsp;&nbsp;&nbsp;&nbsp; 6293640 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class B, 4.83% (1 mo. USD LIBOR + 0.95%), 09/15/2036<sup>(c)(e)</sup> |  | &nbsp;&nbsp;11325000 | &nbsp;&nbsp;&nbsp;&nbsp; 10608729 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class C, 4.98% (1 mo. USD LIBOR + 1.10%), 09/15/2036<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 2795000 | &nbsp;&nbsp;&nbsp;&nbsp; 2597059 |
| &nbsp;&nbsp;&nbsp;Series 2021-VOLT, Class D, 5.53% (1 mo. USD LIBOR + 1.65%), 09/15/2036<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 6464000 | &nbsp;&nbsp;&nbsp;&nbsp; 6044437 |
| &nbsp;&nbsp;&nbsp;Series 2021-XL2, Class B, 4.87% (1 mo. USD LIBOR + 1.00%), 10/15/2038<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 2312154 | &nbsp;&nbsp;&nbsp;&nbsp; 2183793 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| BX Trust, | BX Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-LGCY, Class A, 4.38% (1 mo. USD LIBOR + 0.51%), 10/15/2036<sup>(c)(e)</sup> |  | $25000000 | &nbsp;&nbsp;&nbsp;&nbsp; $23644793 |
| &nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A, 5.76%, 10/13/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 2630000 | &nbsp;&nbsp;&nbsp;&nbsp; 2607990 |
| &nbsp;&nbsp;&nbsp;Series 2022-LBA6, Class A, 4.79% (1 mo. Term SOFR + 1.00%), 01/15/2039<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 5550000 | &nbsp;&nbsp;&nbsp;&nbsp; 5323709 |
| &nbsp;&nbsp;&nbsp;Series 2022-LBA6, Class B, 5.09% (1 mo. Term SOFR + 1.30%), 01/15/2039<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 3435000 | &nbsp;&nbsp;&nbsp;&nbsp; 3263487 |
| &nbsp;&nbsp;&nbsp;Series 2022-LBA6, Class C, 5.39% (1 mo. Term SOFR + 1.60%), 01/15/2039<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 1835000 | &nbsp;&nbsp;&nbsp;&nbsp; 1717486 |
| CarMax Auto Owner Trust, | CarMax Auto Owner Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-4, Class C, 3.85%, 07/15/2024 |  | &nbsp;&nbsp; 1170000 | &nbsp;&nbsp;&nbsp;&nbsp; 1169465 |
| &nbsp;&nbsp;&nbsp;Series 2022-4, Class A4, 5.70%, 07/17/2028 |  | &nbsp;&nbsp;11274000 | &nbsp;&nbsp;&nbsp;&nbsp; 11400181 |
| CCG Receivables Trust, | CCG Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-2, Class B, 2.55%, 03/15/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 1445000 | &nbsp;&nbsp;&nbsp;&nbsp; 1426660 |
| &nbsp;&nbsp;&nbsp;Series 2019-2, Class C, 2.89%, 03/15/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 695000 | &nbsp;&nbsp;&nbsp;&nbsp; 684604 |
| CD Mortgage Trust, Series 2017-CD6, Class XA, IO, 1.02%, 11/13/2050<sup>(j)</sup> |  | &nbsp;&nbsp; 7943891 | &nbsp;&nbsp;&nbsp;&nbsp; 225977 |
| Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1, 5.22% (3 mo. USD LIBOR + 0.98%), 04/20/2031<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 5813000 | &nbsp;&nbsp;&nbsp;&nbsp; 5725695 |
| Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-ATR1, Class A15, 4.00%, 04/25/2049<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 60093 | &nbsp;&nbsp;&nbsp;&nbsp; 56669 |
| &nbsp;&nbsp;&nbsp;Series 2019-ATR2, Class A3, 3.50%, 07/25/2049<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1763393 | &nbsp;&nbsp;&nbsp;&nbsp; 1581819 |
| Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3, 3.09%, 01/25/2036<sup>(i)</sup> |  | &nbsp;&nbsp; 249680 | &nbsp;&nbsp;&nbsp;&nbsp; 217103 |
| CIFC Funding Ltd. (Cayman Islands), | CIFC Funding Ltd. (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-5A, Class A1R2, 5.28% (3 mo. USD LIBOR + 1.20%), 10/17/2031<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 2390000 | &nbsp;&nbsp;&nbsp;&nbsp; 2355806 |
| &nbsp;&nbsp;&nbsp;Series 2016-1A, Class ARR, 5.36% (3 mo. USD LIBOR + 1.08%), 10/21/2031<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 2424000 | &nbsp;&nbsp;&nbsp;&nbsp; 2366597 |
| Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-GC17, Class XA, IO, 1.14%, 11/10/2046<sup>(j)</sup> |  | &nbsp;&nbsp;10553771 | &nbsp;&nbsp;&nbsp;&nbsp; 58488 |
| &nbsp;&nbsp;&nbsp;Series 2014-GC21, Class AA, 3.48%, 05/10/2047 |  | &nbsp;&nbsp; 256923 | &nbsp;&nbsp;&nbsp;&nbsp; 252591 |
| &nbsp;&nbsp;&nbsp;Series 2017-C4, Class XA, IO, 1.19%, 10/12/2050<sup>(j)</sup> |  | &nbsp;&nbsp;20783629 | &nbsp;&nbsp;&nbsp;&nbsp; 738276 |
| Citigroup Mortgage Loan Trust, | Citigroup Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2006-AR1, Class 1A1, 3.15% (1 yr. U.S. Treasury Yield Curve Rate + 2.40%), 10/25/2035<sup>(e)</sup> |  | &nbsp;&nbsp; 444123 | &nbsp;&nbsp;&nbsp;&nbsp; 424988 |
| &nbsp;&nbsp;&nbsp;Series 2021-INV3, Class A3, 2.50%, 05/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5994910 | &nbsp;&nbsp;&nbsp;&nbsp; 4870622 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A4, 3.85%, 08/25/2034<sup>(i)</sup> |  | &nbsp;&nbsp; 71928 | &nbsp;&nbsp;&nbsp;&nbsp; 65485 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| COLT Mortgage Loan Trust, | COLT Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2, Class A1, 1.85%, 03/25/2065<sup>(c)(i)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $248355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $243068 |
| &nbsp;&nbsp;&nbsp;Series 2021-5, Class A1, 1.73%, 11/26/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 8853712 | &nbsp;&nbsp;&nbsp;&nbsp; 7270353 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.28%, 12/27/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 4343221 | &nbsp;&nbsp;&nbsp;&nbsp; 3680512 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class A1, 2.99%, 02/25/2067<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 4278076 | &nbsp;&nbsp;&nbsp;&nbsp; 3788754 |
| &nbsp;&nbsp;&nbsp;Series 2022-5, Class A1, 4.55%, 04/25/2067<sup>(c)(i)</sup> |  | &nbsp;&nbsp;14453174 | &nbsp;&nbsp;&nbsp;&nbsp; 13755019 |
| Commercial Mortgage Trust, | Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-CR5, Class XA, IO, 1.32%, 12/10/2045<sup>(j)</sup> |  | &nbsp;&nbsp; 1947956 | &nbsp;&nbsp;&nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Series 2014-CR20, Class ASB, 3.31%, 11/10/2047 |  | &nbsp;&nbsp; 275065 | &nbsp;&nbsp;&nbsp;&nbsp; 269607 |
| Countrywide Home Loans Mortgage Pass-Through Trust, | Countrywide Home Loans Mortgage Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2005-17, Class 1A8, 5.50%, 09/25/2035 |  | &nbsp;&nbsp; 192633 | &nbsp;&nbsp;&nbsp;&nbsp; 163962 |
| &nbsp;&nbsp;&nbsp;Series 2005-J4, Class A7, 5.50%, 11/25/2035 |  | &nbsp;&nbsp; 326408 | &nbsp;&nbsp;&nbsp;&nbsp; 265781 |
| Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A1, 1.62%, 04/25/2065<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 737402 | &nbsp;&nbsp;&nbsp;&nbsp; 711891 |
| Credit Suisse Mortgage Capital Trust, | Credit Suisse Mortgage Capital Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-AFC1, Class A1, 2.24%, 02/25/2050<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 3866454 | &nbsp;&nbsp;&nbsp;&nbsp; 3565191 |
| &nbsp;&nbsp;&nbsp;Series 2021-INV1, Class A4, 2.50%, 07/25/2056<sup>(c)(i)</sup> |  | &nbsp;&nbsp;14151649 | &nbsp;&nbsp;&nbsp;&nbsp; 12243564 |
| &nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1, 0.81%, 05/25/2065<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1113669 | &nbsp;&nbsp;&nbsp;&nbsp; 993216 |
| &nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1, 1.18%, 02/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 4669656 | &nbsp;&nbsp;&nbsp;&nbsp; 3932146 |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH1, Class A1A, 2.87%, 01/25/2067<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5738387 | &nbsp;&nbsp;&nbsp;&nbsp; 5297681 |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH1, Class A1B, 3.35%, 01/25/2067<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 2955000 | &nbsp;&nbsp;&nbsp;&nbsp; 2437469 |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH2, Class A1, 4.55%, 05/25/2067<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 6269808 | &nbsp;&nbsp;&nbsp;&nbsp; 6006741 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM4, Class A1A, 4.82%, 06/25/2067<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 9848165 | &nbsp;&nbsp;&nbsp;&nbsp; 9518467 |
| Drive Auto Receivables Trust, | Drive Auto Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-3, Class C, 2.90%, 08/15/2025 |  | &nbsp;&nbsp; 65154 | &nbsp;&nbsp;&nbsp;&nbsp; 65080 |
| &nbsp;&nbsp;&nbsp;Series 2019-3, Class D, 3.18%, 10/15/2026 |  | &nbsp;&nbsp; 2885000 | &nbsp;&nbsp;&nbsp;&nbsp; 2847280 |
| Dryden 93 CLO Ltd., Series 2021-93A, Class A1A, 5.16% (3 mo. USD LIBOR + 1.08%), 01/15/2034<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 1705121 | &nbsp;&nbsp;&nbsp;&nbsp; 1663523 |
| Ellington Financial Mortgage Trust, | Ellington Financial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.01%, 05/25/2065<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 374754 | &nbsp;&nbsp;&nbsp;&nbsp; 362347 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A1, 0.80%, 02/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1359647 | &nbsp;&nbsp;&nbsp;&nbsp; 1076765 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.21%, 01/25/2067<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 4018275 | &nbsp;&nbsp;&nbsp;&nbsp; 3340005 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class A1, 5.00%, 08/25/2067<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 5851985 | &nbsp;&nbsp;&nbsp;&nbsp; 5608708 |
| Exeter Automobile Receivables Trust, | Exeter Automobile Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class D, 4.13%, 12/16/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 1439253 | &nbsp;&nbsp;&nbsp;&nbsp; 1436348 |
| &nbsp;&nbsp;&nbsp;Series 2019-4A, Class D, 2.58%, 09/15/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 2784954 | &nbsp;&nbsp;&nbsp;&nbsp; 2733495 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-11IN, Class A6, 3.70%, 11/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; $9652010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8301151 |
| &nbsp;&nbsp;&nbsp;Series 2021-8INV, Class A6, 2.50%, 09/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 2073432 | &nbsp;&nbsp;&nbsp;&nbsp; 1783759 |
| FREMF Mortgage Trust, | FREMF Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-K26, Class C, 3.59%, 12/25/2045<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 787638 | &nbsp;&nbsp;&nbsp;&nbsp; 784841 |
| &nbsp;&nbsp;&nbsp;Series 2013-K27, Class C, 3.67%, 01/25/2046<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 530000 | &nbsp;&nbsp;&nbsp;&nbsp; 527943 |
| &nbsp;&nbsp;&nbsp;Series 2013-K28, Class C, 3.58%, 06/25/2046<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 530000 | &nbsp;&nbsp;&nbsp;&nbsp; 525648 |
| &nbsp;&nbsp;&nbsp;Series 2013-K29, Class C, 3.58%, 05/25/2046<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1915000 | &nbsp;&nbsp;&nbsp;&nbsp; 1889688 |
| &nbsp;&nbsp;&nbsp;Series 2013-K30, Class C, 3.66%, 06/25/2045<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 917000 | &nbsp;&nbsp;&nbsp;&nbsp; 900759 |
| &nbsp;&nbsp;&nbsp;Series 2017-K724, Class B, 5.26%, 12/25/2049<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1395000 | &nbsp;&nbsp;&nbsp;&nbsp; 1355439 |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-NQM3, Class A1, 2.69%, 11/25/2059<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 2054818 | &nbsp;&nbsp;&nbsp;&nbsp; 1911570 |
| &nbsp;&nbsp;&nbsp;Series 2020-NQM2, Class A1, 1.56%, 04/25/2065<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 829743 | &nbsp;&nbsp;&nbsp;&nbsp; 743496 |
| GoldenTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A, 5.31% (3 mo. USD LIBOR + 1.07%), 01/20/2033<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5861784 |
| GoldenTree Loan Management US CLO 2 Ltd., Series 2017-2A, Class AR, 5.15% (3 mo. USD LIBOR + 0.91%), 11/20/2030<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 7612000 | &nbsp;&nbsp;&nbsp;&nbsp; 7508073 |
| GoldenTree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR, 5.31% (3 mo. USD LIBOR + 1.07%), 10/20/2032<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6836256 |
| Golub Capital Partners CLO 35(B) Ltd., Series 2017-35A, Class AR, 5.43% (3 mo. USD LIBOR + 1.19%), 07/20/2029<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 8297310 | &nbsp;&nbsp;&nbsp;&nbsp; 8169665 |
| GS Mortgage Securities Corp. Trust, Series 2022-SHIP, Class A, 4.53% (1 mo. Term SOFR + 0.73%), 08/15/2036<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 2640000 | &nbsp;&nbsp;&nbsp;&nbsp; 2588901 |
| GS Mortgage Securities Trust, Series 2014-GC18, Class AAB, 3.65%, 01/10/2047 |  | &nbsp;&nbsp; 193742 | &nbsp;&nbsp;&nbsp;&nbsp; 191519 |
| GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6, 2.50%, 12/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5109245 | &nbsp;&nbsp;&nbsp;&nbsp; 4364017 |
| GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1, 3.65%, 07/25/2035<sup>(i)</sup> |  | &nbsp;&nbsp; 44845 | &nbsp;&nbsp;&nbsp;&nbsp; 40937 |
| Hertz Vehicle Financing LLC, | Hertz Vehicle Financing LLC, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.21%, 12/26/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 1584000 | &nbsp;&nbsp;&nbsp;&nbsp; 1453540 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 1.56%, 12/26/2025<sup>(c)</sup> |  | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 637937 |
| Hilton Grand Vacations Trust, Series 2019 AA, Class A, 2.34%, 07/25/2033<sup>(c)</sup> |  | &nbsp;&nbsp; 1569910 | &nbsp;&nbsp;&nbsp;&nbsp; 1465255 |
| ICG US CLO Ltd., Series 2016-1A, Class A1RR, 5.66% (3 mo. USD LIBOR + 1.25%), 04/29/2034<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2914314 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| IP Lending II Ltd., Series 2021-2A, Class SNR, 3.65%, 07/15/2025<sup>(c)(h)</sup> |  | &nbsp;&nbsp; $5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4474900 |
| IP Lending III Ltd., Series 2022-3A, Class SNR, 3.38%, 11/02/2026<sup>(c)(h)</sup> |  | &nbsp;&nbsp; 3978000 | &nbsp;&nbsp;&nbsp;&nbsp; 3544000 |
| IP Lending IV Ltd., Series 2022-4A, Class SNR, 6.05%, 04/28/2027<sup>(c)(h)</sup> |  | &nbsp;&nbsp; 6557000 | &nbsp;&nbsp;&nbsp;&nbsp; 6164039 |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class AS, 4.52%, 12/15/2046 |  | &nbsp;&nbsp; 2335000 | &nbsp;&nbsp;&nbsp;&nbsp; 2285485 |
| JP Morgan Mortgage Trust, Series 2007-A1, Class 5A1, 3.35%, 07/25/2035<sup>(i)</sup> |  | &nbsp;&nbsp; 148061 | &nbsp;&nbsp;&nbsp;&nbsp; 142923 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA, IO, 1.29%, 02/15/2048<sup>(j)</sup> |  | &nbsp;&nbsp;25918225 | &nbsp;&nbsp;&nbsp;&nbsp; 503091 |
| KNDL Mortgage Trust, | KNDL Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-KNSQ, Class A, 4.67% (1 mo. USD LIBOR + 0.80%), 05/15/2036<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 7750000 | &nbsp;&nbsp;&nbsp;&nbsp; 7647336 |
| &nbsp;&nbsp;&nbsp;Series 2019-KNSQ, Class C, 4.92% (1 mo. USD LIBOR + 1.05%), 05/15/2036<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 4250000 | &nbsp;&nbsp;&nbsp;&nbsp; 4138741 |
| Lehman Structured Securities Corp., Series 2002-GE1, Class A, 0.00%, 07/26/2024<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 15940 | &nbsp;&nbsp;&nbsp;&nbsp; 2597 |
| Life Mortgage Trust, | Life Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-BMR, Class A, 4.58% (1 mo. USD LIBOR + 0.70%), 03/15/2038<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 7254320 | &nbsp;&nbsp;&nbsp;&nbsp; 6982657 |
| &nbsp;&nbsp;&nbsp;Series 2021-BMR, Class B, 4.76% (1 mo. USD LIBOR + 0.88%), 03/15/2038<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 3519033 | &nbsp;&nbsp;&nbsp;&nbsp; 3340125 |
| Master Credit Card Trust II, Series 2020-1A, Class A, 1.99%, 09/21/2024<sup>(c)</sup> |  | &nbsp;&nbsp;15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 14851962 |
| Med Trust, | Med Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-MDLN, Class A, 4.83% (1 mo. USD LIBOR + 0.95%), 11/15/2038<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 4135000 | &nbsp;&nbsp;&nbsp;&nbsp; 3956151 |
| &nbsp;&nbsp;&nbsp;Series 2021-MDLN, Class B, 5.33% (1 mo. USD LIBOR + 1.45%), 11/15/2038<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 6685000 | &nbsp;&nbsp;&nbsp;&nbsp; 6332691 |
| Mello Mortgage Capital Acceptance Trust, | Mello Mortgage Capital Acceptance Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-INV2, Class A4, 2.50%, 08/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 3900232 | &nbsp;&nbsp;&nbsp;&nbsp; 3355419 |
| &nbsp;&nbsp;&nbsp;Series 2021-INV3, Class A4, 2.50%, 10/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 3802247 | &nbsp;&nbsp;&nbsp;&nbsp; 3269341 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A, 2.39%, 11/25/2035<sup>(i)</sup> |  | &nbsp;&nbsp; 373034 | &nbsp;&nbsp;&nbsp;&nbsp; 337045 |
