# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-25-000093
**Filing Date:** 2025-9
**Character Count:** 636854
**Document Hash:** a806d8abf5906fd6cc5bd3d712e5c841
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-25-000093.hdr.sgml**: 20250929

**ACCESSION NUMBER**: 0000826644-25-000093

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250929

**DATE AS OF CHANGE**: 20250929

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 251356723

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Consolidated Schedule of Investments** 

*July 31, 2025*

*(Unaudited)*

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

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **U.S. Dollar Denominated Bonds & Notes–31.57%** | **U.S. Dollar Denominated Bonds & Notes–31.57%** | **U.S. Dollar Denominated Bonds & Notes–31.57%** | **U.S. Dollar Denominated Bonds & Notes–31.57%** |
| **Argentina–0.47%** | **Argentina–0.47%** | **Argentina–0.47%** | **Argentina–0.47%** |
| &nbsp;&nbsp;&nbsp; Argentine Republic Government <br> International Bond, | &nbsp;&nbsp;&nbsp; Argentine Republic Government <br> International Bond, |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 07/09/2030<sup>(a)</sup> <br>|  | $3460000 | &nbsp;&nbsp; $2684580 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/09/2041<sup>(a)</sup> <br>|  | 5150000 | &nbsp;&nbsp; 3146650 |
| &nbsp;&nbsp;&nbsp; Vista Energy Argentina S.A.U., <br> 7.63%, 12/10/2035<sup>(b)</sup> <br>|  | 1725000 | &nbsp;&nbsp; 1694726 |
|  |  |  | &nbsp;&nbsp; 7525956 |
| **Belgium–0.26%** | **Belgium–0.26%** | **Belgium–0.26%** | **Belgium–0.26%** |
| &nbsp;&nbsp;&nbsp; Telenet Finance Luxembourg <br> Notes S.a.r.l., 5.50%, <br> 03/01/2028<sup>(b)</sup> <br>|  | 4200000 | &nbsp;&nbsp; 4168130 |
| **Bermuda–0.22%** | **Bermuda–0.22%** | **Bermuda–0.22%** | **Bermuda–0.22%** |
| &nbsp;&nbsp;&nbsp; RLGH Finance Bermuda Ltd., <br> 6.75%, 07/02/2035<sup>(b)</sup> <br>|  | 3500000 | &nbsp;&nbsp; 3579403 |
| **Brazil–0.60%** | **Brazil–0.60%** | **Brazil–0.60%** | **Brazil–0.60%** |
| &nbsp;&nbsp;&nbsp; Arcos Dorados B.V., 6.38%, <br> 01/29/2032<sup>(b)</sup> <br>|  | 3145000 | &nbsp;&nbsp; 3245640 |
| &nbsp;&nbsp;&nbsp; Sitios Latinoamerica S.A.B. de <br> C.V., 5.38%, <br> 04/04/2032<sup>(b)(c)</sup> <br>|  | 4745000 | &nbsp;&nbsp; 4673865 |
| &nbsp;&nbsp;&nbsp; Suzano Austria GmbH, <br> 2.50%, 09/15/2028<br>|  | 1716000 | &nbsp;&nbsp; 1596092 |
|  |  |  | &nbsp;&nbsp; 9515597 |
| **Canada–2.26%** | **Canada–2.26%** | **Canada–2.26%** | **Canada–2.26%** |
| &nbsp;&nbsp;&nbsp; Bell Canada, 6.88%, <br> 09/15/2055<sup>(d)</sup> <br>|  | 2078000 | &nbsp;&nbsp; 2119379 |
| &nbsp;&nbsp;&nbsp; Brookfield Infrastructure <br> Finance ULC, 6.75%, <br> 03/15/2055<sup>(c)(d)</sup> <br>|  | 1930000 | &nbsp;&nbsp; 1949385 |
| &nbsp;&nbsp;&nbsp; Constellation Software, Inc., <br> 5.16%, 02/16/2029<sup>(b)(c)</sup> <br>|  | 1223000 | &nbsp;&nbsp; 1242082 |
| Element Fleet Management Corp., | Element Fleet Management Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.64%, 03/13/2027<sup>(b)(c)</sup> <br>|  | 6900000 | &nbsp;&nbsp; 6998198 |
| &nbsp;&nbsp;&nbsp; 6.32%, 12/04/2028<sup>(b)</sup> <br>|  | 3603000 | &nbsp;&nbsp; 3785894 |
| &nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.38%, <br> 01/15/2083<sup>(c)(d)</sup> <br>|  | 6974000 | &nbsp;&nbsp; 7199448 |
| &nbsp;&nbsp;&nbsp; Hudbay Minerals, Inc., <br> 6.13%, 04/01/2029<sup>(b)</sup> <br>|  | 288000 | &nbsp;&nbsp; 290008 |
| &nbsp;&nbsp;&nbsp; New Gold, Inc., 6.88%, <br> 04/01/2032<sup>(b)</sup> <br>|  | 1433000 | &nbsp;&nbsp; 1471912 |
| &nbsp;&nbsp;&nbsp; Northriver Midstream Finance <br> L.P., 6.75%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 576000 | &nbsp;&nbsp; 586925 |
| RB Global Holdings, Inc., | RB Global Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2028<sup>(b)</sup> <br>|  | 850000 | &nbsp;&nbsp; 871158 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/2031<sup>(b)</sup> <br>|  | 318000 | &nbsp;&nbsp; 333659 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., <br> 7.00%, 04/15/2055<sup>(d)</sup> <br>|  | 2099000 | &nbsp;&nbsp; 2151205 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian <br> Infrastructure Holdings <br> Ltd., 7.63%, <br> 03/01/2055<sup>(b)(d)</sup> <br>|  | 3450000 | &nbsp;&nbsp; 3566181 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Canada–(continued)** | **Canada–(continued)** | **Canada–(continued)** | **Canada–(continued)** |
| &nbsp;&nbsp;&nbsp; Transcanada Trust, <br> Series 16-A, 5.88%, <br> 08/15/2076<sup>(d)</sup> <br>|  | $3545000 | &nbsp;&nbsp; $3546487 |
|  |  |  | &nbsp;&nbsp; 36111921 |
| **Cayman Islands–0.06%** | **Cayman Islands–0.06%** | **Cayman Islands–0.06%** | **Cayman Islands–0.06%** |
| &nbsp;&nbsp;&nbsp; Global Aircraft Leasing Co. <br> Ltd., 8.75%, <br> 09/01/2027<sup>(b)</sup> <br>|  | 868000 | &nbsp;&nbsp; 897415 |
| **Chile–0.56%** | **Chile–0.56%** | **Chile–0.56%** | **Chile–0.56%** |
| &nbsp;&nbsp;&nbsp; Banco de Credito e <br> Inversiones S.A., <br> 8.75%<sup>(b)(d)(e)</sup> <br>|  | 1725000 | &nbsp;&nbsp; 1855134 |
| &nbsp;&nbsp;&nbsp; Banco del Estado de Chile, <br> 7.95%<sup>(b)(d)(e)</sup> <br>|  | 1003000 | &nbsp;&nbsp; 1067827 |
| &nbsp;&nbsp;&nbsp; Chile Electricity Lux MPC II <br> S.a.r.l., 5.58%, <br> 10/20/2035<sup>(b)</sup> <br>|  | 1461370 | &nbsp;&nbsp; 1478176 |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de <br> Chile S.A., 5.50%, <br> 09/10/2034<sup>(b)</sup> <br>|  | 4685000 | &nbsp;&nbsp; 4572935 |
|  |  |  | &nbsp;&nbsp; 8974072 |
| **Colombia–0.46%** | **Colombia–0.46%** | **Colombia–0.46%** | **Colombia–0.46%** |
| Ecopetrol S.A., | Ecopetrol S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 01/19/2029 |  | 3450000 | &nbsp;&nbsp; 3704428 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/2032 |  | 1850000 | &nbsp;&nbsp; 1843432 |
| &nbsp;&nbsp;&nbsp; SURA Asset Management S.A., <br> 6.35%, 05/13/2032<sup>(b)</sup> <br>|  | 1680000 | &nbsp;&nbsp; 1768872 |
|  |  |  | &nbsp;&nbsp; 7316732 |
| **Dominican Republic–0.25%** | **Dominican Republic–0.25%** | **Dominican Republic–0.25%** | **Dominican Republic–0.25%** |
| &nbsp;&nbsp;&nbsp; Aeropuertos Dominicanos <br> Siglo XXI S.A., 7.00%, <br> 06/30/2034<sup>(b)(c)</sup> <br>|  | 2055000 | &nbsp;&nbsp; 2122342 |
| &nbsp;&nbsp;&nbsp; Dominican Republic International <br> Bond, | &nbsp;&nbsp;&nbsp; Dominican Republic International <br> Bond, |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/2030<sup>(b)</sup> <br>|  | 720000 | &nbsp;&nbsp; 688788 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/23/2032<sup>(b)</sup> <br>|  | 1200000 | &nbsp;&nbsp; 1113360 |
|  |  |  | &nbsp;&nbsp; 3924490 |
| **Egypt–0.15%** | **Egypt–0.15%** | **Egypt–0.15%** | **Egypt–0.15%** |
| &nbsp;&nbsp;&nbsp; Egypt Government <br> International Bond, <br> 8.63%, 02/04/2030<sup>(b)</sup> <br>|  | 2415000 | &nbsp;&nbsp; 2453619 |
| **France–0.36%** | **France–0.36%** | **France–0.36%** | **France–0.36%** |
| &nbsp;&nbsp;&nbsp; Electricite de France S.A., <br> 9.13%<sup>(b)(c)(d)(e)</sup> <br>|  | 2334000 | &nbsp;&nbsp; 2680307 |
| &nbsp;&nbsp;&nbsp; Forvia SE, 8.00%, <br> 06/15/2030<sup>(b)(c)</sup> <br>|  | 644000 | &nbsp;&nbsp; 671578 |
| Iliad Holding S.A.S., | Iliad Holding S.A.S., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/2028<sup>(b)</sup> <br>|  | 143000 | &nbsp;&nbsp; 145280 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/2032<sup>(b)</sup> <br>|  | 82000 | &nbsp;&nbsp; 84266 |
| &nbsp;&nbsp;&nbsp; Iliad Holding S.A.S.U., 8.50%, <br> 04/15/2031<sup>(b)</sup> <br>|  | 1466000 | &nbsp;&nbsp; 1573679 |
| &nbsp;&nbsp;&nbsp; Opal Bidco SAS, 6.50%, <br> 03/31/2032<sup>(b)</sup> <br>|  | 585000 | &nbsp;&nbsp; 591237 |
|  |  |  | &nbsp;&nbsp; 5746347 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Germany–0.35%** | **Germany–0.35%** | **Germany–0.35%** | **Germany–0.35%** |
| &nbsp;&nbsp;&nbsp; Bayer US Finance LLC, <br> 6.13%, 11/21/2026<sup>(b)</sup> <br>|  | $4073000 | &nbsp;&nbsp; $4137919 |
| &nbsp;&nbsp;&nbsp; Cerdia Finanz GmbH, 9.38%, <br> 10/03/2031<sup>(b)</sup> <br>|  | 1330000 | &nbsp;&nbsp; 1395221 |
|  |  |  | &nbsp;&nbsp; 5533140 |
| **India–0.91%** | **India–0.91%** | **India–0.91%** | **India–0.91%** |
| &nbsp;&nbsp;&nbsp; GMR Hyderabad International <br> Airport Ltd., 4.25%, <br> 10/27/2027<sup>(b)</sup> <br>|  | 4200000 | &nbsp;&nbsp; 4104468 |
| Muthoot Finance Ltd., | Muthoot Finance Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/14/2028<sup>(b)</sup> <br>|  | 3450000 | &nbsp;&nbsp; 3531310 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/23/2029<sup>(b)</sup> <br>|  | 6900000 | &nbsp;&nbsp; 6908122 |
|  |  |  | &nbsp;&nbsp; 14543900 |
| **Indonesia–0.23%** | **Indonesia–0.23%** | **Indonesia–0.23%** | **Indonesia–0.23%** |
| &nbsp;&nbsp;&nbsp; PT Perusahaan Perseroan <br> (Persero) Perusahaan <br> Listrik Negara, 4.13%, <br> 05/15/2027<sup>(b)</sup> <br>|  | 3700000 | &nbsp;&nbsp; 3669502 |
| **Ireland–0.29%** | **Ireland–0.29%** | **Ireland–0.29%** | **Ireland–0.29%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust, 6.95%, <br> 03/10/2055<sup>(d)</sup> <br>|  | 1149000 | &nbsp;&nbsp; 1202734 |
| &nbsp;&nbsp;&nbsp; BB Blue Financing DAC, <br> Series A1, 4.40%, <br> 09/20/2037<br>|  | 1750000 | &nbsp;&nbsp; 1699761 |
| &nbsp;&nbsp;&nbsp; GGAM Finance Ltd., 6.88%, <br> 04/15/2029<sup>(b)</sup> <br>|  | 1162000 | &nbsp;&nbsp; 1200011 |
| &nbsp;&nbsp;&nbsp; TrueNoord Capital DAC, <br> 8.75%, 03/01/2030<sup>(b)(c)</sup> <br>|  | 577000 | &nbsp;&nbsp; 598960 |
|  |  |  | &nbsp;&nbsp; 4701466 |
| **Italy–0.77%** | **Italy–0.77%** | **Italy–0.77%** | **Italy–0.77%** |
| FIBERCOP S.p.A., | FIBERCOP S.p.A., |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/2034<sup>(b)</sup> <br>|  | 625000 | &nbsp;&nbsp; 593468 |
| &nbsp;&nbsp;&nbsp; 7.20%, 07/18/2036<sup>(b)</sup> <br>|  | 600000 | &nbsp;&nbsp; 597120 |
| &nbsp;&nbsp;&nbsp; Intesa Sanpaolo S.p.A., <br> 7.70%<sup>(b)(d)(e)</sup> <br>|  | 9900000 | &nbsp;&nbsp; 9949480 |
| Telecom Italia Capital S.A., | Telecom Italia Capital S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/2033<sup>(c)</sup> <br>|  | 660000 | &nbsp;&nbsp; 683865 |
| &nbsp;&nbsp;&nbsp; 7.72%, 06/04/2038<sup>(c)</sup> <br>|  | 524000 | &nbsp;&nbsp; 565646 |
|  |  |  | &nbsp;&nbsp; 12389579 |
| **Japan–0.04%** | **Japan–0.04%** | **Japan–0.04%** | **Japan–0.04%** |
| &nbsp;&nbsp;&nbsp; Nissan Motor Co. Ltd., <br> 4.81%, 09/17/2030<sup>(b)(c)</sup> <br>|  | 668000 | &nbsp;&nbsp; 614468 |
| **Macau–0.48%** | **Macau–0.48%** | **Macau–0.48%** | **Macau–0.48%** |
| MGM China Holdings Ltd., | MGM China Holdings Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/15/2026<sup>(b)</sup> <br>|  | 4250000 | &nbsp;&nbsp; 4253077 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/2027<sup>(b)</sup> <br>|  | 2760000 | &nbsp;&nbsp; 2734808 |
| &nbsp;&nbsp;&nbsp; Studio City Finance Ltd., <br> 5.00%, 01/15/2029<sup>(b)</sup> <br>|  | 684000 | &nbsp;&nbsp; 632889 |
|  |  |  | &nbsp;&nbsp; 7620774 |
| **Mexico–1.15%** | **Mexico–1.15%** | **Mexico–1.15%** | **Mexico–1.15%** |
| &nbsp;&nbsp;&nbsp; Banco Mercantil del Norte <br> S.A., 8.38%<sup>(b)(c)(d)(e)</sup> <br>|  | 1850000 | &nbsp;&nbsp; 1955520 |
| &nbsp;&nbsp;&nbsp; Braskem Idesa S.A.P.I., <br> 7.45%, 11/15/2029<sup>(b)</sup> <br>|  | 2850000 | &nbsp;&nbsp; 2013306 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Mexico–(continued)** | **Mexico–(continued)** | **Mexico–(continued)** | **Mexico–(continued)** |
| &nbsp;&nbsp;&nbsp; CEMEX S.A.B. de C.V., <br> 5.13%<sup>(b)(d)(e)</sup> <br>|  | $2487000 | &nbsp;&nbsp; $2465639 |
| &nbsp;&nbsp;&nbsp; FIEMEX Energia - Banco <br> Actinver S.A. Institucion de <br> Banca Multiple, 7.25%, <br> 01/31/2041<sup>(b)</sup> <br>|  | 2065208 | &nbsp;&nbsp; 2116115 |
| &nbsp;&nbsp;&nbsp; Nemak S.A.B. de C.V., 3.63%, <br> 06/28/2031<sup>(b)</sup> <br>|  | 3064000 | &nbsp;&nbsp; 2598387 |
| Petroleos Mexicanos, | Petroleos Mexicanos, |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/13/2027 |  | 3500000 | &nbsp;&nbsp; 3503568 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/2029 |  | 3500000 | &nbsp;&nbsp; 3690687 |
|  |  |  | &nbsp;&nbsp; 18343222 |
| **Netherlands–0.11%** | **Netherlands–0.11%** | **Netherlands–0.11%** | **Netherlands–0.11%** |
| &nbsp;&nbsp;&nbsp; Prosus N.V., 3.26%, <br> 01/19/2027<sup>(b)</sup> <br>|  | 1720000 | &nbsp;&nbsp; 1682019 |
| **Nigeria–0.22%** | **Nigeria–0.22%** | **Nigeria–0.22%** | **Nigeria–0.22%** |
| &nbsp;&nbsp;&nbsp; IHS Holding Ltd., 8.25%, <br> 11/29/2031<sup>(b)</sup> <br>|  | 3450000 | &nbsp;&nbsp; 3530408 |
| **Panama–0.10%** | **Panama–0.10%** | **Panama–0.10%** | **Panama–0.10%** |
| &nbsp;&nbsp;&nbsp; Telecomunicaciones Digitales <br> S.A., 4.50%, <br> 01/30/2030<sup>(b)</sup> <br>|  | 1750000 | &nbsp;&nbsp; 1644299 |
| **Peru–0.13%** | **Peru–0.13%** | **Peru–0.13%** | **Peru–0.13%** |
| &nbsp;&nbsp;&nbsp; Compania de Minas <br> Buenaventura S.A.A., <br> 6.80%, 02/04/2032<sup>(b)</sup> <br>|  | 1990000 | &nbsp;&nbsp; 2037462 |
| **Serbia–0.07%** | **Serbia–0.07%** | **Serbia–0.07%** | **Serbia–0.07%** |
| &nbsp;&nbsp;&nbsp; Telecommunications Co. <br> Telekom Srbija AD <br> Belgrade, 7.00%, <br> 10/28/2029<sup>(b)</sup> <br>|  | 1165000 | &nbsp;&nbsp; 1167691 |
| **Supranational–0.11%** | **Supranational–0.11%** | **Supranational–0.11%** | **Supranational–0.11%** |
| &nbsp;&nbsp;&nbsp; European Bank for <br> Reconstruction & <br> Development, 6.40%, <br> 08/27/2025<br>|  | 1800000 | &nbsp;&nbsp; 1801926 |
| **Switzerland–1.06%** | **Switzerland–1.06%** | **Switzerland–1.06%** | **Switzerland–1.06%** |
| &nbsp;&nbsp;&nbsp; Argentum Netherlands B.V. <br> for Swiss Re Ltd., 5.63%, <br> 08/15/2052<sup>(b)(d)</sup> <br>|  | 460000 | &nbsp;&nbsp; 463418 |
| &nbsp;&nbsp;&nbsp; Credit Suisse Group AG, <br> (Acquired <br> 03/05/2021-11/22/2021; <br> Cost $8,038,275), <br> 6.25%<sup>(b)(d)(e)(f)(g)(h)</sup> <br>|  | 7385000 | &nbsp;&nbsp; 443100 |
| UBS Group AG, | UBS Group AG, |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%<sup>(b)(d)(e)</sup> <br>|  | 1725000 | &nbsp;&nbsp; 1725618 |
| &nbsp;&nbsp;&nbsp; 9.25%<sup>(b)(d)(e)</sup> <br>|  | 3450000 | &nbsp;&nbsp; 3795107 |
| &nbsp;&nbsp;&nbsp; Willow No 2 Ireland PLC for <br> Zurich Insurance Co. Ltd., <br> 4.25%, 10/01/2045<sup>(b)(d)</sup> <br>|  | 10500000 | &nbsp;&nbsp; 10487489 |
|  |  |  | &nbsp;&nbsp; 16914732 |
| **United Kingdom–1.81%** | **United Kingdom–1.81%** | **United Kingdom–1.81%** | **United Kingdom–1.81%** |
| &nbsp;&nbsp;&nbsp; Aberdeen Group PLC, 4.25%, <br> 06/30/2028<sup>(b)</sup> <br>|  | 1825000 | &nbsp;&nbsp; 1780497 |
| &nbsp;&nbsp;&nbsp; B.A.T. Capital Corp., 6.00%, <br> 02/20/2034<sup>(c)</sup> <br>|  | 1917000 | &nbsp;&nbsp; 2019954 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United Kingdom–(continued)** | **United Kingdom–(continued)** | **United Kingdom–(continued)** | **United Kingdom–(continued)** |
| &nbsp;&nbsp;&nbsp; British Telecommunications <br> PLC, 4.25%, <br> 11/23/2081<sup>(b)(c)(d)</sup> <br>|  | $10650000 | &nbsp;&nbsp; $10495555 |
| &nbsp;&nbsp;&nbsp; California Buyer Ltd./Atlantica <br> Sustainable Infrastructure <br> PLC, 6.38%, <br> 02/15/2032<sup>(b)</sup> <br>|  | 585000 | &nbsp;&nbsp; 591367 |
| &nbsp;&nbsp;&nbsp; M&G PLC, 6.50%, <br> 10/20/2048<sup>(b)(d)</sup> <br>|  | 925000 | &nbsp;&nbsp; 953282 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC, <br> 6.00%<sup>(d)(e)</sup> <br>|  | 1650000 | &nbsp;&nbsp; 1656552 |
| &nbsp;&nbsp;&nbsp; Rolls-Royce PLC, 3.63%, <br> 10/14/2025<sup>(b)</sup> <br>|  | 930000 | &nbsp;&nbsp; 928047 |
| &nbsp;&nbsp;&nbsp; Virgin Media Secured Finance <br> PLC, 5.50%, <br> 05/15/2029<sup>(b)</sup> <br>|  | 1344000 | &nbsp;&nbsp; 1314666 |
| Vodafone Group PLC, | Vodafone Group PLC, |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/04/2081<sup>(c)(d)</sup> <br>|  | 6876000 | &nbsp;&nbsp; 6700549 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/04/2081<sup>(d)</sup> <br>|  | 1348000 | &nbsp;&nbsp; 1243518 |
| &nbsp;&nbsp;&nbsp; Weir Group, Inc., 5.35%, <br> 05/06/2030<sup>(b)</sup> <br>|  | 1318000 | &nbsp;&nbsp; 1335879 |
|  |  |  | &nbsp;&nbsp; 29019866 |
| **United States–17.67%** | **United States–17.67%** | **United States–17.67%** | **United States–17.67%** |
| &nbsp;&nbsp;&nbsp; 1261229 BC Ltd., 10.00%, <br> 04/15/2032<sup>(b)</sup> <br>|  | 420000 | &nbsp;&nbsp; 427860 |
| &nbsp;&nbsp;&nbsp; Acrisure LLC/Acrisure <br> Finance, Inc., 7.50%, <br> 11/06/2030<sup>(b)</sup> <br>|  | 871000 | &nbsp;&nbsp; 900387 |
| &nbsp;&nbsp;&nbsp; AECOM, 6.00%, <br> 08/01/2033<sup>(b)</sup> <br>|  | 612000 | &nbsp;&nbsp; 617389 |
| &nbsp;&nbsp;&nbsp; AES Corp. (The), 7.60%, <br> 01/15/2055<sup>(d)</sup> <br>|  | 4929000 | &nbsp;&nbsp; 4990829 |
| &nbsp;&nbsp;&nbsp; Aethon United BR L.P./Aethon <br> United Finance Corp., <br> 7.50%, 10/01/2029<sup>(b)</sup> <br>|  | 574000 | &nbsp;&nbsp; 601906 |
| &nbsp;&nbsp;&nbsp; Air Lease Corp., Series B, <br> 4.65%<sup>(c)(d)(e)</sup> <br>|  | 912000 | &nbsp;&nbsp; 903170 |
| Aircastle Ltd., 5.25%<sup>(b)(c)(d)(e)</sup> <br>|  | 1220000 | &nbsp;&nbsp; 1214607 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings <br> Intermediate LLC/Alliant <br> Holdings Co-Issuer, 7.00%, <br> 01/15/2031<sup>(b)</sup> <br>|  | 897000 | &nbsp;&nbsp; 923127 |
| Allison Transmission, Inc., | Allison Transmission, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/01/2027<sup>(b)</sup> <br>|  | 278000 | &nbsp;&nbsp; 275383 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/30/2031<sup>(b)</sup> <br>|  | 2356000 | &nbsp;&nbsp; 2154713 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage <br> Loyalty IP Ltd., | &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage <br> Loyalty IP Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/2026<sup>(b)</sup> <br>|  | 1775000 | &nbsp;&nbsp; 1774491 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(b)</sup> <br>|  | 1810000 | &nbsp;&nbsp; 1810515 |
| &nbsp;&nbsp;&nbsp; American Express Co., <br> 6.34%, 10/30/2026<sup>(d)</sup> <br>|  | 4900000 | &nbsp;&nbsp; 4919553 |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals LLC, <br> 6.88%, 08/01/2032<sup>(b)</sup> <br>|  | 680000 | &nbsp;&nbsp; 691037 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners <br> L.P./Antero Midstream <br> Finance Corp., 6.63%, <br> 02/01/2032<sup>(b)(c)</sup> <br>|  | 577000 | &nbsp;&nbsp; 593644 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging <br> Finance USA LLC/Ardagh <br> Metal Packaging Finance <br> PLC, 6.00%, <br> 06/15/2027<sup>(b)</sup> <br>|  | 575000 | &nbsp;&nbsp; 575978 |
| &nbsp;&nbsp;&nbsp; Ares Capital Corp., 5.88%, <br> 03/01/2029<sup>(c)</sup> <br>|  | 4461000 | &nbsp;&nbsp; 4557263 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Bain Capital Specialty Finance, <br> Inc., 5.95%, 03/15/2030<br>|  | $861000 | &nbsp;&nbsp; $856259 |
| &nbsp;&nbsp;&nbsp; Bath & Body Works, Inc., <br> 6.63%, 10/01/2030<sup>(b)</sup> <br>|  | 585000 | &nbsp;&nbsp; 599520 |
| &nbsp;&nbsp;&nbsp; Bausch Health Cos., Inc., <br> 11.00%, 09/30/2028<sup>(b)</sup> <br>|  | 176000 | &nbsp;&nbsp; 181006 |
| &nbsp;&nbsp;&nbsp; Berry Global, Inc., 5.65%, <br> 01/15/2034<sup>(c)</sup> <br>|  | 1784000 | &nbsp;&nbsp; 1844938 |
| &nbsp;&nbsp;&nbsp; Boost Newco Borrower LLC, <br> 7.50%, 01/15/2031<sup>(b)</sup> <br>|  | 546000 | &nbsp;&nbsp; 577636 |
| &nbsp;&nbsp;&nbsp; BP Capital Markets PLC, <br> 4.88%<sup>(c)(d)(e)</sup> <br>|  | 1295000 | &nbsp;&nbsp; 1277947 |
| &nbsp;&nbsp;&nbsp; Brink's Co. (The), 6.75%, <br> 06/15/2032<sup>(b)(c)</sup> <br>|  | 615000 | &nbsp;&nbsp; 634098 |
| &nbsp;&nbsp;&nbsp; Calpine Corp., 5.13%, <br> 03/15/2028<sup>(b)</sup> <br>|  | 892000 | &nbsp;&nbsp; 888278 |
| Carnival Corp., | Carnival Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(b)</sup> <br>|  | 44000 | &nbsp;&nbsp; 44466 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/2033<sup>(b)(c)</sup> <br>|  | 873000 | &nbsp;&nbsp; 889034 |
| &nbsp;&nbsp;&nbsp; Carriage Services, Inc., <br> 4.25%, 05/15/2029<sup>(b)(c)</sup> <br>|  | 959000 | &nbsp;&nbsp; 898386 |
| &nbsp;&nbsp;&nbsp; Carvana Co., 14.00% PIK <br> Rate, 9.00% Cash Rate, <br> 06/01/2031<sup>(b)(i)</sup> <br>|  | 537000 | &nbsp;&nbsp; 638982 |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings <br> Capital Corp., | &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings <br> Capital Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/2029<sup>(b)(c)</sup> <br>|  | 353000 | &nbsp;&nbsp; 346934 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/2030<sup>(b)</sup> <br>|  | 3650000 | &nbsp;&nbsp; 3470890 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030<sup>(b)(c)</sup> <br>|  | 3650000 | &nbsp;&nbsp; 3417642 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/2032<sup>(b)(c)</sup> <br>|  | 670000 | &nbsp;&nbsp; 619966 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/2032 |  | 736000 | &nbsp;&nbsp; 668365 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/2033<sup>(b)(c)</sup> <br>|  | 870000 | &nbsp;&nbsp; 773349 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/2034<sup>(b)(c)</sup> <br>|  | 681000 | &nbsp;&nbsp; 587378 |
| &nbsp;&nbsp;&nbsp; CD&R Smokey Buyer, <br> Inc./Radio Systems Corp., <br> 9.50%, 10/15/2029<sup>(b)</sup> <br>|  | 71000 | &nbsp;&nbsp; 59019 |
| &nbsp;&nbsp;&nbsp; Celanese US Holdings LLC, <br> 7.20%, 11/15/2033<sup>(c)</sup> <br>|  | 566000 | &nbsp;&nbsp; 591392 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc., <br> 6.70%, 05/15/2055<sup>(d)</sup> <br>|  | 573000 | &nbsp;&nbsp; 581877 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The), <br> 6.20%, 11/17/2029<sup>(d)</sup> <br>|  | 3889000 | &nbsp;&nbsp; 4105347 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc., <br> 5.65%, 04/15/2034<br>|  | 1800000 | &nbsp;&nbsp; 1831927 |
| Civitas Resources, Inc., | Civitas Resources, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 07/01/2031<sup>(b)</sup> <br>|  | 286000 | &nbsp;&nbsp; 289886 |
| &nbsp;&nbsp;&nbsp; 9.63%, 06/15/2033<sup>(b)(c)</sup> <br>|  | 291000 | &nbsp;&nbsp; 299565 |
| &nbsp;&nbsp;&nbsp; Clarios Global L.P./Clarios US <br> Finance Co., 6.75%, <br> 02/15/2030<sup>(b)(c)</sup> <br>|  | 317000 | &nbsp;&nbsp; 327035 |
| &nbsp;&nbsp;&nbsp; Clarivate Science Holdings <br> Corp., 4.88%, <br> 07/01/2029<sup>(b)</sup> <br>|  | 650000 | &nbsp;&nbsp; 609273 |
| Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/2027<sup>(c)</sup> <br>|  | 169000 | &nbsp;&nbsp; 169249 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/2032<sup>(b)(c)</sup> <br>|  | 459000 | &nbsp;&nbsp; 448379 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition <br> Holdings, Inc., 6.75%, <br> 04/15/2032<sup>(b)</sup> <br>|  | 592000 | &nbsp;&nbsp; 606791 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp., 6.50%, <br> 06/01/2055<sup>(c)(d)</sup> <br>|  | 6737000 | &nbsp;&nbsp; 6809847 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| Community Health Systems, Inc., | Community Health Systems, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/15/2027<sup>(b)</sup> <br>|  | $285000 | &nbsp;&nbsp; $285627 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/2030<sup>(b)</sup> <br>|  | 370000 | &nbsp;&nbsp; 324020 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/2031<sup>(b)</sup> <br>|  | 354000 | &nbsp;&nbsp; 296529 |
| &nbsp;&nbsp;&nbsp; Comstock Resources, Inc., <br> 6.75%, 03/01/2029<sup>(b)</sup> <br>|  | 607000 | &nbsp;&nbsp; 600626 |
| CoreWeave, Inc., | CoreWeave, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/2030<sup>(b)</sup> <br>|  | 120000 | &nbsp;&nbsp; 120696 |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/2031<sup>(b)</sup> <br>|  | 126000 | &nbsp;&nbsp; 125620 |
| &nbsp;&nbsp;&nbsp; Cougar JV Subsidiary LLC, <br> 8.00%, 05/15/2032<sup>(b)(c)</sup> <br>|  | 588000 | &nbsp;&nbsp; 622647 |
| &nbsp;&nbsp;&nbsp; Cousins Properties L.P., <br> 5.25%, 07/15/2030<sup>(c)</sup> <br>|  | 2890000 | &nbsp;&nbsp; 2937601 |
| &nbsp;&nbsp;&nbsp; Cox Communications, Inc., <br> 2.95%, 10/01/2050<sup>(b)</sup> <br>|  | 2720000 | &nbsp;&nbsp; 1539447 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp., 6.75%, <br> 12/10/2054<sup>(d)</sup> <br>|  | 1045000 | &nbsp;&nbsp; 1048478 |
| DaVita, Inc., | DaVita, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/2032<sup>(b)</sup> <br>|  | 285000 | &nbsp;&nbsp; 293222 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/2033<sup>(b)</sup> <br>|  | 305000 | &nbsp;&nbsp; 314813 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners <br> L.P./Delek Logistics <br> Finance Corp., 7.38%, <br> 06/30/2033<sup>(b)</sup> <br>|  | 625000 | &nbsp;&nbsp; 618224 |
| &nbsp;&nbsp;&nbsp; Dell International LLC/EMC <br> Corp., 6.20%, <br> 07/15/2030<br>|  | 7400000 | &nbsp;&nbsp; 7893487 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv <br> Financing Co-Obligor, Inc., | &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv <br> Financing Co-Obligor, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/2027<sup>(b)(c)</sup> <br>|  | 303000 | &nbsp;&nbsp; 301524 |
| &nbsp;&nbsp;&nbsp; 10.00%, 02/15/2031<sup>(b)</sup> <br>|  | 304000 | &nbsp;&nbsp; 293406 |
| &nbsp;&nbsp;&nbsp; Diversified Healthcare Trust, <br> 0.00%, 01/15/2026<sup>(b)(j)</sup> <br>|  | 634000 | &nbsp;&nbsp; 618287 |
| &nbsp;&nbsp;&nbsp; Duke Energy Corp., 6.45%, <br> 09/01/2054<sup>(c)(d)</sup> <br>|  | 623000 | &nbsp;&nbsp; 643010 |
| &nbsp;&nbsp;&nbsp; Endo Finance Holdings, Inc., <br> 8.50%, 04/15/2031<sup>(b)(c)</sup> <br>|  | 583000 | &nbsp;&nbsp; 620943 |
| Energy Transfer L.P., | Energy Transfer L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/2054<sup>(c)(d)</sup> <br>|  | 1868000 | &nbsp;&nbsp; 1991830 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/2054<sup>(d)</sup> <br>|  | 9660000 | &nbsp;&nbsp; 9916328 |
| EnerSys, | EnerSys, |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/2027<sup>(b)</sup> <br>|  | 605000 | &nbsp;&nbsp; 595000 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/2032<sup>(b)</sup> <br>|  | 286000 | &nbsp;&nbsp; 294267 |
| &nbsp;&nbsp;&nbsp; Enpro, Inc., 6.13%, <br> 06/01/2033<sup>(b)</sup> <br>|  | 1194000 | &nbsp;&nbsp; 1207583 |
| &nbsp;&nbsp;&nbsp; Entergy Corp., 7.13%, <br> 12/01/2054<sup>(d)</sup> <br>|  | 4748000 | &nbsp;&nbsp; 4927370 |
| &nbsp;&nbsp;&nbsp; ESAB Corp., 6.25%, <br> 04/15/2029<sup>(b)</sup> <br>|  | 867000 | &nbsp;&nbsp; 886948 |
| &nbsp;&nbsp;&nbsp; Excelerate Energy L.P., <br> 8.00%, 05/15/2030<sup>(b)</sup> <br>|  | 578000 | &nbsp;&nbsp; 605456 |
| &nbsp;&nbsp;&nbsp; EZCORP, Inc., 7.38%, <br> 04/01/2032<sup>(b)(c)</sup> <br>|  | 1378000 | &nbsp;&nbsp; 1438577 |
| &nbsp;&nbsp;&nbsp; FirstCash, Inc., 6.88%, <br> 03/01/2032<sup>(b)</sup> <br>|  | 876000 | &nbsp;&nbsp; 899087 |
| &nbsp;&nbsp;&nbsp; Freedom Mortgage <br> Holdings LLC, 8.38%, <br> 04/01/2032<sup>(b)(c)</sup> <br>|  | 300000 | &nbsp;&nbsp; 307107 |
| &nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc., <br> 4.63%, 08/01/2030<br>|  | 6290000 | &nbsp;&nbsp; 6240844 |
| &nbsp;&nbsp;&nbsp; General Motors Co., 6.80%, <br> 10/01/2027<sup>(c)</sup> <br>|  | 7000000 | &nbsp;&nbsp; 7283340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Genesis Energy L.P./Genesis Energy <br> Finance Corp., | &nbsp;&nbsp;&nbsp; Genesis Energy L.P./Genesis Energy <br> Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/15/2032 |  | $438000 | &nbsp;&nbsp; $453372 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/2033 |  | 427000 | &nbsp;&nbsp; 443116 |
| GFL Environmental, Inc., | GFL Environmental, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/2028<sup>(b)</sup> <br>|  | 1244000 | &nbsp;&nbsp; 1206697 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/2028<sup>(b)</sup> <br>|  | 636000 | &nbsp;&nbsp; 613580 |
| &nbsp;&nbsp;&nbsp; Global Atlantic (Fin) Co., <br> 4.70%, 10/15/2051<sup>(b)(d)</sup> <br>|  | 661000 | &nbsp;&nbsp; 647175 |
| &nbsp;&nbsp;&nbsp; Global Partners L.P./GLP <br> Finance Corp., 7.13%, <br> 07/01/2033<sup>(b)</sup> <br>|  | 615000 | &nbsp;&nbsp; 624982 |
| &nbsp;&nbsp;&nbsp; Golub Capital Private Credit <br> Fund, 5.80%, <br> 09/12/2029<br>|  | 3137000 | &nbsp;&nbsp; 3146688 |
| &nbsp;&nbsp;&nbsp; Gray Media, Inc., 9.63%, <br> 07/15/2032<sup>(b)</sup> <br>|  | 174000 | &nbsp;&nbsp; 175651 |
| &nbsp;&nbsp;&nbsp; Greystar Real Estate <br> Partners LLC, 7.75%, <br> 09/01/2030<sup>(b)</sup> <br>|  | 236000 | &nbsp;&nbsp; 249729 |
| Group 1 Automotive, Inc., | Group 1 Automotive, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/2028<sup>(b)</sup> <br>|  | 632000 | &nbsp;&nbsp; 609764 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/2030<sup>(b)</sup> <br>|  | 589000 | &nbsp;&nbsp; 601039 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I L.P./Hilcorp <br> Finance Co., 8.38%, <br> 11/01/2033<sup>(b)(c)</sup> <br>|  | 585000 | &nbsp;&nbsp; 611017 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating <br> Co., Inc., 5.88%, <br> 03/15/2033<sup>(b)</sup> <br>|  | 1170000 | &nbsp;&nbsp; 1179675 |
| &nbsp;&nbsp;&nbsp; HLF Financing S.a.r.l. <br> LLC/Herbalife International, <br> Inc., 4.88%, <br> 06/01/2029<sup>(b)</sup> <br>|  | 73000 | &nbsp;&nbsp; 61201 |
| &nbsp;&nbsp;&nbsp; HUB International Ltd., <br> 7.25%, 06/15/2030<sup>(b)</sup> <br>|  | 853000 | &nbsp;&nbsp; 889731 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital America, <br> 4.90%, 06/23/2028<sup>(b)</sup> <br>|  | 7000000 | &nbsp;&nbsp; 7034628 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Information <br> Management Services, Inc., <br> 5.00%, 07/15/2032<sup>(b)</sup> <br>|  | 627000 | &nbsp;&nbsp; 599067 |
| Iron Mountain, Inc., | Iron Mountain, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(b)</sup> <br>|  | 1125000 | &nbsp;&nbsp; 1156574 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/2031<sup>(b)</sup> <br>|  | 658000 | &nbsp;&nbsp; 622910 |
| &nbsp;&nbsp;&nbsp; J.M. Smucker Co. (The), <br> 5.90%, 11/15/2028<br>|  | 3424000 | &nbsp;&nbsp; 3579618 |
| &nbsp;&nbsp;&nbsp; Jabil, Inc., 3.00%, <br> 01/15/2031<br>|  | 3700000 | &nbsp;&nbsp; 3363679 |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, <br> Inc., | &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, <br> Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/2032<sup>(b)</sup> <br>|  | 621000 | &nbsp;&nbsp; 616600 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/2033<sup>(b)</sup> <br>|  | 583000 | &nbsp;&nbsp; 597028 |
| &nbsp;&nbsp;&nbsp; Keurig Dr Pepper, Inc., <br> 4.35%, 05/15/2028<br>|  | 1630000 | &nbsp;&nbsp; 1627715 |
| &nbsp;&nbsp;&nbsp; Kimmeridge Texas Gas LLC, <br> 8.50%, 02/15/2030<sup>(b)</sup> <br>|  | 585000 | &nbsp;&nbsp; 601595 |
| &nbsp;&nbsp;&nbsp; L3Harris Technologies, Inc., <br> 5.40%, 01/15/2027<br>|  | 2917000 | &nbsp;&nbsp; 2953744 |
| &nbsp;&nbsp;&nbsp; LABL, Inc., 8.63%, <br> 10/01/2031<sup>(b)</sup> <br>|  | 71000 | &nbsp;&nbsp; 59056 |
| &nbsp;&nbsp;&nbsp; Lamar Media Corp., 4.88%, <br> 01/15/2029<br>|  | 1861000 | &nbsp;&nbsp; 1829286 |
| &nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc., <br> 4.38%, 01/31/2032<sup>(b)</sup> <br>|  | 654000 | &nbsp;&nbsp; 611641 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| LCM Investments Holdings II LLC, | LCM Investments Holdings II LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/01/2029<sup>(b)</sup> <br>|  | $311000 | &nbsp;&nbsp; $302473 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/01/2031<sup>(b)</sup> <br>|  | 566000 | &nbsp;&nbsp; 598856 |
| Level 3 Financing, Inc., | Level 3 Financing, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 11.00%, 11/15/2029<sup>(b)</sup> <br>|  | 189580 | &nbsp;&nbsp; 215178 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/2033<sup>(b)</sup> <br>|  | 652000 | &nbsp;&nbsp; 661186 |
| &nbsp;&nbsp;&nbsp; Lithia Motors, Inc., 4.38%, <br> 01/15/2031<sup>(b)(c)</sup> <br>|  | 650000 | &nbsp;&nbsp; 611851 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc., <br> 10.00%, 10/15/2032<sup>(b)</sup> <br>|  | 114000 | &nbsp;&nbsp; 115425 |
| Macy's Retail Holdings LLC, | Macy's Retail Holdings LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/2033<sup>(b)</sup> <br>|  | 626000 | &nbsp;&nbsp; 629167 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/15/2034<sup>(b)</sup> <br>|  | 729000 | &nbsp;&nbsp; 630449 |
| &nbsp;&nbsp;&nbsp; Mars, Inc., 4.80%, <br> 03/01/2030<sup>(b)</sup> <br>|  | 1190000 | &nbsp;&nbsp; 1202196 |
| &nbsp;&nbsp;&nbsp; Mattel, Inc., 6.20%, <br> 10/01/2040<br>|  | 1775000 | &nbsp;&nbsp; 1772248 |
| Medline Borrower L.P., | Medline Borrower L.P., |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/01/2029<sup>(b)</sup> <br>|  | 316000 | &nbsp;&nbsp; 301559 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/2029<sup>(b)(c)</sup> <br>|  | 617000 | &nbsp;&nbsp; 605331 |
| &nbsp;&nbsp;&nbsp; MPT Operating Partnership <br> L.P./MPT Finance Corp., <br> 8.50%, 02/15/2032<sup>(b)</sup> <br>|  | 113000 | &nbsp;&nbsp; 117523 |
| Nationstar Mortgage Holdings, Inc., | Nationstar Mortgage Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/2029<sup>(b)</sup> <br>|  | 546000 | &nbsp;&nbsp; 558869 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/2032<sup>(b)</sup> <br>|  | 576000 | &nbsp;&nbsp; 601947 |
| Navient Corp., | Navient Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/2027 |  | 460000 | &nbsp;&nbsp; 455292 |
| &nbsp;&nbsp;&nbsp; 9.38%, 07/25/2030 |  | 205000 | &nbsp;&nbsp; 224223 |
| &nbsp;&nbsp;&nbsp; NESCO Holdings II, Inc., <br> 5.50%, 04/15/2029<sup>(b)(c)</sup> <br>|  | 623000 | &nbsp;&nbsp; 607919 |
| &nbsp;&nbsp;&nbsp; New Enterprise Stone & Lime <br> Co., Inc., 5.25%, <br> 07/15/2028<sup>(b)</sup> <br>|  | 599000 | &nbsp;&nbsp; 595217 |