| MFA Trust, | MFA Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-AEI1, Class A3, 2.50%, 08/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 4321575 | &nbsp;&nbsp;&nbsp;&nbsp; 3511105 |
| &nbsp;&nbsp;&nbsp;Series 2021-AEI1, Class A4, 2.50%, 08/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5228776 | &nbsp;&nbsp;&nbsp;&nbsp; 4460708 |
| &nbsp;&nbsp;&nbsp;Series 2021-INV2, Class A1, 1.91%, 11/25/2056<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 8162688 | &nbsp;&nbsp;&nbsp;&nbsp; 6674005 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| MMAF Equipment Finance LLC, | MMAF Equipment Finance LLC, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2, 0.74%, 04/09/2024<sup>(c)</sup> |  | &nbsp;&nbsp; $1333234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1316089 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class A3, 0.97%, 04/09/2027<sup>(c)</sup> |  | &nbsp;&nbsp; 5800000 | &nbsp;&nbsp;&nbsp;&nbsp; 5367631 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class AS, 3.46%, 05/15/2046 |  | &nbsp;&nbsp; 2235000 | &nbsp;&nbsp;&nbsp;&nbsp; 2198745 |
| Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA, IO, 1.01%, 12/15/2050<sup>(j)</sup> |  | &nbsp;&nbsp; 7163181 | &nbsp;&nbsp;&nbsp;&nbsp; 246765 |
| MVW LLC, Series 2019-2A, Class A, 2.22%, 10/20/2038<sup>(c)</sup> |  | &nbsp;&nbsp; 1552288 | &nbsp;&nbsp;&nbsp;&nbsp; 1465513 |
| MVW Owner Trust, Series 2019-1A, Class A, 2.89%, 11/20/2036<sup>(c)</sup> |  | &nbsp;&nbsp; 1260229 | &nbsp;&nbsp;&nbsp;&nbsp; 1191338 |
| Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR, 5.25% (3 mo. USD LIBOR + 1.02%), 04/19/2030<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 7358155 | &nbsp;&nbsp;&nbsp;&nbsp; 7255612 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-NQM4, Class A1, 2.49%, 09/25/2059<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 715706 | &nbsp;&nbsp;&nbsp;&nbsp; 650838 |
| &nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class A1, 2.46%, 01/26/2060<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1201638 | &nbsp;&nbsp;&nbsp;&nbsp; 1083479 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1, 3.08%, 03/27/2062<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 4027720 | &nbsp;&nbsp;&nbsp;&nbsp; 3554612 |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-EXP1, Class 1A3, 4.00%, 01/25/2059<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 189233 | &nbsp;&nbsp;&nbsp;&nbsp; 178281 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM1, Class A1, 2.31%, 11/25/2061<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 4986345 | &nbsp;&nbsp;&nbsp;&nbsp; 4202431 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1, 2.94%, 01/25/2062<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 6085320 | &nbsp;&nbsp;&nbsp;&nbsp; 5293966 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1A, 2.78%, 01/25/2062<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 3946106 | &nbsp;&nbsp;&nbsp;&nbsp; 3534426 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM2, Class A1B, 3.38%, 01/25/2062<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 3610000 | &nbsp;&nbsp;&nbsp;&nbsp; 2910707 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM7, Class A1, 5.11%, 08/25/2062<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 3686550 | &nbsp;&nbsp;&nbsp;&nbsp; 3583639 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM8, Class A1, 6.10%, 09/25/2062<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 8662899 | &nbsp;&nbsp;&nbsp;&nbsp; 8549622 |
| Oceanview Mortgage Trust, Series 2021-3, Class A5, 2.50%, 07/25/2051<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 4498032 | &nbsp;&nbsp;&nbsp;&nbsp; 3843370 |
| OCP CLO Ltd. (Cayman Islands), | OCP CLO Ltd. (Cayman Islands), |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-13A, Class A1AR, 5.04% (3 mo. USD LIBOR + 0.96%), 07/15/2030<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 5145000 | &nbsp;&nbsp;&nbsp;&nbsp; 5050445 |
| &nbsp;&nbsp;&nbsp;Series 2020-8RA, Class A1, 5.30% (3 mo. USD LIBOR + 1.22%), 01/17/2032<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 9602000 | &nbsp;&nbsp;&nbsp;&nbsp; 9427599 |
| Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1, 5.30% (3 mo. USD LIBOR + 1.22%), 01/15/2033<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 8832000 | &nbsp;&nbsp;&nbsp;&nbsp; 8683667 |
| OHA Loan Funding Ltd., Series 2016-1A, Class AR, 5.50% (3 mo. USD LIBOR + 1.26%), 01/20/2033<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 7550413 | &nbsp;&nbsp;&nbsp;&nbsp; 7399722 |
| Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1, 1.96%, 10/25/2061<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5980045 | &nbsp;&nbsp;&nbsp;&nbsp; 4797665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| PPM CLO 3 Ltd., Series 2019-3A, Class AR, 5.17% (3 mo. USD LIBOR + 1.09%), 04/17/2034<sup>(c)(e)</sup> |  | &nbsp;&nbsp; $3874000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3722565 |
| Prestige Auto Receivables Trust, Series 2019-1A, Class C, 2.70%, 10/15/2024<sup>(c)</sup> |  | &nbsp;&nbsp; 669398 | &nbsp;&nbsp;&nbsp;&nbsp; 667253 |
| PRKCM 2022-AFC2 Trust, Series 2021-AFC2, Class M1, 5.34%, 08/25/2057<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 6281002 | &nbsp;&nbsp;&nbsp;&nbsp; 6139391 |
| Progress Residential Trust, | Progress Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-SFR1, Class A, 1.73%, 04/17/2037<sup>(c)</sup> |  | &nbsp;&nbsp; 5000151 | &nbsp;&nbsp;&nbsp;&nbsp; 4561630 |
| &nbsp;&nbsp;&nbsp;Series 2021-SFR10, Class A, 2.39%, 12/17/2040<sup>(c)</sup> |  | &nbsp;&nbsp; 3725000 | &nbsp;&nbsp;&nbsp;&nbsp; 3038430 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR5, Class A, 4.45%, 06/17/2039<sup>(c)</sup> |  | &nbsp;&nbsp; 8716874 | &nbsp;&nbsp;&nbsp;&nbsp; 8250674 |
| Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8, 6.00%, 09/25/2036 |  | &nbsp;&nbsp; 3228 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 |
| Residential Mortgage Loan Trust, | Residential Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-3, Class A1, 2.63%, 09/25/2059<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 229151 | &nbsp;&nbsp;&nbsp;&nbsp; 221803 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.38%, 01/26/2060<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 817539 | &nbsp;&nbsp;&nbsp;&nbsp; 764472 |
| RUN Trust, Series 2022-NQM1, Class A1, 4.00%, 03/25/2067<sup>(c)</sup> |  | &nbsp;&nbsp; 3340758 | &nbsp;&nbsp;&nbsp;&nbsp; 3040504 |
| Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-2, Class D, 3.22%, 07/15/2025 |  | &nbsp;&nbsp; 1518147 | &nbsp;&nbsp;&nbsp;&nbsp; 1506784 |
| &nbsp;&nbsp;&nbsp;Series 2019-3, Class D, 2.68%, 10/15/2025 |  | &nbsp;&nbsp; 1253230 | &nbsp;&nbsp;&nbsp;&nbsp; 1245998 |
| Sequoia Mortgage Trust, | Sequoia Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-3, Class A1, 2.00%, 03/25/2043<sup>(i)</sup> |  | &nbsp;&nbsp; 504990 | &nbsp;&nbsp;&nbsp;&nbsp; 424125 |
| &nbsp;&nbsp;&nbsp;Series 2013-6, Class A2, 3.00%, 05/25/2043<sup>(i)</sup> |  | &nbsp;&nbsp; 695084 | &nbsp;&nbsp;&nbsp;&nbsp; 612782 |
| &nbsp;&nbsp;&nbsp;Series 2013-7, Class A2, 3.00%, 06/25/2043<sup>(i)</sup> |  | &nbsp;&nbsp; 430261 | &nbsp;&nbsp;&nbsp;&nbsp; 378556 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class A, 2.34%, 08/20/2036<sup>(c)</sup> |  | &nbsp;&nbsp; 1661145 | &nbsp;&nbsp;&nbsp;&nbsp; 1559011 |
| Sonic Capital LLC, Series 2021-1A, Class A2I, 2.19%, 08/20/2051<sup>(c)</sup> |  | &nbsp;&nbsp; 4556217 | &nbsp;&nbsp;&nbsp;&nbsp; 3645530 |
| STAR Trust, Series 2021-SFR1, Class A, 4.50% (1 mo. USD LIBOR + 0.60%), 04/17/2038<sup>(c)(e)</sup> |  | &nbsp;&nbsp;18579790 | &nbsp;&nbsp;&nbsp;&nbsp; 17786334 |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.28%, 02/25/2050<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 106077 | &nbsp;&nbsp;&nbsp;&nbsp; 101917 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV1, Class A1, 1.03%, 11/25/2055<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1475795 | &nbsp;&nbsp;&nbsp;&nbsp; 1364295 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.45%, 12/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5277208 | &nbsp;&nbsp;&nbsp;&nbsp; 4424185 |
| Structured Asset Securities Corp. Pass-Through Ctfs., Series 2002-AL1, Class AIO, 3.45%, 02/25/2032<sup>(i)</sup> |  | &nbsp;&nbsp; 471903 | &nbsp;&nbsp;&nbsp;&nbsp; 25917 |
| Textainer Marine Containers Ltd., Series 2021-3A, CLass A, 1.94%, 08/20/2046<sup>(c)</sup> |  | &nbsp;&nbsp; 2475000 | &nbsp;&nbsp;&nbsp;&nbsp; 2024863 |
| Textainer Marine Containers VII Ltd., Series 2021-2A, Class A, 2.23%, 04/20/2046<sup>(c)</sup> |  | &nbsp;&nbsp; 7248667 | &nbsp;&nbsp;&nbsp;&nbsp; 6165707 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| TICP CLO XV Ltd., Series 2020-15A, Class A, 5.52% (3 mo. USD LIBOR + 1.28%), 04/20/2033<sup>(c)(e)</sup> |  | &nbsp;&nbsp; $7162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7025012 |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, 04/25/2057<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 577987 | &nbsp;&nbsp;&nbsp;&nbsp; 570031 |
| UBS Commercial Mortgage Trust, Series 2017-C5, Class XA, IO, 1.22%, 11/15/2050<sup>(j)</sup> |  | &nbsp;&nbsp;11901781 | &nbsp;&nbsp;&nbsp;&nbsp; 398726 |
| Vendee Mortgage Trust, Series 1995-2B, Class 2, IO, 0.79%, 06/15/2025<sup>(k)</sup> |  | &nbsp;&nbsp; 510373 | &nbsp;&nbsp;&nbsp;&nbsp; 3571 |
| Verus Securitization Trust, | Verus Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A1, 2.42%, 01/25/2060<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 1312468 | &nbsp;&nbsp;&nbsp;&nbsp; 1238500 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV1, Class A1, 0.33%, 03/25/2060<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 351476 | &nbsp;&nbsp;&nbsp;&nbsp; 336737 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class A1B, 1.32%, 01/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 2786077 | &nbsp;&nbsp;&nbsp;&nbsp; 2238808 |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class A1, 1.03%, 02/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 1700232 | &nbsp;&nbsp;&nbsp;&nbsp; 1412255 |
| &nbsp;&nbsp;&nbsp;Series 2021-7, Class A1, 1.83%, 10/25/2066<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 5864200 | &nbsp;&nbsp;&nbsp;&nbsp; 4936177 |
| &nbsp;&nbsp;&nbsp;Series 2021-R1, Class A1, 0.82%, 10/25/2063<sup>(c)(i)</sup> |  | &nbsp;&nbsp; 2157257 | &nbsp;&nbsp;&nbsp;&nbsp; 1885352 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.72%, 01/25/2067<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 3985556 | &nbsp;&nbsp;&nbsp;&nbsp; 3470970 |
| &nbsp;&nbsp;&nbsp;Series 2022-7, Class A1, 5.15%, 07/25/2067<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 2137529 | &nbsp;&nbsp;&nbsp;&nbsp; 2075521 |
| &nbsp;&nbsp;&nbsp;Series 2022-INV2, Class A1, 6.79%, 10/25/2067<sup>(c)(g)</sup> |  | &nbsp;&nbsp; 3154930 | &nbsp;&nbsp;&nbsp;&nbsp; 3153503 |
| Visio Trust, Series 2020-1R, Class A1, 1.31%, 11/25/2055<sup>(c)</sup> |  | &nbsp;&nbsp; 1480599 | &nbsp;&nbsp;&nbsp;&nbsp; 1329220 |
| WaMu Mortgage Pass-Through Ctfs. Trust, | WaMu Mortgage Pass-Through Ctfs. Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2003-AR10, Class A7, 4.24%, 10/25/2033<sup>(i)</sup> |  | &nbsp;&nbsp; 94398 | &nbsp;&nbsp;&nbsp;&nbsp; 87351 |
| &nbsp;&nbsp;&nbsp;Series 2005-AR14, Class 1A4, 3.88%, 12/25/2035<sup>(i)</sup> |  | &nbsp;&nbsp; 38203 | &nbsp;&nbsp;&nbsp;&nbsp; 35283 |
| &nbsp;&nbsp;&nbsp;Series 2005-AR16, Class 1A1, 2.82%, 12/25/2035<sup>(i)</sup> |  | &nbsp;&nbsp; 176252 | &nbsp;&nbsp;&nbsp;&nbsp; 158696 |
| Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2015-NXS1, Class A2, 2.63%, 05/15/2048 |  | &nbsp;&nbsp; 19143 | &nbsp;&nbsp;&nbsp;&nbsp; 19102 |
| &nbsp;&nbsp;&nbsp;Series 2017-C42, Class XA, IO, 1.01%, 12/15/2050<sup>(j)</sup> |  | &nbsp;&nbsp;11792256 | &nbsp;&nbsp;&nbsp;&nbsp; 409961 |
| Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, 06/15/2049<sup>(c)</sup> |  | &nbsp;&nbsp; 6387500 | &nbsp;&nbsp;&nbsp;&nbsp; 5884512 |
| WFRBS Commercial Mortgage Trust, | WFRBS Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-C10, Class XA, IO, 1.49%, 12/15/2045<sup>(c)(j)</sup> |  | &nbsp;&nbsp; 493193 | &nbsp;&nbsp;&nbsp;&nbsp; 15 |
| &nbsp;&nbsp;&nbsp;Series 2013-C16, Class B, 5.15%, 09/15/2046<sup>(i)</sup> |  | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; 4279883 |
| Zaxby's Funding LLC, Series 2021-1A, Class A2, 3.24%, 07/30/2051<sup>(c)</sup> |  | &nbsp;&nbsp; 9870063 | &nbsp;&nbsp;&nbsp;&nbsp; 8050339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $716,091,643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $716,091,643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $716,091,643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656690873 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Agency Credit Risk Transfer Notes–0.76%** | **Agency Credit Risk Transfer Notes–0.76%** | **Agency Credit Risk Transfer Notes–0.76%** | **Agency Credit Risk Transfer Notes–0.76%** |
| Fannie Mae Connecticut Avenue Securities, | Fannie Mae Connecticut Avenue Securities, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-C02, Class 1M2, 10.02% (1 mo. USD LIBOR + 6.00%), 09/25/2028<sup>(e)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $900009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $928573 |
| &nbsp;&nbsp;&nbsp;Series 2018-R07, Class 1M2, 6.44% (1 mo. USD LIBOR + 2.40%), 04/25/2031<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 267667 | &nbsp;&nbsp;&nbsp;&nbsp; 266563 |
| &nbsp;&nbsp;&nbsp;Series 2019-R02, Class 1M2, 6.32% (1 mo. USD LIBOR + 2.30%), 08/25/2031<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 70823 | &nbsp;&nbsp;&nbsp;&nbsp; 70700 |
| &nbsp;&nbsp;&nbsp;Series 2019-R03, Class 1M2, 6.17% (1 mo. USD LIBOR + 2.15%), 09/25/2031<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 80327 | &nbsp;&nbsp;&nbsp;&nbsp; 80039 |
| &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1M1, 5.62% (30 Day Average SOFR + 2.10%), 03/25/2042<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 6263299 | &nbsp;&nbsp;&nbsp;&nbsp; 6192276 |
| &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1M1, 5.52% (30 Day Average SOFR + 2.00%), 03/25/2042<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 3275132 | &nbsp;&nbsp;&nbsp;&nbsp; 3235942 |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2013-DN2, Class M2, STACR<sup>®</sup>, 8.27% (1 mo. USD LIBOR + 4.25%), 11/25/2023<sup>(e)</sup> |  | &nbsp;&nbsp; 1233519 | &nbsp;&nbsp;&nbsp;&nbsp; 1252726 |
| &nbsp;&nbsp;&nbsp;Series 2014-DN1, Class M3, STACR<sup>®</sup>, 8.52% (1 mo. USD LIBOR + 4.50%), 02/25/2024<sup>(e)</sup> |  | &nbsp;&nbsp; 729270 | &nbsp;&nbsp;&nbsp;&nbsp; 736896 |
| &nbsp;&nbsp;&nbsp;Series 2014-DN3, Class M3, STACR<sup>®</sup>, 8.02% (1 mo. USD LIBOR + 4.00%), 08/25/2024<sup>(e)</sup> |  | &nbsp;&nbsp; 460809 | &nbsp;&nbsp;&nbsp;&nbsp; 461584 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M1, STACR<sup>®</sup>, 5.82% (30 Day Average SOFR + 2.30%), 08/25/2042<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 2787860 | &nbsp;&nbsp;&nbsp;&nbsp; 2758935 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA6, Class M1, STACR<sup>®</sup>, 5.67% (30 Day Average SOFR + 2.15%), 09/25/2042<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 1578135 | &nbsp;&nbsp;&nbsp;&nbsp; 1568912 |
| &nbsp;&nbsp;&nbsp;Series 2018-HRP1, Class M2, STACR<sup>®</sup>, 5.67% (1 mo. USD LIBOR + 1.65%), 04/25/2043<sup>(c)(e)</sup> |  | &nbsp;&nbsp; 257898 | &nbsp;&nbsp;&nbsp;&nbsp; 257595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $18,011,637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $18,011,637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $18,011,637) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17810741 |
| **U.S. Government Sponsored Agency Mortgage-Backed Securities–0.76%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–0.76%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–0.76%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–0.76%** |
| **Collateralized Mortgage Obligations–0.43%** | **Collateralized Mortgage Obligations–0.43%** | **Collateralized Mortgage Obligations–0.43%** | **Collateralized Mortgage Obligations–0.43%** |
| Fannie Mae Interest STRIPS, | Fannie Mae Interest STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp;IO,<br> 7.50%, 05/25/2023 to 11/25/2029<sup>(k)</sup> |  | &nbsp;&nbsp; 421089 | &nbsp;&nbsp;&nbsp;&nbsp; 70564 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/25/2032 to 07/25/2032<sup>(k)</sup> |  | &nbsp;&nbsp; 245918 | &nbsp;&nbsp;&nbsp;&nbsp; 40733 |
| &nbsp;&nbsp;&nbsp;6.00%, 12/25/2032 to 09/25/2035<sup>(k)</sup> |  | &nbsp;&nbsp; 605693 | &nbsp;&nbsp;&nbsp;&nbsp; 95352 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/25/2033 to 06/25/2035<sup>(k)</sup> |  | &nbsp;&nbsp; 485475 | &nbsp;&nbsp;&nbsp;&nbsp; 81642 |
| &nbsp;&nbsp;&nbsp;PO,<br> 0.00%, 09/25/2032<sup>(l)</sup> |  | &nbsp;&nbsp; 19706 | &nbsp;&nbsp;&nbsp;&nbsp; 17086 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| Fannie Mae REMICs, | Fannie Mae REMICs, |  |  |
| &nbsp;&nbsp;&nbsp;6.50%, 06/25/2023 to 11/25/2029 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $51595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $52856 |
| &nbsp;&nbsp;&nbsp;5.02% (1 mo. USD LIBOR + 1.00%), 04/25/2032<sup>(e)</sup> |  | &nbsp;&nbsp; 36576 | &nbsp;&nbsp;&nbsp;&nbsp; 36898 |
| &nbsp;&nbsp;&nbsp;4.41% (1 mo. USD LIBOR + 0.50%), 10/18/2032<sup>(e)</sup> |  | &nbsp;&nbsp; 16964 | &nbsp;&nbsp;&nbsp;&nbsp; 16814 |
| &nbsp;&nbsp;&nbsp;4.42% (1 mo. USD LIBOR + 0.40%), 11/25/2033 to 03/25/2042<sup>(e)</sup> |  | &nbsp;&nbsp; 79551 | &nbsp;&nbsp;&nbsp;&nbsp; 78346 |
| &nbsp;&nbsp;&nbsp;5.50%, 04/25/2035 to 07/25/2046<sup>(k)</sup> |  | &nbsp;&nbsp; 2758014 | &nbsp;&nbsp;&nbsp;&nbsp; 2053749 |
| &nbsp;&nbsp;&nbsp;9.84% (24.57% - (3.67 x 1 mo. USD LIBOR)), 03/25/2036<sup>(e)</sup> |  | &nbsp;&nbsp; 64460 | &nbsp;&nbsp;&nbsp;&nbsp; 76458 |
| &nbsp;&nbsp;&nbsp;9.47% (24.20% - (3.67 x 1 mo. USD LIBOR)), 06/25/2036<sup>(e)</sup> |  | &nbsp;&nbsp; 219771 | &nbsp;&nbsp;&nbsp;&nbsp; 250183 |
| &nbsp;&nbsp;&nbsp;9.47% (24.20% - (3.67 x 1 mo. USD LIBOR)), 06/25/2036<sup>(e)</sup> |  | &nbsp;&nbsp; 30765 | &nbsp;&nbsp;&nbsp;&nbsp; 34467 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/25/2040 |  | &nbsp;&nbsp; 99913 | &nbsp;&nbsp;&nbsp;&nbsp; 98824 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/25/2041 to 08/25/2047<sup>(k)</sup> |  | &nbsp;&nbsp; 883946 | &nbsp;&nbsp;&nbsp;&nbsp; 181339 |
| &nbsp;&nbsp;&nbsp;4.47% (1 mo. USD LIBOR + 0.45%), 02/25/2047<sup>(e)</sup> |  | &nbsp;&nbsp; 49470 | &nbsp;&nbsp;&nbsp;&nbsp; 48656 |
| &nbsp;&nbsp;&nbsp;IO,<br> 2.68% (6.70% - (1.00 x 1 mo. USD LIBOR)), 02/25/2024 to 02/25/2035<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 624653 | &nbsp;&nbsp;&nbsp;&nbsp; 50170 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/25/2027<sup>(k)</sup> |  | &nbsp;&nbsp; 738268 | &nbsp;&nbsp;&nbsp;&nbsp; 34092 |
| &nbsp;&nbsp;&nbsp;3.99% (7.90% - (1.00 x 1 mo. USD LIBOR)), 11/18/2031 to 12/18/2031<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 133106 | &nbsp;&nbsp;&nbsp;&nbsp; 12567 |
| &nbsp;&nbsp;&nbsp;3.88% (7.90% - (1.00 x 1 mo. USD LIBOR)), 11/25/2031<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 27551 | &nbsp;&nbsp;&nbsp;&nbsp; 2803 |
| &nbsp;&nbsp;&nbsp;3.93% (7.95% - (1.00 x 1 mo. USD LIBOR)), 01/25/2032 to 07/25/2032<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 148764 | &nbsp;&nbsp;&nbsp;&nbsp; 12450 |
| &nbsp;&nbsp;&nbsp;4.09% (8.00% - (1.00 x 1 mo. USD LIBOR)), 03/18/2032<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 55227 | &nbsp;&nbsp;&nbsp;&nbsp; 5761 |
| &nbsp;&nbsp;&nbsp;4.08% (8.10% - (1.00 x 1 mo. USD LIBOR)), 03/25/2032 to 04/25/2032<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 76600 | &nbsp;&nbsp;&nbsp;&nbsp; 8176 |
| &nbsp;&nbsp;&nbsp;2.98% (7.00% - (1.00 x 1 mo. USD LIBOR)), 04/25/2032<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 52253 | &nbsp;&nbsp;&nbsp;&nbsp; 3916 |
| &nbsp;&nbsp;&nbsp;3.78% (7.80% - (1.00 x 1 mo. USD LIBOR)), 04/25/2032<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 25291 | &nbsp;&nbsp;&nbsp;&nbsp; 2689 |
| &nbsp;&nbsp;&nbsp;3.98% (8.00% - (1.00 x 1 mo. USD LIBOR)), 07/25/2032 to 09/25/2032<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 165810 | &nbsp;&nbsp;&nbsp;&nbsp; 18754 |
| &nbsp;&nbsp;&nbsp;4.19% (8.10% - (1.00 x 1 mo. USD LIBOR)), 12/18/2032<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 117971 | &nbsp;&nbsp;&nbsp;&nbsp; 10866 |
| &nbsp;&nbsp;&nbsp;4.23% (8.25% - (1.00 x 1 mo. USD LIBOR)), 02/25/2033 to 05/25/2033<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 143560 | &nbsp;&nbsp;&nbsp;&nbsp; 19487 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/25/2033<sup>(k)</sup> |  | &nbsp;&nbsp; 701139 | &nbsp;&nbsp;&nbsp;&nbsp; 127042 |
| &nbsp;&nbsp;&nbsp;2.03% (6.05% - (1.00 x 1 mo. USD LIBOR)), 03/25/2035 to 07/25/2038<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 331357 | &nbsp;&nbsp;&nbsp;&nbsp; 18874 |
| &nbsp;&nbsp;&nbsp;2.73% (6.75% - (1.00 x 1 mo. USD LIBOR)), 03/25/2035 to 05/25/2035<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 228004 | &nbsp;&nbsp;&nbsp;&nbsp; 8938 |
| &nbsp;&nbsp;&nbsp;2.58% (6.60% - (1.00 x 1 mo. USD LIBOR)), 05/25/2035<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 130273 | &nbsp;&nbsp;&nbsp;&nbsp; 8041 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/25/2035<sup>(k)</sup> |  | &nbsp;&nbsp; 3054814 | &nbsp;&nbsp;&nbsp;&nbsp; 384307 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| &nbsp;&nbsp;&nbsp;2.52% (6.54% - (1.00 x 1 mo. USD LIBOR)), 06/25/2037<sup>(e)(k)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $111839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8642 |
| &nbsp;&nbsp;&nbsp;2.53% (6.55% - (1.00 x 1 mo. USD LIBOR)), 10/25/2041<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 334327 | &nbsp;&nbsp;&nbsp;&nbsp; 23074 |
| &nbsp;&nbsp;&nbsp;2.13% (6.15% - (1.00 x 1 mo. USD LIBOR)), 12/25/2042<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 589203 | &nbsp;&nbsp;&nbsp;&nbsp; 62714 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/25/2043<sup>(k)</sup> |  | &nbsp;&nbsp; 210625 | &nbsp;&nbsp;&nbsp;&nbsp; 31808 |
| &nbsp;&nbsp;&nbsp;1.88% (5.90% - (1.00 x 1 mo. USD LIBOR)), 09/25/2047<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 4800476 | &nbsp;&nbsp;&nbsp;&nbsp; 353179 |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., | Freddie Mac Multifamily Structured Pass-Through Ctfs., |  |  |
| &nbsp;&nbsp;&nbsp;Series KC02, Class X1, IO,<br> 1.91%, 03/25/2024<sup>(j)</sup> |  | &nbsp;&nbsp;51121179 | &nbsp;&nbsp;&nbsp;&nbsp; 221697 |
| &nbsp;&nbsp;&nbsp;Series KC03, Class X1, IO,<br> 0.63%, 11/25/2024<sup>(j)</sup> |  | &nbsp;&nbsp;35712235 | &nbsp;&nbsp;&nbsp;&nbsp; 359358 |
| &nbsp;&nbsp;&nbsp;Series K734, Class X1, IO,<br> 0.79%, 02/25/2026<sup>(j)</sup> |  | &nbsp;&nbsp;27290943 | &nbsp;&nbsp;&nbsp;&nbsp; 446021 |
| &nbsp;&nbsp;&nbsp;Series K735, Class X1, IO,<br> 1.10%, 05/25/2026<sup>(j)</sup> |  | &nbsp;&nbsp;26780577 | &nbsp;&nbsp;&nbsp;&nbsp; 713657 |
| &nbsp;&nbsp;&nbsp;Series K093, Class X1, IO,<br> 1.09%, 05/25/2029<sup>(j)</sup> |  | &nbsp;&nbsp;22258159 | &nbsp;&nbsp;&nbsp;&nbsp; 1080812 |
| Freddie Mac REMICs, | Freddie Mac REMICs, |  |  |
| &nbsp;&nbsp;&nbsp;2.74% (COF 11 + 1.45%), 12/15/2023<sup>(e)</sup> |  | &nbsp;&nbsp; 97058 | &nbsp;&nbsp;&nbsp;&nbsp; 97341 |
| &nbsp;&nbsp;&nbsp;6.50%, 04/15/2028 to 06/15/2032 |  | &nbsp;&nbsp; 607863 | &nbsp;&nbsp;&nbsp;&nbsp; 629524 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/2029 to 04/15/2029 |  | &nbsp;&nbsp; 277512 | &nbsp;&nbsp;&nbsp;&nbsp; 282761 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/15/2029 |  | &nbsp;&nbsp; 39932 | &nbsp;&nbsp;&nbsp;&nbsp; 41949 |
| &nbsp;&nbsp;&nbsp;8.00%, 03/15/2030 |  | &nbsp;&nbsp; 24773 | &nbsp;&nbsp;&nbsp;&nbsp; 26114 |
| &nbsp;&nbsp;&nbsp;4.82% (1 mo. USD LIBOR + 0.95%), 08/15/2031 to 01/15/2032<sup>(e)</sup> |  | &nbsp;&nbsp; 51946 | &nbsp;&nbsp;&nbsp;&nbsp; 52352 |
| &nbsp;&nbsp;&nbsp;4.87% (1 mo. USD LIBOR + 1.00%), 12/15/2031 to 03/15/2032<sup>(e)</sup> |  | &nbsp;&nbsp; 105800 | &nbsp;&nbsp;&nbsp;&nbsp; 106184 |
| &nbsp;&nbsp;&nbsp;4.37% (1 mo. USD LIBOR + 0.50%), 01/15/2033<sup>(e)</sup> |  | &nbsp;&nbsp; 2261 | &nbsp;&nbsp;&nbsp;&nbsp; 2245 |
| &nbsp;&nbsp;&nbsp;5.00%, 08/15/2035 |  | &nbsp;&nbsp; 1051284 | &nbsp;&nbsp;&nbsp;&nbsp; 1056917 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/2038 to 03/15/2045<sup>(k)</sup> |  | &nbsp;&nbsp; 345557 | &nbsp;&nbsp;&nbsp;&nbsp; 79448 |
| &nbsp;&nbsp;&nbsp;IO,<br> 2.13% (6.00% - (1.00 x 1 mo. USD LIBOR)), 03/15/2024 to 04/15/2038<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 105478 | &nbsp;&nbsp;&nbsp;&nbsp; 3263 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/2027 to 12/15/2027<sup>(k)</sup> |  | &nbsp;&nbsp; 2519485 | &nbsp;&nbsp;&nbsp;&nbsp; 119811 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/2028<sup>(k)</sup> |  | &nbsp;&nbsp; 548201 | &nbsp;&nbsp;&nbsp;&nbsp; 24317 |
| &nbsp;&nbsp;&nbsp;4.80% (8.70% - (1.00 x 1 mo. USD LIBOR)), 07/17/2028<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 12066 | &nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;4.18% (8.05% - (1.00 x 1 mo. USD LIBOR)), 02/15/2029<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 127696 | &nbsp;&nbsp;&nbsp;&nbsp; 9228 |
| &nbsp;&nbsp;&nbsp;3.88% (7.75% - (1.00 x 1 mo. USD LIBOR)), 06/15/2029<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 113330 | &nbsp;&nbsp;&nbsp;&nbsp; 5999 |
| &nbsp;&nbsp;&nbsp;4.23% (8.10% - (1.00 x 1 mo. USD LIBOR)), 06/15/2029 to 09/15/2029<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 74729 | &nbsp;&nbsp;&nbsp;&nbsp; 4759 |
| &nbsp;&nbsp;&nbsp;2.83% (6.70% - (1.00 x 1 mo. USD LIBOR)), 01/15/2035<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 360748 | &nbsp;&nbsp;&nbsp;&nbsp; 18977 |
| &nbsp;&nbsp;&nbsp;2.88% (6.75% - (1.00 x 1 mo. USD LIBOR)), 02/15/2035<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 73557 | &nbsp;&nbsp;&nbsp;&nbsp; 4139 |
| &nbsp;&nbsp;&nbsp;2.85% (6.72% - (1.00 x 1 mo. USD LIBOR)), 05/15/2035<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 239695 | &nbsp;&nbsp;&nbsp;&nbsp; 13869 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** | **Collateralized Mortgage Obligations–(continued)** |
| &nbsp;&nbsp;&nbsp;2.28% (6.15% - (1.00 x 1 mo. USD LIBOR)), 07/15/2035<sup>(e)(k)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $318819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13242 |
| &nbsp;&nbsp;&nbsp;3.13% (7.00% - (1.00 x 1 mo. USD LIBOR)), 12/15/2037<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 47074 | &nbsp;&nbsp;&nbsp;&nbsp; 4988 |
| &nbsp;&nbsp;&nbsp;2.20% (6.07% - (1.00 x 1 mo. USD LIBOR)), 05/15/2038<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 666995 | &nbsp;&nbsp;&nbsp;&nbsp; 53577 |
| &nbsp;&nbsp;&nbsp;2.38% (6.25% - (1.00 x 1 mo. USD LIBOR)), 12/15/2039<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 138058 | &nbsp;&nbsp;&nbsp;&nbsp; 9493 |
| &nbsp;&nbsp;&nbsp;2.23% (6.10% - (1.00 x 1 mo. USD LIBOR)), 01/15/2044<sup>(e)(k)</sup> |  | &nbsp;&nbsp; 726306 | &nbsp;&nbsp;&nbsp;&nbsp; 74829 |
| Freddie Mac STRIPS, | Freddie Mac STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp;IO,<br> 3.00%, 12/15/2027<sup>(k)</sup> |  | &nbsp;&nbsp; 1072629 | &nbsp;&nbsp;&nbsp;&nbsp; 58254 |
| &nbsp;&nbsp;&nbsp;3.27%, 12/15/2027<sup>(j)</sup> |  | &nbsp;&nbsp; 279588 | &nbsp;&nbsp;&nbsp;&nbsp; 13155 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/2028<sup>(k)</sup> |  | &nbsp;&nbsp; 11197 | &nbsp;&nbsp;&nbsp;&nbsp; 1204 |
| &nbsp;&nbsp;&nbsp;7.00%, 09/01/2029<sup>(k)</sup> |  | &nbsp;&nbsp; 103590 | &nbsp;&nbsp;&nbsp;&nbsp; 14646 |
| &nbsp;&nbsp;&nbsp;7.50%, 12/15/2029<sup>(k)</sup> |  | &nbsp;&nbsp; 41575 | &nbsp;&nbsp;&nbsp;&nbsp; 6373 |
| &nbsp;&nbsp;&nbsp;6.00%, 12/15/2032<sup>(k)</sup> |  | &nbsp;&nbsp; 40550 | &nbsp;&nbsp;&nbsp;&nbsp; 5296 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10098322 |
| **Federal Home Loan Mortgage Corp. (FHLMC)–0.08%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.08%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.08%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.08%** |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/2023 to 07/01/2024 |  | &nbsp;&nbsp; 56267 | &nbsp;&nbsp;&nbsp;&nbsp; 57592 |
| &nbsp;&nbsp;&nbsp;8.50%, 05/01/2024 to 08/17/2026 |  | &nbsp;&nbsp; 18459 | &nbsp;&nbsp;&nbsp;&nbsp; 18458 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/25/2024 to 03/01/2035 |  | &nbsp;&nbsp; 589962 | &nbsp;&nbsp;&nbsp;&nbsp; 608503 |
| &nbsp;&nbsp;&nbsp;9.00%, 01/01/2025 to 05/01/2025 |  | &nbsp;&nbsp; 1446 | &nbsp;&nbsp;&nbsp;&nbsp; 1469 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/01/2028 to 04/01/2034 |  | &nbsp;&nbsp; 54772 | &nbsp;&nbsp;&nbsp;&nbsp; 56511 |
| &nbsp;&nbsp;&nbsp;7.50%, 01/01/2032 to 02/01/2032 |  | &nbsp;&nbsp; 318648 | &nbsp;&nbsp;&nbsp;&nbsp; 334964 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/01/2033 to 06/01/2034 |  | &nbsp;&nbsp; 186711 | &nbsp;&nbsp;&nbsp;&nbsp; 191438 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/01/2039 |  | &nbsp;&nbsp; 394797 | &nbsp;&nbsp;&nbsp;&nbsp; 413637 |
| &nbsp;&nbsp;&nbsp;ARM,<br> 3.65% (6 mo. USD LIBOR + 1.65%), 07/01/2036<sup>(e)</sup> |  | &nbsp;&nbsp; 13810 | &nbsp;&nbsp;&nbsp;&nbsp; 14096 |
| &nbsp;&nbsp;&nbsp;2.66% (1 yr. USD LIBOR + 2.20%), 02/01/2037<sup>(e)</sup> |  | &nbsp;&nbsp; 3506 | &nbsp;&nbsp;&nbsp;&nbsp; 3506 |
| &nbsp;&nbsp;&nbsp;2.45% (1 yr. USD LIBOR + 2.08%), 01/01/2038<sup>(e)</sup> |  | &nbsp;&nbsp; 6657 | &nbsp;&nbsp;&nbsp;&nbsp; 6648 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706822 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Federal National Mortgage Association (FNMA)–0.20%** | **Federal National Mortgage Association (FNMA)–0.20%** | **Federal National Mortgage Association (FNMA)–0.20%** |
| &nbsp;&nbsp;&nbsp;8.00%, 12/01/2022 to 07/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $55485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $55555 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/01/2023 to 10/01/2035 | &nbsp;&nbsp; 998112 | &nbsp;&nbsp;&nbsp;&nbsp; 1029005 |
| &nbsp;&nbsp;&nbsp;7.00%, 11/01/2025 to 08/01/2036 | &nbsp;&nbsp; 1151503 | &nbsp;&nbsp;&nbsp;&nbsp; 1183838 |
| &nbsp;&nbsp;&nbsp;7.50%, 02/01/2027 to 08/01/2033 | &nbsp;&nbsp; 768056 | &nbsp;&nbsp;&nbsp;&nbsp; 800239 |
| &nbsp;&nbsp;&nbsp;9.00%, 01/01/2030 | &nbsp;&nbsp; 23104 | &nbsp;&nbsp;&nbsp;&nbsp; 23136 |
| &nbsp;&nbsp;&nbsp;8.50%, 05/01/2030 to 07/01/2030 | &nbsp;&nbsp; 61208 | &nbsp;&nbsp;&nbsp;&nbsp; 62637 |
| &nbsp;&nbsp;&nbsp;6.00%, 06/01/2030 to 03/01/2037 | &nbsp;&nbsp; 1277333 | &nbsp;&nbsp;&nbsp;&nbsp; 1336234 |
| &nbsp;&nbsp;&nbsp;5.50%, 02/01/2035 to 05/01/2036 | &nbsp;&nbsp; 174370 | &nbsp;&nbsp;&nbsp;&nbsp; 182759 |
| &nbsp;&nbsp;&nbsp;ARM,<br> 4.33% (1 yr. U.S. Treasury Yield Curve Rate + 2.22%), 11/01/2032<sup>(e)</sup> | &nbsp;&nbsp; 15735 | &nbsp;&nbsp;&nbsp;&nbsp; 15447 |
| &nbsp;&nbsp;&nbsp;3.38% (1 yr. U.S. Treasury Yield Curve Rate + 2.19%), 05/01/2035<sup>(e)</sup> | &nbsp;&nbsp; 23989 | &nbsp;&nbsp;&nbsp;&nbsp; 24350 |
| &nbsp;&nbsp;&nbsp;2.74% (1 yr. USD LIBOR + 1.70%), 03/01/2038<sup>(e)</sup> | &nbsp;&nbsp; 5439 | &nbsp;&nbsp;&nbsp;&nbsp; 5482 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4718682 |
| **Government National Mortgage Association (GNMA)–0.05%** | **Government National Mortgage Association (GNMA)–0.05%** | **Government National Mortgage Association (GNMA)–0.05%** |
| &nbsp;&nbsp;&nbsp;7.50%, 12/15/2022 to 11/15/2026 | &nbsp;&nbsp; 12022 | &nbsp;&nbsp;&nbsp;&nbsp; 12142 |
| &nbsp;&nbsp;&nbsp;8.00%, 03/15/2023 to 08/15/2028 | &nbsp;&nbsp; 6865 | &nbsp;&nbsp;&nbsp;&nbsp; 6865 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/15/2023 to 02/15/2034 | &nbsp;&nbsp; 392155 | &nbsp;&nbsp;&nbsp;&nbsp; 405972 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/2026 to 01/20/2030 | &nbsp;&nbsp; 59281 | &nbsp;&nbsp;&nbsp;&nbsp; 59781 |
| &nbsp;&nbsp;&nbsp;8.50%, 07/20/2027 | &nbsp;&nbsp; 18678 | &nbsp;&nbsp;&nbsp;&nbsp; 18885 |
| &nbsp;&nbsp;&nbsp;IO,<br> 2.66% (6.55% - (1.00 x 1 mo. USD LIBOR)), 04/16/2037<sup>(e)(k)</sup> | &nbsp;&nbsp; 665385 | &nbsp;&nbsp;&nbsp;&nbsp; 50170 |
| &nbsp;&nbsp;&nbsp;2.76% (6.65% - (1.00 x 1 mo. USD LIBOR)), 04/16/2041<sup>(e)(k)</sup> | &nbsp;&nbsp; 1035136 | &nbsp;&nbsp;&nbsp;&nbsp; 64102 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/16/2047<sup>(k)</sup> | &nbsp;&nbsp; 1796178 | &nbsp;&nbsp;&nbsp;&nbsp; 299618 |
| &nbsp;&nbsp;&nbsp;2.31% (6.20% - (1.00 x 1 mo. USD LIBOR)), 10/16/2047<sup>(e)(k)</sup> | &nbsp;&nbsp; 1755474 | &nbsp;&nbsp;&nbsp;&nbsp; 164191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $20,930,924) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $20,930,924) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17605552 |
| **U.S. Treasury Securities–0.65%** | **U.S. Treasury Securities–0.65%** | **U.S. Treasury Securities–0.65%** |
| **U.S. Treasury Bills–0.43%** | **U.S. Treasury Bills–0.43%** | **U.S. Treasury Bills–0.43%** |
| &nbsp;&nbsp;&nbsp;3.75% - 3.93%, 03/09/2023<sup>(m)(n)</sup> | &nbsp;&nbsp; 2061000 | &nbsp;&nbsp;&nbsp;&nbsp; 2037235 |
| &nbsp;&nbsp;&nbsp;4.54% - 4.60%, 05/11/2023<sup>(m)(n)</sup> | &nbsp;&nbsp; 8043000 | &nbsp;&nbsp;&nbsp;&nbsp; 7882025 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9919260 |