| Newell Brands, Inc., | Newell Brands, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/2029 |  | 288000 | &nbsp;&nbsp; 287262 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/2030<sup>(c)</sup> <br>|  | 635000 | &nbsp;&nbsp; 616928 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc., 6.75%, <br> 06/15/2054<sup>(c)(d)</sup> <br>|  | 4181000 | &nbsp;&nbsp; 4372803 |
| &nbsp;&nbsp;&nbsp; OI European Group B.V., <br> 4.75%, 02/15/2030<sup>(b)(c)</sup> <br>|  | 657000 | &nbsp;&nbsp; 623204 |
| OneMain Finance Corp., | OneMain Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/2029 |  | 154000 | &nbsp;&nbsp; 157471 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/2030 |  | 149000 | &nbsp;&nbsp; 136898 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/2032 |  | 525000 | &nbsp;&nbsp; 533369 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/2032 |  | 375000 | &nbsp;&nbsp; 386960 |
| ONEOK, Inc., | ONEOK, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/2026 |  | 2892000 | &nbsp;&nbsp; 2923151 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/2053 |  | 3629000 | &nbsp;&nbsp; 3756543 |
| Osaic Holdings, Inc., | Osaic Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/2032<sup>(b)</sup> <br>|  | 57000 | &nbsp;&nbsp; 57733 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/2033<sup>(b)</sup> <br>|  | 59000 | &nbsp;&nbsp; 60003 |
| &nbsp;&nbsp;&nbsp; Paramount Global, 2.90%, <br> 01/15/2027<br>|  | 3780000 | &nbsp;&nbsp; 3676691 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, <br> Inc., 4.25%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 310000 | &nbsp;&nbsp; 297177 |
| &nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. <br> L.P./PTL Finance Corp., <br> 6.05%, 08/01/2028<sup>(b)</sup> <br>|  | 7000000 | &nbsp;&nbsp; 7273028 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| PHINIA, Inc., | PHINIA, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/2029<sup>(b)</sup> <br>|  | $256000 | &nbsp;&nbsp; $263767 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/2032<sup>(b)(c)</sup> <br>|  | 324000 | &nbsp;&nbsp; 330353 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline <br> L.P./PAA Finance Corp., <br> 3.80%, 09/15/2030<br>|  | 2220000 | &nbsp;&nbsp; 2116934 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, <br> Inc. (The), 6.62%, <br> 10/20/2027<sup>(d)</sup> <br>|  | 5195000 | &nbsp;&nbsp; 5318770 |
| &nbsp;&nbsp;&nbsp; Prairie Acquiror L.P., 9.00%, <br> 08/01/2029<sup>(b)</sup> <br>|  | 173000 | &nbsp;&nbsp; 179350 |
| &nbsp;&nbsp;&nbsp; Provident Funding Associates <br> L.P./PFG Finance Corp., <br> 9.75%, 09/15/2029<sup>(b)</sup> <br>|  | 848000 | &nbsp;&nbsp; 888233 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc., 6.65%, <br> 09/15/2055<sup>(d)</sup> <br>|  | 709000 | &nbsp;&nbsp; 711118 |
| &nbsp;&nbsp;&nbsp; RHP Hotel Properties L.P./RHP <br> Finance Corp., 6.50%, <br> 06/15/2033<sup>(b)</sup> <br>|  | 592000 | &nbsp;&nbsp; 606698 |
| &nbsp;&nbsp;&nbsp; RLJ Lodging Trust L.P., <br> 4.00%, 09/15/2029<sup>(b)(c)</sup> <br>|  | 651000 | &nbsp;&nbsp; 608132 |
| &nbsp;&nbsp;&nbsp; Rocket Cos., Inc., 6.13%, <br> 08/01/2030<sup>(b)</sup> <br>|  | 599000 | &nbsp;&nbsp; 607732 |
| &nbsp;&nbsp;&nbsp; Roller Bearing Co. of America, <br> Inc., 4.38%, <br> 10/15/2029<sup>(b)</sup> <br>|  | 627000 | &nbsp;&nbsp; 603730 |
| &nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> 6.00%, 02/01/2033<sup>(b)</sup> <br>|  | 590000 | &nbsp;&nbsp; 600106 |
| &nbsp;&nbsp;&nbsp; Saks Global Enterprises LLC, <br> 11.00%, 12/15/2029<sup>(b)</sup> <br>|  | 380000 | &nbsp;&nbsp; 186200 |
| &nbsp;&nbsp;&nbsp; SBA Communications Corp., <br> 3.13%, 02/01/2029<br>|  | 632000 | &nbsp;&nbsp; 589599 |
| &nbsp;&nbsp;&nbsp; Seagate Data Storage Technology <br> Pte. Ltd., | &nbsp;&nbsp;&nbsp; Seagate Data Storage Technology <br> Pte. Ltd., |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/2031<sup>(b)</sup> <br>|  | 1069000 | &nbsp;&nbsp; 946137 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/01/2032<sup>(b)</sup> <br>|  | 1512800 | &nbsp;&nbsp; 1704995 |
| Sealed Air Corp., | Sealed Air Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/2029<sup>(b)</sup> <br>|  | 312000 | &nbsp;&nbsp; 308007 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/2033<sup>(b)</sup> <br>|  | 278000 | &nbsp;&nbsp; 297407 |
| &nbsp;&nbsp;&nbsp; Select Medical Corp., 6.25%, <br> 12/01/2032<sup>(b)(c)</sup> <br>|  | 580000 | &nbsp;&nbsp; 579210 |
| &nbsp;&nbsp;&nbsp; Sempra, 4.13%, <br> 04/01/2052<sup>(d)</sup> <br>|  | 10650000 | &nbsp;&nbsp; 10311021 |
| Sensata Technologies, Inc., | Sensata Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/2031<sup>(b)(c)</sup> <br>|  | 650000 | &nbsp;&nbsp; 593684 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/2032<sup>(b)(c)</sup> <br>|  | 374000 | &nbsp;&nbsp; 382552 |
| &nbsp;&nbsp;&nbsp; Service Properties Trust, <br> 8.88%, 06/15/2032<br>|  | 165000 | &nbsp;&nbsp; 172681 |
| &nbsp;&nbsp;&nbsp; SGUS LLC, 11.00%, <br> 12/15/2029<sup>(b)</sup> <br>|  | 125000 | &nbsp;&nbsp; 118039 |
| &nbsp;&nbsp;&nbsp; Sinclair Television Group, Inc., <br> 8.13%, 02/15/2033<sup>(b)</sup> <br>|  | 117000 | &nbsp;&nbsp; 119416 |
| Sixth Street Lending Partners, | Sixth Street Lending Partners, |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/11/2029 |  | 544000 | &nbsp;&nbsp; 560835 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/2030<sup>(b)</sup> <br>|  | 1552000 | &nbsp;&nbsp; 1582002 |
| &nbsp;&nbsp;&nbsp; Solventum Corp., 5.45%, <br> 02/25/2027<br>|  | 4977000 | &nbsp;&nbsp; 5055684 |
| Southern Co. (The), | Southern Co. (The), |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 4.00%, <br> 01/15/2051<sup>(d)</sup> <br>|  | 8100000 | &nbsp;&nbsp; 8069197 |
| &nbsp;&nbsp;&nbsp; Series 21-A, 3.75%, <br> 09/15/2051<sup>(d)</sup> <br>|  | 5274000 | &nbsp;&nbsp; 5198164 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| SS&C Technologies, Inc., | SS&C Technologies, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/30/2027<sup>(b)</sup> <br>|  | $392000 | &nbsp;&nbsp; $392407 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/2032<sup>(b)(c)</sup> <br>|  | 213000 | &nbsp;&nbsp; 219219 |
| &nbsp;&nbsp;&nbsp; Starz Capital Holdings 1, Inc., <br> 5.50%, 04/15/2029<sup>(b)</sup> <br>|  | 682000 | &nbsp;&nbsp; 637670 |
| State Street Corp., | State Street Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series I, 6.70%<sup>(c)(d)(e)</sup> <br>|  | 2956000 | &nbsp;&nbsp; 3055014 |
| &nbsp;&nbsp;&nbsp; 6.45%<sup>(c)(d)(e)</sup> <br>|  | 7000000 | &nbsp;&nbsp; 7130081 |
| &nbsp;&nbsp;&nbsp; Summit Midstream <br> Holdings LLC, 8.63%, <br> 10/31/2029<sup>(b)</sup> <br>|  | 582000 | &nbsp;&nbsp; 593338 |
| &nbsp;&nbsp;&nbsp; Sunoco L.P., 6.25%, <br> 07/01/2033<sup>(b)(c)</sup> <br>|  | 881000 | &nbsp;&nbsp; 892916 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners <br> L.P./Tallgrass Energy <br> Finance Corp., 7.38%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 614000 | &nbsp;&nbsp; 630533 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Communities, <br> Inc., 5.13%, <br> 08/01/2030<sup>(b)(c)</sup> <br>|  | 633000 | &nbsp;&nbsp; 625538 |
| Tenet Healthcare Corp., | Tenet Healthcare Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/01/2028 |  | 505000 | &nbsp;&nbsp; 505346 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/2029 |  | 26000 | &nbsp;&nbsp; 25112 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/2031 |  | 930000 | &nbsp;&nbsp; 957635 |
| &nbsp;&nbsp;&nbsp; Tidewater, Inc., 9.13%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 608000 | &nbsp;&nbsp; 638117 |
| TransDigm, Inc., | TransDigm, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/2028<sup>(b)</sup> <br>|  | 3450000 | &nbsp;&nbsp; 3524561 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/2029<sup>(b)</sup> <br>|  | 982000 | &nbsp;&nbsp; 1006256 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/2033<sup>(b)</sup> <br>|  | 894000 | &nbsp;&nbsp; 899197 |
| &nbsp;&nbsp;&nbsp; Transocean Titan Financing <br> Ltd., 8.38%, <br> 02/01/2028<sup>(b)</sup> <br>|  | 197238 | &nbsp;&nbsp; 202323 |
| &nbsp;&nbsp;&nbsp; Transocean, Inc., 8.75%, <br> 02/15/2030<sup>(b)</sup> <br>|  | 387200 | &nbsp;&nbsp; 401783 |
| &nbsp;&nbsp;&nbsp; U.S. International <br> Development Finance <br> Corp., Series 4, 3.13%, <br> 04/15/2028<br>|  | 1120000 | &nbsp;&nbsp; 1093132 |
| &nbsp;&nbsp;&nbsp; United AirLines, Inc., 4.38%, <br> 04/15/2026<sup>(b)</sup> <br>|  | 3600000 | &nbsp;&nbsp; 3580878 |
| &nbsp;&nbsp;&nbsp; Uniti Group L.P./Uniti Group Finance <br> 2019, Inc./CSL Capital LLC, | &nbsp;&nbsp;&nbsp; Uniti Group L.P./Uniti Group Finance <br> 2019, Inc./CSL Capital LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 10.50%, 02/15/2028<sup>(b)</sup> <br>|  | 428000 | &nbsp;&nbsp; 452635 |
| &nbsp;&nbsp;&nbsp; 8.63%, 06/15/2032<sup>(b)</sup> <br>|  | 104000 | &nbsp;&nbsp; 105585 |
| Univision Communications, Inc., | Univision Communications, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/2030<sup>(b)</sup> <br>|  | 122000 | &nbsp;&nbsp; 121450 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/2032<sup>(b)</sup> <br>|  | 255000 | &nbsp;&nbsp; 264758 |
| &nbsp;&nbsp;&nbsp; Vail Resorts, Inc., 5.63%, <br> 07/15/2030<sup>(b)</sup> <br>|  | 625000 | &nbsp;&nbsp; 628828 |
| Venture Global LNG, Inc., | Venture Global LNG, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/2032<sup>(b)(c)</sup> <br>|  | 826000 | &nbsp;&nbsp; 891724 |
| &nbsp;&nbsp;&nbsp; 9.00%<sup>(b)(c)(d)(e)</sup> <br>|  | 602000 | &nbsp;&nbsp; 602695 |
| &nbsp;&nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC, | &nbsp;&nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/2034<sup>(b)</sup> <br>|  | 257000 | &nbsp;&nbsp; 264550 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/2036<sup>(b)</sup> <br>|  | 654000 | &nbsp;&nbsp; 673182 |
| &nbsp;&nbsp;&nbsp; Viatris, Inc., 3.85%, <br> 06/22/2040<sup>(c)</sup> <br>|  | 2220000 | &nbsp;&nbsp; 1629532 |
| &nbsp;&nbsp;&nbsp; Viking Cruises Ltd., 7.00%, <br> 02/15/2029<sup>(b)</sup> <br>|  | 582000 | &nbsp;&nbsp; 586839 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| Vistra Corp., | Vistra Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 8.88%<sup>(b)(d)(e)</sup> <br>|  | $915000 | &nbsp;&nbsp; $993944 |
| &nbsp;&nbsp;&nbsp; 8.00%<sup>(b)(d)(e)</sup> <br>|  | 296000 | &nbsp;&nbsp; 302370 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/2027<sup>(b)</sup> <br>|  | 817000 | &nbsp;&nbsp; 816588 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/31/2027<sup>(b)</sup> <br>|  | 233000 | &nbsp;&nbsp; 231911 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/2031<sup>(b)</sup> <br>|  | 795000 | &nbsp;&nbsp; 842042 |
| &nbsp;&nbsp;&nbsp; Voyager Parent LLC, 9.25%, <br> 07/01/2032<sup>(b)</sup> <br>|  | 116000 | &nbsp;&nbsp; 122782 |
| Walgreens Boots Alliance, Inc., | Walgreens Boots Alliance, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/18/2044 |  | 63000 | &nbsp;&nbsp; 61740 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/2050 |  | 69000 | &nbsp;&nbsp; 59156 |
| &nbsp;&nbsp;&nbsp; Walker & Dunlop, Inc., 6.63%, <br> 04/01/2033<sup>(b)(c)</sup> <br>|  | 580000 | &nbsp;&nbsp; 591870 |
| WarnerMedia Holdings, Inc., | WarnerMedia Holdings, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/2029<sup>(c)</sup> <br>|  | 315000 | &nbsp;&nbsp; 295969 |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/2032<sup>(c)</sup> <br>|  | 597000 | &nbsp;&nbsp; 501698 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/2042 |  | 430000 | &nbsp;&nbsp; 287801 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/15/2052 |  | 194000 | &nbsp;&nbsp; 120063 |
| &nbsp;&nbsp;&nbsp; Whirlpool Corp., 4.75%, <br> 02/26/2029<br>|  | 610000 | &nbsp;&nbsp; 596328 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/<br> Windstream Escrow Finance <br> Corp., 8.25%, <br> 10/01/2031<sup>(b)</sup> <br>|  | 564000 | &nbsp;&nbsp; 590849 |
| &nbsp;&nbsp;&nbsp; WMG Acquisition Corp., <br> 3.75%, 12/01/2029<sup>(b)(c)</sup> <br>|  | 620000 | &nbsp;&nbsp; 582661 |
| Xerox Holdings Corp., | Xerox Holdings Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/2028<sup>(b)</sup> <br>|  | 78000 | &nbsp;&nbsp; 51784 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/30/2029<sup>(b)</sup> <br>|  | 87000 | &nbsp;&nbsp; 57084 |
|  |  |  | &nbsp;&nbsp; 282650372 |
| **Uzbekistan–0.32%** | **Uzbekistan–0.32%** | **Uzbekistan–0.32%** | **Uzbekistan–0.32%** |
| &nbsp;&nbsp;&nbsp; National Bank of Uzbekistan, <br> 8.50%, 07/05/2029<sup>(b)</sup> <br>|  | 1420000 | &nbsp;&nbsp; 1505668 |
| &nbsp;&nbsp;&nbsp; Navoi Mining & Metallurgical <br> Combinat, | &nbsp;&nbsp;&nbsp; Navoi Mining & Metallurgical <br> Combinat, |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 10/17/2028<sup>(b)</sup> <br>|  | 1380000 | &nbsp;&nbsp; 1414282 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/14/2030<sup>(b)</sup> <br>|  | 2188000 | &nbsp;&nbsp; 2245512 |
|  |  |  | &nbsp;&nbsp; 5165462 |
| **Zambia–0.10%** | **Zambia–0.10%** | **Zambia–0.10%** | **Zambia–0.10%** |
| &nbsp;&nbsp;&nbsp; First Quantum Minerals Ltd., <br> 6.88%, 10/15/2027<sup>(b)</sup> <br>|  | 1649000 | &nbsp;&nbsp; 1652966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $510,738,563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $510,738,563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Dollar Denominated Bonds & Notes <br> (Cost $510,738,563) | &nbsp;&nbsp; 504896936 |
| **Non-U.S. Dollar Denominated Bonds & Notes–21.82%** | **Non-U.S. Dollar Denominated Bonds & Notes–21.82%** | **Non-U.S. Dollar Denominated Bonds & Notes–21.82%** | **Non-U.S. Dollar Denominated Bonds & Notes–21.82%** |
| **Argentina–0.50%** | **Argentina–0.50%** | **Argentina–0.50%** | **Argentina–0.50%** |
| &nbsp;&nbsp;&nbsp; Argentina Treasury Bond <br> BONTE, 29.50%, <br> 04/27/2027<sup>(k)</sup> <br>| ARS | 10200000000 | &nbsp;&nbsp; 7974513 |
| **Australia–1.11%** | **Australia–1.11%** | **Australia–1.11%** | **Australia–1.11%** |
| &nbsp;&nbsp;&nbsp; Treasury Corp. of Victoria, <br> 5.50%, 09/15/2039<br>| AUD | 10595000 | &nbsp;&nbsp; 6860011 |
| &nbsp;&nbsp;&nbsp; Treasury Corporation of <br> Victoria, 5.50%, <br> 11/17/2026<br>| AUD | 16605000 | &nbsp;&nbsp; 10950255 |
|  |  |  | &nbsp;&nbsp; 17810266 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Austria–0.47%** | **Austria–0.47%** | **Austria–0.47%** | **Austria–0.47%** |
| &nbsp;&nbsp;&nbsp; BAWAG Group AG, <br> 5.13%<sup>(b)(d)(e)</sup> <br>| EUR | 6600000 | &nbsp;&nbsp; $7561912 |
| **Brazil–6.08%** | **Brazil–6.08%** | **Brazil–6.08%** | **Brazil–6.08%** |
| Brazil Notas do Tesouro Nacional, | Brazil Notas do Tesouro Nacional, |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, <br> 05/15/2055<br>| BRL | 17700000 | &nbsp;&nbsp; 12553404 |
| &nbsp;&nbsp;&nbsp; Series F, 10.00%, <br> 01/01/2027<br>| BRL | 495000000 | &nbsp;&nbsp; 84666635 |
|  |  |  | &nbsp;&nbsp; 97220039 |
| **Canada–0.71%** | **Canada–0.71%** | **Canada–0.71%** | **Canada–0.71%** |
| &nbsp;&nbsp;&nbsp; Province of Ontario, 5.85%, <br> 03/08/2033<br>| CAD | 13800000 | &nbsp;&nbsp; 11349444 |
| **China–0.61%** | **China–0.61%** | **China–0.61%** | **China–0.61%** |
| &nbsp;&nbsp;&nbsp; China Government Bond, <br> 3.32%, 04/15/2052<br>| CNY | 55000000 | &nbsp;&nbsp; 9717665 |
| **Czech Republic–0.32%** | **Czech Republic–0.32%** | **Czech Republic–0.32%** | **Czech Republic–0.32%** |
| &nbsp;&nbsp;&nbsp; Allwyn Entertainment <br> Financing (UK) PLC, <br> 4.13%, 02/15/2031<sup>(b)</sup> <br>| EUR | 425000 | &nbsp;&nbsp; 483861 |
| &nbsp;&nbsp;&nbsp; CPI Property Group S.A., <br> 4.88%<sup>(b)(d)(e)</sup> <br>| EUR | 4100000 | &nbsp;&nbsp; 4558435 |
|  |  |  | &nbsp;&nbsp; 5042296 |
| **France–1.26%** | **France–1.26%** | **France–1.26%** | **France–1.26%** |
| &nbsp;&nbsp;&nbsp; BPCE S.A., Series NC5, <br> 1.50%, 01/13/2042<sup>(b)(d)</sup> <br>| EUR | 8400000 | &nbsp;&nbsp; 9383150 |
| Electricite de France S.A., | Electricite de France S.A., |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%<sup>(b)(d)(e)</sup> <br>| EUR | 4800000 | &nbsp;&nbsp; 6070794 |
| &nbsp;&nbsp;&nbsp; 7.38%<sup>(b)(d)(e)</sup> <br>| GBP | 3500000 | &nbsp;&nbsp; 4719101 |
|  |  |  | &nbsp;&nbsp; 20173045 |
| **Germany–0.11%** | **Germany–0.11%** | **Germany–0.11%** | **Germany–0.11%** |
| &nbsp;&nbsp;&nbsp; Volkswagen International <br> Finance N.V., 4.63%<sup>(b)(d)(e)</sup> <br>| EUR | 1480000 | &nbsp;&nbsp; 1702813 |
| **Greece–0.13%** | **Greece–0.13%** | **Greece–0.13%** | **Greece–0.13%** |
| &nbsp;&nbsp;&nbsp; Eurobank S.A., 5.88%, <br> 11/28/2029<sup>(b)(d)</sup> <br>| EUR | 1725000 | &nbsp;&nbsp; 2150613 |
| **India–0.49%** | **India–0.49%** | **India–0.49%** | **India–0.49%** |
| &nbsp;&nbsp;&nbsp; India Government Bond, <br> 7.09%, 08/05/2054<br>| INR | 675000000 | &nbsp;&nbsp; 7807689 |
| **Ivory Coast–0.16%** | **Ivory Coast–0.16%** | **Ivory Coast–0.16%** | **Ivory Coast–0.16%** |
| &nbsp;&nbsp;&nbsp; Ivory Coast Government <br> International Bond, <br> 5.25%, 03/22/2030<sup>(b)</sup> <br>| EUR | 2300000 | &nbsp;&nbsp; 2564040 |
| **Japan–1.69%** | **Japan–1.69%** | **Japan–1.69%** | **Japan–1.69%** |
| Japan Government Bond, | Japan Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp; Series 18, 3.10%, <br> 03/20/2065<br>| JPY | 2206350000 | &nbsp;&nbsp; 13987882 |
| &nbsp;&nbsp;&nbsp; Series 66, 0.40%, <br> 03/20/2050<br>| JPY | 2509700000 | &nbsp;&nbsp; 9530119 |
| &nbsp;&nbsp;&nbsp; Japan Government Forty Year <br> Bond, Series 13, 0.50%, <br> 03/20/2060<br>| JPY | 1154700000 | &nbsp;&nbsp; 3455339 |
|  |  |  | &nbsp;&nbsp; 26973340 |
| **Mexico–3.95%** | **Mexico–3.95%** | **Mexico–3.95%** | **Mexico–3.95%** |
| &nbsp;&nbsp;&nbsp; Mexican Bonos, Series M, <br> 8.50%, 02/28/2030<br>| MXN | 851000000 | &nbsp;&nbsp; 44701533 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Mexico–(continued)** | **Mexico–(continued)** | **Mexico–(continued)** | **Mexico–(continued)** |
| &nbsp;&nbsp;&nbsp; Mexican Udibonos, Series S, <br> 4.00%, 08/30/2029<br>| MXN | 358063986 | &nbsp;&nbsp; $18479274 |
|  |  |  | &nbsp;&nbsp; 63180807 |
| **Netherlands–0.23%** | **Netherlands–0.23%** | **Netherlands–0.23%** | **Netherlands–0.23%** |
| &nbsp;&nbsp;&nbsp; ABN AMRO Bank N.V., <br> 4.38%<sup>(b)(d)(e)</sup> <br>| EUR | 2700000 | &nbsp;&nbsp; 3088309 |
| &nbsp;&nbsp;&nbsp; Sunrise FinCo I B.V., 4.63%, <br> 05/15/2032<sup>(b)</sup> <br>| EUR | 525000 | &nbsp;&nbsp; 607462 |
|  |  |  | &nbsp;&nbsp; 3695771 |
| **South Africa–2.38%** | **South Africa–2.38%** | **South Africa–2.38%** | **South Africa–2.38%** |
| &nbsp;&nbsp;&nbsp; Republic of South Africa <br> Government Bond, | &nbsp;&nbsp;&nbsp; Republic of South Africa <br> Government Bond, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2032, 8.25%, <br> 03/31/2032<br>| ZAR | 427800000 | &nbsp;&nbsp; 22770480 |
| &nbsp;&nbsp;&nbsp; Series 2040, 9.00%, <br> 01/31/2040<br>| ZAR | 315000000 | &nbsp;&nbsp; 15355050 |
|  |  |  | &nbsp;&nbsp; 38125530 |
| **Spain–0.84%** | **Spain–0.84%** | **Spain–0.84%** | **Spain–0.84%** |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria S.A., <br> 6.00%<sup>(b)(d)(e)</sup> <br>| EUR | 4200000 | &nbsp;&nbsp; 4858103 |
| Telefonica Europe B.V., | Telefonica Europe B.V., |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%<sup>(b)(d)(e)</sup> <br>| EUR | 3700000 | &nbsp;&nbsp; 4178673 |
| &nbsp;&nbsp;&nbsp; 7.13%<sup>(b)(d)(e)</sup> <br>| EUR | 3500000 | &nbsp;&nbsp; 4410375 |
|  |  |  | &nbsp;&nbsp; 13447151 |
| **Supranational–0.07%** | **Supranational–0.07%** | **Supranational–0.07%** | **Supranational–0.07%** |
| &nbsp;&nbsp;&nbsp; African Development Bank, <br> 0.00%, 01/17/2050<sup>(j)</sup> <br>| ZAR | 222000000 | &nbsp;&nbsp; 997100 |
| &nbsp;&nbsp;&nbsp; International Finance Corp., <br> 0.00%, 02/15/2029<sup>(b)(j)</sup> <br>| TRY | 10300000 | &nbsp;&nbsp; 93807 |
|  |  |  | &nbsp;&nbsp; 1090907 |
| **United States–0.71%** | **United States–0.71%** | **United States–0.71%** | **United States–0.71%** |
| &nbsp;&nbsp;&nbsp; Ball Corp., 4.25%, <br> 07/01/2032<br>| EUR | 535000 | &nbsp;&nbsp; 624953 |
| &nbsp;&nbsp;&nbsp; Carnival PLC, 4.13%, <br> 07/15/2031<sup>(b)</sup> <br>| EUR | 525000 | &nbsp;&nbsp; 609783 |
| &nbsp;&nbsp;&nbsp; Ford Motor Credit Co. LLC, <br> 6.86%, 06/05/2026<br>| GBP | 7000000 | &nbsp;&nbsp; 9398737 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 <br> Payments Finance Sub, <br> Inc., 5.50%, <br> 05/15/2033<sup>(b)</sup> <br>| EUR | 607000 | &nbsp;&nbsp; 723738 |
|  |  |  | &nbsp;&nbsp; 11357211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $356,573,700) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $356,573,700) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-U.S. Dollar Denominated Bonds & Notes <br> (Cost $356,573,700) | &nbsp;&nbsp; 348945052 |
| **Asset-Backed Securities–13.31%** | **Asset-Backed Securities–13.31%** | **Asset-Backed Securities–13.31%** | **Asset-Backed Securities–13.31%** |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-8, Class A3, <br> 5.75%, 05/27/2069<sup>(b)</sup> <br>|  | $2308207 | &nbsp;&nbsp; 2303021 |
| &nbsp;&nbsp;&nbsp; Series 2024-12, Class A2, <br> 5.86%, 10/25/2069<sup>(b)</sup> <br>|  | 729769 | &nbsp;&nbsp; 731111 |
| &nbsp;&nbsp;&nbsp; Series 2024-12, Class A3, <br> 6.01%, 10/25/2069<sup>(b)</sup> <br>|  | 1184801 | &nbsp;&nbsp; 1187807 |
| &nbsp;&nbsp;&nbsp; Series 2025-6, Class A3, <br> 5.92%, 04/25/2070<sup>(b)</sup> <br>|  | 2751118 | &nbsp;&nbsp; 2751751 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate <br> Mortgage Trust, <br> Series 2006-1, Class A1, <br> 0.65% (1 yr. U.S. Treasury <br> Yield Curve Rate + 2.25%), <br> 02/25/2036<sup>(l)</sup> <br>|  | $9053 | &nbsp;&nbsp; $8614 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, <br> Series 2018-B1, Class XA, <br> IO, 0.53%, <br> 01/15/2051<sup>(m)</sup> <br>|  | 8318477 | &nbsp;&nbsp; 85580 |
| BRAVO Residential Funding Trust, | BRAVO Residential Funding Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM7, <br> Class A1, 7.13%, <br> 09/25/2063<sup>(b)</sup> <br>|  | 2543952 | &nbsp;&nbsp; 2575741 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM7, <br> Class A2, 7.38%, <br> 09/25/2063<sup>(b)</sup> <br>|  | 3578852 | &nbsp;&nbsp; 3625643 |
| &nbsp;&nbsp;&nbsp; CD Mortgage Trust, <br> Series 2017-CD6, <br> Class XA, IO, 0.89%, <br> 11/13/2050<sup>(m)</sup> <br>|  | 4097178 | &nbsp;&nbsp; 57542 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial <br> Mortgage Trust, <br> Series 2017-C4, Class XA, <br> IO, 0.98%, <br> 10/12/2050<sup>(m)</sup> <br>|  | 11599279 | &nbsp;&nbsp; 206001 |
| &nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan <br> Trust, Series 2025-2, <br> Class A10, 6.00%, <br> 02/25/2055<sup>(b)(n)</sup> <br>|  | 1927733 | &nbsp;&nbsp; 1942939 |
| Citigroup Mortgage Loan Trust, Inc., | Citigroup Mortgage Loan Trust, Inc., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-2, Class 1A3, <br> 2.82%, 05/25/2035<sup>(n)</sup> <br>|  | 304795 | &nbsp;&nbsp; 296120 |
| &nbsp;&nbsp;&nbsp; Series 2006-AR1, <br> Class 1A1, 6.56% (1 yr. <br> U.S. Treasury Yield Curve <br> Rate + 2.40%), <br> 10/25/2035<sup>(l)</sup> <br>|  | 64934 | &nbsp;&nbsp; 62049 |
| &nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust, <br> Series 2024-INV1, <br> Class A3, 6.48%, <br> 12/25/2068<sup>(b)</sup> <br>|  | 832935 | &nbsp;&nbsp; 837273 |
| &nbsp;&nbsp;&nbsp; Countrywide Home Loans Mortgage <br> Pass-Through Trust, | &nbsp;&nbsp;&nbsp; Countrywide Home Loans Mortgage <br> Pass-Through Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-17, <br> Class 1A8, 5.50%, <br> 09/25/2035<br>|  | 220090 | &nbsp;&nbsp; 217858 |
| &nbsp;&nbsp;&nbsp; Series 2005-J4, Class A7, <br> 5.50%, 11/25/2035<br>|  | 397772 | &nbsp;&nbsp; 328847 |
| &nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity <br> Loan Trust, Series 2006-H, <br> Class 2A1A, 4.57% (1 mo. <br> Term SOFR + 0.26%), <br> 11/15/2036<sup>(l)</sup> <br>|  | 16809 | &nbsp;&nbsp; 14962 |
| FREMF Mortgage Trust, | FREMF Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-K62, Class B, <br> 3.88%, 01/25/2050<sup>(b)(n)</sup> <br>|  | 840000 | &nbsp;&nbsp; 826908 |
| &nbsp;&nbsp;&nbsp; Series 2016-K54, Class C, <br> 4.09%, 04/25/2048<sup>(b)(n)</sup> <br>|  | 4190000 | &nbsp;&nbsp; 4148090 |
| &nbsp;&nbsp;&nbsp; Frontier Issuer LLC, <br> Series 2023-1, Class A2, <br> 6.60%, 08/20/2053<sup>(b)</sup> <br>|  | 724500 | &nbsp;&nbsp; 734002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-INV3, <br> Class A17, 6.50%, <br> 09/25/2054<sup>(b)(n)</sup> <br>|  | $381782 | &nbsp;&nbsp; $388832 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, <br> Class A1, 5.60%, <br> 04/25/2070<sup>(b)</sup> <br>|  | 2389380 | &nbsp;&nbsp; 2395917 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities <br> Trust, | &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities <br> Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, <br> Class A1, 6.09% (30 Day <br> Average SOFR + 1.55%), <br> 10/25/2055<sup>(b)(l)</sup> <br>|  | 1370000 | &nbsp;&nbsp; 1370685 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, <br> Class M1, 6.44% (30 Day <br> Average SOFR + 2.05%), <br> 10/25/2055<sup>(b)(l)</sup> <br>|  | 710000 | &nbsp;&nbsp; 710355 |
| &nbsp;&nbsp;&nbsp; GSR Mortgage Loan Trust, <br> Series 2005-AR4, <br> Class 6A1, 5.02%, <br> 07/25/2035<sup>(n)</sup> <br>|  | 19747 | &nbsp;&nbsp; 18560 |
| &nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust, <br> Series 2007-A1, <br> Class 5A1, 5.04%, <br> 07/25/2035<sup>(n)</sup> <br>|  | 23036 | &nbsp;&nbsp; 23358 |
| &nbsp;&nbsp;&nbsp; JPMBB Commercial Mortgage <br> Securities Trust, <br> Series 2014-C24, Class B, <br> 4.12%, 11/15/2047<sup>(n)</sup> <br>|  | 1655000 | &nbsp;&nbsp; 1525690 |
| &nbsp;&nbsp;&nbsp; MASTR Asset Backed <br> Securities Trust, <br> Series 2006-WMC3, <br> Class A3, 4.67% (1 mo. <br> Term SOFR + 0.31%), <br> 08/25/2036<sup>(l)</sup> <br>|  | 2802544 | &nbsp;&nbsp; 943415 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, <br> Series 2017-HR2, <br> Class XA, IO, 0.85%, <br> 12/15/2050<sup>(m)</sup> <br>|  | 3912838 | &nbsp;&nbsp; 64904 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Re-REMIC <br> Trust, Series 2012-R3, <br> Class 1B, 6.00%, <br> 11/26/2036<sup>(b)(n)</sup> <br>|  | 4957830 | &nbsp;&nbsp; 4378546 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential <br> Mortgage Loan Trust, | &nbsp;&nbsp;&nbsp; Morgan Stanley Residential <br> Mortgage Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, <br> Class A3, 6.00%, <br> 10/25/2069<sup>(b)</sup> <br>|  | 1888519 | &nbsp;&nbsp; 1891677 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, <br> Class A3, 6.14%, <br> 11/25/2069<sup>(b)</sup> <br>|  | 2519879 | &nbsp;&nbsp; 2531151 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM1, <br> Class A2, 6.41%, <br> 12/25/2068<sup>(b)</sup> <br>|  | 1875468 | &nbsp;&nbsp; 1888358 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, <br> Class A3, 6.79%, <br> 05/25/2069<sup>(b)</sup> <br>|  | 3135138 | &nbsp;&nbsp; 3163687 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM7, <br> Class A3, 5.70%, <br> 08/25/2062<sup>(b)</sup> <br>|  | $671190 | &nbsp;&nbsp; $668185 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM7, <br> Class A2, 5.70%, <br> 08/25/2062<sup>(b)</sup> <br>|  | 1290751 | &nbsp;&nbsp; 1286169 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class A1, 5.48%, <br> 07/25/2064<sup>(b)</sup> <br>|  | 511191 | &nbsp;&nbsp; 510072 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class A2, 5.78%, <br> 07/25/2064<sup>(b)</sup> <br>|  | 1090809 | &nbsp;&nbsp; 1090174 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class A3, 5.83%, <br> 07/25/2064<sup>(b)</sup> <br>|  | 543392 | &nbsp;&nbsp; 542614 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM12, <br> Class M1, 5.93%, <br> 07/25/2064<sup>(b)(n)</sup> <br>|  | 690000 | &nbsp;&nbsp; 686532 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM18, <br> Class A3, 5.87%, <br> 10/25/2064<sup>(b)</sup> <br>|  | 2358105 | &nbsp;&nbsp; 2362097 |
| PMT Loan Trust, | PMT Loan Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-INV1, <br> Class A7, 6.00%, <br> 01/25/2060<sup>(b)(n)</sup> <br>|  | 928446 | &nbsp;&nbsp; 937161 |
| &nbsp;&nbsp;&nbsp; Series 2025-INV6, <br> Class A8, 6.00%, <br> 06/25/2056<sup>(b)(n)</sup> <br>|  | 574290 | &nbsp;&nbsp; 579065 |
| Rate Mortgage Trust, | Rate Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-J3, Class A2, <br> 5.50%, 10/25/2054<sup>(b)(n)</sup> <br>|  | 1041703 | &nbsp;&nbsp; 1030758 |
| &nbsp;&nbsp;&nbsp; Series 2025-J2, Class A5, <br> 5.50%, 07/25/2055<sup>(b)(n)</sup> <br>|  | 4821695 | &nbsp;&nbsp; 4824478 |
| RCKT Mortgage Trust, | RCKT Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-CES5, <br> Class A1A, 5.69%, <br> 05/25/2055<sup>(b)</sup> <br>|  | 782627 | &nbsp;&nbsp; 787942 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES5, <br> Class A1B, 5.84%, <br> 05/25/2055<sup>(b)</sup> <br>|  | 2054395 | &nbsp;&nbsp; 2066277 |
| &nbsp;&nbsp;&nbsp; Series 2025-CES6, <br> Class A1A, 5.47%, <br> 06/25/2055<sup>(b)</sup> <br>|  | 1151923 | &nbsp;&nbsp; 1155852 |
| &nbsp;&nbsp;&nbsp; Residential Accredit Loans, <br> Inc. Trust, Series 2006-<br> QS13, Class 1A8, 6.00%, <br> 09/25/2036<br>|  | 18254 | &nbsp;&nbsp; 14337 |
| SBNA Auto Receivables Trust, | SBNA Auto Receivables Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SF1, Class B, <br> 5.12%, 03/17/2031<sup>(b)</sup> <br>|  | 612653 | &nbsp;&nbsp; 612683 |
| &nbsp;&nbsp;&nbsp; Series 2025-SF1, Class C, <br> 5.14%, 04/15/2031<sup>(b)</sup> <br>|  | 700000 | &nbsp;&nbsp; 700270 |
| &nbsp;&nbsp;&nbsp; Series 2025-SF1, Class D, <br> 5.34%, 09/15/2031<sup>(b)</sup> <br>|  | 700000 | &nbsp;&nbsp; 701260 |
| &nbsp;&nbsp;&nbsp; Sonic Capital LLC, <br> Series 2020-1A, Class A2I, <br> 3.85%, 01/20/2050<sup>(b)</sup> <br>|  | 2163146 | &nbsp;&nbsp; 2116541 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage <br> Trust, Series 2017-C5, <br> Class XA, IO, 1.13%, <br> 11/15/2050<sup>(m)</sup> <br>|  | 5625101 | &nbsp;&nbsp; 99450 |
| &nbsp;&nbsp;&nbsp; Vendee Mortgage Trust, <br> Series 1995-3, Class 1, IO, <br> 0.00%, 09/15/2025<sup>(j)(m)</sup> <br>|  | 217655 | &nbsp;&nbsp; 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust, <br> Series 2022-7, Class A3, <br> 5.35%, 07/25/2067<sup>(b)(n)</sup> <br>|  | $867254 | &nbsp;&nbsp; $864471 |
| &nbsp;&nbsp;&nbsp; WaMu Mortgage Pass-Through <br> Ctfs. Trust, Series 2003-<br> AR10, Class A7, 6.49%, <br> 10/25/2033<sup>(n)</sup> <br>|  | 20529 | &nbsp;&nbsp; 19784 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Commercial <br> Mortgage Trust, <br> Series 2017-C42, <br> Class XA, IO, 0.83%, <br> 12/15/2050<sup>(m)</sup> <br>|  | 5701250 | &nbsp;&nbsp; 92207 |
| &nbsp;&nbsp;&nbsp; Westlake Automobile <br> Receivables Trust, <br> Series 2024-3A, Class D, <br> 5.21%, 04/15/2030<sup>(b)</sup> <br>|  | 3500000 | &nbsp;&nbsp; 3506118 |
| &nbsp;&nbsp;&nbsp; WFRBS Commercial Mortgage <br> Trust, Series 2013-C14, <br> Class AS, 3.49%, <br> 06/15/2046<br>|  | 243571 | &nbsp;&nbsp; 237272 |
| Alba PLC, | Alba PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1, Class F, <br> 7.61% (SONIA + 3.37%), <br> 03/17/2039<sup>(b)(l)(o)</sup> <br>| GBP | 1452850 | &nbsp;&nbsp; 1785122 |
| &nbsp;&nbsp;&nbsp; Series 2006-2, Class F, <br> 7.61% (SONIA + 3.37%), <br> 12/15/2038<sup>(b)(l)(o)</sup> <br>| GBP | 898272 | &nbsp;&nbsp; 1093416 |
| Auburn 15 PLC, | Auburn 15 PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series E, 6.22% (SONIA + <br> 2.00%), <br> 07/20/2045<sup>(b)(l)(o)</sup> <br>| GBP | 1401000 | &nbsp;&nbsp; 1814371 |
| &nbsp;&nbsp;&nbsp; Series F, 6.72% (SONIA + <br> 2.50%), <br> 07/20/2045<sup>(b)(l)(o)</sup> <br>| GBP | 1666000 | &nbsp;&nbsp; 2159587 |
| Eurosail PLC, | Eurosail PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-2X, <br> Class E1C, 7.61% (SONIA + <br> 3.37%), <br> 12/15/2044<sup>(b)(l)(o)</sup> <br>| GBP | 5550000 | &nbsp;&nbsp; 6614185 |
| &nbsp;&nbsp;&nbsp; Series 2006-4X, <br> Class E1C, 7.36% (SONIA + <br> 3.12%), <br> 12/10/2044<sup>(b)(l)(o)</sup> <br>| GBP | 4135722 | &nbsp;&nbsp; 4821314 |
| &nbsp;&nbsp;&nbsp; Series 2006-2X, <br> Class D1A, 2.78% (3 mo. <br> EURIBOR + 0.80%), <br> 12/15/2044<sup>(b)(l)(o)</sup> <br>| EUR | 6300000 | &nbsp;&nbsp; 6696288 |
| Eurosail-UK NC PLC, | Eurosail-UK NC PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1X, <br> Class D1C, 5.25% (SONIA + <br> 1.01%), <br> 03/13/2045<sup>(b)(l)(o)</sup> <br>| GBP | 1750000 | &nbsp;&nbsp; 2016661 |
| &nbsp;&nbsp;&nbsp; Series 2007-1X, <br> Class D1A, 2.79% (3 mo. <br> EURIBOR + 0.84%), <br> 03/13/2045<sup>(b)(l)(o)</sup> <br>| EUR | 2800000 | &nbsp;&nbsp; 2726197 |
| &nbsp;&nbsp;&nbsp; Eurosail-UK NP PLC, <br> Series 2007-2X, <br> Class D1A, 2.75% (3 mo. <br> EURIBOR + 0.80%), <br> 03/13/2045<sup>(b)(l)(o)</sup> <br>| EUR | 8400000 | &nbsp;&nbsp; 8498315 |
| &nbsp;&nbsp;&nbsp; Great Hall Mortgages No. 1 <br> PLC, Series 2007-2X, <br> Class EB, 5.75% (3 mo. <br> EURIBOR + 3.75%), <br> 06/18/2039<sup>(b)(l)(o)</sup> <br>| EUR | 4570000 | &nbsp;&nbsp; 5230150 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Jupiter Mortgage No.1 PLC, | Jupiter Mortgage No.1 PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 1A, Class ER, 8.24% <br> (SONIA + 4.00%), <br> 07/20/2055<sup>(b)(l)(o)</sup> <br>| GBP | 3070000 | &nbsp;&nbsp; $4067495 |
| &nbsp;&nbsp;&nbsp; Series 1A, Class FR, 9.24% <br> (SONIA + 5.00%), <br> 07/20/2055<sup>(b)(l)(o)</sup> <br>| GBP | 1897000 | &nbsp;&nbsp; 2513325 |
| Ludgate Funding PLC, | Ludgate Funding PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1, Class MA, <br> 4.60% (SONIA + 0.36%), <br> 01/01/2061<sup>(b)(l)(o)</sup> <br>| GBP | 2075533 | &nbsp;&nbsp; 2595283 |
| &nbsp;&nbsp;&nbsp; Series 2006-1X, <br> Class A2A, 4.55% (SONIA <br> + 0.31%), <br> 12/01/2060<sup>(b)(l)(o)</sup> <br>| GBP | 5083196 | &nbsp;&nbsp; 6626879 |
| &nbsp;&nbsp;&nbsp; Mortgage Funding PLC, <br> Series 2008-1, Class B2, <br> 7.56% (SONIA + 3.32%), <br> 03/13/2046<sup>(b)(l)(o)</sup> <br>| GBP | 14462095 | &nbsp;&nbsp; 17859070 |
| Newday Funding Master Issuer PLC, | Newday Funding Master Issuer PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1X, Class E, <br> 0.00% (SONIA + 3.30%), <br> 04/15/2033<sup>(b)(j)(l)(o)</sup> <br>| GBP | 3490000 | &nbsp;&nbsp; 4661694 |
| &nbsp;&nbsp;&nbsp; Series 2024-3X, Class E, <br> 7.97% (SONIA + 3.75%), <br> 11/15/2032<sup>(b)(l)(o)</sup> <br>| GBP | 2475000 | &nbsp;&nbsp; 3324554 |
| Newgate Funding PLC, | Newgate Funding PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-2, Class CB, <br> 2.37% (3 mo. EURIBOR + <br> 0.43%), <br> 12/01/2050<sup>(b)(l)(o)</sup> <br>| EUR | 1009107 | &nbsp;&nbsp; 1060986 |
| &nbsp;&nbsp;&nbsp; Series 2007-3X, Class CB, <br> 3.48% (3 mo. EURIBOR + <br> 1.50%), <br> 12/15/2050<sup>(b)(l)(o)</sup> <br>| EUR | 683201 | &nbsp;&nbsp; 746542 |
| &nbsp;&nbsp;&nbsp; Towd Point Mortgage Funding 2024 <br> - Granite 6 PLC, | &nbsp;&nbsp;&nbsp; Towd Point Mortgage Funding 2024 <br> - Granite 6 PLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-GR6X, Class F, <br> 8.74% (SONIA + 4.50%), <br> 07/20/2053<sup>(b)(l)(o)</sup> <br>| GBP | 1380000 | &nbsp;&nbsp; 1827310 |
| &nbsp;&nbsp;&nbsp; Series 2024-GR6A, <br> Class F, 8.74% (SONIA + <br> 4.50%), <br> 07/20/2053<sup>(b)(l)(o)</sup> <br>| GBP | 2126000 | &nbsp;&nbsp; 2815117 |
| &nbsp;&nbsp;&nbsp; Series 2024-GR6X, Class E, <br> 7.74% (SONIA + 3.50%), <br> 07/20/2053<sup>(b)(l)(o)</sup> <br>| GBP | 1980000 | &nbsp;&nbsp; 2621842 |
| &nbsp;&nbsp;&nbsp; Towd Point Mortgage Funding <br> 2024 - Granite 7 PLC, <br> Series 2024-GR7X, Class E, <br> 7.47% (SONIA + 3.25%), <br> 04/20/2051<sup>(b)(l)(o)</sup> <br>| GBP | 1555000 | &nbsp;&nbsp; 2059295 |
| &nbsp;&nbsp;&nbsp; Prosil Acquisition S.A., <br> Series 2019-1, Class A, <br> 4.03% (3 mo. EURIBOR + <br> 2.00%), <br> 10/31/2039<sup>(b)(l)(o)</sup> <br>| EUR | 2789459 | &nbsp;&nbsp; 2659378 |
| &nbsp;&nbsp;&nbsp; SC Germany S.A. <br> Compartment Consumer, <br> Series 2021-1, Class E, <br> 4.73% (1 mo. EURIBOR + <br> 2.80%), <br> 11/14/2035<sup>(b)(l)(o)</sup> <br>| EUR | 7047113 | &nbsp;&nbsp; 7999096 |
| &nbsp;&nbsp;&nbsp; Alhambra SME Funding DAC, <br> Series 2019-1, Class D, <br> 11.15% (1 mo. EURIBOR + <br> 9.25%), <br> 11/30/2028<sup>(b)(l)(o)</sup> <br>| EUR | 166198 | &nbsp;&nbsp; 179469 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Hera Financing DAC, | Hera Financing DAC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, <br> 7.19% (SONIA + 2.95%), <br> 11/17/2034<sup>(b)(l)(o)</sup> <br>| GBP | 3216594 | &nbsp;&nbsp; $4258682 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, <br> 7.99% (SONIA + 3.75%), <br> 11/17/2034<sup>(b)(l)(o)</sup> <br>| GBP | 1838054 | &nbsp;&nbsp; 2428576 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br> 6.14% (SONIA + 1.90%), <br> 11/17/2034<sup>(b)(l)(o)</sup> <br>| GBP | 2297567 | &nbsp;&nbsp; 3043785 |
| &nbsp;&nbsp;&nbsp; Last Mile Logistics Pan Euro <br> Finance DAC, Series E, <br> 4.83% (3 mo. EURIBOR + <br> 2.70%), <br> 08/17/2033<sup>(b)(l)(o)</sup> <br>| EUR | 5386464 | &nbsp;&nbsp; 6146378 |
| &nbsp;&nbsp;&nbsp; IM Pastor 4, FTA, Series B, <br> 2.23% (3 mo. EURIBOR + <br> 0.19%), <br> 03/22/2044<sup>(b)(l)(o)</sup> <br>| EUR | 2300000 | &nbsp;&nbsp; 1892499 |
| &nbsp;&nbsp;&nbsp; Santander Consumo 8 Fondo <br> de Titulizacion, Series 8E, <br> 6.59% (3 mo. EURIBOR + <br> 4.50%), <br> 01/21/2040<sup>(b)(l)(o)</sup> <br>| EUR | 4500000 | &nbsp;&nbsp; 5155487 |
| Fideicomiso Dorrego Y Libertador, | Fideicomiso Dorrego Y Libertador, |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/31/2043<sup>(g)</sup> <br>|  | $7698968 | &nbsp;&nbsp; 7314020 |
| &nbsp;&nbsp;&nbsp; 0.00%, <br> 12/31/2043<sup>(g)(j)(o)</sup> <br>| ARS | 83227881 | &nbsp;&nbsp; 57650 |
| &nbsp;&nbsp;&nbsp; Fideicomiso Financiero <br> Invernea Proteina 2, Serie <br> II, 0.00%, <br> 08/25/2032<sup>(g)(j)(n)(o)</sup> <br>| ARS | 311500000 | &nbsp;&nbsp; 1491988 |
| &nbsp;&nbsp;&nbsp; Ares XXXVII CLO Ltd., <br> Series 2015-4A, Class DR, <br> 10.73% (3 mo. Term SOFR <br> + 6.41%), <br> 10/15/2030<sup>(b)(l)</sup> <br>|  | $2240000 | &nbsp;&nbsp; 2272489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $216,599,675) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $216,599,675) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities <br> (Cost $216,599,675) | &nbsp;&nbsp; 212863258 |
| **U.S. Treasury Securities–9.48%** | **U.S. Treasury Securities–9.48%** | **U.S. Treasury Securities–9.48%** | **U.S. Treasury Securities–9.48%** |
| **U.S. Treasury Bills–4.74%** | **U.S. Treasury Bills–4.74%** | **U.S. Treasury Bills–4.74%** | **U.S. Treasury Bills–4.74%** |
| &nbsp;&nbsp;&nbsp; 3.96 - 4.14%, <br> 05/14/2026<sup>(p)(q)</sup> <br>|  | 75736869 | &nbsp;&nbsp; 75705700 |
| **U.S. Treasury Inflation — Indexed Bonds–4.74%** | **U.S. Treasury Inflation — Indexed Bonds–4.74%** | **U.S. Treasury Inflation — Indexed Bonds–4.74%** | **U.S. Treasury Inflation — Indexed Bonds–4.74%** |
| 0.13%, 02/15/2052<sup>(r)</sup> <br>|  | 13734988 | &nbsp;&nbsp; 13661847 |
| 1.50%, 02/15/2053<sup>(r)</sup> <br>|  | 29350670 | &nbsp;&nbsp; 29340652 |
| 2.13%, 02/15/2054<sup>(r)</sup> <br>|  | 32735594 | &nbsp;&nbsp; 32796495 |
|  |  |  | &nbsp;&nbsp; 75798994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $151,558,121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $151,558,121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities <br> (Cost $151,558,121) | &nbsp;&nbsp; 151504694 |
| **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–5.56%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–5.56%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–5.56%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–5.56%** |
| Fannie Mae Grantor Trust, | Fannie Mae Grantor Trust, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>0.63%, 11/25/2040<sup>(m)</sup> <br>|  | 1407522 | &nbsp;&nbsp; 1342 |
| &nbsp;&nbsp;&nbsp; 0.37%, 12/25/2041<sup>(m)</sup> <br>|  | 8647861 | &nbsp;&nbsp; 314326 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Fannie Mae Interest STRIPS, | Fannie Mae Interest STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>6.50%, 04/25/2029 - <br> 07/25/2032<sup>(s)</sup> <br>|  | $504415 | &nbsp;&nbsp; $54704 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/25/2029<sup>(s)</sup> <br>|  | 20112 | &nbsp;&nbsp; 2071 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/25/2032 - <br> 08/25/2035<sup>(s)</sup> <br>|  | 676099 | &nbsp;&nbsp; 83130 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/25/2033 - <br> 06/25/2035<sup>(s)</sup> <br>|  | 577694 | &nbsp;&nbsp; 76950 |
| Fannie Mae REMICs, | Fannie Mae REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>3.14% (7.60% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/25/2026<sup>(l)(s)</sup> <br>|  | 8273 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp; 3.44% (7.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/18/2031 - <br> 12/18/2031<sup>(l)(s)</sup> <br>|  | 71076 | &nbsp;&nbsp; 6390 |
| &nbsp;&nbsp;&nbsp; 3.44% (7.90% - (30 Day <br> Average SOFR + 0.11%)), <br> 11/25/2031<sup>(l)(s)</sup> <br>|  | 1386 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp; 3.49% (7.95% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2032<sup>(l)(s)</sup> <br>|  | 16697 | &nbsp;&nbsp; 1449 |
| &nbsp;&nbsp;&nbsp; 3.54% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/18/2032<sup>(l)(s)</sup> <br>|  | 32581 | &nbsp;&nbsp; 3118 |
| &nbsp;&nbsp;&nbsp; 3.64% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2032 - <br> 04/25/2032<sup>(l)(s)</sup> <br>|  | 47789 | &nbsp;&nbsp; 4655 |
| &nbsp;&nbsp;&nbsp; 2.54% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032<sup>(l)(s)</sup> <br>|  | 20941 | &nbsp;&nbsp; 1546 |
| &nbsp;&nbsp;&nbsp; 3.34% (7.80% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/25/2032<sup>(l)(s)</sup> <br>|  | 15155 | &nbsp;&nbsp; 1572 |
| &nbsp;&nbsp;&nbsp; 3.54% (8.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/25/2032 - <br> 09/25/2032<sup>(l)(s)</sup> <br>|  | 62361 | &nbsp;&nbsp; 6332 |
| &nbsp;&nbsp;&nbsp; 3.64% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/18/2032<sup>(l)(s)</sup> <br>|  | 50436 | &nbsp;&nbsp; 4107 |
| &nbsp;&nbsp;&nbsp; 3.74% (8.20% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/25/2033<sup>(l)(s)</sup> <br>|  | 204772 | &nbsp;&nbsp; 19359 |
| &nbsp;&nbsp;&nbsp; 3.79% (8.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/25/2033 - <br> 05/25/2033<sup>(l)(s)</sup> <br>|  | 111719 | &nbsp;&nbsp; 15788 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/25/2033 - <br> 04/25/2033<sup>(s)</sup> <br>|  | 282222 | &nbsp;&nbsp; 38339 |
| &nbsp;&nbsp;&nbsp; 3.09% (7.55% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2033<sup>(l)(s)</sup> <br>|  | 91513 | &nbsp;&nbsp; 10000 |
| &nbsp;&nbsp;&nbsp; 1.59% (6.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2035 - <br> 07/25/2038<sup>(l)(s)</sup> <br>|  | 88146 | &nbsp;&nbsp; 5458 |
| &nbsp;&nbsp;&nbsp; 2.29% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 03/25/2035 - <br> 05/25/2035<sup>(l)(s)</sup> <br>|  | 75810 | &nbsp;&nbsp; 2882 |
| &nbsp;&nbsp;&nbsp; 2.14% (6.60% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/25/2035<sup>(l)(s)</sup> <br>|  | 167426 | &nbsp;&nbsp; 10014 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; 2.24% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/25/2035<sup>(l)(s)</sup> <br>|  | $322201 | &nbsp;&nbsp; $25637 |
| &nbsp;&nbsp;&nbsp; 2.77% (7.23% - (30 Day <br> Average SOFR + 0.11%)), <br> 09/25/2036<sup>(l)(s)</sup> <br>|  | 324609 | &nbsp;&nbsp; 16022 |
| &nbsp;&nbsp;&nbsp; 2.08% (6.54% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/25/2037<sup>(l)(s)</sup> <br>|  | 596808 | &nbsp;&nbsp; 44897 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/25/2041<sup>(s)</sup> <br>|  | 473103 | &nbsp;&nbsp; 38396 |
| &nbsp;&nbsp;&nbsp; 2.09% (6.55% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/25/2041<sup>(l)(s)</sup> <br>|  | 85712 | &nbsp;&nbsp; 6751 |
| &nbsp;&nbsp;&nbsp; 1.69% (6.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/25/2042<sup>(l)(s)</sup> <br>|  | 283361 | &nbsp;&nbsp; 31213 |
| &nbsp;&nbsp;&nbsp; 7.00%, 07/25/2026 |  | 96 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/25/2028 - <br> 04/25/2029<br>|  | 27780 | &nbsp;&nbsp; 28059 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/25/2031 - <br> 01/25/2032<br>|  | 52684 | &nbsp;&nbsp; 53909 |
| &nbsp;&nbsp;&nbsp; 5.46% (30 Day Average <br> SOFR + 1.11%), <br> 04/25/2032 - <br> 12/25/2032<sup>(l)</sup> <br>|  | 55453 | &nbsp;&nbsp; 55987 |
| &nbsp;&nbsp;&nbsp; 4.96% (30 Day Average <br> SOFR + 0.61%), <br> 10/18/2032<sup>(l)</sup> <br>|  | 21724 | &nbsp;&nbsp; 21664 |
| &nbsp;&nbsp;&nbsp; 4.96% (30 Day Average <br> SOFR + 0.61%), <br> 12/25/2032<sup>(l)</sup> <br>|  | 37893 | &nbsp;&nbsp; 37750 |
| &nbsp;&nbsp;&nbsp; 4.86% (30 Day Average <br> SOFR + 0.51%), <br> 11/25/2033<sup>(l)</sup> <br>|  | 19218 | &nbsp;&nbsp; 19183 |
| &nbsp;&nbsp;&nbsp; 8.20% (24.57% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 03/25/2036<sup>(l)</sup> <br>|  | 94460 | &nbsp;&nbsp; 109786 |
| &nbsp;&nbsp;&nbsp; 7.83% (24.20% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 06/25/2036<sup>(l)</sup> <br>|  | 90334 | &nbsp;&nbsp; 99116 |
| &nbsp;&nbsp;&nbsp; 5.40% (30 Day Average <br> SOFR + 1.05%), <br> 06/25/2037<sup>(l)</sup> <br>|  | 50509 | &nbsp;&nbsp; 51045 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/2041 |  | 63014 | &nbsp;&nbsp; 59979 |
| Federal Home Loan Mortgage Corp., | Federal Home Loan Mortgage Corp., |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 08/01/2031 |  | 12357 | &nbsp;&nbsp; 12599 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/2052 - <br> 03/01/2053<sup>(t)</sup> <br>|  | 29094922 | &nbsp;&nbsp; 28467392 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/2052 |  | 14139177 | &nbsp;&nbsp; 13549829 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association, | &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association, |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/01/2033 |  | 6334 | &nbsp;&nbsp; 6508 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/2033 |  | 9286 | &nbsp;&nbsp; 9764 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/2035 - <br> 03/01/2053<br>|  | 28938309 | &nbsp;&nbsp; 28872960 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/2052 |  | 15552122 | &nbsp;&nbsp; 14849943 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., | &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured <br> Pass-Through Ctfs., |  |  |
| &nbsp;&nbsp;&nbsp; Series K734, Class X1, IO, <br> 0.66%, 02/25/2026<sup>(m)</sup> <br>|  | 3295069 | &nbsp;&nbsp; 4964 |
| &nbsp;&nbsp;&nbsp; Series K735, Class X1, IO, <br> 0.96%, 05/25/2026<sup>(m)</sup> <br>|  | 6435573 | &nbsp;&nbsp; 32887 |
| &nbsp;&nbsp;&nbsp; Series K093, Class X1, IO, <br> 0.94%, 05/25/2029<sup>(m)</sup> <br>|  | 42086815 | &nbsp;&nbsp; 1248745 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Freddie Mac STRIPS, | Freddie Mac STRIPS, |  |  |
| &nbsp;&nbsp;&nbsp; IO, <br>7.00%, 04/01/2027 - <br> 04/01/2030<sup>(s)</sup> <br>|  | $65977 | &nbsp;&nbsp; $5845 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/2028 - <br> 06/01/2031<sup>(s)</sup> <br>|  | 18442 | &nbsp;&nbsp; 1881 |
| &nbsp;&nbsp;&nbsp; 7.50%, 12/15/2029<sup>(s)</sup> <br>|  | 24337 | &nbsp;&nbsp; 2492 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/2032<sup>(s)</sup> <br>|  | 45961 | &nbsp;&nbsp; 5083 |
| Freddie Mac REMICs, | Freddie Mac REMICs, |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/2028 - <br> 06/15/2032<br>|  | 34631 | &nbsp;&nbsp; 35767 |
| &nbsp;&nbsp;&nbsp; 4.90% (30 Day Average <br> SOFR + 0.56%), <br> 02/15/2029<sup>(l)</sup> <br>|  | 2676 | &nbsp;&nbsp; 2669 |
| &nbsp;&nbsp;&nbsp; 5.10% (30 Day Average <br> SOFR + 0.76%), <br> 07/15/2029<sup>(l)</sup> <br>|  | 3730 | &nbsp;&nbsp; 3731 |
| &nbsp;&nbsp;&nbsp; 5.45% (30 Day Average <br> SOFR + 1.11%), <br> 02/15/2032 - <br> 03/15/2032<sup>(l)</sup> <br>|  | 113410 | &nbsp;&nbsp; 114061 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/2032 |  | 33682 | &nbsp;&nbsp; 32904 |
| &nbsp;&nbsp;&nbsp; 4.95% (30 Day Average <br> SOFR + 0.61%), <br> 01/15/2033<sup>(l)</sup> <br>|  | 3451 | &nbsp;&nbsp; 3451 |
| &nbsp;&nbsp;&nbsp; 8.42% (24.75% - (3.67 x <br> (30 Day Average SOFR + <br> 0.11%))), 08/15/2035<sup>(l)</sup> <br>|  | 67045 | &nbsp;&nbsp; 73600 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/2038 |  | 39057 | &nbsp;&nbsp; 37246 |
| &nbsp;&nbsp;&nbsp; IO, <br>7.00%, 03/15/2028 - <br> 04/15/2028<sup>(s)</sup> <br>|  | 11526 | &nbsp;&nbsp; 703 |
| &nbsp;&nbsp;&nbsp; 4.24% (8.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/17/2028<sup>(l)(s)</sup> <br>|  | 8 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp; 3.65% (8.10% - (30 Day <br> Average SOFR + 0.11%)), <br> 06/15/2029<sup>(l)(s)</sup> <br>|  | 21649 | &nbsp;&nbsp; 1228 |
| &nbsp;&nbsp;&nbsp; 4.50% (8.95% - (30 Day <br> Average SOFR + 0.11%)), <br> 08/15/2029<sup>(l)(s)</sup> <br>|  | 5244 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp; 2.60% (7.05% - (30 Day <br> Average SOFR + 0.11%)), <br> 10/15/2033<sup>(l)(s)</sup> <br>|  | 133651 | &nbsp;&nbsp; 8568 |
| &nbsp;&nbsp;&nbsp; 2.25% (6.70% - (30 Day <br> Average SOFR + 0.11%)), <br> 01/15/2035<sup>(l)(s)</sup> <br>|  | 237038 | &nbsp;&nbsp; 14060 |
| &nbsp;&nbsp;&nbsp; 2.30% (6.75% - (30 Day <br> Average SOFR + 0.11%)), <br> 02/15/2035<sup>(l)(s)</sup> <br>|  | 13762 | &nbsp;&nbsp; 786 |
| &nbsp;&nbsp;&nbsp; 2.27% (6.72% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2035<sup>(l)(s)</sup> <br>|  | 372886 | &nbsp;&nbsp; 27081 |
| &nbsp;&nbsp;&nbsp; 1.70% (6.15% - (30 Day <br> Average SOFR + 0.11%)), <br> 07/15/2035<sup>(l)(s)</sup> <br>|  | 172149 | &nbsp;&nbsp; 7746 |
| &nbsp;&nbsp;&nbsp; 2.55% (7.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2037<sup>(l)(s)</sup> <br>|  | 68583 | &nbsp;&nbsp; 6916 |
| &nbsp;&nbsp;&nbsp; 1.55% (6.00% - (30 Day <br> Average SOFR + 0.11%)), <br> 04/15/2038<sup>(l)(s)</sup> <br>|  | 39301 | &nbsp;&nbsp; 3242 |
| &nbsp;&nbsp;&nbsp; 1.62% (6.07% - (30 Day <br> Average SOFR + 0.11%)), <br> 05/15/2038<sup>(l)(s)</sup> <br>|  | 142460 | &nbsp;&nbsp; 11292 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; 1.80% (6.25% - (30 Day <br> Average SOFR + 0.11%)), <br> 12/15/2039<sup>(l)(s)</sup> <br>|  | $60390 | &nbsp;&nbsp; $5107 |
| &nbsp;&nbsp;&nbsp; Government National Mortgage <br> Association, | &nbsp;&nbsp;&nbsp; Government National Mortgage <br> Association, |  |  |
| &nbsp;&nbsp;&nbsp; ARM, 4.63% (1 yr. <br> U.S. Treasury Yield Curve <br> Rate + 1.50%), <br> 07/20/2027<sup>(l)</sup> <br>|  | 213 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/2028 - <br> 01/20/2030<br>|  | 45525 | &nbsp;&nbsp; 46168 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/15/2028 - <br> 09/15/2028<br>|  | 27022 | &nbsp;&nbsp; 27457 |
| &nbsp;&nbsp;&nbsp; IO, <br>2.10% (6.55% - (1 mo. <br> Term SOFR + 0.11%)), <br> 04/16/2037<sup>(l)(s)</sup> <br>|  | 243611 | &nbsp;&nbsp; 12823 |
| &nbsp;&nbsp;&nbsp; 2.20% (6.65% - (1 mo. <br> Term SOFR + 0.11%)), <br> 04/16/2041<sup>(l)(s)</sup> <br>|  | 372614 | &nbsp;&nbsp; 23445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $93,162,984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $93,162,984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities <br> (Cost $93,162,984) | &nbsp;&nbsp; 88934611 |
| **Agency Credit Risk Transfer Notes–4.94%** | **Agency Credit Risk Transfer Notes–4.94%** | **Agency Credit Risk Transfer Notes–4.94%** | **Agency Credit Risk Transfer Notes–4.94%** |
| **United States–4.94%** | **United States–4.94%** | **United States–4.94%** | **United States–4.94%** |
| &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, | &nbsp;&nbsp;&nbsp; Fannie Mae Connecticut Avenue <br> Securities, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-R04, <br> Class 1M2, 7.45% (30 Day <br> Average SOFR + 3.10%), <br> 03/25/2042<sup>(b)(l)</sup> <br>|  | 1795000 | &nbsp;&nbsp; 1851385 |
| &nbsp;&nbsp;&nbsp; Series 2022-R08, <br> Class 1M2, 7.95% (30 Day <br> Average SOFR + 3.60%), <br> 07/25/2042<sup>(b)(l)</sup> <br>|  | 3150000 | &nbsp;&nbsp; 3288907 |
| &nbsp;&nbsp;&nbsp; Series 2023-R02, <br> Class 1M1, 6.65% (30 Day <br> Average SOFR + 2.30%), <br> 01/25/2043<sup>(b)(l)</sup> <br>|  | 867286 | &nbsp;&nbsp; 887512 |
| &nbsp;&nbsp;&nbsp; Series 2023-R03, <br> Class 2M1, 6.85% (30 Day <br> Average SOFR + 2.50%), <br> 04/25/2043<sup>(b)(l)</sup> <br>|  | 1319204 | &nbsp;&nbsp; 1337629 |
| &nbsp;&nbsp;&nbsp; Series 2023-R04, <br> Class 1M1, 6.65% (30 Day <br> Average SOFR + 2.30%), <br> 05/25/2043<sup>(b)(l)</sup> <br>|  | 1788722 | &nbsp;&nbsp; 1825333 |
| &nbsp;&nbsp;&nbsp; Series 2023-R06, <br> Class 1M1, 6.05% (30 Day <br> Average SOFR + 1.70%), <br> 07/25/2043<sup>(b)(l)</sup> <br>|  | 742830 | &nbsp;&nbsp; 747421 |
| &nbsp;&nbsp;&nbsp; Series 2023-R06, <br> Class 1M2, 7.05% (30 Day <br> Average SOFR + 2.70%), <br> 07/25/2043<sup>(b)(l)</sup> <br>|  | 1145000 | &nbsp;&nbsp; 1184954 |
| &nbsp;&nbsp;&nbsp; Series 2023-R06, <br> Class 1B1, 8.25% (30 Day <br> Average SOFR + 3.90%), <br> 07/25/2043<sup>(b)(l)</sup> <br>|  | 1310000 | &nbsp;&nbsp; 1387654 |
| &nbsp;&nbsp;&nbsp; Series 2023-R08, <br> Class 1M2, 6.85% (30 Day <br> Average SOFR + 2.50%), <br> 10/25/2043<sup>(b)(l)</sup> <br>|  | 655000 | &nbsp;&nbsp; 674673 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Series 2023-R08, <br> Class 1M1, 5.85% (30 Day <br> Average SOFR + 1.50%), <br> 10/25/2043<sup>(b)(l)</sup> <br>|  | $569110 | &nbsp;&nbsp; $571238 |
| &nbsp;&nbsp;&nbsp; Series 2024-R02, <br> Class 1M2, 6.15% (30 Day <br> Average SOFR + 1.80%), <br> 02/25/2044<sup>(b)(l)</sup> <br>|  | 6900000 | &nbsp;&nbsp; 6978914 |
| &nbsp;&nbsp;&nbsp; Series 2024-R03, <br> Class 2M2, 6.30% (30 Day <br> Average SOFR + 1.95%), <br> 03/25/2044<sup>(b)(l)</sup> <br>|  | 7070000 | &nbsp;&nbsp; 7138357 |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA3, <br> Class M1B, STACR<sup>®</sup>, 7.25% <br> (30 Day Average SOFR + <br> 2.90%), 04/25/2042<sup>(b)(l)</sup> <br>|  | 7000000 | &nbsp;&nbsp; 7216132 |
| &nbsp;&nbsp;&nbsp; Series 2022-HQA2, <br> Class M1, STACR<sup>®</sup>, 8.35% <br> (30 Day Average SOFR + <br> 4.00%), 07/25/2042<sup>(b)(l)</sup> <br>|  | 3500000 | &nbsp;&nbsp; 3695379 |
| &nbsp;&nbsp;&nbsp; Series 2022-HQA3, <br> Class M1, STACR<sup>®</sup>, 7.90% <br> (30 Day Average SOFR + <br> 3.55%), 08/25/2042<sup>(b)(l)</sup> <br>|  | 3500000 | &nbsp;&nbsp; 3671321 |
| &nbsp;&nbsp;&nbsp; Series 2022-HQA3, <br> Class M2, STACR<sup>®</sup>, 9.70% <br> (30 Day Average SOFR + <br> 5.35%), 08/25/2042<sup>(b)(l)</sup> <br>|  | 3745000 | &nbsp;&nbsp; 4032732 |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA6, <br> Class M1, STACR<sup>®</sup>, 6.50% <br> (30 Day Average SOFR + <br> 2.15%), 09/25/2042<sup>(b)(l)</sup> <br>|  | 413993 | &nbsp;&nbsp; 417290 |
| &nbsp;&nbsp;&nbsp; Series 2023-DNA1, <br> Class M1, STACR<sup>®</sup>, 6.45% <br> (30 Day Average SOFR + <br> 2.10%), 03/25/2043<sup>(b)(l)</sup> <br>|  | 1634755 | &nbsp;&nbsp; 1661574 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA1, <br> Class M1, STACR<sup>®</sup>, 7.85% <br> (30 Day Average SOFR + <br> 3.50%), 05/25/2043<sup>(b)(l)</sup> <br>|  | 6498100 | &nbsp;&nbsp; 6865221 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA2, <br> Class M1, STACR<sup>®</sup>, 6.35% <br> (30 Day Average SOFR + <br> 2.00%), 06/25/2043<sup>(b)(l)</sup> <br>|  | 1039537 | &nbsp;&nbsp; 1045542 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA2, <br> Class M1, STACR<sup>®</sup>, 7.70% <br> (30 Day Average SOFR + <br> 3.35%), 06/25/2043<sup>(b)(l)</sup> <br>|  | 2100000 | &nbsp;&nbsp; 2194027 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA3, <br> Class M2, STACR<sup>®</sup>, 7.70% <br> (30 Day Average SOFR + <br> 3.35%), 11/25/2043<sup>(b)(l)</sup> <br>|  | 6900000 | &nbsp;&nbsp; 7284742 |
| &nbsp;&nbsp;&nbsp; Series 2024-DNA1, <br> Class M2, STACR<sup>®</sup>, 6.30% <br> (30 Day Average SOFR + <br> 1.95%), 02/25/2044<sup>(b)(l)</sup> <br>|  | 3450000 | &nbsp;&nbsp; 3501653 |
| &nbsp;&nbsp;&nbsp; Series 2024-HQA1, <br> Class M2, STACR<sup>®</sup>, 6.35% <br> (30 Day Average SOFR + <br> 2.00%), 03/25/2044<sup>(b)(l)</sup> <br>|  | 3719100 | &nbsp;&nbsp; 3771031 |
| &nbsp;&nbsp;&nbsp; Series 2024-DNA2, <br> Class M2, STACR<sup>®</sup>, 6.05% <br> (30 Day Average SOFR + <br> 1.70%), 05/25/2044<sup>(b)(l)</sup> <br>|  | 862500 | &nbsp;&nbsp; 872219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Series 2024-HQA2, <br> Class M2, STACR<sup>®</sup>, 6.15% <br> (30 Day Average SOFR + <br> 1.80%), 08/25/2044<sup>(b)(l)</sup> <br>|  | $3450000 | &nbsp;&nbsp; $3479882 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA2, <br> Class A1, STACR<sup>®</sup>, 5.45% <br> (30 Day Average SOFR + <br> 1.10%), 05/25/2045<sup>(b)(l)</sup> <br>|  | 1396750 | &nbsp;&nbsp; 1398866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $77,419,284) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $77,419,284) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $77,419,284) | &nbsp;&nbsp; 78981588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Common Stocks & Other Equity Interests–1.76%** | **Common Stocks & Other Equity Interests–1.76%** | **Common Stocks & Other Equity Interests–1.76%** | **Common Stocks & Other Equity Interests–1.76%** |
| **Argentina–1.75%** | **Argentina–1.75%** | **Argentina–1.75%** | **Argentina–1.75%** |
| Banco BBVA Argentina S.A. | Banco BBVA Argentina S.A. | 200000 | &nbsp;&nbsp; 1041205 |
| Banco Macro S.A., Class B | Banco Macro S.A., Class B | 530000 | &nbsp;&nbsp; 3640280 |
| &nbsp;&nbsp;&nbsp; Grupo Financiero Galicia S.A., <br> Class B | &nbsp;&nbsp;&nbsp; Grupo Financiero Galicia S.A., <br> Class B | 1335000 | &nbsp;&nbsp; 6687225 |
| Pampa Energia S.A.<sup>(u)</sup>  | Pampa Energia S.A.<sup>(u)</sup>  | 900000 | &nbsp;&nbsp; 2710195 |
| YPF S.A., ADR<sup>(c)(u)</sup>  | YPF S.A., ADR<sup>(c)(u)</sup>  | 52500 | &nbsp;&nbsp; 1760850 |
| YPF S.A., Class D<sup>(u)</sup>  | YPF S.A., Class D<sup>(u)</sup>  | 367300 | &nbsp;&nbsp; 12212194 |
|  |  |  | &nbsp;&nbsp; 28051949 |
| **United States–0.01%** | **United States–0.01%** | **United States–0.01%** | **United States–0.01%** |
| Claire's Holdings LLC, Class S | Claire's Holdings LLC, Class S | 614 | &nbsp;&nbsp; 54 |
| McDermott International Ltd.<sup>(u)</sup>  | McDermott International Ltd.<sup>(u)</sup>  | 750 | &nbsp;&nbsp; 5923 |
| &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series A, Wts., expiring <br> 06/30/2027<sup>(g)(u)</sup>  | &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series A, Wts., expiring <br> 06/30/2027<sup>(g)(u)</sup>  | 76715 | &nbsp;&nbsp; 2301 |
| &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series B, Wts., expiring <br> 06/30/2027<sup>(g)(u)</sup>  | &nbsp;&nbsp;&nbsp; McDermott International Ltd., <br> Series B, Wts., expiring <br> 06/30/2027<sup>(g)(u)</sup>  | 85239 | &nbsp;&nbsp; 2557 |
| Murray Energy Corp. | Murray Energy Corp. | 1116 | &nbsp;&nbsp; 82723 |
| Sabine Oil & Gas Holdings, Inc.<sup>(g)(u)</sup>  | Sabine Oil & Gas Holdings, Inc.<sup>(g)(u)</sup>  | 2510 | &nbsp;&nbsp; 176 |
| Windstream Services LLC, Wts. | Windstream Services LLC, Wts. | 399 | &nbsp;&nbsp; 7847 |
|  |  |  | &nbsp;&nbsp; 101581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $24,221,237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $24,221,237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks & Other Equity Interests <br> (Cost $24,221,237) | &nbsp;&nbsp; 28153530 |
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** |  |
| **Variable Rate Senior Loan Interests–0.43%**<sup>(v)(w)</sup>  | **Variable Rate Senior Loan Interests–0.43%**<sup>(v)(w)</sup>  | **Variable Rate Senior Loan Interests–0.43%**<sup>(v)(w)</sup>  | **Variable Rate Senior Loan Interests–0.43%**<sup>(v)(w)</sup>  |
| **United States–0.43%** | **United States–0.43%** | **United States–0.43%** | **United States–0.43%** |
| &nbsp;&nbsp;&nbsp; AAdvantage Loyality IP Ltd. <br> (American Airlines, Inc.), <br> Term Loan B, 7.58% (3 <br> mo. Term SOFR + 3.25%), <br> 05/07/2032<br>|  | $364088 | &nbsp;&nbsp; 367046 |
| &nbsp;&nbsp;&nbsp; ACNR Holdings, Inc., Term <br> Loan, 13.00%, <br> 12/11/2029<br>|  | 60528 | &nbsp;&nbsp; 59646 |
| &nbsp;&nbsp;&nbsp; Bausch and Lomb, Inc., Term <br> Loan, 8.61% (1 mo. Term <br> SOFR + 4.25%), <br> 01/30/2031<br>|  | 625000 | &nbsp;&nbsp; 628437 |
| &nbsp;&nbsp;&nbsp; Claire's Stores, Inc., Term <br> Loan, 10.73% (6 mo. Term <br> SOFR + 6.50%), <br> 12/18/2026<br>|  | 185855 | &nbsp;&nbsp; 72483 |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor <br> Holdings, Inc., Term Loan <br> B, 8.47% (1 mo. Term <br> SOFR + 4.00%), <br> 08/23/2028<br>|  | 618223 | &nbsp;&nbsp; 618167 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **United States–(continued)** | **United States–(continued)** | **United States–(continued)** | **United States–(continued)** |
| &nbsp;&nbsp;&nbsp; Cloud Software Group, Inc., <br> Term Loan B, 7.80% (3 <br> mo. Term SOFR + 3.50%), <br> 03/30/2029<br>|  | $590000 | &nbsp;&nbsp; $591676 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield <br> U.S. Borrower LLC, Term <br> Loan, 7.10% (3 mo. Term <br> SOFR + 3.25%), <br> 01/31/2030<br>|  | 611137 | &nbsp;&nbsp; 615467 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower L.P., <br> Incremental Term Loan B, <br> 6.86% (1 mo. Term SOFR <br> + 2.50%), 08/04/2031<br>|  | 900464 | &nbsp;&nbsp; 902152 |
| &nbsp;&nbsp;&nbsp; Greystar Real Estate <br> Partners LLC, Term Loan B, <br> 7.05% (2 mo. Term SOFR + <br> 2.75%), 08/21/2030<sup>(g)</sup> <br>|  | 351766 | &nbsp;&nbsp; 352646 |
| &nbsp;&nbsp;&nbsp; MPH Acquisition Holdings LLC, <br> Term Loan, 8.06% (3 mo. <br> Term SOFR + 3.75%), <br> 12/31/2030<br>|  | 289275 | &nbsp;&nbsp; 288552 |
| &nbsp;&nbsp;&nbsp; Panther BF Aggregator 2 L.P. <br> (Power Solutions, Clarios <br> POWSOL), Term Loan B, <br> 7.11% (1 mo. Term SOFR + <br> 2.75%), 01/15/2032<br>|  | 565000 | &nbsp;&nbsp; 565822 |
| &nbsp;&nbsp;&nbsp; Prairie Acquiror L.P., Term <br> Loan B, 8.10% (1 mo. <br> Term SOFR + 3.75%), <br> 08/01/2029<br>|  | 641899 | &nbsp;&nbsp; 647416 |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Term Loan L, <br> 6.80% (3 mo. Term SOFR <br> + 2.50%), 01/19/2032<br>|  | 1193239 | &nbsp;&nbsp; 1198006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $6,964,843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $6,964,843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Variable Rate Senior Loan Interests <br> (Cost $6,964,843) | &nbsp;&nbsp; 6907516 |
| **Commercial Paper–0.06%**<sup>(q)</sup>  | **Commercial Paper–0.06%**<sup>(q)</sup>  | **Commercial Paper–0.06%**<sup>(q)</sup>  | **Commercial Paper–0.06%**<sup>(q)</sup>  |
| **Argentina–0.06%** | **Argentina–0.06%** | **Argentina–0.06%** | **Argentina–0.06%** |
| &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 01/08/2026<sup>(g)</sup>  | &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 01/08/2026<sup>(g)</sup>  | 207866 | &nbsp;&nbsp; 208468 |
| &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 07/08/2026<sup>(g)</sup>  | &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 07/08/2026<sup>(g)</sup>  | 244491 | &nbsp;&nbsp; 246273 |
| &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 01/07/2027<sup>(g)</sup>  | &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 01/07/2027<sup>(g)</sup>  | 337140 | &nbsp;&nbsp; 340920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Argentina–(continued)** | **Argentina–(continued)** | **Argentina–(continued)** | **Argentina–(continued)** |
| &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 04/07/2027<sup>(g)</sup>  | &nbsp;&nbsp;&nbsp; TMF Trust Co. (Argentina) S.A., <br> 12.00%, 04/07/2027<sup>(g)</sup>  | 149551 | &nbsp;&nbsp; $151509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Commercial Paper (Cost $939,048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Commercial Paper (Cost $939,048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Commercial Paper (Cost $939,048) | &nbsp;&nbsp; 947170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Preferred Stocks–0.00%** | **Preferred Stocks–0.00%** | **Preferred Stocks–0.00%** | **Preferred Stocks–0.00%** |
| **United States–0.00%** | **United States–0.00%** | **United States–0.00%** | **United States–0.00%** |
| &nbsp;&nbsp;&nbsp; Claire's Holdings LLC, Series A, <br> Pfd.<sup>(g)</sup> <br>(Cost $97,198) | &nbsp;&nbsp;&nbsp; Claire's Holdings LLC, Series A, <br> Pfd.<sup>(g)</sup> <br>(Cost $97,198) | 195 | &nbsp;&nbsp; 1072 |
| **Money Market Funds–6.03%** | **Money Market Funds–6.03%** | **Money Market Funds–6.03%** | **Money Market Funds–6.03%** |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 4.25%<sup>(x)(y)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Government & Agency <br> Portfolio, Institutional Class, <br> 4.25%<sup>(x)(y)</sup>  | 33760961 | &nbsp;&nbsp; 33760961 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 4.23%<sup>(x)(y)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, <br> Institutional Class, 4.23%<sup>(x)(y)</sup>  | 62698871 | &nbsp;&nbsp; 62698871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $96,459,832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $96,459,832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $96,459,832) | &nbsp;&nbsp; 96459832 |
| **Options Purchased–3.26%** | **Options Purchased–3.26%** | **Options Purchased–3.26%** | **Options Purchased–3.26%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $67,960,090)<sup>(z)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $67,960,090)<sup>(z)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (Cost $67,960,090)<sup>(z)</sup>  | &nbsp;&nbsp; 52145201 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN <br> SECURITIES (excluding <br> Investments purchased <br> with cash collateral from <br> securities on <br> loan)-98.22% <br> (Cost $1,602,694,575)<br>|  |  | &nbsp;&nbsp; 1570740460 |
| **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** | **Investments Purchased with Cash Collateral from** <br> **Securities on Loan** |
| **Money Market Funds–3.86%** | **Money Market Funds–3.86%** | **Money Market Funds–3.86%** | **Money Market Funds–3.86%** |
| &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.32%<sup>(x)(y)(aa)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Government Fund, <br> 4.32%<sup>(x)(y)(aa)</sup>  | 16863510 | &nbsp;&nbsp; 16863510 |
| &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 4.46%<sup>(x)(y)(aa)</sup>  | &nbsp;&nbsp;&nbsp; Invesco Private Prime Fund, <br> 4.46%<sup>(x)(y)(aa)</sup>  | 44904940 | &nbsp;&nbsp; 44913921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $61,777,450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $61,777,450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments Purchased with Cash Collateral <br> from Securities on Loan (Cost $61,777,450) | &nbsp;&nbsp; 61777431 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES—102.08% <br> (Cost $1,664,472,025) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES—102.08% <br> (Cost $1,664,472,025) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES—102.08% <br> (Cost $1,664,472,025) | &nbsp;&nbsp; 1632517891 |
| OTHER ASSETS LESS LIABILITIES–(2.08)% | OTHER ASSETS LESS LIABILITIES–(2.08)% | OTHER ASSETS LESS LIABILITIES–(2.08)% | &nbsp;&nbsp; (33194273)<br>|
| NET ASSETS–100.00% | NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp; $1599323618 |