---

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

Invesco Short Term Bond Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **U.S. Treasury Notes–0.22%** | **U.S. Treasury Notes–0.22%** | **U.S. Treasury Notes–0.22%** | **U.S. Treasury Notes–0.22%** |
| &nbsp;&nbsp;&nbsp;4.50%, 11/30/2024 |  | &nbsp;&nbsp; $4883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4897878 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/2025 |  | &nbsp;&nbsp; 20500 | &nbsp;&nbsp;&nbsp;&nbsp; 20732 |
| &nbsp;&nbsp;&nbsp;3.88%, 11/30/2027 |  | &nbsp;&nbsp; 251800 | &nbsp;&nbsp;&nbsp;&nbsp; 252764 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5171374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $15,085,764) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $15,085,764) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $15,085,764) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15090634 |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**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%** |
| **Technology Hardware, Storage & Peripherals–0.00%** | **Technology Hardware, Storage & Peripherals–0.00%** | **Technology Hardware, Storage & Peripherals–0.00%** | **Technology Hardware, Storage & Peripherals–0.00%** |
| Locus Solutions LLC, (Cost $0)<sup>(h)</sup> | Locus Solutions LLC, (Cost $0)<sup>(h)</sup> | &nbsp;&nbsp; 44 | &nbsp;&nbsp; 0 |
| **Money Market Funds–0.26%** | **Money Market Funds–0.26%** | **Money Market Funds–0.26%** | **Money Market Funds–0.26%** |
| Invesco Government & Agency Portfolio, Institutional Class, 3.73%<sup>(o)(p)</sup> | Invesco Government & Agency Portfolio, Institutional Class, 3.73%<sup>(o)(p)</sup> | &nbsp;&nbsp; 2151548 | &nbsp;&nbsp; 2151548 |
| Invesco Liquid Assets Portfolio, Institutional Class, 3.95%<sup>(o)(p)</sup> | Invesco Liquid Assets Portfolio, Institutional Class, 3.95%<sup>(o)(p)</sup> | &nbsp;&nbsp; 1536359 | &nbsp;&nbsp; 1536820 |
| Invesco Treasury Portfolio, Institutional Class, 3.76%<sup>(o)(p)</sup> | Invesco Treasury Portfolio, Institutional Class, 3.76%<sup>(o)(p)</sup> | &nbsp;&nbsp; 2458911 | &nbsp;&nbsp; 2458911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Money Market Funds (Cost $6,147,279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Money Market Funds (Cost $6,147,279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Money Market Funds (Cost $6,147,279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147279 |
| TOTAL INVESTMENTS IN SECURITIES (excluding investments purchased with cash collateral from securities on loan)-99.34% (Cost $2,448,437,787) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2315928457 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Investments Purchased with Cash Collateral from Securities on Loan** | **Investments Purchased with Cash Collateral from Securities on Loan** | **Investments Purchased with Cash Collateral from Securities on Loan** |
| **Money Market Funds–5.48%** | **Money Market Funds–5.48%** | **Money Market Funds–5.48%** |
| Invesco Private Government Fund, 3.83%<sup>(o)(p)(q)</sup> | 35743367 | &nbsp;&nbsp;&nbsp;&nbsp; $35743367 |
| Invesco Private Prime Fund, 4.15%<sup>(o)(p)(q)</sup> | 91867551 | &nbsp;&nbsp; 91885922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $127,611,617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $127,611,617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127629289 |
| TOTAL INVESTMENTS IN SECURITIES–104.82% (Cost $2,576,049,404) | TOTAL INVESTMENTS IN SECURITIES–104.82% (Cost $2,576,049,404) | &nbsp;&nbsp;&nbsp;&nbsp;2443557746 |
| OTHER ASSETS LESS LIABILITIES—(4.82)% | OTHER ASSETS LESS LIABILITIES—(4.82)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112317932) |
| NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp;$2331239814 |

---

Investment Abbreviations:

---

| | |
|:---|:---|
| ARM | – Adjustable Rate Mortgage |
| CLO | – Collateralized Loan Obligation |
| COF | – Cost of Funds |
| Ctfs. | – Certificates |
| IO | – Interest Only |
| LIBOR | – London Interbank Offered Rate |
| PO | – Principal Only |
| REIT | – Real Estate Investment Trust |
| REMICs | – Real Estate Mortgage Investment Conduits |
| SOFR | – Secured Overnight Financing Rate |
| STACR<sup>®</sup> | – Structured Agency Credit Risk |
| STRIPS | – Separately Traded Registered Interest and Principal Security |
| USD | – U.S. Dollar |

---

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

Invesco Short Term Bond Fund

------

Notes to Schedule of Investments:

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

<sup>(b)</sup> All or a portion of this security was out on loan at November 30, 2022.

<sup>(c)</sup> Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act"). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at November 30, 2022 was $1,053,095,680, which represented 45.17% of the Fund's Net Assets.

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

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

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

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

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

<sup>(i)</sup> Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2022.

<sup>(j)</sup> Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2022.

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

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value<br> February 28, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Purchases<br> at Cost** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Proceeds<br> from Sales** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Realized<br> Gain<br> (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value<br> November 30, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Dividend Income** |
| **Investments in Affiliated Money Market Funds:** |  |  |  |  |  |  |  |
| Invesco Government & Agency Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp;$6295561 | &nbsp;&nbsp;&nbsp;&nbsp;$179693725 | &nbsp;&nbsp;&nbsp;&nbsp;$(183837738) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;$2151548 | &nbsp;&nbsp;&nbsp;&nbsp;$58942 |
| Invesco Liquid Assets Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128352660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131541013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42721 |
| Invesco Treasury Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7194927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205364256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210100272) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62469 |
| **Investments Purchased with Cash Collateral from Securities on Loan:** |  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp;&nbsp;34080644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266960968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(265298245) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35743367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415,335\* |
| Invesco Private Prime Fund | &nbsp;&nbsp;&nbsp;&nbsp;82102844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468313881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(458536217) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15826) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91885922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,146,529\* |
| Total | $134397735 | &nbsp;&nbsp;&nbsp;&nbsp;$1248685490 | &nbsp;&nbsp;&nbsp;&nbsp;$(1249313485) | &nbsp;&nbsp;&nbsp;&nbsp;$21081 | &nbsp;&nbsp;&nbsp;&nbsp;$(14253) | &nbsp;&nbsp;&nbsp;&nbsp;$133776568 | &nbsp;&nbsp;&nbsp;&nbsp;$1725996 |

---

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

<sup>(p)</sup> The rate shown is the 7-day SEC standardized yield as of November 30, 2022. <br> <sup>(q)</sup> The security has been segregated to satisfy the commitment to return the cash collateral received in securities lending transactions upon the borrower's return of the securities loaned.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** |
| **Long Futures Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Month** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Value** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** | &nbsp;&nbsp;&nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 2 Year Notes | &nbsp;&nbsp;&nbsp;4058 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;$833348348 | &nbsp;&nbsp;&nbsp;$2007667 | &nbsp;&nbsp;&nbsp;$2007667 |
| **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;2852 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;(309642533) | &nbsp;&nbsp;&nbsp;&nbsp;(1653314) | &nbsp;&nbsp;&nbsp;&nbsp;(1653314) |
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66057000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(318281) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(318281) |
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81246594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(466812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(466812) |
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31369000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(116970) |
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;March-2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8313156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15250) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(2570627) | &nbsp;&nbsp;&nbsp;&nbsp;(2570627) |
| &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;$(562960) | &nbsp;&nbsp;&nbsp;$(562960) |

---

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

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

Invesco Short Term Bond Fund

------

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

(Unaudited)

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

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

Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others.

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

The following is a summary of the tiered valuation input levels, as of November 30, 2022. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
| U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1593925378 | &nbsp;&nbsp;&nbsp;&nbsp;$8658000 | &nbsp;&nbsp;&nbsp;&nbsp;$1602583378 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642507934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14182939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656690873 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17810741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17810741 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17605552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17605552 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15090634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15090634 |
| Common Stocks & Other Equity Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127629289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133776568 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414569528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22840939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443557746 |
| **Other Investments - Assets\*** |  |  |  |  |
| Investments Matured | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266207 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273874 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2570627) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2570627) |
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(562960) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(296753) |
| &nbsp;&nbsp;&nbsp;**Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp;$5584319 | &nbsp;&nbsp;&nbsp;&nbsp;$2414835735 | &nbsp;&nbsp;&nbsp;&nbsp;$22840939 | &nbsp;&nbsp;&nbsp;&nbsp;$2443260993 |

---

\* Futures contracts are valued at unrealized appreciation (depreciation). Investments matured are shown at value.