---

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

**Invesco Global Strategic Income Fund**

------

Investment Abbreviations:

---

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

---

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

**Invesco Global Strategic Income Fund**

------

Notes to Consolidated Schedule of Investments:

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

<sup>(b)</sup> Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act"). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at July 31, 2025 was $618,506,779, which represented 38.67% of the Fund's Net Assets. 

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

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

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

<sup>(f)</sup> Defaulted security. Currently, the issuer is in default with respect to principal and/or interest payments. The value of this security at July 31, 2025 represented less than 1% of the Fund's Net Assets. 

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

<sup>(h)</sup> Restricted security. The value of this security at July 31, 2025 represented less than 1% of the Fund's Net Assets.

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

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

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

<sup>(l)</sup> Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on July 31, 2025.

<sup>(m)</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 July 31, 2025. 

<sup>(n)</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 July 31, 2025. 

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

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

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

<sup>(r)</sup> Principal amount of security and interest payments are adjusted for inflation. 

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

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

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

<sup>(v)</sup> Variable rate senior loan interests often require prepayments from excess cash flow or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with any accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, it is anticipated that the variable rate senior loan interests will have an expected average life of three to five years. 

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

<sup>(x)</sup> Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund's transactions in, and earnings from, its investments in affiliates for the nine months ended July 31, 2025. 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**October 31, 2024**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation**<br>| **Realized** <br>**Gain** <br>**(Loss)**<br>| **Value** <br>**July 31, 2025**<br>| **Dividend Income** |
| **Investments in Affiliated Money Market** <br> **Funds:**<br>|  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class<br>| $35464227 | &nbsp;&nbsp; $259152628 | &nbsp;&nbsp; $(260855894) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $33760961 | &nbsp;&nbsp; $923383 |
| Invesco Treasury Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp; 65862081 | &nbsp;&nbsp;&nbsp;&nbsp; 481283451 | &nbsp;&nbsp;&nbsp;&nbsp; (484446661) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 62698871 | &nbsp;&nbsp;&nbsp; 1702950 |
| **Investments Purchased with Cash Collateral** <br> **from Securities on Loan:**<br>|  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp; 20462093 | &nbsp;&nbsp;&nbsp;&nbsp; 140491137 | &nbsp;&nbsp;&nbsp;&nbsp; (144089720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; 16863510 | &nbsp;&nbsp;&nbsp;&nbsp; 760,921\* |
| Invesco Private Prime Fund | &nbsp;&nbsp;&nbsp; 53595680 | &nbsp;&nbsp;&nbsp;&nbsp; 328728662 | &nbsp;&nbsp;&nbsp;&nbsp; (337406334) | &nbsp;&nbsp; 4387 | &nbsp;&nbsp; (8474) | &nbsp;&nbsp;&nbsp; 44913921 | &nbsp;&nbsp; 2,061,086\* |
| Total | $175384081 | &nbsp;&nbsp; $1209655878 | &nbsp;&nbsp; $(1226798609) | &nbsp;&nbsp; $4387 | &nbsp;&nbsp; $(8474) | &nbsp;&nbsp; $158237263 | &nbsp;&nbsp; $5448340 |

---

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

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

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

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

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

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** | **Open Exchange-Traded Index Options Purchased** |
| **Description** | &nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Exercise** <br>**Price** | **Exercise** <br>**Price** | **Notional** <br>**Value**<sup>(a)</sup>  | **Notional** <br>**Value**<sup>(a)</sup>  | **Value** |
| **Equity Risk** | **Equity Risk** | **Equity Risk** | **Equity Risk** |  |  |  |  |  |
| S&P 500® Index | Put | &nbsp;&nbsp; 11/21/2025 | &nbsp;&nbsp; 23 | &nbsp;&nbsp; USD | 6200.00 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 14260000 | $320735 |
| S&P 500® Index | Put | &nbsp;&nbsp; 11/21/2025 | &nbsp;&nbsp; 24 | &nbsp;&nbsp; USD | 6290.00 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 15096000 | 388440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Index Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Index Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Index Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Index Options Purchased |  |  |  |  | $709175 |

---

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

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

**Invesco Global Strategic Income Fund**

------

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

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>  |
| **Description** | &nbsp;&nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Counterparty** | &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Value** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| AUD versus CNH | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 09/29/2025 | CNH | 5.10 | AUD | 3490000 | &nbsp;&nbsp;&nbsp; $6838 |
| AUD versus USD | Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 12/01/2025 | USD | 0.70 | AUD | 9340000 | &nbsp;&nbsp;&nbsp; 332758 |
| AUD versus USD | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 10/14/2025 | USD | 0.67 | AUD | 62260000 | &nbsp;&nbsp;&nbsp; 193855 |
| AUD versus USD | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 04/07/2026 | USD | 0.75 | AUD | 10407000 | &nbsp;&nbsp;&nbsp; 195238 |
| EUR versus USD | Call | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 09/30/2025 | USD | 1.22 | EUR | 3530000 | &nbsp;&nbsp;&nbsp; 151284 |
| EUR versus USD | Call | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 12/23/2025 | USD | 1.20 | EUR | 7000000 | &nbsp;&nbsp;&nbsp; 510259 |
| EUR versus USD | Call | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/25/2025 | USD | 1.20 | EUR | 8760000 | &nbsp;&nbsp;&nbsp; 278104 |
| EUR versus USD | Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 01/21/2026 | USD | 1.24 | EUR | 16255000 | &nbsp;&nbsp;&nbsp; 926972 |
| EUR versus USD | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 10/28/2025 | USD | 1.20 | EUR | 7000000 | &nbsp;&nbsp;&nbsp; 307218 |
| EUR versus USD | Call | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 05/08/2026 | USD | 1.35 | EUR | 23230000 | &nbsp;&nbsp;&nbsp; 653022 |
| EUR versus USD | Call | &nbsp;&nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp;&nbsp; 05/11/2026 | USD | 1.30 | EUR | 13940000 | &nbsp;&nbsp;&nbsp; 855852 |
| USD versus THB | Call | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 08/14/2025 | THB | 34.50 | USD | 34580000 | &nbsp;&nbsp;&nbsp; 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Purchased | &nbsp;&nbsp;&nbsp; 4412125 |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| CHF versus JPY | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 07/27/2026 | JPY | 160.00 | CHF | 8830000 | &nbsp;&nbsp;&nbsp; 429917 |
| CHF versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 07/21/2027 | JPY | 147.00 | CHF | 14130000 | &nbsp;&nbsp;&nbsp; 514264 |
| EUR versus NOK | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 10/20/2025 | NOK | 11.35 | EUR | 3530000 | &nbsp;&nbsp;&nbsp; 381195 |
| EUR versus PLN | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/24/2025 | PLN | 4.15 | EUR | 3500000 | &nbsp;&nbsp;&nbsp; 77196 |
| EUR versus ZAR | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 10/01/2025 | ZAR | 20.20 | EUR | 3150000 | &nbsp;&nbsp;&nbsp; 452755 |
| USD versus BRL | Put | Barclays Bank PLC | &nbsp;&nbsp;&nbsp; 11/06/2025 | BRL | 5.40 | USD | 1770000 | &nbsp;&nbsp;&nbsp; 142729 |
| USD versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/11/2025 | BRL | 5.50 | USD | 4335000 | &nbsp;&nbsp;&nbsp; 781392 |
| USD versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/23/2025 | BRL | 5.45 | USD | 7000000 | &nbsp;&nbsp;&nbsp; 933093 |
| USD versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 06/18/2026 | BRL | 5.75 | USD | 49030000 | &nbsp;&nbsp;&nbsp; 1394953 |
| USD versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 07/06/2027 | BRL | 6.00 | USD | 52950000 | &nbsp;&nbsp;&nbsp; 2284687 |
| USD versus BRL | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 07/03/2026 | BRL | 5.25 | USD | 5175000 | &nbsp;&nbsp;&nbsp; 590416 |
| USD versus BRL | Put | &nbsp;&nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp;&nbsp; 08/25/2025 | BRL | 5.40 | USD | 3500000 | &nbsp;&nbsp;&nbsp; 188604 |
| USD versus CAD | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 05/06/2026 | CAD | 1.20 | USD | 8710000 | &nbsp;&nbsp;&nbsp; 92962 |
| USD versus CAD | Put | &nbsp;&nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp;&nbsp; 11/05/2025 | CAD | 1.28 | USD | 8710000 | &nbsp;&nbsp;&nbsp; 85523 |
| USD versus CNH | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 08/12/2025 | CNH | 6.90 | USD | 3490000 | &nbsp;&nbsp;&nbsp; 20717 |
| USD versus CNH | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/11/2025 | CNH | 7.00 | USD | 86250000 | &nbsp;&nbsp;&nbsp; 29670 |
| USD versus INR | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/22/2026 | INR | 82.00 | USD | 7000000 | &nbsp;&nbsp;&nbsp; 208992 |
| USD versus JPY | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 10/29/2025 | JPY | 144.00 | USD | 7060000 | &nbsp;&nbsp;&nbsp; 420042 |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/04/2025 | JPY | 142.00 | USD | 7060000 | &nbsp;&nbsp;&nbsp; 114993 |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/08/2025 | JPY | 130.00 | USD | 13860000 | &nbsp;&nbsp;&nbsp; 15620 |
| USD versus JPY | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 05/06/2026 | JPY | 110.00 | USD | 34860000 | &nbsp;&nbsp;&nbsp; 208567 |
| USD versus JPY | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 07/03/2026 | JPY | 120.00 | USD | 8830000 | &nbsp;&nbsp;&nbsp; 250931 |
| USD versus JPY | Put | &nbsp;&nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp;&nbsp; 09/30/2025 | JPY | 133.00 | USD | 8670000 | &nbsp;&nbsp;&nbsp; 75091 |
| USD versus KRW | Put | Deutsche Bank AG | &nbsp;&nbsp;&nbsp; 05/20/2026 | KRW | 1200.00 | USD | 3500000 | &nbsp;&nbsp;&nbsp; 155319 |
| USD versus KRW | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 08/06/2025 | KRW | 1325.00 | USD | 34860000 | &nbsp;&nbsp;&nbsp; 35 |
| USD versus KRW | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 11/28/2025 | KRW | 1200.00 | USD | 28020000 | &nbsp;&nbsp;&nbsp; 201072 |
| USD versus KRW | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 05/15/2026 | KRW | 1300.00 | USD | 163430000 | &nbsp;&nbsp;&nbsp; 660584 |
| USD versus MXN | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 09/30/2025 | MXN | 18.40 | USD | 4180000 | &nbsp;&nbsp;&nbsp; 529911 |
| USD versus MXN | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 10/22/2025 | MXN | 18.25 | USD | 7060000 | &nbsp;&nbsp;&nbsp; 521014 |
| USD versus MXN | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 12/16/2025 | MXN | 17.50 | USD | 3500000 | &nbsp;&nbsp;&nbsp; 163709 |
| USD versus MXN | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 10/22/2025 | MXN | 18.50 | USD | 88280000 | &nbsp;&nbsp;&nbsp; 102405 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Purchased**<sup>(a)</sup>**—(continued)** |
| **Description** | &nbsp;&nbsp;&nbsp; **Type of**<br> **Contract**<br>| **Counterparty** | &nbsp;&nbsp; **Expiration**<br> **Date**<br>| &nbsp;&nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp;&nbsp; **Notional**<br> **Value** | &nbsp;&nbsp;&nbsp; **Notional**<br> **Value** | **Value** |
| USD versus MXN | Put | Merrill Lynch International | &nbsp;&nbsp;&nbsp; 07/27/2026 | MXN | 17.90 | USD | 7060000 | &nbsp;&nbsp;&nbsp; $877756 |
| USD versus NOK | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 10/01/2025 | NOK | 9.85 | USD | 3530000 | &nbsp;&nbsp;&nbsp; 250535 |
| USD versus NOK | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 10/23/2025 | NOK | 9.70 | USD | 3500000 | &nbsp;&nbsp;&nbsp; 168483 |
| USD versus NOK | Put | UBS AG | &nbsp;&nbsp;&nbsp; 10/23/2025 | NOK | 9.50 | USD | 3500000 | &nbsp;&nbsp;&nbsp; 119588 |
| USD versus ZAR | Put | Goldman Sachs International | &nbsp;&nbsp;&nbsp; 12/16/2025 | ZAR | 17.75 | USD | 5175000 | &nbsp;&nbsp;&nbsp; 819239 |
| USD versus ZAR | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 10/30/2025 | ZAR | 17.35 | USD | 3530000 | &nbsp;&nbsp;&nbsp; 271055 |
| USD versus ZAR | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 11/10/2025 | ZAR | 17.40 | USD | 3530000 | &nbsp;&nbsp;&nbsp; 282128 |
| USD versus ZAR | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp; 12/02/2025 | ZAR | 17.70 | USD | 3500000 | &nbsp;&nbsp;&nbsp; 327390 |
| USD versus ZAR | Put | UBS AG | &nbsp;&nbsp;&nbsp; 09/22/2025 | ZAR | 17.40 | USD | 87560000 | &nbsp;&nbsp;&nbsp; 45531 |
| USD versus ZAR | Put | UBS AG | &nbsp;&nbsp;&nbsp; 12/16/2025 | ZAR | 17.60 | USD | 69000000 | &nbsp;&nbsp;&nbsp; 127926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Purchased | &nbsp;&nbsp;&nbsp; 15317989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Purchased | &nbsp;&nbsp;&nbsp; $19730114 |

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $25,921,588.

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Purchased**<sup>(a)</sup>  |
| **Description** | &nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Counterparty** | **Exercise** <br>**Rate**<br>| &nbsp;&nbsp; **Pay/** <br>**Receive** <br>**Exercise** <br>**Rate**<br>| &nbsp;&nbsp; **Floating Rate** <br>**Index**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| 2 Year Interest Rate Swap | Call | Barclays Bank PLC | 3.00% | Receive | SOFR | Annually | 01/02/2026 | &nbsp;&nbsp; USD | 706020000 | &nbsp;&nbsp; $1111275 |
| 5 Year Interest Rate Swap | Call | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 2.38 | Receive | 6 Month EURIBOR | Semi-Annually | 06/24/2026 | &nbsp;&nbsp; EUR | 137760000 | &nbsp;&nbsp; 1292332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Call Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Call Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Call Swaptions Purchased |  |  |  |  |  |  |  | &nbsp;&nbsp; 2403607 |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| &nbsp;&nbsp;&nbsp; 10 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; J.P. Morgan Chase Bank, <br> N.A.<br>| 3.16 | Pay | 6 Month EURIBOR | Semi-Annually | 06/26/2028 | &nbsp;&nbsp; EUR | 38530000 | &nbsp;&nbsp; 1434464 |
| &nbsp;&nbsp;&nbsp; 15 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; J.P. Morgan Chase Bank, <br> N.A.<br>| 1.76 | Pay | 6 Month EURIBOR | Semi-Annually | 03/15/2039 | &nbsp;&nbsp; EUR | 103500000 | &nbsp;&nbsp; 20714850 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 2.92 | Pay | 6 Month EURIBOR | Semi-Annually | 02/09/2026 | &nbsp;&nbsp; EUR | 47070000 | &nbsp;&nbsp; 1824936 |
| &nbsp;&nbsp;&nbsp; 30 Year Interest Rate <br> Swap<br>| Put | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| 4.17 | Pay | SOFR | Annually | 07/19/2027 | &nbsp;&nbsp; USD | 75330000 | &nbsp;&nbsp; 5328055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Put Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Put Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Interest Rate Put Swaptions Purchased |  |  |  |  |  |  |  | &nbsp;&nbsp; 29302305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Purchased |  |  |  |  |  |  |  | &nbsp;&nbsp; $31705912 |

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $25,921,588.

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** | **Open Exchange-Traded Futures Options Written** |
| **Description** | &nbsp;&nbsp; **Type of** <br>**Contract**<br>| **Expiration** <br>**Date**<br>| **Number of** <br>**Contracts**<br>| **Exercise** <br>**Price** | **Exercise** <br>**Price** | **Notional** <br>**Value**<sup>(a)</sup>  | **Notional** <br>**Value**<sup>(a)</sup>  | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 5 Year Notes | Put | &nbsp;&nbsp; 09/26/2025 | &nbsp;&nbsp; 7061 | &nbsp;&nbsp; USD | 107.50 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 759057500 | &nbsp;&nbsp; $(1930746)<br>|
| U.S. Treasury 5 Year Notes | Put | &nbsp;&nbsp; 11/21/2025 | &nbsp;&nbsp; 2118 | &nbsp;&nbsp; USD | 107.50 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 227685000 | &nbsp;&nbsp; (562604)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Exchange-Traded Future Options Written |  |  |  | &nbsp;&nbsp; $(2493350)<br>|

---

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

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

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

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swaptions Written**<sup>(a)</sup>  |
| **Counterparty** | **Type of** <br>**Contract**<br>| **Exercise** <br>**Rate**<br>| &nbsp;&nbsp; **Reference** <br>**Entity**<br>| **(Pay)/** <br>**Receive** <br>**Fixed** <br>**Rate**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **Expiration** <br>**Date**<br>| **Implied** <br>**Credit** <br>**Spread**<sup>(b)</sup> <br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Value** |
| **Credit Risk** |  |  |  |  |  |  |  |  |  |  |
| BNP Paribas S.A. | Put | 99.00<br> %<br>| &nbsp;&nbsp; Markit CDX North America High <br> Yield Index, Series 44, Version 1<br>| (5.00)%<br>| Quarterly | 11/19/2025 | 3.217<br> %<br>| USD | 93330000 | $(230683)<br>|
| BNP Paribas S.A. | Put | 102.00 | &nbsp;&nbsp; Markit CDX North America High <br> Yield Index, Series 44, Version 1<br>| (5.00)<br>| Quarterly | 11/19/2025 | 3.217 | USD | 77000000 | (334827)<br>|
| J.P. Morgan Chase Bank, N.A. | Put | 400.00 | &nbsp;&nbsp; Markit iTraxx Europe Crossover <br> Index, Series 43, Version 1<br>| (5.00)<br>| Quarterly | 10/15/2025 | 2.661 | EUR | 70000000 | (130252)<br>|
| J.P. Morgan Chase Bank, N.A. | Put | 312.50 | &nbsp;&nbsp; Markit iTraxx Europe Crossover <br> Index, Series 43, Version 1<br>| (5.00)<br>| Quarterly | 09/17/2025 | 2.661 | EUR | 35000000 | (106435)<br>|
| J.P. Morgan Chase Bank, N.A. | Put | 104.50 | &nbsp;&nbsp; Markit CDX North America High <br> Yield Index, Series 44, Version 1<br>| (5.00)<br>| Quarterly | 10/15/2025 | 3.217 | USD | 119000000 | (600757)<br>|
| J.P. Morgan Chase Bank, N.A. | Put | 105.50 | &nbsp;&nbsp; Markit CDX North America High <br> Yield Index, Series 44, Version 1<br>| (5.00)<br>| Quarterly | 09/17/2025 | 3.217 | USD | 70000000 | (292058)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Credit Default Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Credit Default Swaptions Written |  |  |  |  |  |  |  |  | $(1695012)<br>|

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $25,921,588.

<sup>(b)</sup> Implied credit spreads represent the current level, as of July 31, 2025, at which protection could be bought or sold given the terms of the existing credit default swap agreement and serve as an indicator of the current status of the payment/performance risk of the credit default swap agreement. An implied credit spread that has widened or increased since entry into the initial agreement may indicate a deteriorating credit profile and increased risk of default for the reference entity. A declining or narrowing spread may indicate an improving credit profile or decreased risk of default for the reference entity. Alternatively, credit spreads may increase or decrease reflecting the general tolerance for risk in the credit markets generally. 

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>  |
| **Description** | **Counterparty** | **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp; **Exercise** <br>**Price** | &nbsp;&nbsp; **Notional** <br>**Value** | &nbsp;&nbsp; **Notional** <br>**Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| AUD versus USD<br> Call | Merrill Lynch International | &nbsp;&nbsp; 10/14/2025 | USD | 0.69 | AUD | 62260000 | &nbsp;&nbsp; $(35810)<br>|
| USD versus BRL<br> Call | Goldman Sachs International | &nbsp;&nbsp; 06/18/2026 | BRL | 6.60 | USD | 49030000 | &nbsp;&nbsp; (1229574)<br>|
| USD versus BRL<br> Call | Goldman Sachs International | &nbsp;&nbsp; 07/06/2027 | BRL | 7.50 | USD | 52950000 | &nbsp;&nbsp; (2306237)<br>|
| USD versus BRL<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 07/10/2026 | BRL | 7.00 | USD | 23546000 | &nbsp;&nbsp; (407864)<br>|
| USD versus BRL<br> Call | Merrill Lynch International | &nbsp;&nbsp; 07/03/2026 | BRL | 6.40 | USD | 52950000 | &nbsp;&nbsp; (1832494)<br>|
| USD versus IDR<br> Call | Goldman Sachs International | &nbsp;&nbsp; 08/14/2025 | IDR | 17000.00 | USD | 51862500 | &nbsp;&nbsp; (10684)<br>|
| USD versus JPY<br> Call | &nbsp;&nbsp; Morgan Stanley and Co. <br> International PLC<br>| &nbsp;&nbsp; 10/02/2025 | JPY | 150.00 | USD | 1735000 | &nbsp;&nbsp; (877282)<br>|
| USD versus KRW<br> Call | Merrill Lynch International | &nbsp;&nbsp; 05/15/2026 | KRW | 1455.00 | USD | 46700000 | &nbsp;&nbsp; (591969)<br>|
| USD versus MXN<br> Call | Merrill Lynch International | &nbsp;&nbsp; 07/27/2026 | MXN | 22.00 | USD | 26480000 | &nbsp;&nbsp; (384648)<br>|
| USD versus THB<br> Call | Goldman Sachs International | &nbsp;&nbsp; 08/14/2025 | THB | 36.00 | USD | 34580000 | &nbsp;&nbsp; (35)<br>|
| USD versus TRY<br> Call | Goldman Sachs International | &nbsp;&nbsp; 02/18/2026 | TRY | 48.50 | USD | 20770000 | &nbsp;&nbsp; (1006847)<br>|
| USD versus TRY<br> Call | Goldman Sachs International | &nbsp;&nbsp; 03/11/2026 | TRY | 48.20 | USD | 17295000 | &nbsp;&nbsp; (1020785)<br>|
| USD versus TRY<br> Call | Goldman Sachs International | &nbsp;&nbsp; 03/20/2026 | TRY | 51.00 | USD | 17330000 | &nbsp;&nbsp; (840089)<br>|
| USD versus TRY<br> Call | Goldman Sachs International | &nbsp;&nbsp; 07/27/2026 | TRY | 54.45 | USD | 17250000 | &nbsp;&nbsp; (1343223)<br>|
| USD versus ZAR<br> Call | Goldman Sachs International | &nbsp;&nbsp; 03/11/2026 | ZAR | 20.00 | USD | 17325000 | &nbsp;&nbsp; (285724)<br>|
| USD versus ZAR<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 06/01/2026 | ZAR | 20.00 | USD | 8760000 | &nbsp;&nbsp; (214436)<br>|
| USD versus ZAR<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 06/01/2026 | ZAR | 21.50 | USD | 17510000 | &nbsp;&nbsp; (214690)<br>|
| USD versus ZAR<br> Call | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 06/18/2026 | ZAR | 20.50 | USD | 26270000 | &nbsp;&nbsp; (544814)<br>|
| &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Call Options Written |  |  |  |  | &nbsp;&nbsp; (13147205)<br>|

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Foreign Currency Options Written**<sup>(a)</sup>**—(continued)** |
| **Description** | &nbsp;&nbsp; **Type of**<br> **Contract**<br>| **Counterparty** | **Expiration**<br> **Date**<br>| &nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp; **Exercise**<br> **Price** | &nbsp;&nbsp; **Notional**<br> **Value** | &nbsp;&nbsp; **Notional**<br> **Value** | **Value** |
| **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** | **Currency Risk** |
| AUD versus USD | Put | J.P. Morgan Chase Bank, N.A. | &nbsp;&nbsp; 12/01/2025 | USD | 0.60 | AUD | 46700000 | &nbsp;&nbsp; $(114555)<br>|
| AUD versus USD | Put | Merrill Lynch International | &nbsp;&nbsp; 10/14/2025 | USD | 0.64 | AUD | 62260000 | &nbsp;&nbsp; (482057)<br>|
| USD versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp; 06/18/2026 | BRL | 5.35 | USD | 49030000 | &nbsp;&nbsp; (470443)<br>|
| USD versus BRL | Put | Goldman Sachs International | &nbsp;&nbsp; 07/06/2027 | BRL | 5.30 | USD | 52950000 | &nbsp;&nbsp; (737911)<br>|
| USD versus KRW | Put | Merrill Lynch International | &nbsp;&nbsp; 08/06/2025 | KRW | 1275.00 | USD | 34860000 | &nbsp;&nbsp; (35)<br>|
| USD versus ZAR | Put | Goldman Sachs International | &nbsp;&nbsp; 03/11/2026 | ZAR | 17.50 | USD | 17325000 | &nbsp;&nbsp; (292844)<br>|
| &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written | &nbsp;&nbsp;&nbsp; Subtotal — Foreign Currency Put Options Written |  |  |  |  | &nbsp;&nbsp; (2097845)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Foreign Currency Options Written |  |  |  |  | &nbsp;&nbsp; $(15245050)<br>|

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $25,921,588.

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>  |
| **Description** | **Counterparty** | **Exercise** <br>**Rate**<br>| **Floating** <br>**Rate Index**<br>| **Pay/** <br>**Receive** <br>**Exercise** <br>**Rate**<br>| **Payment** <br>**Frequency**<br>| **Expiration** <br>**Date**<br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| 2 Year Interest Rate Swap<br> Call | Barclays Bank PLC | 2.50% | SOFR | Receive | Annually | 01/02/2026 | USD | 706020000 | $(393924)<br>|
| 5 Year Interest Rate Swap<br> Call | Barclays Bank PLC | 3.00 | SOFR | Receive | Annually | 01/02/2026 | USD | 225930000 | (659503)<br>|
| 30 Year Interest Rate Swap<br> Call | BNP Paribas S.A. | 3.75 | SOFR | Receive | Annually | 12/26/2025 | USD | 85690000 | (1411110)<br>|
| 5 Year Interest Rate Swap<br> Call | BNP Paribas S.A. | 3.34 | SOFR | Receive | Annually | 10/07/2025 | USD | 141200000 | (435466)<br>|
| 10 Year Interest Rate Swap<br> Call | Goldman Sachs <br> International<br>| 3.50 | SOFR | Receive | Annually | 04/07/2026 | USD | 284625000 | (3540766)<br>|
| 30 Year Interest Rate Swap<br> Call | Goldman Sachs <br> International<br>| 3.76 | SOFR | Receive | Annually | 12/29/2025 | USD | 56350000 | (981229)<br>|
| 30 Year Interest Rate Swap<br> Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.42 | SOFR | Receive | Annually | 07/11/2029 | USD | 41365000 | (1177523)<br>|
| 30 Year Interest Rate Swap<br> Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.59 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 05/21/2026 | EUR | 52530000 | (1621166)<br>|
| 30 Year Interest Rate Swap<br> Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 3.50 | SOFR | Receive | Annually | 12/26/2025 | USD | 56040000 | (429657)<br>|
| 30 Year Interest Rate Swap<br> Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 3.77 | SOFR | Receive | Annually | 01/09/2026 | USD | 70600000 | (1375575)<br>|
| 5 Year Interest Rate Swap<br> Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.10 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 01/02/2026 | EUR | 69320000 | (155147)<br>|
| 30 Year Interest Rate Swap<br> Call | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.65 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 07/30/2026 | EUR | 69300000 | (2839244)<br>|
| 10 Year Interest Rate Swap<br> Call | Merrill Lynch International | 3.50 | SOFR | Receive | Annually | 11/05/2025 | USD | 116190000 | (565214)<br>|
| 5 Year Interest Rate Swap<br> Call | Merrill Lynch International | 2.76 | CORRA | Receive | Semi-Annually | 09/08/2025 | CAD | 92475000 | (239090)<br>|
| 30 Year Interest Rate Swap<br> Call | Morgan Stanley and Co. <br> International PLC<br>| 3.80 | SOFR | Receive | Annually | 10/22/2025 | USD | 46460000 | (499380)<br>|
| 50 Year Interest Rate Swap<br> Call | Morgan Stanley and Co. <br> International PLC<br>| 2.60 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 06/24/2026 | EUR | 23350000 | (1339744)<br>|
| 50 Year Interest Rate Swap<br> Call | Morgan Stanley and Co. <br> International PLC<br>| 2.58 | 6 Month <br> EURIBOR<br>| Receive | Semi-Annually | 05/21/2026 | EUR | 21010000 | (1074856)<br>|
| 30 Year Interest Rate Swap<br> Call | Morgan Stanley and Co. <br> International PLC<br>| 3.72 | SOFR | Receive | Annually | 11/06/2025 | USD | 34860000 | (322889)<br>|
| 5 Year Interest Rate Swap<br> Call | Morgan Stanley and Co. <br> International PLC<br>| 3.25 | SOFR | Receive | Annually | 06/26/2026 | USD | 140093870 | (1414505)<br>|
| 30 Year Interest Rate Swap<br> Call | Morgan Stanley and Co. <br> International PLC<br>| 3.86 | SOFR | Receive | Annually | 10/14/2025 | USD | 47090000 | (594666)<br>|
| 10 Year Interest Rate Swap<br> Call | Morgan Stanley and Co. <br> International PLC<br>| 3.72 | SOFR | Receive | Annually | 01/30/2026 | USD | 194190000 | (3088784)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Call Swaptions Written |  |  |  |  |  | (24159438)<br>|

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** | **Open Over-The-Counter Interest Rate Swaptions Written**<sup>(a)</sup>**—(continued)** |
| **Description** | **Type of**<br> **Contract**<br>| **Counterparty** | **Exercise**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/**<br> **Receive**<br> **Exercise**<br> **Rate**<br>| **Payment**<br> **Frequency**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value** | **Notional**<br> **Value** | **Value** |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| 30 Year Interest Rate Swap | Put | Barclays Bank PLC | 5.55% | SONIA | Pay | Annually | 05/10/2027 | GBP | 46480000 | $(1702793)<br>|
| 5 Year Interest Rate Swap | Put | BNP Paribas S.A. | 2.73 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 05/24/2027 | EUR | 75300000 | (1244124)<br>|
| 5 Year Interest Rate Swap | Put | BNP Paribas S.A. | 3.74 | SOFR | Pay | Annually | 10/07/2025 | USD | 141200000 | (464446)<br>|
| 30 Year Interest Rate Swap | Put | Goldman Sachs <br> International<br>| 3.32 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 02/09/2026 | EUR | 94130000 | (1183752)<br>|
| 1 Year Interest Rate Swap | Put | J.P. Morgan Chase Bank, <br> N.A.<br>| 4.11 | SOFR | Pay | At Maturity | 06/21/2027 | USD | 933960000 | (2008957)<br>|
| 2 Year Interest Rate Swap | Put | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.78 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 06/26/2028 | EUR | 175120000 | (1451020)<br>|
| 5 Year Interest Rate Swap | Put | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.55 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 01/02/2026 | EUR | 69320000 | (347534)<br>|
| 2 Year Interest Rate Swap | Put | J.P. Morgan Chase Bank, <br> N.A.<br>| 2.30 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 03/18/2027 | EUR | 249560000 | (2026461)<br>|
| 5 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 3.77 | SOFR | Pay | Annually | 07/19/2027 | USD | 277800000 | (5523747)<br>|
| 30 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 3.25 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 07/16/2026 | EUR | 46610000 | (1410094)<br>|
| 5 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 2.65 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 05/20/2027 | EUR | 70040000 | (1274024)<br>|
| 5 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 3.75 | SOFR | Pay | Annually | 06/26/2026 | USD | 140093870 | (1548123)<br>|
| 30 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 4.72 | SONIA | Pay | Annually | 05/04/2027 | GBP | 35060000 | (3103659)<br>|
| 2 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 2.31 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 07/29/2026 | EUR | 470770000 | (2131166)<br>|
| 2 Year Interest Rate Swap | Put | Morgan Stanley and Co. <br> International PLC<br>| 2.19 | 6 Month <br> EURIBOR<br>| Pay | Semi-Annually | 01/29/2026 | EUR | 470770000 | (1327521)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Interest Rate Put Swaptions Written |  |  |  |  |  | (26747421)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Interest Rate Swaptions Written |  |  |  |  |  | $(50906859)<br>|

---

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $25,921,588.

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** |
| **Long Futures Contracts** | &nbsp;&nbsp; **Number of**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Expiration**<br> **Month**<br>| &nbsp;&nbsp; **Notional**<br> **Value**<br>| **Value** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 2 Year Notes | &nbsp;&nbsp;&nbsp; 3087 | September-2025 | &nbsp;&nbsp;&nbsp; $638960769 | &nbsp;&nbsp;&nbsp; $(162190)<br>| &nbsp;&nbsp;&nbsp; $(162190)<br>|
| U.S. Treasury 5 Year Notes | &nbsp;&nbsp;&nbsp; 1422 | September-2025 | &nbsp;&nbsp;&nbsp; 153820406 | &nbsp;&nbsp;&nbsp; 353339 | &nbsp;&nbsp;&nbsp; 353339 |
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp; 3028 | September-2025 | &nbsp;&nbsp;&nbsp; 336297250 | &nbsp;&nbsp;&nbsp; (279064)<br>| &nbsp;&nbsp;&nbsp; (279064)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Long Futures Contracts | &nbsp;&nbsp;&nbsp; (87915)<br>| &nbsp;&nbsp;&nbsp; (87915)<br>|
| **Short Futures Contracts** |  |  |  |  |  |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp; 18 | September-2025 | &nbsp;&nbsp;&nbsp; (2035406)<br>| &nbsp;&nbsp;&nbsp; (24361)<br>| &nbsp;&nbsp;&nbsp; (24361)<br>|
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp; 26 | September-2025 | &nbsp;&nbsp;&nbsp; (2968875)<br>| &nbsp;&nbsp;&nbsp; (45545)<br>| &nbsp;&nbsp;&nbsp; (45545)<br>|
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp; 34 | September-2025 | &nbsp;&nbsp;&nbsp; (3988625)<br>| &nbsp;&nbsp;&nbsp; (48140)<br>| &nbsp;&nbsp;&nbsp; (48140)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Short Futures Contracts | &nbsp;&nbsp;&nbsp; (118046)<br>| &nbsp;&nbsp;&nbsp; (118046)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp; $(205961)<br>| &nbsp;&nbsp;&nbsp; $(205961)<br>|

---

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

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** | **Open Forward Foreign Currency Contracts** |
| **Settlement** <br>**Date** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement** <br>**Date** | **Counterparty** | **Deliver** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Currency Risk** |  |  |  |  |  |  |
| 09/17/2025 | Barclays Bank PLC | CAD | 16615542 | USD | 12225592 | &nbsp;&nbsp;&nbsp; $206453 |
| 09/17/2025 | Barclays Bank PLC | GBP | 9133000 | USD | 12467182 | &nbsp;&nbsp;&nbsp; 400515 |
| 09/17/2025 | Barclays Bank PLC | NOK | 1811941 | USD | 179945 | &nbsp;&nbsp;&nbsp; 4637 |
| 09/17/2025 | BNP Paribas S.A. | AUD | 8720000 | USD | 5691934 | &nbsp;&nbsp;&nbsp; 83529 |
| 08/04/2025 | Deutsche Bank AG | BRL | 654371640 | USD | 117862326 | &nbsp;&nbsp;&nbsp; 1000858 |
| 08/04/2025 | Deutsche Bank AG | EUR | 9060000 | USD | 10402511 | &nbsp;&nbsp;&nbsp; 63244 |
| 08/04/2025 | Deutsche Bank AG | USD | 116808275 | BRL | 654371640 | &nbsp;&nbsp;&nbsp; 53194 |
| 09/17/2025 | Deutsche Bank AG | EUR | 62194848 | USD | 71715467 | &nbsp;&nbsp;&nbsp; 531739 |
| 09/17/2025 | Deutsche Bank AG | IDR | 3058741900 | USD | 186816 | &nbsp;&nbsp;&nbsp; 1684 |
| 09/17/2025 | Deutsche Bank AG | INR | 1629720000 | USD | 18928421 | &nbsp;&nbsp;&nbsp; 349530 |
| 09/17/2025 | Deutsche Bank AG | JPY | 2955354243 | USD | 20175000 | &nbsp;&nbsp;&nbsp; 480971 |
| 09/17/2025 | Deutsche Bank AG | USD | 22900821 | MXN | 440883377 | &nbsp;&nbsp;&nbsp; 359533 |
| 10/31/2025 | Deutsche Bank AG | JPY | 208021530 | USD | 1410000 | &nbsp;&nbsp;&nbsp; 17039 |
| 11/18/2025 | Deutsche Bank AG | USD | 53205768 | EUR | 48510000 | &nbsp;&nbsp;&nbsp; 2540017 |
| 09/17/2025 | Goldman Sachs International | JPY | 1141670964 | USD | 7770000 | &nbsp;&nbsp;&nbsp; 162079 |
| 09/17/2025 | Goldman Sachs International | MXN | 310789550 | USD | 16420000 | &nbsp;&nbsp;&nbsp; 23203 |
| 09/17/2025 | Goldman Sachs International | THB | 696786460 | USD | 21535000 | &nbsp;&nbsp;&nbsp; 139504 |
| 05/08/2026 | Goldman Sachs International | JPY | 1549292500 | USD | 11150000 | &nbsp;&nbsp;&nbsp; 574727 |
| 03/19/2027 | Goldman Sachs International | INR | 15445512500 | USD | 173750000 | &nbsp;&nbsp;&nbsp; 3760950 |
| 09/17/2025 | HSBC Bank USA | EUR | 42510000 | USD | 50043936 | &nbsp;&nbsp;&nbsp; 1390062 |
| 08/04/2025 | J.P. Morgan Chase Bank, N.A. | BRL | 71075000 | USD | 12772126 | &nbsp;&nbsp;&nbsp; 79142 |
| 08/04/2025 | J.P. Morgan Chase Bank, N.A. | USD | 12687207 | BRL | 71075000 | &nbsp;&nbsp;&nbsp; 5777 |
| 09/02/2025 | J.P. Morgan Chase Bank, N.A. | BRL | 557447386 | USD | 98873251 | &nbsp;&nbsp;&nbsp; 78124 |
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | AUD | 10778718 | USD | 7121085 | &nbsp;&nbsp;&nbsp; 188584 |
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | EUR | 152969821 | USD | 176278082 | &nbsp;&nbsp;&nbsp; 1199877 |
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | JPY | 1086367394 | USD | 7420000 | &nbsp;&nbsp;&nbsp; 180614 |
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | SEK | 244000 | USD | 25664 | &nbsp;&nbsp;&nbsp; 668 |
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | USD | 533923 | CZK | 11560000 | &nbsp;&nbsp;&nbsp; 3430 |
| 10/02/2025 | J.P. Morgan Chase Bank, N.A. | USD | 53061749 | EUR | 46330000 | &nbsp;&nbsp;&nbsp; 16721 |
| 10/29/2025 | J.P. Morgan Chase Bank, N.A. | EUR | 4880000 | USD | 5614440 | &nbsp;&nbsp;&nbsp; 13755 |
| 12/03/2025 | J.P. Morgan Chase Bank, N.A. | AUD | 32690000 | USD | 21111202 | &nbsp;&nbsp;&nbsp; 53038 |
| 12/18/2025 | J.P. Morgan Chase Bank, N.A. | USD | 11730000 | MXN | 226078155 | &nbsp;&nbsp;&nbsp; 81977 |
| 06/22/2026 | J.P. Morgan Chase Bank, N.A. | ZAR | 97282500 | USD | 5250000 | &nbsp;&nbsp;&nbsp; 33627 |
| 07/07/2026 | J.P. Morgan Chase Bank, N.A. | JPY | 1109773800 | USD | 7940000 | &nbsp;&nbsp;&nbsp; 324963 |
| 07/14/2026 | J.P. Morgan Chase Bank, N.A. | BRL | 21285900 | USD | 3530000 | &nbsp;&nbsp;&nbsp; 25313 |
| 08/04/2025 | Merrill Lynch International | USD | 17268530 | BRL | 96871170 | &nbsp;&nbsp;&nbsp; 31283 |
| 08/18/2025 | Merrill Lynch International | MXN | 262500684 | USD | 14120000 | &nbsp;&nbsp;&nbsp; 226664 |
| 09/17/2025 | Merrill Lynch International | CNY | 52980000 | USD | 7442596 | &nbsp;&nbsp;&nbsp; 36342 |
| 09/17/2025 | Merrill Lynch International | EUR | 225000 | USD | 258046 | &nbsp;&nbsp;&nbsp; 527 |
| 09/17/2025 | Merrill Lynch International | GBP | 88898708 | USD | 120829167 | &nbsp;&nbsp;&nbsp; 3374758 |
| 09/17/2025 | Merrill Lynch International | KRW | 14611695000 | USD | 10739234 | &nbsp;&nbsp;&nbsp; 242367 |
| 09/17/2025 | Merrill Lynch International | USD | 19265000 | MXN | 368346800 | &nbsp;&nbsp;&nbsp; 168432 |
| 09/17/2025 | Merrill Lynch International | ZAR | 701973324 | USD | 39213540 | &nbsp;&nbsp;&nbsp; 794623 |
| 12/02/2025 | Merrill Lynch International | KRW | 45460964000 | USD | 33620000 | &nbsp;&nbsp;&nbsp; 819830 |
| 09/17/2025 | Morgan Stanley and Co. International PLC | COP | 79439638500 | USD | 18972014 | &nbsp;&nbsp;&nbsp; 76826 |
| 09/17/2025 | Morgan Stanley and Co. International PLC | EUR | 602975 | USD | 695188 | &nbsp;&nbsp;&nbsp; 5066 |
| 09/17/2025 | Morgan Stanley and Co. International PLC | MXN | 138174734 | USD | 7410000 | &nbsp;&nbsp;&nbsp; 120106 |
| 09/17/2025 | Morgan Stanley and Co. International PLC | USD | 16484552 | COP | 70000000000 | &nbsp;&nbsp;&nbsp; 165363 |
| 09/17/2025 | Morgan Stanley and Co. International PLC | USD | 189255 | PLN | 715000 | &nbsp;&nbsp;&nbsp; 1398 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** |
| **Settlement**<br> **Date** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement**<br> **Date** | **Counterparty** | **Deliver** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| 10/06/2025 | Morgan Stanley and Co. International PLC | JPY | 1632588000 | USD | 11100000 | &nbsp;&nbsp;&nbsp; $197553 |
| 09/17/2025 | Royal Bank of Canada | AUD | 41505000 | USD | 27101312 | &nbsp;&nbsp;&nbsp; 406721 |
| 09/17/2025 | UBS AG | EUR | 9060000 | USD | 10550977 | &nbsp;&nbsp;&nbsp; 181556 |
| 09/17/2025 | UBS AG | JPY | 4897385907 | USD | 34435961 | &nbsp;&nbsp;&nbsp; 1800530 |
| 09/17/2025 | UBS AG | NZD | 4281000 | USD | 2597257 | &nbsp;&nbsp;&nbsp; 71372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp; 23150395 |
| **Currency Risk** |  |  |  |  |  |  |
| 09/17/2025 | Barclays Bank PLC | USD | 12120344 | GBP | 9000000 | &nbsp;&nbsp;&nbsp; (229399)<br>|
| 09/17/2025 | BNP Paribas S.A. | USD | 51079082 | AUD | 78252771 | &nbsp;&nbsp;&nbsp; (749585)<br>|
| 08/04/2025 | Citibank, N.A. | BRL | 47873084 | USD | 8545560 | &nbsp;&nbsp;&nbsp; (3892)<br>|
| 08/04/2025 | Citibank, N.A. | USD | 8625486 | BRL | 47873084 | &nbsp;&nbsp;&nbsp; (76034)<br>|
| 09/17/2025 | Citibank, N.A. | USD | 4834215 | EUR | 4108312 | &nbsp;&nbsp;&nbsp; (132137)<br>|
| 08/29/2025 | Credit Agricole CIB | USD | 17956681 | EUR | 15525000 | &nbsp;&nbsp;&nbsp; (210186)<br>|
| 08/04/2025 | Deutsche Bank AG | BRL | 23255000 | USD | 4151122 | &nbsp;&nbsp;&nbsp; (1890)<br>|
| 08/04/2025 | Deutsche Bank AG | USD | 4188581 | BRL | 23255000 | &nbsp;&nbsp;&nbsp; (35568)<br>|
| 09/17/2025 | Deutsche Bank AG | HUF | 63792316 | USD | 179439 | &nbsp;&nbsp;&nbsp; (2165)<br>|
| 09/17/2025 | Deutsche Bank AG | MXN | 1316293746 | USD | 68361265 | &nbsp;&nbsp;&nbsp; (1084446)<br>|
| 09/17/2025 | Deutsche Bank AG | USD | 178057 | CLP | 166136118 | &nbsp;&nbsp;&nbsp; (7234)<br>|
| 09/17/2025 | Deutsche Bank AG | USD | 87815873 | EUR | 74415000 | &nbsp;&nbsp;&nbsp; (2645841)<br>|
| 09/17/2025 | Deutsche Bank AG | USD | 9818314 | INR | 845348007 | &nbsp;&nbsp;&nbsp; (181304)<br>|
| 09/17/2025 | Deutsche Bank AG | USD | 19748555 | JPY | 2920465333 | &nbsp;&nbsp;&nbsp; (287021)<br>|
| 09/17/2025 | Deutsche Bank AG | USD | 43924694 | KRW | 59376083031 | &nbsp;&nbsp;&nbsp; (1269623)<br>|
| 11/18/2025 | Deutsche Bank AG | EUR | 22475000 | USD | 23801025 | &nbsp;&nbsp;&nbsp; (2026361)<br>|
| 09/17/2025 | Goldman Sachs International | USD | 29660000 | JPY | 4340488890 | &nbsp;&nbsp;&nbsp; (735646)<br>|
| 03/19/2027 | Goldman Sachs International | USD | 173750000 | INR | 15445512500 | &nbsp;&nbsp;&nbsp; (3760950)<br>|
| 09/17/2025 | HSBC Bank USA | USD | 74900557 | EUR | 64856853 | &nbsp;&nbsp;&nbsp; (670090)<br>|
| 09/17/2025 | HSBC Bank USA | USD | 15736945 | GBP | 11755000 | &nbsp;&nbsp;&nbsp; (206049)<br>|
| 08/04/2025 | J.P. Morgan Chase Bank, N.A. | BRL | 557447386 | USD | 99506861 | &nbsp;&nbsp;&nbsp; (45316)<br>|
| 08/04/2025 | J.P. Morgan Chase Bank, N.A. | USD | 99595574 | BRL | 557447385 | &nbsp;&nbsp;&nbsp; (43399)<br>|
| 08/29/2025 | J.P. Morgan Chase Bank, N.A. | USD | 23966460 | EUR | 20700000 | &nbsp;&nbsp;&nbsp; (304468)<br>|
| 09/02/2025 | J.P. Morgan Chase Bank, N.A. | USD | 4124690 | BRL | 23255000 | &nbsp;&nbsp;&nbsp; (3259)<br>|
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | CZK | 11455819 | USD | 529111 | &nbsp;&nbsp;&nbsp; (3399)<br>|
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | MXN | 333675000 | USD | 17530829 | &nbsp;&nbsp;&nbsp; (73370)<br>|
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | USD | 5736815 | EUR | 4980000 | &nbsp;&nbsp;&nbsp; (37067)<br>|
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | USD | 3862358 | GBP | 2850094 | &nbsp;&nbsp;&nbsp; (96768)<br>|
| 09/17/2025 | J.P. Morgan Chase Bank, N.A. | USD | 15540000 | ZAR | 282273222 | &nbsp;&nbsp;&nbsp; (91220)<br>|
| 10/14/2025 | J.P. Morgan Chase Bank, N.A. | EUR | 28325000 | USD | 31610700 | &nbsp;&nbsp;&nbsp; (865625)<br>|
| 10/14/2025 | J.P. Morgan Chase Bank, N.A. | USD | 107091434 | EUR | 90950000 | &nbsp;&nbsp;&nbsp; (2811761)<br>|
| 08/04/2025 | Merrill Lynch International | BRL | 96871170 | USD | 17291939 | &nbsp;&nbsp;&nbsp; (7875)<br>|
| 08/18/2025 | Merrill Lynch International | USD | 39190000 | MXN | 729046665 | &nbsp;&nbsp;&nbsp; (603853)<br>|
| 09/17/2025 | Merrill Lynch International | MXN | 611251288 | USD | 31531022 | &nbsp;&nbsp;&nbsp; (717691)<br>|
| 09/17/2025 | Merrill Lynch International | USD | 7391417 | CNY | 52615685 | &nbsp;&nbsp;&nbsp; (36092)<br>|
| 09/17/2025 | Merrill Lynch International | USD | 11470099 | EUR | 10000000 | &nbsp;&nbsp;&nbsp; (24822)<br>|
| 09/17/2025 | Merrill Lynch International | USD | 2033330 | GBP | 1496000 | &nbsp;&nbsp;&nbsp; (56791)<br>|
| 09/17/2025 | Merrill Lynch International | USD | 48720000 | MXN | 918347640 | &nbsp;&nbsp;&nbsp; (269337)<br>|
| 10/30/2025 | Merrill Lynch International | USD | 45690494 | EUR | 39185000 | &nbsp;&nbsp;&nbsp; (715665)<br>|
| 02/09/2026 | Merrill Lynch International | BRL | 14143500 | USD | 2245000 | &nbsp;&nbsp;&nbsp; (169257)<br>|
| 04/09/2026 | Merrill Lynch International | AUD | 6245000 | USD | 3788841 | &nbsp;&nbsp;&nbsp; (244906)<br>|
| 05/12/2026 | Merrill Lynch International | EUR | 16730000 | USD | 19314785 | &nbsp;&nbsp;&nbsp; (118300)<br>|
| 09/17/2025 | Morgan Stanley and Co. International PLC | PEN | 3661000 | USD | 999672 | &nbsp;&nbsp;&nbsp; (18058)<br>|