Invesco Short Term Bond Fund

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Invesco Short Term Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 2023-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2467881872.81

**Total Liabilities:** $141245141.43

**Net Assets:** $2326636731.38

**Delayed Delivery Securities:** $4709000.00

**Cash Not Reported:** $127136.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8524.56965236 | **1-Year:** -208336.69071952 | **5-Year:** -300696.14995831 | **10-Year:** -70460.49496581 | **30-Year:** -12853.63362080

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

- **3-Month:** -606.69793882 | **1-Year:** -11544.63570995 | **5-Year:** -17073.63227762 | **10-Year:** -4270.19071609 | **30-Year:** -3416.08293673

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000622 | -1.65%               | -0.42%               | 1.27%                |
| Class ID C000023124 | -1.61%               | -0.50%               | 1.32%                |
| Class ID C000071217 | -1.61%               | -0.37%               | 1.32%                |
| Class ID C000000623 | -1.64%               | -0.54%               | 1.40%                |
| Class ID C000120677 | -1.60%               | -0.49%               | 1.45%                |
| Class ID C000000621 | -1.62%               | -0.39%               | 1.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4418847.49             | $-48497002.49                              |
| Month 2  | $-11394788.02            | $-8611007.22                               |
| Month 3  | $-7499208.37             | $41285872.95                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Govt/Credit 1-3 Yr Index

- **Index Identifier:** 100% BM-Securities only

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ventas Realty, L.P.                                                                 | Ventas Realty, L.P.                                                                             | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1816788.67   | 0.08%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class C                                         | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2795000 | PA      | $2597058.94   | 0.11%             | 2036-09-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust, Series 2017-2, Class A1                                              | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577987 | PA      | $570030.85    | 0.02%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31394CY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   1137635 | PA      | $1160079.40   | 0.05%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                                 | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   2458911 | NS      | $2458911.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                             | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  12869000 | PA      | $12441788.06  | 0.53%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC (The)                                                                | Weir Group PLC (The)                                                                            | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   3757000 | PA      | $3323304.51   | 0.14%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                               | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1518000 | PA      | $1480423.23   | 0.06%             | 2024-11-22      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                      | Takeda Pharmaceutical Co. Ltd.                                                                  | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1197000 | PA      | $1188185.41   | 0.05%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31296KPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70945 | PA      | $71976.20     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                             | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44845 | PA      | $40936.70     | 0.00%             | 2035-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 3128QJWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3506 | PA      | $3506.47      | 0.00%             | 2037-02-01      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                   | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5057782.20   | 0.22%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                            | AmeriCredit Automobile Receivables Trust, Series 2019-3, Class D                                | CUSIP: 03066NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1746946.73   | 0.08%             | 2025-09-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8609 | PA      | $8659.91      | 0.00%             | 2032-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36201YWV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       659 | PA      | $658.44       | 0.00%             | 2023-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                 | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9157000 | PA      | $8728808.52   | 0.38%             | 2027-03-09      | Floating      | 4.01%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                         | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $4064489.78   | 0.17%             | 2025-10-15      | Fixed         | 5.15%                 | 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       |      -679 | NC      | $-466812.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                                 | CUSIP: 65558RAA7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   8147000 | PA      | $7899205.08   | 0.34%             | 2025-06-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                      | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5439 | PA      | $5481.64      | 0.00%             | 2038-03-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4722000 | PA      | $4346775.76   | 0.19%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                      | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   7499000 | PA      | $7354656.25   | 0.32%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                              | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9352000 | PA      | $9092457.68   | 0.39%             | 2025-04-07      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                            | Svenska Handelsbanken AB                                                                        | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   6931000 | PA      | $6718628.55   | 0.29%             | 2025-06-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31385C3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7599 | PA      | $7767.85      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49 Ltd.                                                 | Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1                                   | CUSIP: 67578FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8832000 | PA      | $8683666.56   | 0.37%             | 2033-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     55227 | PA      | $5761.18      | 0.00%             | 2032-03-18      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                             | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1320484.51   | 0.06%             | 2023-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                               | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2162000 | PA      | $2136899.14   | 0.09%             | 2024-05-18      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    548201 | PA      | $24316.86     | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                              | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2970000 | PA      | $2698571.70   | 0.12%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA                           | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25918225 | PA      | $503090.89    | 0.02%             | 2048-02-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                     | Nissan Motor Acceptance Co. LLC                                                                 | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   4614000 | PA      | $4179983.77   | 0.18%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36206LV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       852 | PA      | $860.25       | 0.00%             | 2025-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31384WPH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19681 | PA      | $19730.34     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                           | Fox Corp.                                                                                       | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    152000 | PA      | $145481.58    | 0.01%             | 2025-04-07      | Fixed         | 3.05%                 | 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        |    430261 | PA      | $378556.05    | 0.02%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                               | OHA Loan Funding Ltd., Series 2016-1A, Class AR                                                 | CUSIP: 67110UAL3<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   7550413 | PA      | $7399721.86   | 0.32%             | 2033-01-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                                    | CUSIP: 38380HQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1755474 | PA      | $164190.69    | 0.01%             | 2047-10-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                   | Ross Stores, Inc.                                                                               | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   8029000 | PA      | $7999855.53   | 0.34%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 31364HF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      4317 | PA      | $85.10        | 0.00%             | 2023-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    111839 | PA      | $8641.54      | 0.00%             | 2037-06-25      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class B                                                   | CUSIP: 53218CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3519033 | PA      | $3340124.78   | 0.14%             | 2038-03-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    116400 | PA      | $18509.09     | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                    | Sealed Air Corp.                                                                                | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    938000 | PA      | $931992.11    | 0.04%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                            | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10386000 | PA      | $10127766.03  | 0.44%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: —       |
| 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        |    203450 | PA      | $192235.63    | 0.01%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31391WSU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51035 | PA      | $51310.88     | 0.00%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, PO                                                                  | CUSIP: 3136FART9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     19706 | PA      | $17085.96     | 0.00%             | 2032-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-NQM4, Class A1A                               | CUSIP: 12665EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9848165 | PA      | $9518467.18   | 0.41%             | 2067-06-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2579233.23   | 0.11%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31389X4V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3512 | PA      | $3625.74      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                         | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2874240.49   | 0.12%             | 2025-05-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5559960.00   | 0.24%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     89024 | PA      | $9109.97      | 0.00%             | 2032-12-18      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36208CFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6820 | PA      | $6819.87      | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     38916 | PA      | $6703.58      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279022 | PA      | $293032.46    | 0.01%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Greentown China Holdings Ltd.                                                       | Greentown China Holdings Ltd.                                                                   | CUSIP: BM0544734<br>LEI: 529900BLBC6YDNWS8530 | Long             | DBT              | CORP              | KY        |    987000 | PA      | $854742.00    | 0.04%             | 2025-04-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                              | BP Capital Markets PLC                                                                          | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2849000 | PA      | $2717233.75   | 0.12%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                     | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10038000 | PA      | $9769703.83   | 0.42%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                           | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8329000 | PA      | $8224864.43   | 0.35%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36213FQR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86032 | PA      | $88978.05     | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                                           | Fells Point Funding Trust                                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7581000 | PA      | $6905529.19   | 0.30%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133994L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     41293 | PA      | $41617.02     | 0.00%             | 2031-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                      | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3354608.05   | 0.14%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                     | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1869142.84   | 0.08%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                                | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7109000 | PA      | $6797575.97   | 0.29%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                                          | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   5906000 | PA      | $5956071.25   | 0.26%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2022-SFR5, Class A                                           | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8716874 | PA      | $8250673.61   | 0.35%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                           | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3219000 | PA      | $3186206.73   | 0.14%             | 2024-07-23      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   4846000 | PA      | $4716763.77   | 0.20%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     73558 | PA      | $4138.71      | 0.00%             | 2035-02-15      | Floating      | 2.88%                 | 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        |   1359647 | PA      | $1076764.87   | 0.05%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36014 | PA      | $37917.27     | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2372000 | PA      | $2102526.24   | 0.09%             | 2025-09-11      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P./ PAA Finance Corp.                                | Plains All American Pipeline L.P./ PAA Finance Corp.                                            | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2723655.55   | 0.12%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                        | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3562797.97   | 0.15%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                               | Tencent Holdings Ltd.                                                                           | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $9726962.80   | 0.42%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31359AYN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      6480 | PA      | $6480.97      | 0.00%             | 2023-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                                          | CUSIP: 31325UPL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    627049 | PA      | $36930.72     | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Natwest Group PLC                                                                   | Natwest Group PLC                                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1868352.44   | 0.08%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                                            | Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class A                               | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1661145 | PA      | $1559011.40   | 0.07%             | 2036-08-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                                | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  13913000 | PA      | $13915683.82  | 0.60%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                            | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15056101.05  | 0.65%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31374GB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40377 | PA      | $41249.43     | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     26089 | PA      | $26999.28     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     27551 | PA      | $2802.63      | 0.00%             | 2031-11-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14243000 | PA      | $13725408.24  | 0.59%             | 2025-12-09      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79620 | PA      | $83049.27     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                          | BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class A                           | CUSIP: 05526QAA4<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $18513648.00  | 0.80%             | 2033-04-14      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3971000 | PA      | $3888158.98   | 0.17%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31385JP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1787 | PA      | $1791.57      | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2013-C16, Class B                                       | CUSIP: 92938EBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4279882.50   | 0.18%             | 2046-09-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136B1BQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    123886 | PA      | $8272.01      | 0.00%             | 2044-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                                  | Delta Air Lines Pass-Through Trust, Series A                                                    | CUSIP: 24737RAA8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1094044.41   | 0.05%             | 2024-04-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31391B6M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196 | PA      | $201.71       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                            | Marvell Technology, Inc.                                                                        | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3509000 | PA      | $3489575.76   | 0.15%             | 2023-06-22      | Fixed         | 4.20%                 | 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        |   5910528 | PA      | $4961447.14   | 0.21%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                            | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10662000 | PA      | $10447233.09  | 0.45%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HSBC USA Inc.                                                                       | HSBC USA Inc.                                                                                   | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  10662000 | PA      | $10471522.84  | 0.45%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36203XKS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111 | PA      | $111.50       | 0.00%             | 2024-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 3129354W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394797 | PA      | $413636.98    | 0.02%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                            | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $2890876.78   | 0.12%             | 2024-05-03      | Fixed         | 3.38%                 | 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        |   6348692 | PA      | $5360872.60   | 0.23%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31379PFN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19433 | PA      | $19387.51     | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                                    | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5277208 | PA      | $4424184.51   | 0.19%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                        | Drive Auto Receivables Trust, Series 2019-3, Class C                                            | CUSIP: 26209WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65154 | PA      | $65080.47     | 0.00%             | 2025-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                   | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9667473.80   | 0.42%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust, Series 2019-2, Class B                                                   | CUSIP: 12510FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1426660.06   | 0.06%             | 2027-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                            | AmeriCredit Automobile Receivables Trust, Series 2019-2, Class C                                | CUSIP: 03066KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236717 | PA      | $1222950.32   | 0.05%             | 2025-04-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                        | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $2550900.43   | 0.11%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                      | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    631000 | PA      | $606435.73    | 0.03%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                         | Toll Brothers Finance Corp.                                                                     | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $458352.67    | 0.02%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36208GL63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1170 | PA      | $1170.92      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31400RVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11806 | PA      | $11790.61     | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                                   | Mello Mortgage Capital Acceptance, Series 2021-INV2, Class A4                                   | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900232 | PA      | $3355419.13   | 0.14%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series HH                                                                 | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $4610200.00   | 0.20%             | N/A             | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                     | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1630732.93   | 0.07%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                              | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                             | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3228 | PA      | $2480.39      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                             | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3435000 | PA      | $3263487.36   | 0.14%             | 2039-01-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2                                         | CUSIP: 05683HAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11812000 | PA      | $11481039.57  | 0.49%             | 2034-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                         | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   6047000 | PA      | $5590895.47   | 0.24%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Land Treasure IV Ltd.                                                    | Sino-Ocean Land Treasure IV Ltd.                                                                | CUSIP: BP1992257<br>LEI: 213800EAGXDYG9QWS896 | Long             | DBT              | CORP              | VG        |   1054000 | PA      | $399814.90    | 0.02%             | 2026-05-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36206UQ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1985 | PA      | $2007.22      | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                                          | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     41575 | PA      | $6373.41      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                      | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23988 | PA      | $24349.70     | 0.00%             | 2035-05-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                   | Galaxy Pipeline Assets Bidco Ltd.                                                               | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2930248 | PA      | $2482410.31   | 0.11%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                     | ICG US CLO Ltd., Series 2016-1A, Class A1RR                                                     | CUSIP: 44931NAT8<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2914314.00   | 0.13%             | 2034-04-29      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     28948 | PA      | $1756.10      | 0.00%             | 2032-12-18      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                              | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8783000 | PA      | $8865915.30   | 0.38%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31293AHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118855 | PA      | $120926.61    | 0.01%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                                      | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   2151548 | NS      | $2151547.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    412428 | PA      | $70426.77     | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                        | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5266000 | PA      | $5260440.16   | 0.23%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12986 | PA      | $13768.34     | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   7859000 | PA      | $7140844.58   | 0.31%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                                         | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3455000 | PA      | $3318897.88   | 0.14%             | 2038-11-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, N.A.                                                                 | Citizens Bank, N.A.                                                                             | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |  14243000 | PA      | $14020688.85  | 0.60%             | 2025-05-23      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     35904 | PA      | $1015.53      | 0.00%             | 2038-07-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                             | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   5714000 | PA      | $5514953.72   | 0.24%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2013-DN2, Class M2                                                          | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1233519 | PA      | $1252726.43   | 0.05%             | 2023-11-25      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31390RKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33501 | PA      | $33525.27     | 0.00%             | 2032-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                                | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4277000 | PA      | $4103461.49   | 0.18%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2014-DN3, Class M3                                                          | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460809 | PA      | $461583.49    | 0.02%             | 2024-08-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC, Series 2022-5A, Class A                               | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $18993274.00  | 0.82%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                | American Tower Corp.                                                                            | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1983460.57   | 0.09%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     24815 | PA      | $24961.26     | 0.00%             | 2032-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31384VYU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1997 | PA      | $2058.34      | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                                 | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3278000 | PA      | $3238550.52   | 0.14%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     64460 | PA      | $76458.35     | 0.00%             | 2036-03-25      | Floating      | 9.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403DDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179348 | PA      | $184452.76    | 0.01%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                             | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148061 | PA      | $142923.38    | 0.01%             | 2035-07-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    131685 | PA      | $21963.52     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    701139 | PA      | $127042.07    | 0.01%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31402U5D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18121 | PA      | $18751.00     | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                            | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8581000 | PA      | $8069716.73   | 0.35%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| RUN Trust                                                                           | RUN Trust, Series 2022-NQM1, Class A1                                                           | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3340758 | PA      | $3040503.66   | 0.13%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                          | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  11485000 | PA      | $10656937.13  | 0.46%             | 2026-07-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                                             | MVW LLC, Series 2019-2A, Class A                                                                | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1552288 | PA      | $1465512.98   | 0.06%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                               | Freeport-McMoRan Inc.                                                                           | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  14243000 | PA      | $13099581.93  | 0.56%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8943000 | PA      | $8891452.82   | 0.38%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                                  | Cintas Corp. No. 2                                                                              | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1415944.73   | 0.06%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                                   | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20783629 | PA      | $738276.06    | 0.03%             | 2050-10-12      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    101517 | PA      | $14424.13     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     79020 | PA      | $12887.63     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                  | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3031233.72   | 0.13%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class A2                               | CUSIP: 94989HAF7<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     19143 | PA      | $19101.94     | 0.00%             | 2048-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2860000 | PA      | $2516154.73   | 0.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                              | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1978882.65   | 0.09%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                                    | Bank of Montreal, Series E                                                                      | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1307000 | PA      | $1283383.57   | 0.06%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                              | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7719000 | PA      | $7574367.32   | 0.33%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-INV1, Class A4                                | CUSIP: 12661XAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14151649 | PA      | $12243563.71  | 0.53%             | 2056-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23091 | PA      | $2209.95      | 0.00%             | 2032-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2022-SHIP, Class A                                         | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2640000 | PA      | $2588901.48   | 0.11%             | 2036-08-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Sino-Ocean Land Treasure Finance I Ltd.                                             | Sino-Ocean Land Treasure Finance I Ltd.                                                         | CUSIP: EK4034410<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   1257000 | PA      | $545837.46    | 0.02%             | 2024-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                       | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1889791.19   | 0.08%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                  | ArcelorMittal S.A.                                                                              | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3162000 | PA      | $3071928.88   | 0.13%             | 2024-07-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    109417 | PA      | $114133.85    | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                         | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $5906049.41   | 0.25%             | 2025-04-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       538 | PA      | $538.07       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31335PEG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1965 | PA      | $1964.52      | 0.00%             | 2024-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO                | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  22258159 | PA      | $1080811.69   | 0.05%             | 2029-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2013-K27, Class C                                                  | CUSIP: 30291GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $527943.07    | 0.02%             | 2046-01-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1988000 | PA      | $1897063.75   | 0.08%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                      | Office Properties Income Trust                                                                  | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1108329.93   | 0.05%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    167734 | PA      | $170638.64    | 0.01%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                          | Ball Corp.                                                                                      | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    846000 | PA      | $821838.24    | 0.04%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31380EN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96889 | PA      | $97587.33     | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2014-5A, Class A1R2                                                   | CUSIP: 12550AAT3<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |   2390000 | PA      | $2355806.27   | 0.10%             | 2031-10-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust, Series 2019-4A, Class D                                    | CUSIP: 30167GAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2784954 | PA      | $2733495.46   | 0.12%             | 2025-09-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31400DK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20307 | PA      | $20266.55     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EDP Finance B.V.                                                                    | EDP Finance B.V.                                                                                | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   2647000 | PA      | $2560611.77   | 0.11%             | 2024-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2016-C02, Class 1M2                            | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900009 | PA      | $928573.19    | 0.04%             | 2028-09-25      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 313615HN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25 | PA      | $25.18        | 0.00%             | 2022-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                                  | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4979000 | PA      | $4681333.57   | 0.20%             | 2027-04-01      | Floating      | 4.49%                 | 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       |      -582 | NC      | $-318281.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Bank, N.A.                                                                 | Citizens Bank, N.A.                                                                             | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   9016000 | PA      | $9121167.76   | 0.39%             | 2025-10-24      | Variable      | 6.06%                 | 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        |   5851985 | PA      | $5608707.88   | 0.24%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO XV Ltd.                                                                    | TICP CLO XV Ltd., Series 2020-15A, Class A                                                      | CUSIP: 87250RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7162000 | PA      | $7025012.43   | 0.30%             | 2033-04-20      | Floating      | 5.52%                 | 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        |   3332425 | PA      | $2610184.07   | 0.11%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                              | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   5113000 | PA      | $5181057.71   | 0.22%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                        | Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3                                         | CUSIP: 16162WPX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249680 | PA      | $217103.27    | 0.01%             | 2036-01-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31368HLX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174055 | PA      | $181591.45    | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31394YVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     76311 | PA      | $430.67       | 0.00%             | 2024-03-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2014-DN1, Class M3                                                          | CUSIP: 3137G0AM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729270 | PA      | $736895.56    | 0.03%             | 2024-02-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd.                                                    | Textainer Marine Containers Ltd., Series 2021-3A, Class A                                       | CUSIP: 88315LAS7<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2024863.34   | 0.09%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6476 | PA      | $6705.06      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                | Global Payments Inc.                                                                            | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4186000 | PA      | $4154653.39   | 0.18%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     23611 | PA      | $23417.62     | 0.00%             | 2032-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Pass-Through Ctfs.                                | Structured Asset Securities Corp. Pass-Through Ctfs., Series 2002-AL1, Class AIO                | CUSIP: 86358RYA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471903 | PA      | $25917.40     | 0.00%             | 2032-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Med Trust                                                                           | Med Trust, Series 2021-MDLN, Class A                                                            | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4135000 | PA      | $3956150.50   | 0.17%             | 2038-11-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KC03, Class X1, IO                | CUSIP: 3137FKWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  35712235 | PA      | $359357.94    | 0.02%             | 2024-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                             | Grand Canyon University                                                                         | CUSIP: 38528UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5117000 | PA      | $5053037.50   | 0.22%             | 2023-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                    | Skandinaviska Enskilda Banken AB                                                                | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  10662000 | PA      | $10323941.14  | 0.44%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                             | Bayer US Finance II LLC                                                                         | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3591604.73   | 0.15%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                                     | Prestige Auto Receivables Trust, Series 2019-1A, Class C                                        | CUSIP: 74113NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    669398 | PA      | $667253.38    | 0.03%             | 2024-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     51183 | PA      | $6477.80      | 0.00%             | 2033-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                                          | CUSIP: 31325UP26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    445580 | PA      | $21322.54     | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-5, Class A1                                               | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14453174 | PA      | $13755018.90  | 0.59%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31371K3B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27320 | PA      | $28502.63     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | 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        |   1678118 | PA      | $1491096.47   | 0.06%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     19724 | PA      | $19840.01     | 0.00%             | 2032-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust, Series 2019-2, Class C                                                   | CUSIP: 12510FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $684603.77    | 0.03%             | 2027-03-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                                         | Federation des caisses Desjardins du Quebec                                                     | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  14000000 | PA      | $13683476.10  | 0.59%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30637 | PA      | $32097.36     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline, LLC                                                              | Gray Oak Pipeline, LLC                                                                          | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5056000 | PA      | $4592404.59   | 0.20%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2019-R03, Class 1M2                            | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80327 | PA      | $80039.47     | 0.00%             | 2031-09-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-1, Class A1B                                            | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2786077 | PA      | $2238807.83   | 0.10%             | 2066-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.                                                 | Triton Container International Ltd.                                                             | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   7407000 | PA      | $6443289.97   | 0.28%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16964 | PA      | $16814.48     | 0.00%             | 2032-10-18      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                                              | Fifth Third Bank, N.A.                                                                          | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   8271000 | PA      | $8341540.30   | 0.36%             | 2025-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| IP Lending IV Ltd.                                                                  | IP Lending IV Ltd., Series 2022-4A, Class SNR                                                   | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6557000 | PA      | $6164038.99   | 0.26%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    239695 | PA      | $13869.20     | 0.00%             | 2035-05-15      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     24888 | PA      | $25128.04     | 0.00%             | 2032-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31397QSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     99913 | PA      | $98824.27     | 0.00%             | 2040-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4826000 | PA      | $4506164.38   | 0.19%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2013-K26, Class C                                                  | CUSIP: 30261QAM5<br>LEI: 5493000QSGFCHIR1BT31 | Long             | ABS-MBS          | CORP              | US        |    787638 | PA      | $784841.47    | 0.03%             | 2045-12-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                                | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11792256 | PA      | $409961.31    | 0.02%             | 2050-12-15      | Variable      | 1.01%                 | 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        |    106077 | PA      | $101916.70    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1                             | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176252 | PA      | $158696.47    | 0.01%             | 2035-12-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     29167 | PA      | $2832.30      | 0.00%             | 2038-04-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7                    | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326408 | PA      | $265780.83    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |   1475795 | PA      | $1364295.12   | 0.06%             | 2055-11-25      | Variable      | 1.03%                 | 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        |   1753495 | PA      | $1648301.58   | 0.07%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                           | EQT Corp.                                                                                       | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5845983.30   | 0.25%             | 2025-10-01      | Fixed         | 5.68%                 | 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        |   2054818 | PA      | $1911569.83   | 0.08%             | 2059-11-25      | Variable      | 2.69%                 | 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        |    374754 | PA      | $362347.08    | 0.02%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | Danske Bank A/S                                                                                 | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1579000 | PA      | $1472681.26   | 0.06%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136ASXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    862228 | PA      | $125372.22    | 0.01%             | 2046-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31371KN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140528 | PA      | $146607.51    | 0.01%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc.                                             | NXP BV / NXP Funding LLC / NXP USA Inc.                                                         | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3846000 | PA      | $3680703.92   | 0.16%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36224FEZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        39 | PA      | $38.78        | 0.00%             | 2023-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                              | GSK Consumer Healthcare Capital US LLC                                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1804598.90   | 0.08%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                              | Nissan Motor Co., Ltd.                                                                          | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3933000 | PA      | $3844568.15   | 0.17%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133T3CL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     97058 | PA      | $97340.57     | 0.00%             | 2023-12-15      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                 | Take-Two Interactive Software, Inc.                                                             | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   4211000 | PA      | $4100772.65   | 0.18%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 3136A4HF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     50795 | PA      | $49862.71     | 0.00%             | 2042-03-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31385YSU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       233 | PA      | $232.85       | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                                      | Banc of America Mortgage Trust, Series 2004-D, Class 2A2                                        | CUSIP: 05949ADG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15469 | PA      | $14381.32     | 0.00%             | 2034-05-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                              | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3323050.85   | 0.14%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4569000 | PA      | $4455416.58   | 0.19%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36225AQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3605 | PA      | $3654.01      | 0.00%             | 2026-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                                | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3294000 | PA      | $3199280.07   | 0.14%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2021-LGCY, Class A                                                             | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $23644792.50  | 1.02%             | 2036-10-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                        | United States Treasury Bills                                                                    | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8043000 | PA      | $7882024.90   | 0.34%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31388UJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1676 | PA      | $1737.16      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2826000 | PA      | $2725380.81   | 0.12%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31410RRM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53678 | PA      | $53700.36     | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2018-HRP1, Class M2                                                         | CUSIP: 3137G0VC0<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | USGSE             | US        |    257898 | PA      | $257594.91    | 0.01%             | 2043-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36206YLB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6681 | PA      | $6678.65      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 31364HVU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      4344 | PA      | $52.14        | 0.00%             | 2023-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1                                | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6269808 | PA      | $6006740.97   | 0.26%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series B                                                  | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3254000 | PA      | $2665244.99   | 0.11%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36208PT65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       930 | PA      | $930.50       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust, Series 2019-1A, Class D                                    | CUSIP: 30167DAD9<br>LEI: 549300KR7NUJOX0UJ040 | Long             | ABS-O            | CORP              | US        |   1439253 | PA      | $1436347.60   | 0.06%             | 2024-12-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                                  | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3239000 | PA      | $3152296.89   | 0.14%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31392RKE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     12762 | PA      | $12836.55     | 0.00%             | 2031-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                                                            | Mercury Chile Holdco LLC                                                                        | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4412000 | PA      | $3910135.00   | 0.17%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     27967 | PA      | $28237.77     | 0.00%             | 2032-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                                            | GoldenTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A                               | CUSIP: 38138JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5861784.00   | 0.25%             | 2033-01-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36200DGP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135663 | PA      | $140264.52    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                              | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3511000 | PA      | $3435631.68   | 0.15%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                               | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   6667000 | PA      | $5479473.96   | 0.24%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1628 | PA      | $1649.74      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      2261 | PA      | $2245.33      | 0.00%             | 2033-01-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                      | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2339157.18   | 0.10%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing LLC, Series 2021-1A, Class A                                            | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1584000 | PA      | $1453540.02   | 0.06%             | 2025-12-26      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31395DUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    165978 | PA      | $184470.20    | 0.01%             | 2036-06-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                          | Packaging Corp. of America                                                                      | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2248613.34   | 0.10%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INVESCO PRIVATE GOVERNMENT FUND                                                     | INVESCO PRIVATE GOVERNMENT FUND                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  35743367 | NS      | $35743366.77  | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                                  | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   3571000 | PA      | $3541719.98   | 0.15%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                              | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2603745.52   | 0.11%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    117594 | PA      | $20008.90     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5332 | PA      | $5591.62      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | 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        |   2157257 | PA      | $1885351.54   | 0.08%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2020-1, Class A1                                        | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    817539 | PA      | $764472.25    | 0.03%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                        | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8710000 | PA      | $8663309.26   | 0.37%             | 2024-06-07      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36205R6K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       912 | PA      | $911.52       | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                           | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6647000 | PA      | $6557716.43   | 0.28%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                            | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  28060000 | PA      | $28036120.38  | 1.21%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31385YZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23104 | PA      | $23135.77     | 0.00%             | 2030-01-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM Mortgage Trust, Series 2012-CR5, Class XA                                                  | CUSIP: 12623SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1947956 | PA      | $53.18        | 0.00%             | 2045-12-10      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     81475 | PA      | $15183.98     | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                                | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3208391.68   | 0.14%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36202CLU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3803 | PA      | $3854.12      | 0.00%             | 2025-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5067000 | PA      | $4692513.23   | 0.20%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2016-1A, Class ARR                                                    | CUSIP: 17180TBA9<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   2424000 | PA      | $2366597.26   | 0.10%             | 2031-10-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                    | WPP Finance 2010                                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |   2695000 | PA      | $2605392.92   | 0.11%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36213GPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10324 | PA      | $10666.76     | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                              | Hercules Capital, Inc.                                                                          | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2162164.32   | 0.09%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                     | Santander UK Group Holdings PLC                                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4095000 | PA      | $4138625.75   | 0.18%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp., Series USD | CUSIP: 161175BQ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3471170.20   | 0.15%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                                   | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5679610.26   | 0.24%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138479 | PA      | $143781.07    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KC02, Class X1, IO                | CUSIP: 3137FHQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  51121179 | PA      | $221697.22    | 0.01%             | 2024-03-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  14243000 | PA      | $14013638.56  | 0.60%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO                | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  26780577 | PA      | $713656.85    | 0.03%             | 2026-05-25      | Variable      | 1.10%                 | 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        |   4027720 | PA      | $3554611.67   | 0.15%             | 2062-03-27      | Variable      | 3.08%                 | 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       |      3775 | NC      | $2064419.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                                 | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715706 | PA      | $650838.16    | 0.03%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                              | Aramark Services, Inc.                                                                          | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   3034000 | PA      | $2962852.70   | 0.13%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                                    | CUSIP: 38380HHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1796178 | PA      | $299617.93    | 0.01%             | 2047-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                           | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2125754.91   | 0.09%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Enel Finance International N.V.                                                     | Enel Finance International N.V.                                                                 | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3327000 | PA      | $3447693.08   | 0.15%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust II                                                         | Master Credit Card Trust II, Series 2020-1A, Class A                                            | CUSIP: 576339CF0<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |  15000000 | PA      | $14851962.00  | 0.64%             | 2024-09-21      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2018-R07, Class 1M2                            | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267667 | PA      | $266563.32    | 0.01%             | 2031-04-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                              | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20695097 | PA      | $391611.26    | 0.02%             | 2051-01-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Adani Green Energy Ltd.                                                             | Adani Green Energy Ltd.                                                                         | CUSIP: 00653XAA5<br>LEI: 335800ZBBU81OH211H17 | Long             | DBT              | CORP              | IN        |   3542000 | PA      | $3214365.00   | 0.14%             | 2024-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3672000 | PA      | $3687970.15   | 0.16%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1A                                                          | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3946106 | PA      | $3534426.00   | 0.15%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389044 | PA      | $400980.21    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       305 | PA      | $305.04       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                               | Freeport-McMoRan Inc.                                                                           | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   5496000 | PA      | $5437137.84   | 0.23%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3133TENT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1998 | PA      | $19.83        | 0.00%             | 2028-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36207GK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2214 | PA      | $2243.48      | 0.00%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136AXQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    381239 | PA      | $67999.15     | 0.00%             | 2047-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31283GY84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       175 | PA      | $175.56       | 0.00%             | 2025-05-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                              | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3107783.74   | 0.13%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                              | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94398 | PA      | $87350.89     | 0.00%             | 2033-10-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3133TJD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    127696 | PA      | $9228.07      | 0.00%             | 2029-02-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    251800 | PA      | $252763.92    | 0.01%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM7, Class A1                                                           | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3686550 | PA      | $3583638.83   | 0.15%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3977000 | PA      | $3381296.58   | 0.15%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                            | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1621706.29   | 0.07%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                        | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1491761.56   | 0.06%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31383BZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1065 | PA      | $1063.00      | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31382P3M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       116 | PA      | $119.49       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31394B6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    624600 | PA      | $50169.93     | 0.00%             | 2035-02-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36203R5K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       179 | PA      | $184.46       | 0.00%             | 2023-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-6, Class A2                                                 | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695084 | PA      | $612782.48    | 0.03%             | 2043-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    666995 | PA      | $53576.81     | 0.00%             | 2038-05-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                                    | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1035136 | PA      | $64102.03     | 0.00%             | 2041-04-16      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                                     | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   6594000 | PA      | $6695420.07   | 0.29%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31396PVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    758151 | PA      | $768298.21    | 0.03%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                           | Westinghouse Air Brake Technologies Corp.                                                       | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   3511000 | PA      | $3455391.62   | 0.15%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class D                                         | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6464000 | PA      | $6044436.63   | 0.26%             | 2036-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    334327 | PA      | $23074.35     | 0.00%             | 2041-10-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36224PM47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        36 | PA      | $35.92        | 0.00%             | 2022-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                  | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3010053.98   | 0.13%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     73965 | PA      | $70604.54     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20500 | PA      | $20732.23     | 0.00%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392EGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     49465 | PA      | $5084.37      | 0.00%             | 2032-09-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                                          | CUSIP: 31325UP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    279588 | PA      | $13155.35     | 0.00%             | 2027-12-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                                               | Vendee Mortgage Trust, Series 1995-2B, Class 2, IO                                              | CUSIP: 911760GA8<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |    510373 | PA      | $3570.62      | 0.00%             | 2025-06-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                            | AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D                                | CUSIP: 03066KAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3586956.49   | 0.15%             | 2025-06-18      | Fixed         | 2.99%                 | 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        |   1312468 | PA      | $1238500.13   | 0.05%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class C                                                             | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1717485.50   | 0.07%             | 2039-01-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                                    | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4454939.69   | 0.19%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Aircastle Ltd.                                                                      | Aircastle Ltd.                                                                                  | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  14243000 | PA      | $14196160.19  | 0.61%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403DLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117049 | PA      | $123390.10    | 0.01%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC, Series 2020-A, Class A3                                             | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5367630.88   | 0.23%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36209CZ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2475 | PA      | $2474.32      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36213GPS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13591 | PA      | $14043.39     | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                              | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $3956984.50   | 0.17%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36211KNJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11849 | PA      | $11844.28     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                                       | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7163181 | PA      | $246765.12    | 0.01%             | 2050-12-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                  | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9234000 | PA      | $9268888.82   | 0.40%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                                | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4721000 | PA      | $4572108.35   | 0.20%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| IP Lending II Ltd.                                                                  | IP Lending II Ltd., Series 2021-2A, Class SNR                                                   | CUSIP: 44988WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4474900.00   | 0.19%             | 2025-07-15      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust                                | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class AS                 | CUSIP: 46641BAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335000 | PA      | $2285484.69   | 0.10%             | 2046-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31296YGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42161 | PA      | $43410.18     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                              | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   5428000 | PA      | $5352623.43   | 0.23%             | 2025-06-01      | Fixed         | 4.62%                 | 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        |   7093932 | PA      | $6216262.60   | 0.27%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2013-K28, Class C                                                  | CUSIP: 30291HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $525648.06    | 0.02%             | 2046-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                    | Credit Suisse AG                                                                                | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  15000000 | PA      | $14145121.20  | 0.61%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Banque Federative du Credit Mutuel                                                  | Banque Federative du Credit Mutuel                                                              | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9077000 | PA      | $8937889.07   | 0.38%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36207YPK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2965 | PA      | $2964.39      | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                           | Agile Group Holdings Ltd.                                                                       | CUSIP: BP4631803<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    413000 | PA      | $157791.61    | 0.01%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                                | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4669656 | PA      | $3932146.24   | 0.17%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    295453 | PA      | $17858.37     | 0.00%             | 2035-03-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                             | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2073432 | PA      | $1783758.92   | 0.08%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                             | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5504230.80   | 0.24%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    118260 | PA      | $20077.33     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                            | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   5816000 | PA      | $5731964.03   | 0.25%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1                                                           | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6085320 | PA      | $5293966.38   | 0.23%             | 2062-01-25      | Variable      | 2.94%                 | 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        |    869478 | PA      | $815147.02    | 0.04%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance, LLC                                                         | Alliant Energy Finance, LLC                                                                     | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3323168.88   | 0.14%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2020-8RA, Class A1                                                         | CUSIP: 670898AC9<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   9602000 | PA      | $9427598.87   | 0.41%             | 2032-01-17      | Floating      | 5.30%                 | 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        |   5994910 | PA      | $4870621.77   | 0.21%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31392RT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     30650 | PA      | $1837.47      | 0.00%             | 2029-09-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                                         | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6565000 | PA      | $6293640.32   | 0.27%             | 2036-09-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM Mortgage Trust, Series 2014-CR20, Class ASB                                                | CUSIP: 12592LBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275065 | PA      | $269607.49    | 0.01%             | 2047-11-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 24 Ltd.                                          | Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR                           | CUSIP: 64130HAL5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |   7358155 | PA      | $7255612.11   | 0.31%             | 2030-04-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31335PFM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10127 | PA      | $10117.70     | 0.00%             | 2026-08-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Mortgage Loan Trust                                                      | Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1                                      | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5980045 | PA      | $4797664.60   | 0.21%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31386HVV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27112 | PA      | $27255.37     | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class AS                    | CUSIP: 61762DAY7<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   2235000 | PA      | $2198744.50   | 0.09%             | 2046-05-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2019-3, Class A1                                        | CUSIP: 76119NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229151 | PA      | $221803.04    | 0.01%             | 2059-09-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners, L.P.                                                                | ONEOK Partners, L.P.                                                                            | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3911693.41   | 0.17%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust, Series 2019-2, Class D                                  | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518147 | PA      | $1506783.89   | 0.06%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     92377 | PA      | $13008.89     | 0.00%             | 2033-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp.                                                                                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2972000 | PA      | $2599972.53   | 0.11%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                                          | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    103590 | PA      | $14645.88     | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                    | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3922245.55   | 0.17%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Drive Auto Receivables Trust                                                        | Drive Auto Receivables Trust, Series 2019-3, Class D                                            | CUSIP: 26209WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2885000 | PA      | $2847280.07   | 0.12%             | 2026-10-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust, Series 2019-AA, Class A                                           | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1569910 | PA      | $1465255.04   | 0.06%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31371KSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19596 | PA      | $20342.66     | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2022-4, Class A4                                                | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11274000 | PA      | $11400180.86  | 0.49%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                            | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2774000 | PA      | $2765446.07   | 0.12%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                           | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   6044000 | PA      | $6074811.34   | 0.26%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 16-2                                                 | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990866 | PA      | $1750732.10   | 0.08%             | 2025-10-07      | Fixed         | 3.65%                 | 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        |  11689672 | PA      | $9380500.33   | 0.40%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403DWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40669 | PA      | $42430.25     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                                          | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11197 | PA      | $1204.20      | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36206FLF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1145 | PA      | $1144.92      | 0.00%             | 2025-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31390NRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35851 | PA      | $36940.51     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31410KWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650757 | PA      | $683253.33    | 0.03%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                                          | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     40550 | PA      | $5295.96      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31292GNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1271 | PA      | $1293.67      | 0.00%             | 2025-01-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                                  | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7693000 | PA      | $7248460.38   | 0.31%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                   | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4170927.48   | 0.18%             | 2025-11-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                                          | Five Corners Funding Trust                                                                      | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6172000 | PA      | $6113887.35   | 0.26%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                         | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  10662000 | PA      | $10209848.68  | 0.44%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10447119.60  | 0.45%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                                          | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | XX        |  26177000 | PA      | $25513086.88  | 1.10%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd., Series 2019-3A, Class AR                                                        | CUSIP: 69355EAL9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |   3874000 | PA      | $3722565.34   | 0.16%             | 2034-04-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                        | United States Treasury Bills                                                                    | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2061000 | PA      | $2037234.86   | 0.09%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31410KQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309039 | PA      | $319020.87    | 0.01%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co., L.L.C.                                                  | Tennessee Gas Pipeline Co., L.L.C.                                                              | CUSIP: 880451AV1<br>LEI: OP63ORXB4ZHLAWFS1Q36 | Long             | DBT              | CORP              | US        |  14927000 | PA      | $16011440.13  | 0.69%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-AEI1, Class A3                                                           | CUSIP: 55284FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4321575 | PA      | $3511104.52   | 0.15%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66                                                                                     | CUSIP: 718546AU8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    578000 | PA      | $576645.87    | 0.02%             | 2023-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                     | Open Text Corp.                                                                                 | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    838000 | PA      | $840061.48    | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133TNPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     24773 | PA      | $26113.69     | 0.00%             | 2030-03-15      | 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        |   6263299 | PA      | $6192275.54   | 0.27%             | 2042-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                          | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3703510.48   | 0.16%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| Magallanes, Inc.                                                                    | Magallanes, Inc.                                                                                | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2822497.46   | 0.12%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31339W2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     95131 | PA      | $99609.54     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | 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        |     71928 | PA      | $65484.95     | 0.00%             | 2034-08-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons L.P./ Albertsons LLC              | Albertsons Cos Inc / Safeway Inc / New Albertsons L.P./ Albertsons LLC                          | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2911100.94   | 0.13%             | 2023-02-15      | Fixed         | 3.50%                 | 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        |   2765590 | PA      | $2525623.45   | 0.11%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     30765 | PA      | $34466.76     | 0.00%             | 2036-06-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                            | Daimler Trucks Finance North America LLC                                                        | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1416096.04   | 0.06%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36201LSK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35383 | PA      | $36816.38     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners, L.P.                                             | NextEra Energy Operating Partners, L.P.                                                         | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    375000 | PA      | $354915.00    | 0.02%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                                              | Hercules Capital, Inc.                                                                          | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $876651.87    | 0.04%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                    | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $2599475.67   | 0.11%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                          | Rogers Communications Inc.                                                                      | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   9755000 | PA      | $9288978.38   | 0.40%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403J7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2611 | PA      | $2692.12      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC, Series 2020-A, Class A2                                             | CUSIP: 60700MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1333234 | PA      | $1316089.47   | 0.06%             | 2024-04-09      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | LOCUS AGRICULTURE SOLUTIONS INC, Wrts. 2032-12-31                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        44 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEON Holdings B.V.                                                                  | VEON Holdings B.V.                                                                              | CUSIP: 92334VAA3<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |   3001000 | PA      | $2595865.00   | 0.11%             | 2025-04-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc.                                                           | Microchip Technology Inc.                                                                       | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3508000 | PA      | $3493566.54   | 0.15%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2017-K724, Class B                                                 | CUSIP: 30295XAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395000 | PA      | $1355439.33   | 0.06%             | 2049-12-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                  | Berry Global, Inc.                                                                              | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $4763131.72   | 0.20%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2020-SFR1, Class A                                           | CUSIP: 74331CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000151 | PA      | $4561630.37   | 0.20%             | 2037-04-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 3128QGFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13810 | PA      | $14095.99     | 0.00%             | 2036-07-01      | Floating      | 3.65%                 | 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        |    829743 | PA      | $743495.62    | 0.03%             | 2065-04-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| INVESCO PRIVATE PRIME FUND                                                          | INVESCO PRIVATE PRIME FUND                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  91867551 | NS      | $91885921.91  | 3.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     52233 | PA      | $6223.73      | 0.00%             | 2032-07-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2013-K30, Class C                                                  | CUSIP: 30291KAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $900759.38    | 0.04%             | 2045-06-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| KNDL Mortgage Trust                                                                 | KNDL Mortgage Trust, Series 2019-KNSQ, Class A                                                  | CUSIP: 482598AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $7647335.75   | 0.33%             | 2036-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2020-AFC1, Class A1                                | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3866454 | PA      | $3565191.25   | 0.15%             | 2050-02-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1                            | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107138 | PA      | $98776.20     | 0.00%             | 2035-10-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                                         | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11325000 | PA      | $10608728.86  | 0.46%             | 2036-09-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31384A6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36435 | PA      | $36414.86     | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2017-13A, Class A1AR                                                       | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   5145000 | PA      | $5050445.19   | 0.22%             | 2030-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31400DMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10153 | PA      | $10214.08     | 0.00%             | 2026-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31392MHL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     77426 | PA      | $80678.29     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2013-K29, Class C                                                  | CUSIP: 30291JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915000 | PA      | $1889687.72   | 0.08%             | 2046-05-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  29538000 | PA      | $27133902.18  | 1.17%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       455 | PA      | $461.02       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31383S2A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       208 | PA      | $207.25       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                              | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1930234.03   | 0.08%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class A                                                   | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7254320 | PA      | $6982657.03   | 0.30%             | 2038-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P./ VICI Note Co. Inc.                                            | VICI Properties L.P./ VICI Note Co. Inc.                                                        | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14243000 | PA      | $14122985.35  | 0.61%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31395XN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   1051284 | PA      | $1056916.73   | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    318819 | PA      | $13242.20     | 0.00%             | 2035-07-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                                         | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11901781 | PA      | $398726.34    | 0.02%             | 2050-11-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       762 | PA      | $770.06       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31410GVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143733 | PA      | $150661.51    | 0.01%             | 2036-05-01      | Fixed         | 5.50%                 | 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        |   3610000 | PA      | $2910706.54   | 0.13%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31386RLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11267 | PA      | $11608.63     | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                            | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5852069.23   | 0.25%             | 2026-04-26      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                         | Swedbank AB                                                                                     | CUSIP: 87020PAQ0<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1692000 | PA      | $1620636.38   | 0.07%             | 2025-04-04      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                    | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8167000 | PA      | $8346598.05   | 0.36%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                    | Country Garden Holdings Co. Ltd.                                                                | CUSIP: BJ5935942<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $193825.30    | 0.01%             | 2025-05-27      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    125673 | PA      | $10239.74     | 0.00%             | 2032-07-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31380JE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10745 | PA      | $10723.39     | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403DA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243554 | PA      | $251460.97    | 0.01%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                       | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   9283000 | PA      | $9221602.89   | 0.40%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Becton, Dickinson and Co.                                                           | Becton, Dickinson and Co.                                                                       | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    881000 | PA      | $860859.56    | 0.04%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-XL2, Class B                                          | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2312154 | PA      | $2183792.77   | 0.09%             | 2038-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                                  | Devon Energy Corp.                                                                              | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   9496000 | PA      | $9504403.68   | 0.41%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Humana Inc.                                                                         | Humana Inc.                                                                                     | CUSIP: 444859BJ0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1614943.69   | 0.07%             | 2022-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     60752 | PA      | $58308.47     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                               | United Airlines, Inc.                                                                           | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1308563.38   | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8                   | CUSIP: 12669G5U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192632 | PA      | $163962.04    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   7358000 | PA      | $7205114.23   | 0.31%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-INV1, Class A1                                          | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351476 | PA      | $336737.38    | 0.01%             | 2060-03-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2013-GC17, Class XA                                 | CUSIP: 17321RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10553771 | PA      | $58487.94     | 0.00%             | 2046-11-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31368HKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25905 | PA      | $27019.40     | 0.00%             | 2030-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     38226 | PA      | $4555.38      | 0.00%             | 2032-07-25      | Floating      | 3.98%                 | 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        |   7248667 | PA      | $6165707.17   | 0.27%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31390RYJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76080 | PA      | $78423.91     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-AEI1, Class A4                                                           | CUSIP: 55284FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5228776 | PA      | $4460707.75   | 0.19%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                                 | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1201638 | PA      | $1083478.57   | 0.05%             | 2060-01-26      | Variable      | 2.46%                 | 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        |    504990 | PA      | $424125.16    | 0.02%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                   | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2439475.37   | 0.10%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                  | Berry Global, Inc.                                                                              | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   5744000 | PA      | $5518720.32   | 0.24%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                    | Credit Suisse AG                                                                                | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1057000 | PA      | $941262.32    | 0.04%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     47074 | PA      | $4988.44      | 0.00%             | 2037-12-15      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                        | Lennar Corp.                                                                                    | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4722534.10   | 0.20%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                                | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4073000 | PA      | $3853663.61   | 0.17%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc.                                                           | Microchip Technology Inc.                                                                       | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   7910000 | PA      | $7700628.55   | 0.33%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31406EPY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21650 | PA      | $22302.99     | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                           | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3702145.30   | 0.16%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                            | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $3610861.51   | 0.16%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                           | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4747000 | PA      | $4719990.09   | 0.20%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Danske Bank A/S                                                                     | Danske Bank A/S                                                                                 | CUSIP: 23636AAQ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5898000 | PA      | $5896895.42   | 0.25%             | 2023-09-12      | Floating      | 4.30%                 | 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: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7288750 | PA      | $7198168.62   | 0.31%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM1, Class A1                                                           | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4986345 | PA      | $4202430.55   | 0.18%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31297BTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62150 | PA      | $63058.34     | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   5684000 | PA      | $5750860.10   | 0.25%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                                    | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    873000 | PA      | $842094.99    | 0.04%             | 2025-05-15      | Fixed         | 3.62%                 | 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        |   2955000 | PA      | $2437468.69   | 0.10%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Logan Group Co. Ltd.                                                                | Logan Group Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |   1059000 | PA      | $130925.02    | 0.01%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                         | Prosus N.V.                                                                                     | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   6310000 | PA      | $5551840.31   | 0.24%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                               | POSCO                                                                                           | CUSIP: 693483AG4<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   5021000 | PA      | $5002453.63   | 0.22%             | 2023-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31410FV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244207 | PA      | $255386.51    | 0.01%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                                | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2250897.25   | 0.10%             | 2024-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                                | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6078000 | PA      | $6075609.95   | 0.26%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6253513 | PA      | $6189253.71   | 0.27%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group (Cayman) 3 Ltd.                                              | Mizuho Financial Group (Cayman) 3 Ltd.                                                          | CUSIP: 60688UAB2<br>LEI: 549300AM6U7J7ZZI1G88 | Long             | DBT              | CORP              | KY        |   6172000 | PA      | $6066675.19   | 0.26%             | 2024-03-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3133TEPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10068 | PA      | $185.60       | 0.00%             | 2028-07-17      | Floating      | 4.80%                 | 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        |   8853712 | PA      | $7270353.37   | 0.31%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31283HV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6245 | PA      | $6442.10      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IP Lending III Ltd.                                                                 | IP Lending III Ltd.                                                                             | CUSIP: 44988UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3978000 | PA      | $3544000.20   | 0.15%             | 2026-11-02      | Fixed         | 3.38%                 | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10647000 | PA      | $9303742.54   | 0.40%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31359XCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     45115 | PA      | $46374.85     | 0.00%             | 2029-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4                              | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5909657 | PA      | $4785151.19   | 0.21%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2012-C10, Class XA                                      | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493193 | PA      | $14.99        | 0.00%             | 2045-12-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| IP Lending VII Ltd.                                                                 | IP Lending VII Ltd.                                                                             | CUSIP: 44989EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8658000 | PA      | $8658000.00   | 0.37%             | 2027-10-11      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                 | Take-Two Interactive Software, Inc.                                                             | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   7109000 | PA      | $6859970.09   | 0.29%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    304856 | PA      | $34462.69     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                               | Elevance Health, Inc.                                                                           | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7104276.34   | 0.31%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                 | Take-Two Interactive Software, Inc.                                                             | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2469661.16   | 0.11%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| PRKCM 2022-AFC2 Trust                                                               | PRKCM 2022-AFC2 Trust, Series 2022-AFC2, Class A1                                               | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6281002 | PA      | $6139390.88   | 0.26%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    193603 | PA      | $6567.99      | 0.00%             | 2035-05-25      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    109778 | PA      | $112121.90    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4                             | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38203 | PA      | $35283.39     | 0.00%             | 2035-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36225AQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3054 | PA      | $3099.68      | 0.00%             | 2026-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31410FV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44937 | PA      | $46286.52     | 0.00%             | 2030-01-01      | 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        |   3725000 | PA      | $3038429.98   | 0.13%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31335H5M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54466 | PA      | $55793.58     | 0.00%             | 2024-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                                         | Schlumberger Holdings Corp.                                                                     | CUSIP: 806851AJ0<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2761000 | PA      | $2715093.60   | 0.12%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                               | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6203000 | PA      | $6080014.36   | 0.26%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3361000 | PA      | $3056689.04   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | 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        |   3154930 | PA      | $3153502.63   | 0.14%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services, Inc.                                            | Harley-Davidson Financial Services, Inc.                                                        | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $1898686.34   | 0.08%             | 2025-06-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW Owner Trust, Series 2019-1A, Class A                                                        | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260229 | PA      | $1191337.96   | 0.05%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                             | Synovus Financial Corp.                                                                         | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   6710000 | PA      | $6624676.71   | 0.28%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                                       | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444122 | PA      | $424988.10    | 0.02%             | 2035-10-25      | Floating      | 3.15%                 | 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        |   4343221 | PA      | $3680512.40   | 0.16%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31297APP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73605 | PA      | $76051.96     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Natwest Group PLC                                                                   | Natwest Group PLC                                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3601000 | PA      | $3753790.86   | 0.16%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36204TF90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       722 | PA      | $746.11       | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                | Mitsubishi UFJ Financial Group, Inc.                                                            | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8400000 | PA      | $8352711.95   | 0.36%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                                   | Mello Mortgage Capital Acceptance, Series 2021-INV3, Class A4                                   | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3802247 | PA      | $3269341.35   | 0.14%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                         | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5735000 | PA      | $5769518.16   | 0.25%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corp.                                                                  | Devon Energy Corp.                                                                              | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   8657000 | PA      | $8691612.42   | 0.37%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    104056 | PA      | $10222.59     | 0.00%             | 2031-11-18      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31384WPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41527 | PA      | $42906.71     | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                                    | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    665385 | PA      | $50170.36     | 0.00%             | 2037-04-16      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                      | VeriSign, Inc.                                                                                  | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    554000 | PA      | $542936.99    | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                             | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4242000 | PA      | $4402778.08   | 0.19%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: —       |
| AmeriCredit Automobile Receivables Trust                                            | AmeriCredit Automobile Receivables Trust, Series 2018-3, Class C                                | CUSIP: 03066MAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265808 | PA      | $1264287.46   | 0.05%             | 2024-10-18      | Fixed         | 3.74%                 | 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        |   9870062 | PA      | $8050338.82   | 0.35%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                | Sirius XM Radio Inc.                                                                            | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1441943.80   | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                                 | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  15000000 | PA      | $14941918.35  | 0.64%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-SFR1, Class A                                                           | CUSIP: 85521DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18579790 | PA      | $17786334.13  | 0.76%             | 2038-04-17      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     25886 | PA      | $2891.26      | 0.00%             | 2032-09-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36205DPX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $6.31         | 0.00%             | 2024-04-15      | Fixed         | 8.00%                 | 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       |       -61 | NC      | $-15250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                           | EQT Corp.                                                                                       | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1136809.47   | 0.05%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                   | CUSIP: 64110LAG1<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $6138666.00   | 0.26%             | 2024-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3133TSMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    113330 | PA      | $5999.18      | 0.00%             | 2029-06-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class AA                                 | CUSIP: 17322MAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256923 | PA      | $252590.65    | 0.01%             | 2047-05-10      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                                                          | OWL Rock Core Income Corp.                                                                      | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3366000 | PA      | $3047585.96   | 0.13%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3137B93W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    726306 | PA      | $74828.81     | 0.00%             | 2044-01-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                   | Eversource Energy                                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   7107000 | PA      | $6524997.96   | 0.28%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31283GRH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7333 | PA      | $7340.66      | 0.00%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                      | Office Properties Income Trust                                                                  | CUSIP: 81618TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9131000 | PA      | $8350022.56   | 0.36%             | 2024-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                      | Welltower Inc.                                                                                  | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3287000 | PA      | $3221567.60   | 0.14%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                                    | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2176517.48   | 0.09%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31371KEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3238 | PA      | $3263.20      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                           | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1079748.26   | 0.05%             | 2023-12-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                           | Fox Corp.                                                                                       | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1105390.08   | 0.05%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                               | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5738387 | PA      | $5297681.01   | 0.23%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Invesco Liquid Assets Portfolio                                                     | Invesco Liquid Assets Portfolio                                                                 | CUSIP: 825252729<br>LEI: 549300DC1W0JSX3QRC47 | Long             | STIV             | RF                | US        |   1536359 | NS      | $1536819.67   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Mortgage Trust                                                                   | CD Mortgage Trust, Series 2017-CD6, Class XA                                                    | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7943891 | PA      | $225976.69    | 0.01%             | 2050-11-13      | Variable      | 1.02%                 | 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        |   1113669 | PA      | $993215.85    | 0.04%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                 | General Mills, Inc.                                                                             | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10014484.00  | 0.43%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     56096 | PA      | $58329.34     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                      | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   7109000 | PA      | $6812410.25   | 0.29%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                    | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  14738000 | PA      | $14296957.54  | 0.61%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9401000 | PA      | $9165400.22   | 0.39%             | 2026-05-12      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                                  | CUSIP: 174610AK1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  11908000 | PA      | $11630871.19  | 0.50%             | 2025-12-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136A9XT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    738268 | PA      | $34092.48     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                               | Interpublic Group of Cos., Inc. (The)                                                           | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $2065737.94   | 0.09%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                               | Tencent Holdings Ltd.                                                                           | CUSIP: 88032WAE6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   4039000 | PA      | $4027964.97   | 0.17%             | 2023-01-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-CLS, Class A                                                              | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630000 | PA      | $2607990.06   | 0.11%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31283GHE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       999 | PA      | $998.61       | 0.00%             | 2024-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2014-GC18, Class AAB                                       | CUSIP: 36252RAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193742 | PA      | $191519.15    | 0.01%             | 2047-01-10      | Fixed         | 3.65%                 | 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        |   9652010 | PA      | $8301151.39   | 0.36%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31283HB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12033 | PA      | $12412.77     | 0.00%             | 2028-07-01      | 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: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3107000 | PA      | $2958609.15   | 0.13%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2020-2, Class A1                                               | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248355 | PA      | $243067.69    | 0.01%             | 2065-03-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     52253 | PA      | $3915.65      | 0.00%             | 2032-04-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-2, Class A1                                             | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700232 | PA      | $1412254.70   | 0.06%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Swiss Re America Holding Corp.                                                      | Swiss Re America Holding Corp.                                                                  | CUSIP: 36158FAA8<br>LEI: 549300TFNR7TTQPWQU29 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6148015.25   | 0.26%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                            | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7000000 | PA      | $6960289.63   | 0.30%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31375VUR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        46 | PA      | $46.25        | 0.00%             | 2026-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                            | Equitable Holdings, Inc.                                                                        | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2126328.25   | 0.09%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 2 Ltd.                                            | Goldentree Loan Management US CLO 2 Ltd., Series 2017-2A, Class AR                              | CUSIP: 38136MAU2<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-CBDO         | CORP              | KY        |   7612000 | PA      | $7508073.36   | 0.32%             | 2030-11-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                  | CUSIP: 172967MB4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14536000 | PA      | $14349003.81  | 0.62%             | 2026-07-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5593000 | PA      | $5486990.56   | 0.24%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Bahamas Government International Bond                                               | Bahamas Government International Bond                                                           | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   5529000 | PA      | $4565604.37   | 0.20%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                            | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   6647000 | PA      | $6404875.58   | 0.28%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                     | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10662000 | PA      | $10381019.62  | 0.45%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                           | Agile Group Holdings Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |   1650000 | PA      | $640595.77    | 0.03%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 313615SS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       634 | PA      | $653.06       | 0.00%             | 2023-11-01      | Fixed         | 6.50%                 | 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        |   4018275 | PA      | $3340005.39   | 0.14%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Apache Corp.                                                                        | Apache Corp.                                                                                    | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $2093753.14   | 0.09%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136AB5N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    210625 | PA      | $31807.75     | 0.00%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust, Series 2019-3, Class D                                  | CUSIP: 80286HAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253230 | PA      | $1245998.03   | 0.05%             | 2025-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                          | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7457000 | PA      | $7325177.54   | 0.31%             | 2026-07-28      | Variable      | 4.26%                 | No            |                  2 | On Loan: —       |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                              | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    812380 | PA      | $701305.47    | 0.03%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136AYAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   4800476 | PA      | $353179.18    | 0.02%             | 2047-09-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp.                                                                                 | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1569593.47   | 0.07%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                       | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7486000 | PA      | $7300323.99   | 0.31%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36205YBQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16388 | PA      | $16535.32     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                    | Credit Suisse AG                                                                                | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |   1871000 | PA      | $1758577.22   | 0.08%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    360748 | PA      | $18977.15     | 0.00%             | 2035-01-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     44079 | PA      | $2921.70      | 0.00%             | 2029-06-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 5 Ltd.                                            | Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR                              | CUSIP: 38138DAN6<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6836256.00   | 0.29%             | 2032-10-20      | Floating      | 5.31%                 | 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        |   4498032 | PA      | $3843370.38   | 0.17%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 31339MXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10653 | PA      | $10734.92     | 0.00%             | 2032-01-15      | Floating      | 4.82%                 | 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       |      -247 | NC      | $-116969.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   6647000 | PA      | $6501805.46   | 0.28%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                                    | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   7109000 | PA      | $6914936.31   | 0.30%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc., Series V                                                                        | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3203952.30   | 0.14%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     42151 | PA      | $4555.68      | 0.00%             | 2032-03-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                 | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4853000 | PA      | $4913559.86   | 0.21%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                              | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   9496000 | PA      | $9357348.71   | 0.40%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                        | Textron Inc.                                                                                    | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   3906000 | PA      | $3861799.27   | 0.17%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Med Trust                                                                           | Med Trust, Series 2021-MDLN, Class B                                                            | CUSIP: 58403YAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6685000 | PA      | $6332691.14   | 0.27%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Dryden 93 CLO Ltd.                                                                  | Dryden 93 CLO Ltd., Series 2021-93A, Class A1A                                                  | CUSIP: 26190TAA9<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |   1705121 | PA      | $1663522.87   | 0.07%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2019-R02, Class 1M2                            | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70823 | PA      | $70700.13     | 0.00%             | 2031-08-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     34449 | PA      | $3620.49      | 0.00%             | 2032-04-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                              | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2434687.10   | 0.10%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2018-4, Class C                                                 | CUSIP: 14315EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1169465.31   | 0.05%             | 2024-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO                | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  27290943 | PA      | $446021.35    | 0.02%             | 2026-02-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                      | VeriSign, Inc.                                                                                  | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1773001.73   | 0.08%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 3128M6FN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293372 | PA      | $307740.92    | 0.01%             | 2035-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    166115 | PA      | $25827.97     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     34401 | PA      | $2369.77      | 0.00%             | 2035-03-25      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-HQA3, Class M1                                                         | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2787860 | PA      | $2758934.67   | 0.12%             | 2042-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                            | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1891753.41   | 0.08%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    130273 | PA      | $8040.99      | 0.00%             | 2035-05-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                           | Agile Group Holdings Ltd.                                                                       | CUSIP: BK1999766<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $86489.55     | 0.00%             | 2025-01-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 3128LXNJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298457 | PA      | $313530.29    | 0.01%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-1, Class A1                                             | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3985556 | PA      | $3470970.02   | 0.15%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                           | Kia Corp.                                                                                       | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   3555000 | PA      | $3132202.61   | 0.13%             | 2027-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 3128K7XS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8764 | PA      | $9040.69      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                            | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   6706000 | PA      | $6572690.22   | 0.28%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     29050 | PA      | $2343.98      | 0.00%             | 2031-12-18      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3137AXEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    803062 | PA      | $38066.98     | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3137ARKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   1716423 | PA      | $81744.32     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    267741 | PA      | $42391.44     | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36213GLY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41973 | PA      | $43389.60     | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                  | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14243000 | PA      | $13983797.06  | 0.60%             | 2025-05-24      | Variable      | 4.14%                 | 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        |   4556217 | PA      | $3645529.65   | 0.16%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                           | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1881684.41   | 0.08%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-DNA6, Class M1                                                         | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1578134 | PA      | $1568911.95   | 0.07%             | 2042-09-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-7, Class A1                                             | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5864200 | PA      | $4936177.35   | 0.21%             | 2066-10-25      | Variable      | 1.83%                 | 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        |   2137529 | PA      | $2075520.67   | 0.09%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing LLC, Series 2021-1A, Class B                                            | CUSIP: 42806MAB5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $637936.88    | 0.03%             | 2025-12-26      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                 | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    752000 | PA      | $710472.91    | 0.03%             | 2027-09-10      | Floating      | 4.04%                 | 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        |   5620210 | PA      | $4794203.99   | 0.21%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                                       | Workday, Inc.                                                                                   | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3817000 | PA      | $3610516.83   | 0.16%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31296XJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12687 | PA      | $13093.45     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403DCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255429 | PA      | $266031.16    | 0.01%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36225BYP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28818 | PA      | $30121.48     | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                         | Block, Inc.                                                                                     | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   6014000 | PA      | $5381988.74   | 0.23%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Enerflex Ltd.                                                                       | Enerflex Ltd.                                                                                   | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   2240000 | PA      | $2215640.00   | 0.10%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -3110 | NC      | $-1802185.91  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31393YKN4<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     49470 | PA      | $48655.98     | 0.00%             | 2047-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15043 | PA      | $15521.89     | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1674895.20   | 0.07%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36201YWY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38811 | PA      | $40102.90     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20721 | PA      | $21405.20     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     70320 | PA      | $12709.29     | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                                                    | Credit Suisse AG                                                                                | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   9123000 | PA      | $8311243.85   | 0.36%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apollo Management Holdings, L.P.                                                    | Apollo Management Holdings, L.P.                                                                | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1992806.89   | 0.09%             | 2050-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC                                                      | Angel Oak Mortgage Trust I LLC, Series 2018-3, Class A1                                         | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57194 | PA      | $56933.43     | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31395DUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     53793 | PA      | $65713.20     | 0.00%             | 2036-06-25      | Floating      | 9.47%                 | 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        |   5109245 | PA      | $4364017.39   | 0.19%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                                | Conagra Brands, Inc.                                                                            | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3601000 | PA      | $3558840.75   | 0.15%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31403XSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49788 | PA      | $49802.71     | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                  | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2819504.44   | 0.12%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                         | CUSIP: 44891ABJ5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7029000 | PA      | $7038173.06   | 0.30%             | 2023-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                              | GSK Consumer Healthcare Capital US LLC                                                          | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   9352000 | PA      | $9081638.64   | 0.39%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                    | United States Treasury Note/Bond                                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4883000 | PA      | $4897877.92   | 0.21%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 35B Ltd.                                                 | Golub Capital Partners CLO 35B Ltd., Series 2017-35A, Class AR                                  | CUSIP: 38172CAJ4<br>LEI: 549300WOCHCRLVQ18888 | Long             | ABS-CBDO         | CORP              | KY        |   8297310 | PA      | $8169664.58   | 0.35%             | 2029-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Ctfs.                                                | Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A1                                | CUSIP: 12659LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737402 | PA      | $711890.59    | 0.03%             | 2065-04-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2019-1A, Class A2I                                                 | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   6387500 | PA      | $5884511.84   | 0.25%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                   | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1300728.02   | 0.06%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   7675000 | PA      | $6809914.14   | 0.29%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Cedar Funding IX CLO Ltd.                                                           | Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1                                             | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5813000 | PA      | $5725694.55   | 0.25%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM8, Class A1                                                           | CUSIP: 67117YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8662899 | PA      | $8549621.50   | 0.37%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                       | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  14999000 | PA      | $14919715.89  | 0.64%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 3137FGV77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    284805 | PA      | $21140.39     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                    | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3871000 | PA      | $3905166.10   | 0.17%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36204CW64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       197 | PA      | $197.24       | 0.00%             | 2024-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3019000 | PA      | $2946219.70   | 0.13%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                   | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   4267000 | PA      | $4271159.30   | 0.18%             | 2025-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31288D6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113620 | PA      | $114813.09    | 0.00%             | 2033-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                        | Fidelity National Information Services, Inc.                                                    | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   9077000 | PA      | $8950169.53   | 0.38%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36206JK45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       704 | PA      | $712.96       | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                     | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3528000 | PA      | $3579777.35   | 0.15%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                   | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5681000 | PA      | $5368603.29   | 0.23%             | 2026-09-15      | Fixed         | 3.46%                 | 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        |   4278076 | PA      | $3788754.33   | 0.16%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                                          | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    138059 | PA      | $9492.97      | 0.00%             | 2039-12-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31397M4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        53 | PA      | $0.16         | 0.00%             | 2024-02-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Series 21-A                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2011625.00   | 0.09%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136APZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   3054814 | PA      | $384306.92    | 0.02%             | 2035-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KNDL Mortgage Trust                                                                 | KNDL Mortgage Trust, Series 2019-KNSQ, Class C                                                  | CUSIP: 482598AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4138740.53   | 0.18%             | 2036-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                                    | Hanesbrands Inc.                                                                                | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3141229.28   | 0.14%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36205FLS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        63 | PA      | $62.84        | 0.00%             | 2024-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                                  | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     48043 | PA      | $7040.22      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                                | Meritage Homes Corp.                                                                            | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5958794.28   | 0.26%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                   | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4330000 | PA      | $4288458.20   | 0.18%             | 2024-02-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2019-EXP1, Class 1A3                                                          | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |    189233 | PA      | $178280.54    | 0.01%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc.                                                                          | Mylan Inc.                                                                                      | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1687326.89   | 0.07%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133TDPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    243704 | PA      | $249773.84    | 0.01%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                               | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     28756 | PA      | $28483.43     | 0.00%             | 2033-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                  | ArcelorMittal S.A.                                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   7879000 | PA      | $7951469.31   | 0.34%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A                                 | CUSIP: 59020UL52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373034 | PA      | $337045.29    | 0.01%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31385WVJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15735 | PA      | $15447.49     | 0.00%             | 2032-11-01      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 22-1                                                       | CUSIP: 246114AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6041000 | PA      | $5665249.80   | 0.24%             | 2025-03-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                        | CUSIP: 36202CWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18678 | PA      | $18884.96     | 0.00%             | 2027-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A1                                   | CUSIP: 16158RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60093 | PA      | $56669.47     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2698724.35   | 0.12%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31283NA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1800 | PA      | $1797.85      | 0.00%             | 2023-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                              | CUSIP: 3133TM7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     39932 | PA      | $41948.85     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31375W6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       328 | PA      | $327.08       | 0.00%             | 2026-08-01      | 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        |   1480599 | PA      | $1329219.88   | 0.06%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                                  | Tampa Electric Co.                                                                              | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2303665.33   | 0.10%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class A                                                             | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5550000 | PA      | $5323708.74   | 0.23%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC, Series D                                                     | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2181326.04   | 0.09%             | 2077-08-16      | Variable      | 7.63%                 | No            |                  2 | On Loan: —       |
| MFA Trust                                                                           | MFA Trust, Series 2021-INV2, Class A1                                                           | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8162688 | PA      | $6674004.63   | 0.29%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                              | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6729000 | PA      | $6833723.09   | 0.29%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                           | CUSIP: 3128LU4Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6657 | PA      | $6648.49      | 0.00%             | 2038-01-01      | Floating      | 2.45%                 | 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        |   3275132 | PA      | $3235942.26   | 0.14%             | 2042-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2003-6, Class 1A3                           | CUSIP: 07384MWZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20449 | PA      | $19200.15     | 0.00%             | 2033-08-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                   | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1231073.93   | 0.05%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                           | CUSIP: 31402RHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167379 | PA      | $172503.10    | 0.01%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                           | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $2813883.00   | 0.12%             | 2026-11-12      | Fixed         | 2.95%                 | 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        |   1763393 | PA      | $1581819.18   | 0.07%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                        | American Credit Acceptance Receivables Trust, Series 2019-2, Class D                            | CUSIP: 02530DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828741 | PA      | $826064.92    | 0.04%             | 2025-06-12      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                                | CUSIP: 31287PHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20191 | PA      | $21433.72     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                        | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5038000 | PA      | $5081120.65   | 0.22%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     25291 | PA      | $2688.65      | 0.00%             | 2032-04-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Co.                                                 | Manufacturers and Traders Trust Co.                                                             | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   8720000 | PA      | $8763335.87   | 0.38%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                           | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    589203 | PA      | $62714.12     | 0.00%             | 2042-12-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                              | CUSIP: 66815L2J7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  10422000 | PA      | $10192746.74  | 0.44%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lehman Structured Securities Corp.                                                  | Lehman Structured Securities Corp., Series 2002-GE1, Class A                                    | CUSIP: 52518RBE5<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     15940 | PA      | $2596.71      | 0.00%             | 2024-07-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series FRN                                                     | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9326000 | PA      | $8949818.91   | 0.38%             | 2026-12-09      | Floating      | 3.99%                 | No            |                  2 | On Loan: —       |

### Signature

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

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

**Signature:** Sheri Morris

**Name of Signer:** Sheri Morris

**Title:** President