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** | **Open Forward Foreign Currency Contracts—(continued)** |
| **Settlement**<br> **Date** | **Counterparty** | **Contract to** | **Contract to** | **Contract to** | **Contract to** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| **Settlement**<br> **Date** | **Counterparty** | **Deliver** | **Deliver** | **Receive** | **Receive** | &nbsp;&nbsp; **Unrealized**<br> **Appreciation**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation)** |
| 09/17/2025 | Morgan Stanley and Co. International PLC | PLN | 159271 | USD | 42158 | &nbsp;&nbsp;&nbsp; $(311)<br>|
| 09/17/2025 | Morgan Stanley and Co. International PLC | USD | 91165526 | EUR | 78426679 | &nbsp;&nbsp;&nbsp; (1404016)<br>|
| 09/17/2025 | Morgan Stanley and Co. International PLC | USD | 132793 | THB | 4312797 | &nbsp;&nbsp;&nbsp; (365)<br>|
| 05/13/2026 | Morgan Stanley and Co. International PLC | EUR | 17430000 | USD | 20079360 | &nbsp;&nbsp;&nbsp; (167917)<br>|
| 09/17/2025 | Standard Chartered Bank PLC | TRY | 29641000 | USD | 682909 | &nbsp;&nbsp;&nbsp; (19511)<br>|
| 08/04/2025 | UBS AG | USD | 10520073 | EUR | 9060000 | &nbsp;&nbsp;&nbsp; (180806)<br>|
| 09/17/2025 | UBS AG | USD | 41801340 | JPY | 5944869572 | &nbsp;&nbsp;&nbsp; (2185639)<br>|
| 09/17/2025 | UBS AG | USD | 2429562 | NZD | 4004593 | &nbsp;&nbsp;&nbsp; (66763)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp; (25699048)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp; $(2548653)<br>|

---

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Credit Default Swap Agreements**<sup>(a)</sup>  |
| **Reference Entity** | &nbsp;&nbsp; **Buy/Sell** <br>**Protection**<br>| **(Pay)/** <br>**Receive** <br>**Fixed** <br>**Rate**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **Maturity Date** | **Implied** <br>**Credit** <br>**Spread**<sup>(b)</sup> <br>| **Notional Value** | **Notional Value** | **Upfront** <br>**Payments Paid** <br>**(Received)**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| UBS AG | Sell | 1.00% | Quarterly | &nbsp;&nbsp; 12/20/2028 | 0.330% | EUR | 5170000 | &nbsp;&nbsp; $54435 | &nbsp;&nbsp; $131133 | &nbsp;&nbsp; $76698 |
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| &nbsp;&nbsp;&nbsp; Brazil Government International <br> Bonds<br>| Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2026 | 0.617 | USD | 8280000 | &nbsp;&nbsp; (2204)<br>| &nbsp;&nbsp; (45846)<br>| &nbsp;&nbsp; (43642)<br>|
| Intesa Sanpaolo S.p.A. | Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2028 | 0.294 | EUR | 5170000 | &nbsp;&nbsp; (38254)<br>| &nbsp;&nbsp; (138733)<br>| &nbsp;&nbsp; (100479)<br>|
| &nbsp;&nbsp;&nbsp; Mexico Government International <br> Bonds<br>| Buy | &nbsp;&nbsp; (1.00) | Quarterly | &nbsp;&nbsp; 12/20/2029 | 0.998 | USD | 3795000 | &nbsp;&nbsp; 29402 | &nbsp;&nbsp; (3541)<br>| &nbsp;&nbsp; (32943)<br>|
| &nbsp;&nbsp;&nbsp; Markit iTraxx Europe Crossover <br> Index, Series 43, Version 1<br>| Buy | &nbsp;&nbsp; (5.00) | Quarterly | &nbsp;&nbsp; 06/20/2030 | 2.661 | EUR | 90400000 | &nbsp;&nbsp; (6959750)<br>| &nbsp;&nbsp; (10091648)<br>| &nbsp;&nbsp; (3131898)<br>|
| &nbsp;&nbsp;&nbsp; Markit CDX North America High <br> Yield Index, Series 44, <br> Version 1<br>| Buy | &nbsp;&nbsp; (5.00) | Quarterly | &nbsp;&nbsp; 06/20/2030 | 3.217 | USD | 115500000 | &nbsp;&nbsp; (6901431)<br>| &nbsp;&nbsp; (8311495)<br>| &nbsp;&nbsp; (1410064)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal - Depreciation |  |  |  |  |  | &nbsp;&nbsp; (13872237)<br>| &nbsp;&nbsp; (18591263)<br>| &nbsp;&nbsp; (4719026)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Credit Default Swap Agreements |  |  |  | &nbsp;&nbsp; $(13817802)<br>| &nbsp;&nbsp; $(18460130)<br>| &nbsp;&nbsp; $(4642328)<br>|

---

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

<sup>(a)</sup> Centrally cleared swap agreements collateralized by $4,811,770 cash held with Counterparties.

<sup>(b)</sup> Implied credit spreads represent the current level, as of July 31, 2025, at which protection could be bought or sold given the terms of the existing credit default swap agreement and serve as an indicator of the current status of the payment/performance risk of the credit default swap agreement. An implied credit spread that has widened or increased since entry into the initial agreement may indicate a deteriorating credit profile and increased risk of default for the reference entity. A declining or narrowing spread may indicate an improving credit profile or decreased risk of default for the reference entity. Alternatively, credit spreads may increase or decrease reflecting the general tolerance for risk in the credit markets generally. 

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>  |
| **Pay/** <br>**Receive** <br>**Floating** <br>**Rate**<br>| **Floating Rate Index** | &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **(Pay)/** <br>**Receive** <br>**Fixed** <br>**Rate**<br>| &nbsp;&nbsp; **Payment** <br>**Frequency**<br>| **Maturity** <br>**Date**<br>| **Notional Value** | **Notional Value** | **Upfront** <br>**Payments** <br>**Paid** <br>**(Received)**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.83)% | Annually | &nbsp;&nbsp; 08/04/2035 | USD | 42370000 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $10635 | &nbsp;&nbsp; $10635 |
| Pay | BZDIOVRA | At Maturity | 13.58 | At Maturity | &nbsp;&nbsp; 01/02/2029 | BRL | 125632551 | &nbsp;&nbsp; — | &nbsp;&nbsp; 64318 | &nbsp;&nbsp; 64318 |
| Pay | COOVIBR | Quarterly | &nbsp;&nbsp; 9.44 | Quarterly | &nbsp;&nbsp; 10/24/2026 | COP | 35000000000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 115123 | &nbsp;&nbsp; 115123 |
| Pay | KWCDC | Quarterly | &nbsp;&nbsp; 2.75 | Quarterly | &nbsp;&nbsp; 02/19/2035 | KRW | 16805130000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 119219 | &nbsp;&nbsp; 119219 |
| Pay | 6 Month BBSW | Semi-Annually | &nbsp;&nbsp; 4.23 | Semi-Annually | &nbsp;&nbsp; 07/10/2035 | AUD | 43300000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 131259 | &nbsp;&nbsp; 131259 |
| Pay | 6 Month BBSW | Semi-Annually | &nbsp;&nbsp; 4.21 | Semi-Annually | &nbsp;&nbsp; 07/30/2035 | AUD | 65240000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 137796 | &nbsp;&nbsp; 137796 |
| Receive | TONAR | Annually | &nbsp;&nbsp; (1.25) | Annually | &nbsp;&nbsp; 05/19/2035 | JPY | 3625150000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 170986 | &nbsp;&nbsp; 170986 |
| Pay | 6 Month BBSW | Semi-Annually | &nbsp;&nbsp; 4.24 | Semi-Annually | &nbsp;&nbsp; 07/10/2035 | AUD | 43305000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 171373 | &nbsp;&nbsp; 171373 |
| Receive | COOVIBR | Quarterly | &nbsp;&nbsp; (8.38) | Quarterly | &nbsp;&nbsp; 03/19/2035 | COP | 14800000000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 182489 | &nbsp;&nbsp; 182489 |
| Pay | 6 Month WIBOR | Semi-Annually | &nbsp;&nbsp; 4.42 | Annually | &nbsp;&nbsp; 03/19/2030 | PLN | 98700000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 219619 | &nbsp;&nbsp; 219619 |
| Receive | TONAR | Annually | &nbsp;&nbsp; (1.09) | Annually | &nbsp;&nbsp; 05/12/2035 | JPY | 1840460000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 261706 | &nbsp;&nbsp; 261706 |

---

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

**Invesco Global Strategic Income Fund**

------

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** | **Open Centrally Cleared Interest Rate Swap Agreements**<sup>(a)</sup>**—(continued)** |
| **Pay/**<br> **Receive**<br> **Floating**<br> **Rate**<br>| **Floating Rate Index** | &nbsp;&nbsp; **Payment**<br> **Frequency**<br>| **(Pay)/**<br> **Receive**<br> **Fixed**<br> **Rate**<br>| &nbsp;&nbsp; **Payment**<br> **Frequency**<br>| **Maturity**<br> **Date**<br>| **Notional Value** | **Notional Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Value** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Pay | 6 Month EURIBOR | Semi-Annually | &nbsp;&nbsp; 2.62% | Annually | &nbsp;&nbsp; 01/15/2029 | EUR | 33396000 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $483031 | &nbsp;&nbsp; $483031 |
| Pay | 6 Month EURIBOR | Semi-Annually | &nbsp;&nbsp; 2.57 | Annually | &nbsp;&nbsp; 06/10/2030 | EUR | 57284649 | &nbsp;&nbsp; — | &nbsp;&nbsp; 657893 | &nbsp;&nbsp; 657893 |
| Pay | BZDIOVRA | At Maturity | 14.98 | At Maturity | &nbsp;&nbsp; 01/02/2029 | BRL | 85348879 | &nbsp;&nbsp; — | &nbsp;&nbsp; 899693 | &nbsp;&nbsp; 899693 |
| Pay | BZDIOVRA | At Maturity | 15.42 | At Maturity | &nbsp;&nbsp; 01/02/2029 | BRL | 85720511 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1182067 | &nbsp;&nbsp; 1182067 |
| Pay | BZDIOVRA | At Maturity | 14.57 | At Maturity | &nbsp;&nbsp; 01/02/2029 | BRL | 173365364 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1330921 | &nbsp;&nbsp; 1330921 |
| Receive | 6 Month EURIBOR | Semi-Annually | &nbsp;&nbsp; (2.38) | Annually | &nbsp;&nbsp; 12/20/2054 | EUR | 19860000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2120010 | &nbsp;&nbsp; 2120010 |
| Receive | 6 Month EURIBOR | Semi-Annually | &nbsp;&nbsp; (1.98) | Annually | &nbsp;&nbsp; 01/24/2075 | EUR | 12190000 | &nbsp;&nbsp; 88270 | &nbsp;&nbsp; 2897326 | &nbsp;&nbsp; 2809056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Appreciation |  |  |  | &nbsp;&nbsp; 88270 | &nbsp;&nbsp; 11155464 | &nbsp;&nbsp; 11067194 |
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| Pay | 6 Month EURIBOR | Semi-Annually | &nbsp;&nbsp; 2.38 | Annually | &nbsp;&nbsp; 12/20/2054 | EUR | 19860000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2131382)<br>| &nbsp;&nbsp; (2131382)<br>|
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.79) | Annually | &nbsp;&nbsp; 12/31/2031 | USD | 157940000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1283907)<br>| &nbsp;&nbsp; (1283907)<br>|
| Pay | 6 Month EURIBOR | Semi-Annually | &nbsp;&nbsp; 2.12 | Annually | &nbsp;&nbsp; 12/06/2034 | EUR | 23884615 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1176885)<br>| &nbsp;&nbsp; (1176885)<br>|
| Pay | 6 Month EURIBOR | Semi-Annually | &nbsp;&nbsp; 2.18 | Annually | &nbsp;&nbsp; 05/08/2030 | EUR | 99550000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (868564)<br>| &nbsp;&nbsp; (868564)<br>|
| Pay | 28 Day MXN TIEF | 28 days | &nbsp;&nbsp; 7.42 | 28 days | &nbsp;&nbsp; 06/16/2027 | MXN | 1506000000 | &nbsp;&nbsp; 1191 | &nbsp;&nbsp; (176173)<br>| &nbsp;&nbsp; (177364)<br>|
| Pay | BZDIOVRA | At Maturity | 13.35 | At Maturity | &nbsp;&nbsp; 01/02/2029 | BRL | 185425939 | &nbsp;&nbsp; — | &nbsp;&nbsp; (150186)<br>| &nbsp;&nbsp; (150186)<br>|
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.72) | Annually | &nbsp;&nbsp; 12/31/2031 | USD | 32544390 | &nbsp;&nbsp; — | &nbsp;&nbsp; (124059)<br>| &nbsp;&nbsp; (124059)<br>|
| Receive | KWCDC | Quarterly | &nbsp;&nbsp; (2.64) | Quarterly | &nbsp;&nbsp; 02/19/2045 | KRW | 9336180000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (96896)<br>| &nbsp;&nbsp; (96896)<br>|
| Pay | COOVIBR | Quarterly | &nbsp;&nbsp; 8.83 | Quarterly | &nbsp;&nbsp; 06/18/2035 | COP | 14800000000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (88164)<br>| &nbsp;&nbsp; (88164)<br>|
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.86) | Annually | &nbsp;&nbsp; 07/15/2035 | USD | 28285000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (85544)<br>| &nbsp;&nbsp; (85544)<br>|
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.86) | Annually | &nbsp;&nbsp; 07/15/2035 | USD | 28285000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (67948)<br>| &nbsp;&nbsp; (67948)<br>|
| Pay | SOFR | Annually | &nbsp;&nbsp; 3.69 | Annually | &nbsp;&nbsp; 08/01/2027 | USD | 95090000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (55339)<br>| &nbsp;&nbsp; (55339)<br>|
| Receive | SOFR | Annually | &nbsp;&nbsp; (3.84) | Annually | &nbsp;&nbsp; 08/01/2035 | USD | 22600000 | &nbsp;&nbsp; — | &nbsp;&nbsp; (24555)<br>| &nbsp;&nbsp; (24555)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal — Depreciation |  |  |  | &nbsp;&nbsp; 1191 | &nbsp;&nbsp; (6329602)<br>| &nbsp;&nbsp; (6330793)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Centrally Cleared Interest Rate Swap Agreements |  |  |  | &nbsp;&nbsp; $89461 | &nbsp;&nbsp; $4825862 | &nbsp;&nbsp; $4736401 |

---

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

<sup>(a)</sup> Centrally cleared swap agreements collateralized by $4,811,770 cash held with Counterparties.

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

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  | **Open Over-The-Counter Credit Default Swap Agreements**<sup>(a)</sup>  |
| **Counterparty** | **Reference Entity** | **Buy/Sell** <br>**Protection**<br>| **(Pay)/** <br>**Receive** <br>**Fixed Rate**<br>| **Payment** <br>**Frequency**<br>| **Maturity** <br>**Date**<br>| **Implied** <br>**Credit** <br>**Spread**<sup>(b)</sup> <br>| **Notional** <br>**Value** | **Notional** <br>**Value** | **Upfront** <br>**Payments Paid** <br>**(Received)**<br>| **Value** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> Crossover Index, Series 42, <br> Version 2<br>| Sell | 5.00% | Quarterly | 12/20/2029 | 1.830% | EUR | 24150000 | $2579420 | $3630739 | $1051319 |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> Crossover Index, Series 42, <br> Version 2<br>| Sell | 5.00 | Quarterly | 12/20/2029 | 0.476 | EUR | 45509466 | 8159198 | 9288618 | 1129420 |
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit iTraxx Europe <br> Crossover Index, Series 42, <br> Version 2<br>| Sell | 5.00 | Quarterly | 12/20/2029 | 1.830 | EUR | 13800000 | 1513237 | 2074708 | 561471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Appreciation |  |  |  |  | 12251855 | 14994065 | 2742210 |
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| Goldman Sachs <br> International<br>| Markit CDX North America <br> High Yield Index, Series 37, <br> Version 1<br>| Buy | (5.00) | Quarterly | 12/20/2026 | 0.059 | USD | 14751346 | (839794)<br>| (984589)<br>| (144795)<br>|
| J.P. Morgan <br> Chase Bank, <br> N.A.<br>| Markit CDX North America <br> High Yield Index, Series 39, <br> Version 1<br>| Buy | (5.00) | Quarterly | 12/20/2027 | 0.138 | USD | 20878039 | (1834467)<br>| (2298870)<br>| (464403)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Subtotal—Depreciation |  |  |  |  | (2674261)<br>| (3283459)<br>| (609198)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Over-The-Counter Credit Default Swap Agreements |  |  |  |  | $9577594 | $11710606 | $2133012 |

---

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

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

**Invesco Global Strategic Income Fund**

------

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

<sup>(a)</sup> Over-The-Counter options purchased, options written and swap agreements are collateralized by cash held with Counterparties in the amount of $25,921,588.

<sup>(b)</sup> Implied credit spreads represent the current level, as of July 31, 2025, at which protection could be bought or sold given the terms of the existing credit default swap agreement and serve as an indicator of the current status of the payment/performance risk of the credit default swap agreement. An implied credit spread that has widened or increased since entry into the initial agreement may indicate a deteriorating credit profile and increased risk of default for the reference entity. A declining or narrowing spread may indicate an improving credit profile or decreased risk of default for the reference entity. Alternatively, credit spreads may increase or decrease reflecting the general tolerance for risk in the credit markets generally. 

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

---

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

---

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

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

**Invesco Global Strategic Income Fund**

------

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

*July 31, 2025*

*(Unaudited)*

**NOTE 1—Additional Valuation Information**

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

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

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

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

The following is a summary of the tiered valuation input levels, as of July 31, 2025. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the consolidated financial statements may materially differ from the value received upon actual sale of those investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** | **Total** |
| <br>**Investments in Securities** |  |  |  |  |
| U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $504453836 | &nbsp;&nbsp;&nbsp;&nbsp; $443100 | &nbsp;&nbsp;&nbsp;&nbsp; $504896936 |
| Non-U.S. Dollar Denominated Bonds & Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 348945052 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 348945052 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 203999600 | &nbsp;&nbsp;&nbsp;&nbsp; 8863658 | &nbsp;&nbsp;&nbsp;&nbsp; 212863258 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 151504694 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 151504694 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 88934611 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 88934611 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 78981588 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 78981588 |
| Common Stocks & Other Equity Interests | &nbsp;&nbsp;&nbsp;&nbsp; 28057872 | &nbsp;&nbsp;&nbsp;&nbsp; 90624 | &nbsp;&nbsp;&nbsp;&nbsp; 5034 | &nbsp;&nbsp;&nbsp;&nbsp; 28153530 |
| Variable Rate Senior Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6554870 | &nbsp;&nbsp;&nbsp;&nbsp; 352646 | &nbsp;&nbsp;&nbsp;&nbsp; 6907516 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 947170 | &nbsp;&nbsp;&nbsp;&nbsp; 947170 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1072 | &nbsp;&nbsp;&nbsp;&nbsp; 1072 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp; 96459832 | &nbsp;&nbsp;&nbsp;&nbsp; 61777431 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 158237263 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp; 709175 | &nbsp;&nbsp;&nbsp;&nbsp; 51436026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 52145201 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; 125226879 | &nbsp;&nbsp;&nbsp;&nbsp; 1496678332 | &nbsp;&nbsp;&nbsp;&nbsp; 10612680 | &nbsp;&nbsp;&nbsp;&nbsp; 1632517891 |
| **Other Investments - Assets\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 353339 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 353339 |
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23150395 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23150395 |
| Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13886102 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13886102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 353339 | &nbsp;&nbsp;&nbsp;&nbsp; 37036497 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 37389836 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; (559300)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (559300)<br>|
| Forward Foreign Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25699048)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25699048)<br>|
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp; (2493350)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (67846921)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (70340271)<br>|
| Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11659017)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11659017)<br>|
|  | &nbsp;&nbsp;&nbsp;&nbsp; (3052650)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (105204986)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (108257636)<br>|
| **Total Other Investments** | &nbsp;&nbsp;&nbsp;&nbsp; (2699311)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (68168489)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (70867800)<br>|
| **Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp; $122527568 | &nbsp;&nbsp;&nbsp;&nbsp; $1428509843 | &nbsp;&nbsp;&nbsp;&nbsp; $10612680 | &nbsp;&nbsp;&nbsp;&nbsp; $1561650091 |

---

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

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

**Invesco Global Strategic Income Fund**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1899527428.25

**Total Liabilities:** $303900383.23

**Net Assets:** $1595627045.02

**Amount of Assets Invested in Other Investment Companies:** $14949141.68

**Delayed Delivery Securities:** $263843.63

**Cash Not Reported:** $95293059.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3924.71076780 | **1-Year:** -33553.16488975 | **5-Year:** -44537.54238251 | **10-Year:** -84071.99996896 | **30-Year:** -36633.59649304

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

- **3-Month:** -10734.09055915 | **1-Year:** -14941.35447247 | **5-Year:** -52379.25555125 | **10-Year:** -20195.90854426 | **30-Year:** -1256.98915612

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209627 | 0.76%                | 2.35%                | -1.40%               |
| Class ID C000209630 | 0.78%                | 2.37%                | -1.07%               |
| Class ID C000209625 | 0.79%                | 2.39%                | -1.07%               |
| Class ID C000209629 | 0.70%                | 2.29%                | -1.47%               |
| Class ID C000209626 | 0.79%                | 2.38%                | -1.06%               |
| Class ID C000209628 | 0.74%                | 2.33%                | -1.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7189610.38             | $12259716.03                               |
| Month 2  | $-1300268.43             | $15437045.09                               |
| Month 3  | $-325867.57              | $-18520734.22                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                        | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $226664.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -70600000 | NC      | $-1375574.64  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-360.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                            | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class E          | CUSIP: BCC3FHZV4<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1980000 | PA      | $2621842.23   | 0.16%             | 2053-07-20      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                     | J. M. Smucker Co. (The)                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     3424000 | PA      | $3579617.51   | 0.22%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                               | Univision Communications Inc.                                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121450.39    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                     | EnerSys                                                                              | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      286000 | PA      | $294266.54    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       27480 | PA      | $2748.00      | 0.00%             | 2032-03-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46460000 | NC      | $-499379.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC            | Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $105584.94    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                           | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1774490.91   | 0.11%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -52950000 | NC      | $-737911.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario                                                         | Province of Ontario                                                                  | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    13800000 | PA      | $11349444.28  | 0.71%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                          | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      370000 | PA      | $324020.10    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39433.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                         | Newgate Funding PLC, Series 2006-2, Class CB                                         | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |     1009106 | PA      | $1060985.71   | 0.07%             | 2050-12-01      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                          | ABN AMRO Bank N.V.                                                                   | CUSIP: BJ9252492<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2700000 | PA      | $3088308.47   | 0.19%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Eurosail-UK NC PLC                                                          | Eurosail-UK NC PLC, Series 2007-1X, Class D1A                                        | CUSIP: BCC0VXRD6<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     2800000 | PA      | $2726196.80   | 0.17%             | 2045-03-13      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                    | YPF S.A., ADR                                                                        | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |       52500 | NS      | $1760850.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| RLGH Finance Bermuda Ltd.                                                   | RLGH Finance Bermuda Ltd.                                                            | CUSIP: YN6819620<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |     3500000 | PA      | $3579402.86   | 0.22%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-88164.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                              | Aircastle Ltd.                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1220000 | PA      | $1214606.99   | 0.08%             | N/A             | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     2356000 | PA      | $2154713.49   | 0.14%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                              | Starz Capital Holdings 1, Inc.                                                       | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      682000 | PA      | $637670.00    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2022-7, Class A3                                  | CUSIP: 92539NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      867254 | PA      | $864470.92    | 0.05%             | 2067-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      218433 | PA      | $21985.24     | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1746.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -70000000 | NC      | $-292058.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $133009.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                      | GFL Environmental Inc.                                                               | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1244000 | PA      | $1206696.92   | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                           | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |      243571 | PA      | $237271.91    | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208T6S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1063 | PA      | $1075.58      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1871726.55  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ACNR Holdings Inc.                                                          | ACNR Holdings Inc., Term Loan                                                        | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       60528 | PA      | $59645.53     | 0.00%             | 2029-12-11      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    10407000 | NC      | $195237.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                         | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78190000 | PA      | $75705699.63  | 4.74%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-244906.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                                 | Macy's Retail Holdings, LLC                                                          | CUSIP: 55617LAL6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |      729000 | PA      | $630449.11    | 0.04%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7000000 | NC      | $307217.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -116190000 | NC      | $-565214.39   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3430 | PA      | $3468.28      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76167.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73369.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4181000 | PA      | $4372803.38   | 0.27%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -277800000 | NC      | $-5523747.42  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2024-HQA1, Class M2                                              | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     3719100 | PA      | $3771030.54   | 0.24%             | 2044-03-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                               | Navient Corp.                                                                        | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      205000 | PA      | $224223.26    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                           | Sonic Capital LLC, Series 2020-1A, Class A2I                                         | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2163146 | PA      | $2116540.64   | 0.13%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2                    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2, Series 2024-NQM2, Class A3 | CUSIP: 61776HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3135138 | PA      | $3163686.94   | 0.20%             | 2069-05-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       53243 | PA      | $7303.27      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      894000 | PA      | $899197.45    | 0.06%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                 | Endo Finance Holdings, Inc.                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      583000 | PA      | $620942.81    | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-150185.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                         | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      590000 | PA      | $600105.74    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36225A3G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         841 | PA      | $843.91       | 0.00%             | 2028-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3530000 | NC      | $250534.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-24555.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8830000 | NC      | $429916.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31396KV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      324609 | PA      | $16021.74     | 0.00%             | 2036-09-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      353000 | PA      | $346933.87    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| OBX 2024-NQM12 Trust                                                        | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A2                                    | CUSIP: 67448PAB9<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |     1090809 | PA      | $1090174.45   | 0.07%             | 2064-07-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                            | Argentine Republic Government International Bond                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3460000 | PA      | $2684579.40   | 0.17%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Federal National Mortgage Association                                                | CUSIP: 3140QPRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15552122 | PA      | $14849943.40  | 0.93%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31393VKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       33682 | PA      | $32903.71     | 0.00%             | 2032-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                         | Ludgate Funding PLC, Series 2007-1, Class MA                                         | CUSIP: BCC0YN9Q6<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     2075533 | PA      | $2595282.98   | 0.16%             | 2061-01-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5175000 | NC      | $590415.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $137796.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                           | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      650000 | PA      | $593684.26    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Golub Capital Private Credit Fund                                           | Golub Capital Private Credit Fund                                                    | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     3137000 | PA      | $3146687.53   | 0.20%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3530000 | NC      | $381194.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IM Pastor 4, FTA                                                            | IM Pastor 4, FTA, Series F                                                           | CUSIP: BCC0QWGY0<br>LEI: 95980020140005262912 | Long             | ABS-MBS          | CORP              | ES        |     2300000 | PA      | $1892498.33   | 0.12%             | 2044-03-22      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2025-DNA2, Class A1                                              | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |     1396750 | PA      | $1398866.08   | 0.09%             | 2045-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-K62, Class B                                       | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      840000 | PA      | $826908.35    | 0.05%             | 2050-01-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                                          | Aberdeen Group PLC                                                                   | CUSIP: AP5373554<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1780497.38   | 0.11%             | 2028-06-30      | Fixed         | 4.25%                 | 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        |    42086815 | PA      | $1248745.27   | 0.08%             | 2029-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                          | Berry Global, Inc.                                                                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1784000 | PA      | $1844937.94   | 0.12%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Cougar JV Subsidiary, LLC                                                   | Cougar JV Subsidiary, LLC                                                            | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      588000 | PA      | $622647.31    | 0.04%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36092.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                     | Sociedad Quimica y Minera de Chile S.A.                                              | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     4685000 | PA      | $4572934.80   | 0.29%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -20770000 | NC      | $-1006846.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                      | BP Capital Markets PLC                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1295000 | PA      | $1277947.14   | 0.08%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-150718.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3259.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2005-2, Class 1A3                              | CUSIP: 17307GRB6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      304795 | PA      | $296119.99    | 0.02%             | 2035-05-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                              | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      585000 | PA      | $599520.29    | 0.04%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                        | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class C                       | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $700270.27    | 0.04%             | 2031-04-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                            | Banco Macro S.A., Class B                                                            | CUSIP: N/A<br>LEI: 579100KKDKKIFEBKK040       | Long             | EC               | CORP              | AR        |      530000 | NS      | $3640279.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31283.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-76033.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                     | RB Global Holdings Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      850000 | PA      | $871157.61    | 0.05%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-364.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2025-1                            | Newday Funding Master Issuer PLC - Series 2025-1, Series 2025-1X, Class E            | CUSIP: BCC3LFVV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     3490000 | PA      | $4661694.18   | 0.29%             | 2033-04-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-210186.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      372614 | PA      | $23444.57     | 0.00%             | 2041-04-16      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       56220 | PA      | $4360.74      | 0.00%             | 2035-03-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc.                      | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      607000 | PA      | $723738.50    | 0.05%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3524561.40   | 0.22%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                | MPH Acquisition Holdings LLC, Term Loan                                              | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |      289275 | PA      | $288551.81    | 0.02%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    86250000 | NC      | $29670.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      154000 | PA      | $157470.78    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208LPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3169 | PA      | $3179.87      | 0.00%             | 2028-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $63243.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -35060000 | NC      | $-3103658.93  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                       | Westlake Automobile Receivables Trust, Series 2024-3A, Class D                       | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3506118.00   | 0.22%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       70223 | PA      | $2605.22      | 0.00%             | 2035-05-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                       | Claire's Holdings LLC, Class S                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         614 | NS      | $53.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1182066.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $188604.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $163709.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                                 | Telecom Italia Capital S.A.                                                          | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      660000 | PA      | $683864.94    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Sunrise FinCo I B.V.                                                        | Sunrise FinCo I B.V.                                                                 | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      525000 | PA      | $607462.34    | 0.04%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                         | Voyager Parent, LLC                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      116000 | PA      | $122782.40    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | Sinclair Television Group, Inc.                                                      | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      117000 | PA      | $119415.99    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                            | Paramount Global                                                                     | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3676690.52   | 0.23%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      413994 | PA      | $417290.39    | 0.03%             | 2042-09-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                           | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      278000 | PA      | $275383.10    | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                   | Hera Financing 2024-1 DAC, Series 2024-1A, Class A                                   | CUSIP: BCC3H4L87<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     2297567 | PA      | $3043785.21   | 0.19%             | 2034-11-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      375000 | PA      | $386960.25    | 0.02%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      204771 | PA      | $19359.26     | 0.00%             | 2033-01-25      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                    | Studio City Finance Ltd.                                                             | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      684000 | PA      | $632888.85    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |     1634755 | PA      | $1661574.37   | 0.10%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina S.A.                                                   | Banco BBVA Argentina S.A.                                                            | CUSIP: N/A<br>LEI: 579100KKDBKJFDKKD024       | Long             | EC               | CORP              | AR        |      200000 | NS      | $1041204.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    75330000 | NC      | $5328054.74   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1149000 | PA      | $1202733.51   | 0.08%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Pampa Energia S.A.                                                          | Pampa Energia S.A.                                                                   | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | EC               | CORP              | AR        |      900000 | NS      | $2710194.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $582927.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                               | Univision Communications Inc.                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      255000 | PA      | $264757.80    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2023-HQA3, Class M2                                              | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $7284741.93   | 0.46%             | 2043-11-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47070000 | NC      | $1824936.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $1330921.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                            | Sealed Air Corp.                                                                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      312000 | PA      | $308006.56    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                               | Mexican Bonos                                                                        | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   851000000 | PA      | $44701533.25  | 2.80%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        3271 | PA      | $458.63       | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Claire's Stores Inc.                                                        | Claire's Stores Inc., Term Loan                                                      | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |      185855 | PA      | $72483.38     | 0.00%             | 2026-12-18      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      311055 | PA      | $23488.74     | 0.00%             | 2035-05-15      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      599000 | PA      | $607731.92    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                   | Jupiter Mortgage No.1 PLC                                                            | CUSIP: BCC3D7YQ0<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     3070000 | PA      | $4067494.67   | 0.25%             | 2055-07-20      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34032.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2194026.87   | 0.14%             | 2043-06-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -470770000 | NC      | $-2131165.68  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                          | Newell Brands Inc.                                                                   | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      288000 | PA      | $287262.35    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                   | Argentum Netherlands BV for Swiss Re Ltd.                                            | CUSIP: LW2260898<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $463417.80    | 0.03%             | 2052-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                            | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6A, Class F          | CUSIP: BCC3FJ063<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     2126000 | PA      | $2815116.65   | 0.18%             | 2053-07-20      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $773348.92    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Inflation - Indexed Bonds                                     | U.S. Treasury Inflation - Indexed Bonds                                              | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37675279 | PA      | $29340652.21  | 1.84%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     6737000 | PA      | $6809847.18   | 0.43%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Telefonica Europe, B.V.                                                     | Telefonica Europe, B.V.                                                              | CUSIP: ZN3747385<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     3500000 | PA      | $4410375.02   | 0.28%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $219619.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1226458.38  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   706020000 | NC      | $1111275.48   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia S.A.                                               | Grupo Financiero Galicia S.A., Class B                                               | CUSIP: N/A<br>LEI: 5299008H3AXIXV5G3C23       | Long             | EC               | CORP              | AR        |     1335000 | NS      | $6687225.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio                                                  | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |    62698872 | NS      | $62698871.62  | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Holdings, LLC                                              | Summit Midstream Holdings, LLC                                                       | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      582000 | PA      | $593338.05    | 0.04%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                             | Transocean Titan Financing Ltd.                                                      | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      197238 | PA      | $202323.30    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11436.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8760000 | NC      | $278103.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       91513 | PA      | $10000.45     | 0.00%             | 2033-10-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                        | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      621000 | PA      | $616599.78    | 0.04%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       20112 | PA      | $2070.78      | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                            | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1069000 | PA      | $946137.10    | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                        | GCAT 2024-INV3 Trust, Series 2024-INV3, Class A17                                    | CUSIP: 36830FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381782 | PA      | $388832.50    | 0.02%             | 2054-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                        | Muthoot Finance Ltd.                                                                 | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3450000 | PA      | $3531310.46   | 0.22%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GMR Hyderabad International Airport Ltd.                                    | GMR Hyderabad International Airport Ltd.                                             | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     4200000 | PA      | $4104467.56   | 0.26%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                            | LCM Investments Holdings II, LLC                                                     | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      566000 | PA      | $598856.30    | 0.04%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                        | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class M1                                    | CUSIP: 67448PAD5<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $686531.51    | 0.04%             | 2064-07-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7000000 | NC      | $208992.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      135319 | PA      | $15352.02     | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas, LLC                                                   | Kimmeridge Texas Gas, LLC                                                            | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      585000 | PA      | $601594.70    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                | Eurosail PLC, Series 2006-2X, Class E1C                                              | CUSIP: BCC0T5HQ2<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     5550000 | PA      | $6614185.56   | 0.41%             | 2044-12-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31359SVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16427 | PA      | $16882.77     | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                              | British Telecommunications PLC                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    10650000 | PA      | $10495554.77  | 0.66%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: —       |
| OI European Group B.V.                                                      | OI European Group B.V.                                                               | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      657000 | PA      | $623204.27    | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Iron Mountain Information Management Services, Inc.                         | Iron Mountain Information Management Services, Inc.                                  | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      627000 | PA      | $599067.46    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                         | CUSIP: ZG0292620<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3450000 | PA      | $3795106.95   | 0.24%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC            | Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC                     | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $452635.25    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       35677 | PA      | $3269.57      | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                            | CVS Health Corp.                                                                     | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1048477.76   | 0.07%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-304467.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                             | AES Corp. (The)                                                                      | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     4929000 | PA      | $4990829.03   | 0.31%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -26480000 | NC      | $-384648.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       34666 | PA      | $4269.67      | 0.00%             | 2033-02-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-184943.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alba PLC                                                                    | Alba PLC, Series 2007-1, Class F                                                     | CUSIP: BCC0XU0N7<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-MBS          | CORP              | GB        |     1452850 | PA      | $1785122.17   | 0.11%             | 2039-03-17      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    88280000 | NC      | $102404.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2                 | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1795000 | PA      | $1851385.26   | 0.12%             | 2042-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U.                                               | Vista Energy Argentina S.A.U.                                                        | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     1725000 | PA      | $1694726.25   | 0.11%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46610000 | NC      | $-1410094.10  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                 | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       78000 | PA      | $51784.20     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      292181 | PA      | $38177.71     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                        | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A3                                    | CUSIP: 67448PAC7<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      543392 | PA      | $542614.39    | 0.03%             | 2064-07-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7060000 | NC      | $521013.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                        | Bain Capital Specialty Finance, Inc.                                                 | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      861000 | PA      | $856259.08    | 0.05%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3530000 | NC      | $151283.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31359KQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |          96 | PA      | $95.82        | 0.00%             | 2026-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       14448 | PA      | $1336.13      | 0.00%             | 2032-09-25      | Floating      | 3.54%                 | 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        |      397772 | PA      | $328847.47    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                            | Argentine Republic Government International Bond                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5150000 | PA      | $3146650.00   | 0.20%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -62260000 | NC      | $-35810.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                | Viatris Inc.                                                                         | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $1629532.46   | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       27709 | PA      | $2889.10      | 0.00%             | 2032-07-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3417641.73   | 0.21%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Japan Government Bond                                                       | Japan Government Bond                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  2206350000 | PA      | $13987882.40  | 0.88%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                          | Greystar Real Estate Partners, LLC, Term Loan B                                      | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |      351766 | PA      | $352645.70    | 0.02%             | 2030-08-21      | Floating      | 7.05%                 | No            |                  3 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      123040 | PA      | $20649.06     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17295000 | NC      | $-1020785.49  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -470770000 | NC      | $-1327520.78  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3530000 | NC      | $271054.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                               | Enbridge Inc.                                                                        | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6974000 | PA      | $7199448.50   | 0.45%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| Whirlpool Corp.                                                             | Whirlpool Corp.                                                                      | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      610000 | PA      | $596328.07    | 0.04%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                 | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       87000 | PA      | $57084.21     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                | Diversified Healthcare Trust                                                         | CUSIP: 25525PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      634000 | PA      | $618286.69    | 0.04%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $81976.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fideicomiso Financiero Invernea Proteina 2                                  | Fideicomiso Financiero Invernea Proteina 2, Serie II                                 | CUSIP: BCC37HGV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AR        |   311500000 | PA      | $1491987.79   | 0.09%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Volkswagen International Finance N.V.                                       | Volkswagen International Finance N.V.                                                | CUSIP: EK1313726<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1480000 | PA      | $1702812.43   | 0.11%             | N/A             | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10990.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       48087 | PA      | $5637.17      | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7060000 | NC      | $420041.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -75300000 | NC      | $-1244123.84  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17250000 | NC      | $-1343223.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5, Series 2024-NQM5, Class A3 | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1888519 | PA      | $1891676.68   | 0.12%             | 2069-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                       | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1627715.02   | 0.10%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3150000 | NC      | $452755.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                          | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3629000 | PA      | $3756542.51   | 0.24%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                          | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       19697 | PA      | $1930.37      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3490000 | NC      | $6838.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       25444 | PA      | $25631.38     | 0.00%             | 2032-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Clear Channel Worldwide Holdings, Inc.                                      | Clear Channel Worldwide Holdings, Inc., Term Loan B                                  | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      618223 | PA      | $618167.35    | 0.04%             | 2028-08-23      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                        | Jane Street Group / JSG Finance Inc.                                                 | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      583000 | PA      | $597027.56    | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                         | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      654000 | PA      | $673182.19    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21099.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                             | South Bow Canadian infrastructure Holdings Ltd.                                      | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     3450000 | PA      | $3566181.10   | 0.22%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       60389 | PA      | $5106.66      | 0.00%             | 2039-12-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M1                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      569110 | PA      | $571237.85    | 0.04%             | 2043-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -47090000 | NC      | $-594665.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53038.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                  | Treasury Corp. of Victoria                                                           | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    16605000 | PA      | $10950254.87  | 0.69%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                              | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      291000 | PA      | $299565.32    | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         763 | PA      | $764.94       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31392BKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       36257 | PA      | $37026.40     | 0.00%             | 2032-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alba PLC                                                                    | Alba PLC, Series 2006-2, Class F                                                     | CUSIP: BCC0TR7H5<br>LEI: 2138004SAGUH3UKKW934 | Long             | ABS-MBS          | CORP              | GB        |      898272 | PA      | $1093416.43   | 0.07%             | 2038-12-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Eurobank S.A.                                                               | Eurobank S.A.                                                                        | CUSIP: ZG2610597<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     1725000 | PA      | $2150613.10   | 0.13%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -225930000 | NC      | $-659503.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -284625000 | NC      | $-3540766.31  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                 | Prosus N.V.                                                                          | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1720000 | PA      | $1682018.81   | 0.11%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      589000 | PA      | $601038.57    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2024-DNA1, Class M2                                              | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3501652.71   | 0.22%             | 2044-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36209SUB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1553 | PA      | $1551.83      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-8311495.50  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $167332.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                            | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15065377 | PA      | $14727933.83  | 0.92%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $43837.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.              | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                       | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      577000 | PA      | $593644.14    | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-735646.02   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares XXXVII CLO Ltd.                                                        | Ares XXXVII CLO Ltd., Series 2015-4A, Class DR                                       | CUSIP: 04015NAM6<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |     2240000 | PA      | $2272488.96   | 0.14%             | 2030-10-15      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $9288617.57   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $538109.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34860000 | NC      | $34.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $685850.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -175120000 | NC      | $-1451020.04  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                        | Osaic Holdings, Inc.                                                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       59000 | PA      | $60002.92     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                  | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      597000 | PA      | $501697.91    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4097178 | PA      | $57541.58     | 0.00%             | 2050-11-13      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1140409.98  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                      | GFL Environmental Inc.                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      636000 | PA      | $613580.24    | 0.04%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31392GCE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       37893 | PA      | $37750.34     | 0.00%             | 2032-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                  | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3500000 | PA      | $3503567.69   | 0.22%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1397.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2460897.87  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                      | Nissan Motor Co., Ltd.                                                               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      668000 | PA      | $614467.59    | 0.04%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Egypt Government International Bond                                         | Egypt Government International Bond                                                  | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2415000 | PA      | $2453619.47   | 0.15%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -93330000 | NC      | $-230682.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                               | Calpine Corp.                                                                        | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      892000 | PA      | $888277.66    | 0.06%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       10156 | PA      | $626.92       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       31926 | PA      | $1096.76      | 0.00%             | 2038-07-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $131259.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $406721.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    52950000 | NC      | $2284686.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TDBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        1370 | PA      | $76.42        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                       | AECOM                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      612000 | PA      | $617388.66    | 0.04%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                   | Global Atlantic (Fin) Co.                                                            | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      661000 | PA      | $647174.56    | 0.04%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -56040000 | NC      | $-429657.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.a.r.l.                                   | Telenet Finance Luxembourg Notes S.a.r.l.                                            | CUSIP: AQ2322842<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $4168129.77   | 0.26%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7738 | PA      | $8001.40      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                       | United Airlines, Inc.                                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3580877.52   | 0.22%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $83529.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    28020000 | NC      | $201071.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EnerSys                                                                     | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      605000 | PA      | $594999.53    | 0.04%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                         | RCKT Mortgage Trust, Series 2025-CES6, Class A1A                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1151923 | PA      | $1155851.90   | 0.07%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       70009 | PA      | $6333.68      | 0.00%             | 2031-11-18      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -46700000 | NC      | $-114554.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392JDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      137620 | PA      | $15521.72     | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                  | Rogers Communications Inc.                                                           | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2099000 | PA      | $2151204.96   | 0.13%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                  | Amneal Pharmaceuticals LLC                                                           | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      680000 | PA      | $691036.92    | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $242348.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         146 | PA      | $147.40       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2065208 | PA      | $2116115.26   | 0.13%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                  | Lamb Weston Holdings, Inc.                                                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      654000 | PA      | $611641.14    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties L.P./ RHP Finance Corp.                                | RHP Hotel Properties L.P./ RHP Finance Corp.                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      592000 | PA      | $606698.18    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-453134.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       44000 | PA      | $44466.39     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2892000 | PA      | $2923151.44   | 0.18%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV1 Mortgage Loan Trust                                          | COLT 2024-INV1 Mortgage Loan Trust, Series 2024-INV1, Class A3                       | CUSIP: 12672RAC6<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |      832935 | PA      | $837273.05    | 0.05%             | 2068-12-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18058.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                 | Clarios Global L.P./ Clarios US Finance Co.                                          | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      317000 | PA      | $327034.64    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       27104 | PA      | $27039.25     | 0.00%             | 2032-03-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                     | CPI Property Group S.A.                                                              | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |     4100000 | PA      | $4558435.69   | 0.29%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Murray Energy Corp.                                                         | Murray Energy Corp.                                                                  | CUSIP: N/A<br>LEI: 549300WM5IIFYHZYTT63       | Long             | EC               | CORP              | US        |        1116 | NS      | $82723.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                      | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20529 | PA      | $19784.32     | 0.00%             | 2033-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                             | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A1                          | CUSIP: 10569HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2543952 | PA      | $2575741.39   | 0.16%             | 2063-09-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Newgate Funding PLC                                                         | Newgate Funding PLC, Series 2007-3X, Class CB                                        | CUSIP: BCC11HRV2<br>LEI: 2138006KF4KS6D5P1697 | Long             | ABS-MBS          | CORP              | GB        |      683201 | PA      | $746541.65    | 0.05%             | 2050-12-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5215.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     5175000 | NC      | $819238.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4580.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                         | Rate Mortgage Trust, Series 2024-J3, Class A2                                        | CUSIP: 75409UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1041703 | PA      | $1030757.64   | 0.06%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                       | WMG Acquisition Corp.                                                                | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      620000 | PA      | $582660.68    | 0.04%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-181303.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-263606.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2022-DNA3, Class M1                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7216132.00   | 0.45%             | 2042-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-715664.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC                            | Towd Point Mortgage Funding 2024 - Granite 6 PLC, Series 2024-GR6X, Class F          | CUSIP: BCC3FHZW2<br>LEI: 635400ZB5U3EBVBSFK52 | Long             | ABS-MBS          | CORP              | GB        |     1380000 | PA      | $1827309.96   | 0.11%             | 2053-07-20      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| SC Germany S.A. Compartment Consumer Trust                                  | SC Germany S.A. Compartment Consumer Trust, Series 2021-1, Class E                   | CUSIP: BCC32SYK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |     7047113 | PA      | $7999095.61   | 0.50%             | 2035-11-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                     | NESCO Holdings II, Inc.                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |      623000 | PA      | $607919.33    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-720140.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121146.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Treasury Bond BONTE                                               | Argentina Treasury Bond BONTE                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        | 10200000000 | PA      | $7974513.23   | 0.50%             | 2027-04-27      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56790.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| African Development Bank                                                    | African Development Bank                                                             | CUSIP: ZP3697759<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   222000000 | PA      | $997100.24    | 0.06%             | 2050-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                         | Banco de Credito e Inversiones S.A.                                                  | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     1725000 | PA      | $1855134.00   | 0.12%             | N/A             | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                        | Banco Bilbao Vizcaya Argentaria S.A.                                                 | CUSIP: BK4220673<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     4200000 | PA      | $4858103.26   | 0.30%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -26270000 | NC      | $-544813.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Europe, B.V.                                                     | Telefonica Europe, B.V.                                                              | CUSIP: ZR6556750<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     3700000 | PA      | $4178672.97   | 0.26%             | N/A             | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33627.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc.                                        | Acrisure LLC / Acrisure Finance Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      871000 | PA      | $900386.67    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                             | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |     1318000 | PA      | $1335878.84   | 0.08%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                            | Sealed Air Corp.                                                                     | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      278000 | PA      | $297407.18    | 0.02%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                             | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     4977000 | PA      | $5055684.48   | 0.32%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                            | Fideicomiso Dorrego y Libertador                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |    83227881 | PA      | $57650.14     | 0.00%             | 2043-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M1                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      742830 | PA      | $747420.77    | 0.05%             | 2043-07-25      | Floating      | 6.05%                 | 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        |     5625101 | PA      | $99450.10     | 0.01%             | 2050-11-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-364305.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                        | Osaic Holdings, Inc.                                                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57733.09     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34580000 | NC      | $726.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      237038 | PA      | $14059.71     | 0.00%             | 2035-01-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                 | PHINIA Inc.                                                                          | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      256000 | PA      | $263766.78    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3470889.79   | 0.22%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                            | IHS Holding Ltd.                                                                     | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     3450000 | PA      | $3530408.08   | 0.22%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                      | Medline Borrower, L.P.                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      316000 | PA      | $301558.83    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                    | Celanese US Holdings LLC                                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      566000 | PA      | $591391.89    | 0.04%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $139503.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11599279 | PA      | $206000.87    | 0.01%             | 2050-10-12      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                         | Roller Bearing Co. of America, Inc.                                                  | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |      627000 | PA      | $603729.81    | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                        | CEMEX S.A.B. de C.V.                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2487000 | PA      | $2465638.91   | 0.15%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                       | Cheniere Energy, Inc.                                                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1831927.03   | 0.11%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2164.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                          | Iron Mountain Inc.                                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      658000 | PA      | $622909.58    | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                               | Auburn 15 PLC, Series F                                                              | CUSIP: BCC3FPT01<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1666000 | PA      | $2159586.85   | 0.14%             | 2045-07-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                   | Ivory Coast Government International Bond                                            | CUSIP: AR6697171<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2300000 | PA      | $2564040.21   | 0.16%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                    | Comstock Resources, Inc.                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      607000 | PA      | $600625.83    | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     9340000 | NC      | $332758.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31392HMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        8589 | PA      | $8677.04      | 0.00%             | 2032-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -49030000 | NC      | $-1229574.34  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                  | Ball Corp.                                                                           | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      535000 | PA      | $624952.52    | 0.04%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                        | Sitios Latinoamerica, S.A.B. de C.V.                                                 | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     4745000 | PA      | $4673865.33   | 0.29%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $77195.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      795000 | PA      | $842041.74    | 0.05%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Aethon United BR L.P./ Aethon United Finance Corp.                          | Aethon United BR L.P./ Aethon United Finance Corp.                                   | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      574000 | PA      | $601905.58    | 0.04%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-311.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival PLC                                                                | Carnival PLC                                                                         | CUSIP: YN8739859<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $609782.57    | 0.04%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $9398736.85   | 0.59%             | 2026-06-05      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                            | Brazil Notas do Tesouro Nacional, Series B                                           | CUSIP: EK6971114<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    17700000 | PA      | $12553404.04  | 0.79%             | 2055-05-15      | Fixed         | 6.00%                 | 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        |     6435573 | PA      | $32887.06     | 0.00%             | 2026-05-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      283361 | PA      | $31212.86     | 0.00%             | 2042-12-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                            | Clarivate Science Holdings Corp.                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $609272.69    | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd. / Difl US LLC                            | Digicel International Finance Ltd. / Difl US LLC                                     | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      160000 | PA      | $161739.68    | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                              | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      218813 | PA      | $208467.99    | 0.01%             | 2026-01-08      | Fixed         | 12.00%                | No            |                  3 | 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        |     3912838 | PA      | $64904.20     | 0.00%             | 2050-12-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 3133TCZR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         510 | PA      | $513.14       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTZ U.S. Borrower, LLC                                                      | DTZ U.S. Borrower, LLC, Term Loan                                                    | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      611138 | PA      | $615467.41    | 0.04%             | 2030-01-31      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp., Series I                                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2956000 | PA      | $3055014.18   | 0.19%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1871726.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                           | Lamar Media Corp.                                                                    | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1829286.33   | 0.11%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $2897325.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $73130.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                     | Civitas Resources, Inc.                                                              | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      286000 | PA      | $289886.37    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                         | MASTR Asset Backed Securities Trust, Series 2006-WMC3, Class A3                      | CUSIP: 55291KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2802544 | PA      | $943414.64    | 0.06%             | 2036-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                         | Frontier Issuer LLC, Series 2023-1, Class A2                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      724500 | PA      | $734001.60    | 0.05%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      213000 | PA      | $219219.17    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                | UBS Group AG                                                                         | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1725000 | PA      | $1725617.55   | 0.11%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $165362.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $290311.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Grantor Trust                                                    | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 31358S7C9<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     1407522 | PA      | $1341.65      | 0.00%             | 2040-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $168483.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   103500000 | NC      | $20714849.31  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                  | Jabil Inc.                                                                           | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3363678.62   | 0.21%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                  | EnPro Inc.                                                                           | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1207582.94   | 0.08%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp.                                                                   | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7130081.00   | 0.45%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                     | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                              | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     1380000 | PA      | $1414282.53   | 0.09%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -933960000 | NC      | $-2008957.30  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34860000 | NC      | $-34.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                              | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      180116 | PA      | $151508.96    | 0.01%             | 2027-04-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      174000 | PA      | $175651.49    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    87560000 | NC      | $45531.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       83293 | PA      | $10716.55     | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                              | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      189580 | PA      | $215178.03    | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                       | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      873000 | PA      | $889033.52    | 0.06%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Navient Corp.                                                               | Navient Corp.                                                                        | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      460000 | PA      | $455291.70    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13156.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                       | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      897000 | PA      | $923126.92    | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-1176884.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16171.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $197553.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25312.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                 | Constellation Software Inc.                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     1223000 | PA      | $1242081.99   | 0.08%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | McDermott International Ltd., Series B, Wts., expiring 06/30/2027                    | CUSIP: G5924V122<br>LEI: N/A                  | N/A              | DE               |  | N/A       |       85239 | NS      | $2557.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-244126.45   | -0.02%            |  |  |  | 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       |         -26 | NC      | $-45545.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $182489.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                      | Intesa Sanpaolo S.p.A.                                                               | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     9900000 | PA      | $9949480.20   | 0.62%             | N/A             | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | McDermott International Ltd., Series A, Wts., expiring 06/30/2027                    | CUSIP: G5924V114<br>LEI: N/A                  | N/A              | DE               |  | N/A       |       76715 | NS      | $2301.45      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $261706.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      596808 | PA      | $44897.18     | 0.00%             | 2037-06-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2024-12, Class A3                                   | CUSIP: 034932AC7<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     1184801 | PA      | $1187807.26   | 0.07%             | 2069-10-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       20204 | PA      | $2106.59      | 0.00%             | 2032-07-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    49030000 | NC      | $1394952.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3988.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 3133TR6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        1531 | PA      | $1560.90      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2025-2, Class A10                              | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1927733 | PA      | $1942939.47   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -46480000 | NC      | $-1702793.45  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19511.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                       | Chile Electricity Lux MPC II S.a.r.l.                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1461370 | PA      | $1478175.73   | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      105802 | PA      | $14105.29     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                  | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1202196.50   | 0.08%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17038.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc., Term Loan L                                                         | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     1193239 | PA      | $1198005.71   | 0.08%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    16255000 | NC      | $926971.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M2                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145000 | PA      | $1184954.32   | 0.07%             | 2043-07-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                         | Lithia Motors, Inc.                                                                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      650000 | PA      | $611851.50    | 0.04%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $349529.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV6                                                    | PMT Loan Trust 2025-INV6, Series 2025-INV6, Class A8                                 | CUSIP: 69382MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      574290 | PA      | $579064.77    | 0.04%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -52950000 | NC      | $-2306237.25  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                       | Walker & Dunlop, Inc.                                                                | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $591869.70    | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-85543.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -34580000 | NC      | $-34.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R04, Class 1M1                 | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1788722 | PA      | $1825332.79   | 0.11%             | 2043-05-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       32581 | PA      | $3118.13      | 0.00%             | 2032-03-18      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       67045 | PA      | $73599.72     | 0.00%             | 2035-08-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3889000 | PA      | $4105346.55   | 0.26%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -119000000 | NC      | $-600757.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 3133TDE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         650 | PA      | $653.98       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2022-HQA2, Class M1                                              | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3695378.75   | 0.23%             | 2042-07-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79906.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7000000 | NC      | $510258.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-3540.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $2120009.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                          | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7893487.20   | 0.49%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -69320000 | NC      | $-155146.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Bond                                                       | Japan Government Bond                                                                | CUSIP: BJ7062745<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1154700000 | PA      | $3455339.36   | 0.22%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                       | Claire's Holdings LLC, Pfd.                                                          | CUSIP: 179584917<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         195 | NS      | $1072.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208YJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1237 | PA      | $1239.65      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2022-HQA3, Class M1                                              | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3671320.80   | 0.23%             | 2042-08-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                             | BRAVO Residential Funding Trust, Series 2023-NQM7, Class A2                          | CUSIP: 10569HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3578851 | PA      | $3625642.80   | 0.23%             | 2063-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      124177 | PA      | $14170.38     | 0.00%             | 2033-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       91613 | PA      | $11822.72     | 0.00%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                 | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2917000 | PA      | $2953744.34   | 0.19%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1889223.01  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7233.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16720.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                    | Cox Communications, Inc.                                                             | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $1539447.48   | 0.10%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos. Inc.                                                     | Bausch Health Cos. Inc.                                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      176000 | PA      | $181006.32    | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Federal National Mortgage Association                                                | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14424214 | PA      | $14383455.13  | 0.90%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                             | Rolls-Royce PLC                                                                      | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      930000 | PA      | $928046.81    | 0.06%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       50488 | PA      | $5362.74      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc.                                                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      592000 | PA      | $606791.12    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                          | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3960 | PA      | $215.88       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         373 | PA      | $378.42       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-55339.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    62260000 | NC      | $193855.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                     | Allwyn Entertainment Financing (UK) PLC                                              | CUSIP: YM5706457<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $483860.72    | 0.03%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       63014 | PA      | $59979.43     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -34860000 | NC      | $-322889.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       61831 | PA      | $3592.00      | 0.00%             | 2035-05-15      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181555.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       74673 | PA      | $10342.81     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4180000 | NC      | $529911.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $248598.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                                 | Macy's Retail Holdings, LLC                                                          | CUSIP: 55617LAS1<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |      626000 | PA      | $629167.03    | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                            | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DN2N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14139177 | PA      | $13549829.31  | 0.85%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ProSil Acquisition S.A.                                                     | ProSil Acquisition S.A., Series 2019-1, Class A                                      | CUSIP: N/A<br>LEI: 529900REZH4056FENJ94       | Long             | ABS-MBS          | CORP              | LU        |     2789459 | PA      | $2659378.33   | 0.17%             | 2039-10-31      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2023-HQA1, Class M1                                              | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |     6498100 | PA      | $6865221.21   | 0.43%             | 2043-05-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                               | Freedom Mortgage Holdings LLC                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      300000 | PA      | $307107.00    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC            | California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC                     | CUSIP: 13005HAA8<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |      585000 | PA      | $591367.14    | 0.04%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1770000 | NC      | $142729.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $115120.52    | 0.01%             |  |  |  | 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        |     8318477 | PA      | $85580.49     | 0.01%             | 2051-01-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 3133TJC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2676 | PA      | $2669.18      | 0.00%             | 2029-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                            | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KPXJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14029545 | PA      | $13739457.82  | 0.86%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror L.P.                                                   | Prairie ECI Acquiror L.P., Term Loan B                                               | CUSIP: 73955HAE4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |      641899 | PA      | $647416.48    | 0.04%             | 2029-08-01      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   163430000 | NC      | $660584.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1810.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $574726.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                          | Iron Mountain Inc.                                                                   | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1156574.25   | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $649.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI, S.A.                                     | Aeropuertos Dominicanos Siglo XXI, S.A.                                              | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     2055000 | PA      | $2122342.35   | 0.13%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       21562 | PA      | $2167.99      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TMF Trust Co. (Argentina) S.A.                                              | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      395904 | PA      | $340920.01    | 0.02%             | 2027-01-07      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $10635.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-984589.51   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                      | Excelerate Energy L.P.                                                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      578000 | PA      | $605456.16    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates L.P./ PFG Finance Corp.                        | Provident Funding Associates L.P./ PFG Finance Corp.                                 | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      848000 | PA      | $888233.36    | 0.06%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                | Eurosail PLC, Series 2006-4X, Class E1C                                              | CUSIP: BCC0UB5E7<br>LEI: 21380013477BR2UW8M54 | Long             | ABS-MBS          | CORP              | GB        |     4135722 | PA      | $4821314.40   | 0.30%             | 2044-12-10      | Floating      | 7.36%                 | 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        |       64934 | PA      | $62048.56     | 0.00%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                       | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      169000 | PA      | $169248.77    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Mattel, Inc.                                                                | Mattel, Inc.                                                                         | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1772247.56   | 0.11%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -41365000 | NC      | $-1177522.98  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13754.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd.                       | Willow No 2 Ireland PLC for Zurich Insurance Co. Ltd.                                | CUSIP: EK8618358<br>LEI: 549300B0B1XTFDS6V025 | Long             | DBT              | CORP              | IE        |    10500000 | PA      | $10487489.25  | 0.66%             | 2045-10-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                 | PHINIA Inc.                                                                          | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      324000 | PA      | $330352.84    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A3 | CUSIP: 617932AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2519879 | PA      | $2531151.33   | 0.16%             | 2069-11-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      602000 | PA      | $602695.31    | 0.04%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: —       |
| HLF Financing S.a.r.l. LLC / Herbalife International Inc.                   | HLF Financing S.a.r.l. LLC / Herbalife International Inc.                            | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |       73000 | PA      | $61200.90     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                          | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       14482 | PA      | $1665.06      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                 | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9053 | PA      | $8613.78      | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                             | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      114000 | PA      | $115425.00    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       20309 | PA      | $1906.58      | 0.00%             | 2032-04-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                            | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7273027.79   | 0.46%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3549.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-176172.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | S&P 500 Index Option                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          24 | NC      | $388440.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                           | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      374000 | PA      | $382551.88    | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $119588.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TLPZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        5244 | PA      | $195.46       | 0.00%             | 2029-08-15      | Floating      | 4.50%                 | 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        |       18254 | PA      | $14336.86     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $204706.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $155319.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                 | First Quantum Minerals Ltd.                                                          | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1649000 | PA      | $1652965.85   | 0.10%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31339MRQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3730 | PA      | $3731.19      | 0.00%             | 2029-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-492666.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                              | Walgreens Boots Alliance, Inc.                                                       | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61740.00     | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -69320000 | NC      | $-347533.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                           | GGAM Finance Ltd.                                                                    | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     1162000 | PA      | $1200011.34   | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $531738.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                            | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298SZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12357 | PA      | $12598.86     | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                              | European Bank for Reconstruction & Development                                       | CUSIP: ZL1827316<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $1801926.00   | 0.11%             | 2025-08-27      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       31032 | PA      | $31342.28     | 0.00%             | 2032-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1269623.23  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    13940000 | NC      | $855851.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation - Indexed Bonds                                     | U.S. Treasury Inflation - Indexed Bonds                                              | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36490719 | PA      | $32796495.12  | 2.06%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.              | Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                       | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      614000 | PA      | $630533.18    | 0.04%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Federal National Mortgage Association                                                | CUSIP: 31385XQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6334 | PA      | $6507.58      | 0.00%             | 2033-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -94130000 | NC      | $-1183751.58  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SURA Asset Management S.A.                                                  | SURA Asset Management S.A.                                                           | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     1680000 | PA      | $1768872.00   | 0.11%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                   | Banco del Estado de Chile                                                            | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     1003000 | PA      | $1067827.66   | 0.07%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      172149 | PA      | $7746.25      | 0.00%             | 2035-07-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Inflation - Indexed Bonds                                     | U.S. Treasury Inflation - Indexed Bonds                                              | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26096446 | PA      | $13661846.74  | 0.86%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance L.P.                                           | Northriver Midstream Finance L.P.                                                    | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      576000 | PA      | $586924.99    | 0.04%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                           | Nationstar Mortgage Holdings Inc.                                                    | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      546000 | PA      | $558868.87    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208PTH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18417 | PA      | $18832.40     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25111.84     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17510000 | NC      | $-214690.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7000000 | NC      | $933093.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $767170.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-169257.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       20941 | PA      | $1545.91      | 0.00%             | 2032-04-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                              | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     3603000 | PA      | $3785894.44   | 0.24%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                             | CoreWeave, Inc.                                                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120696.11    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | 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        |       19746 | PA      | $18560.33     | 0.00%             | 2035-07-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                             | FirstCash, Inc.                                                                      | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      876000 | PA      | $899086.98    | 0.06%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                         | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1917000 | PA      | $2019954.27   | 0.13%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        5129 | NC      | $2195950.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-425963.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | S&P 500 Index Option                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |          23 | NC      | $320735.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2024-DNA2, Class M2                                              | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |      862500 | PA      | $872219.08    | 0.05%             | 2044-05-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36209MGF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23860 | PA      | $24158.05     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                    | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      623000 | PA      | $643010.32    | 0.04%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-45846.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1276 | PA      | $1277.89      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                  | LABL, Inc.                                                                           | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |       71000 | PA      | $59055.71     | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-83610.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional                                            | Brazil Notas do Tesouro Nacional, Series F                                           | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   495000000 | PA      | $84666635.01  | 5.31%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Iliad Holding                                                               | Iliad Holding                                                                        | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      143000 | PA      | $145279.42    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                  | Cloud Software Group, Inc., Term Loan B                                              | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      590000 | PA      | $591675.60    | 0.04%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31359VVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         794 | PA      | $797.85       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                          | Greystar Real Estate Partners, LLC                                                   | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      236000 | PA      | $249729.30    | 0.02%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                               | Iliad Holding                                                                        | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1466000 | PA      | $1573679.11   | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                  | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    44913921 | NS      | $44913920.99  | 2.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                          | Vodafone Group PLC                                                                   | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6876000 | PA      | $6700548.82   | 0.42%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp.                                                          | Ares Capital Corp.                                                                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     4461000 | PA      | $4557263.34   | 0.29%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WarnerMedia Holdings, Inc.                                                  | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      430000 | PA      | $287801.15    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower, LLC                                                   | Boost Newco Borrower, LLC                                                            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      546000 | PA      | $577635.79    | 0.04%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -141200000 | NC      | $-464446.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association, ARM                                        | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         213 | PA      | $211.89       | 0.00%             | 2027-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                          | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       45961 | PA      | $5083.39      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                    | SBA Communications Corp.                                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      632000 | PA      | $589598.70    | 0.04%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36833.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alhambra SME Funding DAC                                                    | Alhambra SME Funding DAC, Series 2019-1, Class D                                     | CUSIP: BCC2KKGU6<br>LEI: 635400YAJGI5TGJENW90 | Long             | ABS-CBDO         | CORP              | IE        |      166198 | PA      | $179468.95    | 0.01%             | 2028-11-30      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      826000 | PA      | $891723.86    | 0.06%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                | Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                         | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $618223.86    | 0.04%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                            | Virgin Media Secured Finance PLC                                                     | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1344000 | PA      | $1314665.92   | 0.08%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     4748000 | PA      | $4927370.42   | 0.31%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7060000 | NC      | $877755.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                                          | General Motors Co.                                                                   | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7283340.12   | 0.46%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       13762 | PA      | $785.49       | 0.00%             | 2035-02-15      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -18 | NC      | $-24360.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Bond                                                       | Japan Government Bond                                                                | CUSIP: BH6206925<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2509700000 | PA      | $9530118.43   | 0.60%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                 | DaVita Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      285000 | PA      | $293221.97    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3500000 | PA      | $3690687.00   | 0.23%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       21724 | PA      | $21663.48     | 0.00%             | 2032-10-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2025-6, Class A3                                    | CUSIP: 034937AC6<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |     2751118 | PA      | $2751750.69   | 0.17%             | 2070-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                 | Sunoco L.P.                                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      881000 | PA      | $892916.41    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| DaVita Inc.                                                                 | DaVita Inc.                                                                          | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      305000 | PA      | $314813.38    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                    | Republic of South Africa Government Bond, Series 2032                                | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   427800000 | PA      | $22770480.57  | 1.43%             | 2032-03-31      | Fixed         | 8.25%                 | 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       |        1422 | NC      | $353338.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                          | Vodafone Group PLC                                                                   | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1348000 | PA      | $1243517.87   | 0.08%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -49030000 | NC      | $-470442.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       21649 | PA      | $1227.63      | 0.00%             | 2029-06-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Federal National Mortgage Association                                                | CUSIP: 3140XKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14499151 | PA      | $14474257.19  | 0.91%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $77331.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-180806.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      145181 | PA      | $17154.77     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $324963.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade         | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                  | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     1165000 | PA      | $1167691.30   | 0.07%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                   | Directv Financing LLC / Directv Financing Co-Obligor Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      303000 | PA      | $301523.93    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Mexican Udibonos                                                            | Mexican Udibonos                                                                     | CUSIP: YQ3788144<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   358063986 | PA      | $18479273.29  | 1.16%             | 2029-08-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -51862500 | NC      | $-10683.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                 | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4919553.11   | 0.31%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Auburn 15 PLC                                                               | Auburn 15 PLC, Series E                                                              | CUSIP: BCC3FPSY8<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |     1401000 | PA      | $1814371.07   | 0.11%             | 2045-07-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2016-K54, Class C                                       | CUSIP: 30288RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4190000 | PA      | $4148089.53   | 0.26%             | 2048-04-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        1386 | PA      | $134.51       | 0.00%             | 2031-11-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $228472.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                            | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1512800 | PA      | $1704994.93   | 0.11%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       40355 | PA      | $5592.91      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                          | Vail Resorts, Inc.                                                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      625000 | PA      | $628828.13    | 0.04%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Barclays Bank PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -706020000 | NC      | $-393923.86   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Federal National Mortgage Association                                                | CUSIP: 31403NNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9286 | PA      | $9764.31      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         175 | PA      | $176.02       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                          | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        7002 | PA      | $266.46       | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | 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        |      220090 | PA      | $217857.70    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      982000 | PA      | $1006256.38   | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc.                                                              | Tidewater Inc.                                                                       | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      608000 | PA      | $638117.16    | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31394KL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      133651 | PA      | $8567.50      | 0.00%             | 2033-10-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1585303.24  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                  | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      194000 | PA      | $120062.72    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                  | Treasury Corp. of Victoria                                                           | CUSIP: YR7116928<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    10595000 | PA      | $6860011.20   | 0.43%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $170986.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                        | Muthoot Finance Ltd.                                                                 | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     6900000 | PA      | $6908122.27   | 0.43%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       30089 | PA      | $30311.31     | 0.00%             | 2032-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2023-HQA2, Class M1                                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     1039537 | PA      | $1045542.32   | 0.07%             | 2043-06-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                             | Transocean Inc.                                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      387200 | PA      | $401783.50    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $119219.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                  | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      315000 | PA      | $295969.28    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208FZZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4284 | PA      | $4307.44      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-35568.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      681000 | PA      | $587377.66    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Reinsurance Group of America, Inc.                                          | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      709000 | PA      | $711117.78    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                       | Freeport-McMoRan Inc.                                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6290000 | PA      | $6240843.65   | 0.39%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                     | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     2760000 | PA      | $2734808.65   | 0.17%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-206049.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                                       | Vendee Mortgage Trust, Series 1995-3, Class 1, IO                                    | CUSIP: 911760GL4<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |      217655 | PA      | $0.22         | 0.00%             | 2025-09-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -2120000 | NC      | $-2.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                       | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      459000 | PA      | $448378.56    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $168432.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co., Ltd.                                           | Global Aircraft Leasing Co., Ltd.                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      868000 | PA      | $897414.54    | 0.06%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $145.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        3451 | PA      | $3450.67      | 0.00%             | 2033-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -70000000 | NC      | $-130251.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $899693.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        9538 | PA      | $9608.67      | 0.00%             | 2032-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                         | Venture Global Plaquemines LNG, LLC                                                  | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      257000 | PA      | $264549.65    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                              | BAWAG Group AG                                                                       | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | DBT              | CORP              | AT        |     6600000 | PA      | $7561912.35   | 0.47%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc / Radio Systems Corp.                                 | CD&R Smokey Buyer Inc / Radio Systems Corp.                                          | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       71000 | PA      | $59018.75     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-138732.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      817000 | PA      | $816587.74    | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co, Inc.                                        | New Enterprise Stone & Lime Co, Inc.                                                 | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      599000 | PA      | $595216.84    | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2022-NQM7, Class A2                                                | CUSIP: 67117DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1290751 | PA      | $1286168.79   | 0.08%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                         | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class M1                       | CUSIP: 36272NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $710355.00    | 0.04%             | 2055-10-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    38530000 | NC      | $1434464.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC          | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      575000 | PA      | $575978.08    | 0.04%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -69300000 | NC      | $-2839243.70  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                   | Directv Financing LLC / Directv Financing Co-Obligor Inc.                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      304000 | PA      | $293405.89    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                           | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      427000 | PA      | $443115.83    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -52530000 | NC      | $-1621166.13  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                       | Dominican Republic International Bond                                                | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      720000 | PA      | $688788.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                         | RCKT Mortgage Trust, Series 2025-CES5, Class A1A                                     | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |      782626 | PA      | $787941.85    | 0.05%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $242366.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Windstream Services, LLC, Wrts.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         399 | NS      | $7847.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                                                   | Forvia SE                                                                            | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      644000 | PA      | $671577.88    | 0.04%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| India Government Bond                                                       | India Government Bond                                                                | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   675000000 | PA      | $7807688.47   | 0.49%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                          | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       24337 | PA      | $2492.22      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                | Eurosail PLC, Series 2006-2X, Class D1A                                              | CUSIP: BCC0T5HN9<br>LEI: 213800PBNX9J895VX562 | Long             | ABS-MBS          | CORP              | GB        |     6300000 | PA      | $6696288.36   | 0.42%             | 2044-12-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley & Co. LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   137760000 | NC      | $1292331.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                | Vistra Corp.                                                                         | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      296000 | PA      | $302370.22    | 0.02%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71371.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                          | Hilton Domestic Operating Co. Inc.                                                   | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1179674.73   | 0.07%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8830000 | NC      | $250930.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31359UZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       26986 | PA      | $27261.33     | 0.00%             | 2028-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2                 | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655000 | PA      | $674673.19    | 0.04%             | 2043-10-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                        | Select Medical Corp.                                                                 | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      580000 | PA      | $579210.39    | 0.04%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       16549 | PA      | $17133.39     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                 | Carvana Co.                                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      537000 | PA      | $638981.93    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-749585.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| International Finance Corp.                                                 | International Finance Corp.                                                          | CUSIP: AM4724424<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $93806.82     | 0.01%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                    | Service Properties Trust                                                             | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      165000 | PA      | $172680.92    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-210852.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                     | MGM China Holdings Ltd.                                                              | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     4250000 | PA      | $4253076.66   | 0.27%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-118300.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                     | M&G PLC                                                                              | CUSIP: AU5739902<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      925000 | PA      | $953281.88    | 0.06%             | 2048-10-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-124058.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                      | HUB International Ltd.                                                               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      853000 | PA      | $889731.03    | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership L.P./ MPT Finance Corp.                           | MPT Operating Partnership L.P./ MPT Finance Corp.                                    | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $117523.39    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    14130000 | NC      | $514264.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada Trust                                                           | TransCanada Trust, Series 16-A                                                       | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     3545000 | PA      | $3546486.77   | 0.22%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B                 | CUSIP: 46643GAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1655000 | PA      | $1525689.72   | 0.10%             | 2047-11-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Global Partners L.P./ GLP Finance Corp.                                     | Global Partners L.P./ GLP Finance Corp.                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $624982.07    | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                               | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $10311021.15  | 0.65%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | US 5YR FUTR OPTN  SEP25P 107.5 FVU5P    107.5 COMB                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -7061 | NC      | $-1930745.72  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The), Series 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5274000 | PA      | $5198164.10   | 0.33%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                              | Element Fleet Management Corp.                                                       | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     6900000 | PA      | $6998198.18   | 0.44%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: —       |
| Taylor Morrison Communities, Inc.                                           | Taylor Morrison Communities, Inc.                                                    | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      633000 | PA      | $625537.82    | 0.04%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3530000 | NC      | $282128.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $162079.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -56350000 | NC      | $-981228.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-96896.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $359533.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2131381.92  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                   | Hera Financing 2024-1 DAC, Series 2024-1A, Class B                                   | CUSIP: BCC3H4L95<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     3216594 | PA      | $4258682.52   | 0.27%             | 2034-11-17      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                        | Energy Transfer L.P.                                                                 | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $9916328.10   | 0.62%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Mcdermott International, Ltd.                                               | Mcdermott International, Ltd.                                                        | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | Long             | EC               | CORP              | BM        |         750 | NS      | $5922.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nemak, S.A.B. de C.V.                                                       | Nemak, S.A.B. de C.V.                                                                | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     3064000 | PA      | $2598386.90   | 0.16%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        8273 | PA      | $103.75       | 0.00%             | 2026-06-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2024-8, Class A3                                    | CUSIP: 03465QAC8<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |     2308207 | PA      | $2303020.84   | 0.14%             | 2069-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                     | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                              | CUSIP: 63890CAC8<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |     2188000 | PA      | $2245512.00   | 0.14%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | China Government Bond                                                                | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $9717664.47   | 0.61%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JZP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16882 | PA      | $1287.41      | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       39057 | PA      | $37246.17     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Foreign Economic Activity of the Republic of Uzbekistan    | National Bank of Foreign Economic Activity of the Republic of Uzbekistan             | CUSIP: YX9828980<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |     1420000 | PA      | $1505667.59   | 0.09%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                            | LCM Investments Holdings II, LLC                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      311000 | PA      | $302472.75    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                         | Viking Cruises Ltd.                                                                  | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      582000 | PA      | $586839.33    | 0.04%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                   | BPCE S.A., Series NC5.                                                               | CUSIP: BR7719148<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     8400000 | PA      | $9383150.69   | 0.59%             | 2042-01-13      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      142460 | PA      | $11292.20     | 0.00%             | 2038-05-15      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                              | Opal Bidco SAS                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      585000 | PA      | $591236.57    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2022-HQA3, Class M2                                              | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     3745000 | PA      | $4032732.10   | 0.25%             | 2042-08-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25902.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Oil & Gas Holdings, Inc.                                             | Sabine Oil & Gas Holdings, Inc.                                                      | CUSIP: 78532M104<br>LEI: 2MNR4Q42DBL85U7RD221 | Long             | EC               | CORP              | US        |        2510 | NS      | $175.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       30773 | PA      | $31079.61     | 0.00%             | 2032-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39049.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7179.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-37066.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                              | Ecopetrol S.A.                                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3450000 | PA      | $3704428.01   | 0.23%             | 2029-01-19      | Fixed         | 8.62%                 | 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        |     3295069 | PA      | $4964.02      | 0.00%             | 2026-02-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $480971.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                    | Republic of South Africa Government Bond, Series 2040                                | CUSIP: EK7733067<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   315000000 | PA      | $15355049.79  | 0.96%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                               | Iliad Holding                                                                        | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       82000 | PA      | $84266.37     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    23230000 | NC      | $653022.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                               | Sixth Street Lending Partners                                                        | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1552000 | PA      | $1582001.93   | 0.10%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME Group Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $64317.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-229398.69   | -0.01%            |  |  |  | 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       |          75 | NC      | $-39957.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $44362.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -140093870 | NC      | $-1548122.72  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $131133.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                        | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class D                       | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $701259.86    | 0.04%             | 2031-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -77000000 | NC      | $-334826.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $667.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                              | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7034627.60   | 0.44%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $598459.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17325000 | NC      | $-285723.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-67948.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31392FJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        6294 | PA      | $6358.62      | 0.00%             | 2032-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2022-NQM7, Class A3                                                | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      671190 | PA      | $668184.84    | 0.04%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                   | Santander Consumo 8 Fondo de Titulizacion                                            | CUSIP: BCC3M1R32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |     4500000 | PA      | $5155487.29   | 0.32%             | 2040-01-21      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                       | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |    33760961 | NS      | $33760960.63  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer L.P.                                                        | Energy Transfer L.P.                                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1868000 | PA      | $1991829.59   | 0.12%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Group AG                                                      | Credit Suisse Group AG                                                               | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     7385000 | PA      | $443100.00    | 0.03%             | N/A             | Fixed         | 6.25%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    34860000 | NC      | $208567.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -141200000 | NC      | $-435466.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1889223.01   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                  | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23036 | PA      | $23357.97     | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                               | Sixth Street Lending Partners                                                        | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      544000 | PA      | $560834.97    | 0.04%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                       | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14944 | PA      | $15248.18     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                  | ESAB Corp.                                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      867000 | PA      | $886947.94    | 0.06%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                | EZCORP, Inc.                                                                         | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1438576.88   | 0.09%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                           | Genesis Energy L.P./ Genesis Energy Finance Corp.                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      438000 | PA      | $453372.49    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1, Series 2024-NQM1, Class A2 | CUSIP: 61775UAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875468 | PA      | $1888358.28   | 0.12%             | 2068-12-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $619965.87    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Prairie Acquiror L.P.                                                       | Prairie Acquiror L.P.                                                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      173000 | PA      | $179349.79    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      167426 | PA      | $10013.73     | 0.00%             | 2035-05-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| FIBERCOP S.p.A.                                                             | FIBERCOP S.p.A.                                                                      | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $597120.00    | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                      | Medline Borrower, L.P.                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      617000 | PA      | $605330.62    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Electricite de France                                                       | Electricite de France                                                                | CUSIP: YV7034577<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $4719100.82   | 0.30%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                               | New Gold Inc.                                                                        | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     1433000 | PA      | $1471912.05   | 0.09%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                | Vistra Corp., Series C                                                               | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $993944.37    | 0.06%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8710000 | NC      | $85523.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       85712 | PA      | $6751.32      | 0.00%             | 2041-10-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       68583 | PA      | $6916.01      | 0.00%             | 2037-12-15      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAYU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      249581 | PA      | $31604.17     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Obx 2024-Nqm18 Trust                                                        | Obx 2024-Nqm18 Trust, Series 2024-NQM18, Class A3                                    | CUSIP: 673913AC3<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |     2358105 | PA      | $2362097.06   | 0.15%             | 2064-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P./ PAA Finance Corp.                        | Plains All American Pipeline L.P./ PAA Finance Corp.                                 | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2116933.55   | 0.13%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                          | Newell Brands Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      635000 | PA      | $616927.58    | 0.04%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       39301 | PA      | $3241.85      | 0.00%             | 2038-04-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        2928 | PA      | $3038.95      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1683.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                  | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       25629 | PA      | $3710.20      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3500000 | NC      | $541376.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17325000 | NC      | $-292844.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-269337.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      505000 | PA      | $505346.43    | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                         | Ludgate Funding PLC, Series 2006-1X, Class A2A                                       | CUSIP: BCC0U5WJ9<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     5083196 | PA      | $6626878.58   | 0.42%             | 2060-12-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Hera Financing 2024-1 DAC                                                   | Hera Financing 2024-1 DAC, Series 2024-1A, Class C                                   | CUSIP: BCC3H4LB0<br>LEI: 635400VJTRWYKL9GM761 | Long             | ABS-MBS          | CORP              | IE        |     1838054 | PA      | $2428576.08   | 0.15%             | 2034-11-17      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Eurosail-UK NC PLC                                                          | Eurosail-UK NC PLC, Series 2007-1X, Class D1C                                        | CUSIP: BCC0VXRF1<br>LEI: 213800HEU63KH3XHB844 | Long             | ABS-MBS          | CORP              | GB        |     1750000 | PA      | $2016661.32   | 0.13%             | 2045-03-13      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1800530.17   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                          | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      354000 | PA      | $296529.06    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-167916.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -62260000 | NC      | $-482057.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    13860000 | NC      | $15620.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                         | Rate Mortgage Trust, Series 2025-J2, Class A5                                        | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4821695 | PA      | $4824478.30   | 0.30%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3398.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                             | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    16863510 | NS      | $16863509.73  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -23546000 | NC      | $-407863.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                         | Suzano Austria GmbH                                                                  | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1716000 | PA      | $1596091.75   | 0.10%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1735000 | NC      | $-877281.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      473103 | PA      | $38396.14     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                       | Compania de Minas Buenaventura S.A.A.                                                | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1990000 | PA      | $2037461.50   | 0.13%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -70040000 | NC      | $-1274024.44  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14642.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2024-12, Class A2                                   | CUSIP: 034932AB9<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |      729769 | PA      | $731111.26    | 0.05%             | 2069-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                     | RB Global Holdings Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      318000 | PA      | $333658.96    | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                        | SBNA Auto Receivables Trust 2025-SF1, Series 2025-SF1, Class B                       | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      612653 | PA      | $612683.35    | 0.04%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $657893.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                           | 1261229 B.C. Ltd.                                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      420000 | PA      | $427859.83    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Electricite de France                                                       | Electricite de France                                                                | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2334000 | PA      | $2680307.25   | 0.17%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: —       |
| GCAT 2025-NQM2 Trust                                                        | GCAT 2025-NQM2 Trust, Series 2025-NQM2, Class A1                                     | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2389380 | PA      | $2395917.42   | 0.15%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                       | TrueNoord Capital DAC                                                                | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      577000 | PA      | $598960.04    | 0.04%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities Trust                                         | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                       | CUSIP: 36272NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370000 | PA      | $1370685.00   | 0.09%             | 2055-10-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                          | CHS/Community Health Systems, Inc.                                                   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      285000 | PA      | $285626.72    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TEPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |           8 | PA      | $0.08         | 0.00%             | 2028-07-17      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                          | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       39278 | PA      | $3648.98      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                      | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 2A1A                    | CUSIP: 126686AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16809 | PA      | $14962.17     | 0.00%             | 2036-11-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36210APC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4108 | PA      | $4112.47      | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1                 | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1319204 | PA      | $1337629.43   | 0.08%             | 2043-04-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Great Hall Mortgages No.1 PLC                                               | Great Hall Mortgages No.1 PLC, Series 2007-2X, Class EB                              | CUSIP: BCC0YMFK4<br>LEI: 213800TM9KICQKGTYR78 | Long             | ABS-MBS          | CORP              | GB        |     4570000 | PA      | $5230150.34   | 0.33%             | 2039-06-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                           | NatWest Group PLC                                                                    | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1650000 | PA      | $1656552.15   | 0.10%             | N/A             | Variable      | 6.00%                 | 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       |         -34 | NC      | $-48139.99    | -0.00%            |  |  |  | No            |                  1 | 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        |     5701250 | PA      | $92206.89     | 0.01%             | 2050-12-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       14759 | PA      | $837.32       | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding 2024 - Granite 7 PLC                            | Towd Point Mortgage Funding 2024 - Granite 7 PLC, Series 2024-GR7X, Class E          | CUSIP: BCC3JPGS0<br>LEI: 635400RLWW2GUXIMK345 | Long             | ABS-MBS          | CORP              | GB        |     1555000 | PA      | $2059294.85   | 0.13%             | 2051-04-20      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2540016.81   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                     | Braskem Idesa, S.A.P.I.                                                              | CUSIP: ZQ7727766<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     2850000 | PA      | $2013306.03   | 0.13%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -21010000 | NC      | $-1074855.91  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                    | SGUS LLC                                                                             | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $118038.75    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $635470.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                      | Hilcorp Energy I, L.P.                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      585000 | PA      | $611016.71    | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      322201 | PA      | $25636.96     | 0.00%             | 2035-05-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                              | Ecopetrol S.A.                                                                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1850000 | PA      | $1843432.32   | 0.12%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                   | Windstream Services LLC / Windstream Escrow Finance Corp.                            | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      564000 | PA      | $590849.22    | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mortgage Funding 2008-1 PLC                                                 | Mortgage Funding 2008-1 PLC, Series 2008-1, Class B2                                 | CUSIP: BCC1318Z7<br>LEI: 213800AHT9AB4TA6OJ88 | Long             | ABS-MBS          | CORP              | GB        |    14462095 | PA      | $17859070.05  | 1.12%             | 2046-03-13      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8670000 | NC      | $75090.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $5318770.04   | 0.33%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $819830.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $527.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                           | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1810514.95   | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                             | CoreWeave, Inc.                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      126000 | PA      | $125620.28    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bausch and Lomb, Inc.                                                       | Bausch and Lomb, Inc., Term Loan                                                     | CUSIP: C0787FAJ1<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      625000 | PA      | $628437.50    | 0.04%             | 2031-01-30      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      149000 | PA      | $136898.29    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -23350000 | NC      | $-1339743.60  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurosail PLC                                                                | Eurosail PLC, Series 2007-2X, Class D1A                                              | CUSIP: BCC0WM139<br>LEI: 213800NEJVUXH4MS6Y78 | Long             | ABS-MBS          | CORP              | GB        |     8400000 | PA      | $8498314.79   | 0.53%             | 2045-03-13      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                       | Electricite de France                                                                | CUSIP: ZN7006218<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     4800000 | PA      | $6070793.83   | 0.38%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                 | Saks Global Enterprises LLC                                                          | CUSIP: 79380MAA3<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      380000 | PA      | $186200.00    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-213588.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $3630739.60   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       94460 | PA      | $109786.25    | 0.01%             | 2036-03-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                                 | Telecom Italia Capital S.A.                                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      524000 | PA      | $565646.30    | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: —       |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      632000 | PA      | $609763.71    | 0.04%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $998586.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      930000 | PA      | $957634.95    | 0.06%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                    | Last Mile Logistics Pan Euro Finance DAC                                             | CUSIP: BCC316NC8<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |     5386463 | PA      | $6146377.59   | 0.39%             | 2033-08-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -92475000 | NC      | $-239090.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BB Blue Financing DAC                                                       | BB Blue Financing DAC, Series A1                                                     | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | CORP              | IE        |     1750000 | PA      | $1699761.19   | 0.11%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2185638.87  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                       | Brookfield Infrastructure Finance ULC                                                | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1930000 | PA      | $1949384.92   | 0.12%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        5587 | PA      | $276.68       | 0.00%             | 2035-03-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Deutsche Bank Aktiengesellschaft                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     8710000 | NC      | $92961.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                           | Nationstar Mortgage Holdings Inc.                                                    | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      576000 | PA      | $601947.26    | 0.04%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -46700000 | NC      | $-591969.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No.1 PLC                                                   | Jupiter Mortgage No.1 PLC                                                            | CUSIP: BCC3D7YR8<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |     1897000 | PA      | $2513324.64   | 0.16%             | 2055-07-20      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66763.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36342.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-868564.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $2074708.35   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      525000 | PA      | $533369.03    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4637.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |      243611 | PA      | $12823.04     | 0.00%             | 2037-04-16      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      652000 | PA      | $661186.30    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.)                       | AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Term Loan                     | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      364088 | PA      | $367045.71    | 0.02%             | 2032-05-07      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1B1                 | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1310000 | PA      | $1387653.66   | 0.09%             | 2043-07-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Dorrego y Libertador                                            | Fideicomiso Dorrego y Libertador                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AR        |     7698968 | PA      | $7314019.60   | 0.46%             | 2043-12-31      | Floating      | 2.00%                 | No            |                  3 | On Loan: No      |
| Air Lease Corp.                                                             | Air Lease Corp., Series B                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      912000 | PA      | $903170.02    | 0.06%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: —       |
| U.S. International Development Finance Corp.                                | U.S. International Development Finance Corp., Series 4                               | CUSIP: 90376PEX5<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     1120000 | PA      | $1093131.79   | 0.07%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $960244.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Re-REMIC Trust                                               | Morgan Stanley Re-REMIC Trust, Series 2012-R3, Class 1B                              | CUSIP: 61761KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4957830 | PA      | $4378546.00   | 0.27%             | 2036-11-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                    | PMT Loan Trust 2025-INV1, Series 2025-INV1, Class A7                                 | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      928446 | PA      | $937160.63    | 0.06%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -35000000 | NC      | $-106435.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31397NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       50509 | PA      | $51044.51     | 0.00%             | 2037-06-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | BNPP Securities Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -85690000 | NC      | $-1411109.50  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      392000 | PA      | $392406.78    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-865624.58   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -249560000 | NC      | $-2026461.23  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                           | PennyMac Financial Services, Inc.                                                    | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      310000 | PA      | $297177.50    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3429.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | UBS AG                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    69000000 | NC      | $127926.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23203.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                              | Walgreens Boots Alliance, Inc.                                                       | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       69000 | PA      | $59155.96     | 0.00%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      867286 | PA      | $887511.84    | 0.06%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac, Series 2024-HQA2, Class M2                                              | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |     3450000 | PA      | $3479882.52   | 0.22%             | 2044-08-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                          | Cerdia Finanz GmbH                                                                   | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     1330000 | PA      | $1395221.47   | 0.09%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2026361.38  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      233000 | PA      | $231911.24    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $180613.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       15155 | PA      | $1571.67      | 0.00%             | 2032-04-25      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL)              | Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL), Term Loan B          | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      565000 | PA      | $565822.08    | 0.04%             | 2032-01-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte, S.A.                                             | Banco Mercantil del Norte, S.A.                                                      | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1850000 | PA      | $1955520.30   | 0.12%             | N/A             | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| TMF Trust Co. (Argentina) S.A.                                              | TMF Trust Co. (Argentina) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AR        |      272189 | PA      | $246272.57    | 0.02%             | 2026-07-08      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     3490000 | NC      | $20716.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Intercontinental Exchange, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-10091647.90 | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell Canada                                                                 | Bell Canada                                                                          | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2078000 | PA      | $2119379.21   | 0.13%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                    | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      615000 | PA      | $634098.21    | 0.04%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Grantor Trust                                                    | Fannie Mae Grantor Trust, IO                                                         | CUSIP: 3139216D5<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     8647861 | PA      | $314325.52    | 0.02%             | 2041-12-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC - Series 2024-3                            | Newday Funding Master Issuer PLC - Series 2024-3, Series 2024-3X, Class E            | CUSIP: BCC3HZWF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2475000 | PA      | $3324553.79   | 0.21%             | 2032-11-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                          | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       12090 | PA      | $12489.40     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST, L.P.                                                     | RLJ LODGING TRUST, L.P.                                                              | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      651000 | PA      | $608131.78    | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2024-R03, Class 2M2                 | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7070000 | PA      | $7138357.00   | 0.45%             | 2044-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |           1 | NC      | $-2298870.17  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $171373.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                     | Carriage Services, Inc.                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      959000 | PA      | $898386.02    | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $44227.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2                 | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3150000 | PA      | $3288906.81   | 0.21%             | 2042-07-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -17330000 | NC      | $-840089.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $110204.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecomunicaciones Digitales, S.A.                                          | Telecomunicaciones Digitales, S.A.                                                   | CUSIP: ZQ3057432<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1750000 | PA      | $1644299.30   | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Morgan Stanley Capital Services LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -140093870 | NC      | $-1414505.39  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                    | CenterPoint Energy, Inc.                                                             | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      573000 | PA      | $581877.49    | 0.04%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                     | Cousins Properties L.P.                                                              | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2937600.76   | 0.18%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FIBERCOP S.p.A.                                                             | FIBERCOP S.p.A.                                                                      | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      625000 | PA      | $593467.31    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $483031.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       19218 | PA      | $19183.47     | 0.00%             | 2033-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PTA Perusahaan Perseroan (Persero) Perusahaan Listrik Negara                | PTA Perusahaan Perseroan (Persero) Perusahaan Listrik Negara                         | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3700000 | PA      | $3669502.38   | 0.23%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     7060000 | NC      | $114993.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The), Series B                                                         | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8069196.51   | 0.51%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |        1067 | PA      | $55.78        | 0.00%             | 2031-12-18      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                    | YPF S.A., Class D                                                                    | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | EC               | CORP              | AR        |      367300 | NS      | $12212194.91  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                | CCO Holdings, LLC/CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      736000 | PA      | $668364.84    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                          | Arcos Dorados B.V.                                                                   | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     3145000 | PA      | $3245640.00   | 0.20%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                    | Government National Mortgage Association                                             | CUSIP: 36208VZJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         487 | PA      | $488.78       | 0.00%             | 2028-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPMorgan Chase Bank, National Association                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -8760000 | NC      | $-214436.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 Trust                                                        | OBX 2024-NQM12 Trust, Series 2024-NQM12, Class A1                                    | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |      511191 | PA      | $510072.12    | 0.03%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                        | Hudbay Minerals Inc.                                                                 | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      288000 | PA      | $290007.65    | 0.02%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       77053 | PA      | $11517.74     | 0.00%             | 2033-05-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Bank of America, National Association                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -52950000 | NC      | $-1832493.60  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs                                                                    | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       90334 | PA      | $99116.33     | 0.01%             | 2036-06-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $70294.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH CLEARNET (US) LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $-2286547.62  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $188583.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                           | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       16697 | PA      | $1449.06      | 0.00%             | 2032-01-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $704211.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                    | Fannie Mae Connecticut Avenue Securities, Series 2024-R02, Class 1M2                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6900000 | PA      | $6978913.92   | 0.44%             | 2044-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                        | Bayer US Finance LLC                                                                 | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     4073000 | PA      | $4137918.61   | 0.26%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                         | Goldman Sachs International                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     4335000 | NC      | $781392.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                         | RCKT Mortgage Trust, Series 2025-CES5, Class A1B                                     | CUSIP: 74942CAB5<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |     2054395 | PA      | $2066276.95   | 0.13%             | 2055-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P. (Copeland)                                              | EMRLD Borrower L.P. (Copeland), Incremental Term Loan B                              | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      900464 | PA      | $902152.03    | 0.06%             | 2031-08-04      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                       | Dominican Republic International Bond                                                | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1113360.00   | 0.07%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer