# EDGAR Filing Document

**Accession Number:** 0001418144
**File Stem:** 0001418144-26-000331
**Filing Date:** 2026-6
**Character Count:** 273515
**Document Hash:** 884df3d43c68d3b70e36e879420b4e0a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001418144-26-000331.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001418144-26-000331

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INVESCO ACTIVELY MANAGED EXCHANGE-TRADED FUND TRUST
- **CENTRAL INDEX KEY:** 0001418144

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22148
- **FILM NUMBER:** 261133532

**BUSINESS ADDRESS:**
- **STREET 1:** 3500 LACEY ROAD
- **STREET 2:** SUITE 700
- **CITY:** DOWNERS GROVE
- **STATE:** IL
- **ZIP:** 60515
- **BUSINESS PHONE:** 800-983-0903

**MAIL ADDRESS:**
- **STREET 1:** 3500 LACEY ROAD
- **STREET 2:** SUITE 700
- **CITY:** DOWNERS GROVE
- **STATE:** IL
- **ZIP:** 60515

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Powershares Actively Managed Exchange-Traded Fund Trust
- **DATE OF NAME CHANGE:** 20071109

## Series and Classes Contracts Data

### Invesco Short Duration Total Return Bond ETF (Series ID: S000078944)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000239746 | Invesco Short Duration Total Return Bond ETF | GTOS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Invesco Actively Managed Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22148

- **c. CIK number of Registrant:** 0001418144

- **d. LEI of Registrant:** 549300S7YWBLZ3UGI217

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

  - **Street Address 1:** 3500 Lacey Road

  - **City:** Downers Grove

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60515

  - **Telephone number:** 800-983-0903

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

- **a. Name of Series:** Invesco Short Duration Total Return Bond ETF

- **b. EDGAR series identifier (if any):** S000078944

- **c. LEI of Series:** 549300GDXFVEQHJBTS26

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $130636842.64

**Total Liabilities:** $9418412.78

**Net Assets:** $121218429.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -314.67788581 | **1-Year:** -9807.33818674 | **5-Year:** -15721.64500989 | **10-Year:** -964.01970433 | **30-Year:** -278.49466165

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

- **3-Month:** -20.61748414 | **1-Year:** -1267.33195557 | **5-Year:** -2367.26573819 | **10-Year:** -68.67559068 | **30-Year:** -0.01061297

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000239746 | 0.43%                | -0.65%               | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35376.69                | $315531.50                                 |
| Month 2  | $-98640.25               | $-1147760.86                               |
| Month 3  | $162369.82               | $154851.05                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $309869.37    | 0.26%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112185.91    | 0.09%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1                      | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |    390572 | PA      | $389367.45    | 0.32%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                              | Leidos, Inc.                                                                         | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169938.53    | 0.14%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                        | Macquarie Airfinance Holdings Ltd.                                                   | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      8000 | PA      | $7971.27      | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                              | Wabtec Corp.                                                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8102.10      | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                  | Korea National Oil Corp.                                                             | CUSIP: 50065LAT7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    224000 | PA      | $224967.13    | 0.19%             | 2029-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11135.18     | 0.01%             | 2029-04-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                             | VoltaGrid LLC                                                                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038387.00   | 0.86%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co., Series CC                                                      | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46201.89     | 0.04%             | N/A             | Variable      | 6.51%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21732.92     | 0.02%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                         | American Electric Power Co., Inc., Series C                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149258.75    | 0.12%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                         | Alabama Power Co., Series C                                                          | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     11500 | PA      | $11381.01     | 0.01%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                 | O'Reilly Automotive, Inc.                                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7054.17      | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                                  | CUSIP: 55608PCB8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    643000 | PA      | $646196.90    | 0.53%             | 2029-03-29      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                         | Qdoba Funding LLC, Series 2023-1A, Class A2                                          | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28928 | PA      | $29955.61     | 0.02%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                 | eBay Inc.                                                                            | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108562.55    | 0.09%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                           | Gap, Inc. (The)                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    404000 | PA      | $381426.93    | 0.31%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $7041.58      | 0.01%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    216000 | PA      | $213432.19    | 0.18%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3007.71      | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                        | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9182.09      | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                                   | CUSIP: 592179KU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    493000 | PA      | $492485.35    | 0.41%             | 2028-04-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                             | Cargill, Inc.                                                                        | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152669.95    | 0.13%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                     | Camden Property Trust                                                                | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21149.66     | 0.02%             | 2026-11-03      | Fixed         | 5.85%                 | 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        |    495250 | PA      | $491111.35    | 0.41%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535411.70    | 0.44%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                      | Sirius XM Radio LLC.                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    418000 | PA      | $416993.83    | 0.34%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13103.86     | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                        | RGA Global Funding                                                                   | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14924.55     | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6010.63      | 0.00%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                  | HCA Inc.                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    367000 | PA      | $370187.92    | 0.31%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                      | Banco Santander S.A.                                                                 | CUSIP: 05971KAV1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199132.26    | 0.16%             | 2031-04-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                          | WULF Compute LLC                                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $89386.86     | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                     | Turkiye Government International Bond                                                | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    266000 | PA      | $264314.41    | 0.22%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding PLC                             | Rentokil Terminix Funding PLC                                                        | CUSIP: 760129AA4<br>LEI: 25490006YYBUKL2Q8A81 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $89090.31     | 0.07%             | 2031-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                           | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93767.69     | 0.08%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195937.01    | 0.16%             | 2031-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                         | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24928.95     | 0.02%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                              | Santander Holdings USA, Inc.                                                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.41     | 0.01%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15168.59     | 0.01%             | 2029-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                               | CUSIP: 85325C2M3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    499000 | PA      | $499329.55    | 0.41%             | 2030-01-13      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class C                              | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201669.16    | 0.17%             | 2044-07-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                      | TierPoint Issuer LLC, Series 2025-1A, Class A2                                       | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25072.89     | 0.02%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                       | EOG Resources, Inc.                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8024.76      | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                   | RB Global Holdings Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12177.70     | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                           | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10032.21     | 0.01%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29143.66     | 0.02%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25074.37     | 0.02%             | 2027-08-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                      | Banco Santander S.A.                                                                 | CUSIP: 05971KAX7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199580.39    | 0.16%             | 2029-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8984.43      | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111304.68    | 0.09%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                      | Northern Trust Corp.                                                                 | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12896.62     | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                                          | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499955.67    | 0.41%             | 2029-01-27      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12177.10     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                            | Cheniere Energy Partners, L.P.                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422901.02    | 0.35%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                               | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      8000 | PA      | $8031.07      | 0.01%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                      | Banco Bilbao Vizcaya Argentaria S.A.                                                 | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $399837.99    | 0.33%             | 2029-03-03      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                       | Realty Income Corp.                                                                  | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52375.21     | 0.04%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191338.07    | 0.16%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, N.A.                                    | Wells Fargo Bank, N.A.                                                               | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28076.19     | 0.02%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                | Allison Transmission, Inc.                                                           | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    781000 | PA      | $780007.11    | 0.64%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding, LLC                               | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                 | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10099.78     | 0.01%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9042.46      | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                 | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1649235.93   | 1.36%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 Mortgage Loan Trust                        | COLT 2024-INV2 Mortgage Loan Trust, Series 2024-INV2, Class A1                       | CUSIP: 12622SAA9<br>LEI: 2138001M5YM45SK1QW14 | Long             | ABS-MBS          | CORP              | US        |    170657 | PA      | $172852.52    | 0.14%             | 2069-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |     22337 | PA      | $22602.37     | 0.02%             | 2043-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    431000 | PA      | $428991.21    | 0.35%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The), Series U                                   | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70056.35     | 0.06%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Entergy Corp.                                             | Entergy Corp.                                                                        | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    272000 | PA      | $272211.89    | 0.22%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                    | Colombia Government International Bond                                               | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    590000 | PA      | $585811.00    | 0.48%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435363.86    | 0.36%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Invesco Premier U.S. Government Money Portfolio           | Invesco Premier U.S. Government Money Portfolio, Institutional Class                 | CUSIP: 00142W843<br>LEI: 549300TCMEM5428K3T88 | Long             | STIV             | RF                | US        |    277900 | NS      | $277900.49    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                          | CVS Health Corp.                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21801.93     | 0.02%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                     | FirstEnergy Pennsylvania Electric Co.                                                | CUSIP: 33767QAC0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244048.23    | 0.20%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                         | Rocket Cos., Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $410201.40    | 0.34%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                            | Apollo Global Management, Inc., Pfd.                                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      1100 | NS      | $28270.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX L.P.                                                 | MPLX L.P.                                                                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7013.35      | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P.                                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    286000 | PA      | $288725.29    | 0.24%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11022.12     | 0.01%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class B Pass Through Trust       | American Airlines 2025-1 Class B Pass Through Trust, Series B                        | CUSIP: 02377PAA3<br>LEI: 5493004XNBKB5SFUJI60 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144528.56    | 0.12%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2025-DNA4, Class A1                                              | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    147250 | PA      | $147379.74    | 0.12%             | 2045-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| IP Mortgage Trust                                         | IP Mortgage Trust, Series 2025-IP, Class A                                           | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50463.44     | 0.04%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                               | Sunoco L.P.                                                                          | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600324.54    | 0.50%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                   | Sumisho Air Lease Corp.                                                              | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112331.67    | 0.09%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57978.95     | 0.05%             | 2029-01-26      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3033.65      | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                            | United Airlines Holdings, Inc.                                                       | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360459.98    | 0.30%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp., Series I                                                   | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45650.64     | 0.04%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16274.10     | 0.01%             | 2031-05-07      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    238000 | PA      | $233727.66    | 0.19%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    447000 | PA      | $450909.26    | 0.37%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                      | Augusta SpinCo Corp.                                                                 | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1468125.18   | 1.21%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36445 | PA      | $36734.83     | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                               | AbbVie Inc.                                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9055.18      | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RR 16 Ltd.                                                | RR 16 Ltd., Series 2021-16A, Class A1R                                               | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350152.60    | 0.29%             | 2036-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    123400 | PA      | $121084.90    | 0.10%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                      | Banco Bilbao Vizcaya Argentaria S.A.                                                 | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $395429.73    | 0.33%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                                   | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156111.30    | 0.13%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                         | Cigna Group (The)                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      8400 | PA      | $8392.09      | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                      | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200033.59    | 0.17%             | 2030-04-18      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                     | Howmet Aerospace Inc.                                                                | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70259.05     | 0.06%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VLT6, Class B                                                  | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $14914.40     | 0.01%             | 2042-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-II                                  | Barings CLO Ltd. 2021-II, Series 2021-2A, Class A1R                                  | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499872.00    | 0.41%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203086.83    | 0.17%             | 2027-08-09      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                       | Station Casinos LLC                                                                  | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492499.68    | 0.41%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                                  | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2000.62      | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust, Series 2017-C6, Class AS                              | CUSIP: 90276UBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48271.19     | 0.04%             | 2050-12-15      | Variable      | 3.93%                 | 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       |        -1 | NC      | $5380.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                    | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6130.34      | 0.01%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)        | Egyptian Financial Co. for Sovereign Taskeek (The)                                   | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $198912.80    | 0.16%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15003.85     | 0.01%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2025-2, Class A1                                    | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |    831971 | PA      | $837448.52    | 0.69%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. VIII, LLC               | CoreWeave Compute Acquisition Co. VIII, LLC, Delayed Draw Term Loan                  | CUSIP: 21881PAB0<br>LEI: 254900Y3LRCLCT13VW43 | Long             | LON              | CORP              | US        |   1820000 | PA      | $1824550.00   | 1.51%             | 2032-03-31      | Floating      | 5.90%                 | No            |                  3 | On Loan: No      |
| CNH Industrial Capital LLC                                | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8041.34      | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                | RR 17 Ltd., Series 2021-17A, Class A1AR                                              | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249991.75    | 0.21%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    690000 | PA      | $687851.12    | 0.57%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    154000 | PA      | $151200.95    | 0.12%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    493000 | PA      | $487982.37    | 0.40%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151647.42    | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class D                                                  | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169776.28    | 0.14%             | 2044-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Cross 2026-NQM4 Mortgage Trust                            | Cross 2026-NQM4 Mortgage Trust, Series 2026-NQM4, Class A1                           | CUSIP: 22758FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $407083.64    | 0.34%             | 2071-04-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9153.82      | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                             | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    468000 | PA      | $467749.09    | 0.39%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                               | Block, Inc.                                                                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    531000 | PA      | $529902.64    | 0.44%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                              | Royal Caribbean Cruises Ltd.                                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    641000 | PA      | $648016.61    | 0.53%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1, LLC                              | SV RNO Property Owner 1, LLC                                                         | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $515444.31    | 0.43%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                          | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18023.68     | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                           | Solventum Corp.                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13295.06     | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10981.20     | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                                                        | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30711.62     | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                              | Wisconsin Electric Power Co.                                                         | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123897.12    | 0.10%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11014.66     | 0.01%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class B                                                  | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600527.76    | 0.50%             | 2044-12-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2024-H8, Class A1                                       | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74529 | PA      | $74976.58     | 0.06%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                             | Pinnacle Bank                                                                        | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65599.27     | 0.05%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                        | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87370.63     | 0.07%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.               | Prologis Targeted U.S. Logistics Fund, L.P.                                          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106040.83    | 0.09%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                              | National Australia Bank Ltd.                                                         | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250270.19    | 0.21%             | 2028-12-13      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                        | ITC Holdings Corp.                                                                   | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104888.96    | 0.09%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                         | LSEG US Fin Corp.                                                                    | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    211000 | PA      | $209392.37    | 0.17%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class A                                                  | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $650724.30    | 0.54%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                       | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135567.18    | 0.11%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co., Series II                                                      | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123006.85    | 0.10%             | N/A             | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                          | Ascension Health, Series 2025                                                        | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $202255.85    | 0.17%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9029.52      | 0.01%             | 2026-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                              | Public Storage Operating Co.                                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21039.43     | 0.02%             | 2027-04-16      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-HE2, Class A1                       | CUSIP: 362934AA9<br>LEI: 254900J0PZAB9KZBPX66 | Long             | ABS-MBS          | CORP              | US        |    847335 | PA      | $851096.31    | 0.70%             | 2065-12-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                         | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    246000 | PA      | $243064.67    | 0.20%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                  | Westpac New Zealand Ltd.                                                             | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    211000 | PA      | $209525.89    | 0.17%             | 2029-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                    | Romanian Government International Bond                                               | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    228000 | PA      | $234036.82    | 0.19%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                            | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14063.50     | 0.01%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                          | Mosaic Co. (The)                                                                     | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    389000 | PA      | $386851.55    | 0.32%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    233000 | PA      | $230110.48    | 0.19%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                | Lightpath Fiber Issuer LLC, Series 2026-1A, Class B                                  | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199752.00    | 0.16%             | 2056-03-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                              | BX Commercial Mortgage Trust, Series 2026-CSMO, Class A                              | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1132358.76   | 0.93%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2024-INV1, Class 2A2                                              | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44900 | PA      | $46155.53     | 0.04%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2025-NQM6        | GS Mortgage-Backed Securities Corp Trust 2025-NQM6, Series 2025-NQM6, Class A1       | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    578415 | PA      | $576947.04    | 0.48%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley, Series I                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    173300 | PA      | $170256.06    | 0.14%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198033.14    | 0.16%             | 2029-12-23      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                      | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237178.13    | 0.20%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                             | Nordson Corp.                                                                        | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136072.74    | 0.11%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                     | Bank of America, N.A.                                                                | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68232.08     | 0.06%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35295.40     | 0.03%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A                              | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $110217.89    | 0.09%             | 2044-07-13      | Variable      | 5.23%                 | 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       |        -2 | NC      | $6356.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115225.76    | 0.10%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                | AGCO Corp.                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2015.07      | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11092.49     | 0.01%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                        | Iron Mountain Inc.                                                                   | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598914.36    | 0.49%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                        | Hilton Domestic Operating Co. Inc.                                                   | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218083.10    | 0.18%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                          | Zayo Issuer, LLC, Series 2025-2A, Class A2                                           | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305106.60    | 0.25%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    755000 | PA      | $745793.38    | 0.62%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9073.10      | 0.01%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                    | Colombia Government International Bond                                               | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    238500 | PA      | $238547.70    | 0.20%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-B                      | Barings Equipment Finance LLC 2025-B, Series 2025-B, Class A3                        | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139481.19    | 0.12%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 Mortgage Loan Trust                           | COLT 2025-3 Mortgage Loan Trust, Series 2025-3, Class A1                             | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183393 | PA      | $184179.15    | 0.15%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                              | Exelon Corp.                                                                         | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6112.91      | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a.r.l.                              | Eagle Funding LuxCo S.a.r.l.                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    700000 | PA      | $706265.00    | 0.58%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                               | Keysight Technologies, Inc.                                                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83188.32     | 0.07%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 Trust                                      | GCAT 2026-NQM1 Trust, Series 2026-NQM1, Class A1                                     | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488196 | PA      | $485082.93    | 0.40%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                               | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6031.51      | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                               | Capital One Financial Corp.                                                          | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8102.77      | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                    | PACCAR Financial Corp., Series R                                                     | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165798.55    | 0.14%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand (Int'l) Ltd.                              | ANZ New Zealand (Int'l) Ltd.                                                         | CUSIP: 00182EBV0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    235000 | PA      | $232968.44    | 0.19%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8059.08      | 0.01%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77608.37     | 0.06%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    296000 | PA      | $294169.49    | 0.24%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16077.84     | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106394.83    | 0.09%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: BK6156289<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    490000 | PA      | $490587.27    | 0.40%             | N/A             | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38604.07     | 0.03%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8135.81      | 0.01%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6037.14      | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                                                      | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    258000 | PA      | $255859.25    | 0.21%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class B                              | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105041.50    | 0.09%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                  | Westpac New Zealand Ltd.                                                             | CUSIP: 96122FAH0<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    297000 | PA      | $296945.59    | 0.24%             | 2031-01-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16105.08     | 0.01%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                             | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $208797.93    | 0.17%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                | Mars, Inc.                                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19118.20     | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                | Aviation Capital Group LLC                                                           | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19723.79     | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29463.17     | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                           | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11076.56     | 0.01%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties, L.P.                             | COPT Defense Properties, L.P.                                                        | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7912.62      | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                 | CRH America Finance, Inc.                                                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161007.42    | 0.13%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24156.76     | 0.02%             | 2028-04-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11557.69     | 0.01%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18131.29     | 0.01%             | 2029-05-09      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                                   | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7080.26      | 0.01%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                               | PHINIA Inc.                                                                          | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13322.28     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                    | Medline Borrower, L.P.                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    808000 | PA      | $785426.42    | 0.65%             | 2029-04-01      | Fixed         | 3.88%                 | 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        |    200000 | PA      | $195806.76    | 0.16%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                                | Bowling Green Park CLO LLC, Series 2019-1A, Class ARR                                | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $309418.13    | 0.26%             | 2035-04-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277186.24    | 0.23%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                        | Cipher Compute LLC                                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $104813.68    | 0.09%             | 2030-11-15      | Fixed         | 7.12%                 | 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       |      -209 | NC      | $290819.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                           | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    212000 | PA      | $210691.97    | 0.17%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co. (The)                                | Depository Trust Co. (The)                                                           | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |    262000 | PA      | $261995.80    | 0.22%             | 2029-03-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                         | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     74700 | PA      | $72066.22     | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                     | Switch ABS Issuer LLC, Series 2025-2A, Class A21                                     | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $562657.66    | 0.46%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                  | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101881.50    | 0.08%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                  | Fannie Mae Connecticut Avenue Securities, Series 2025-R04, Class 1A1                 | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13937 | PA      | $13960.38     | 0.01%             | 2045-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-3 Ltd.                    | Palmer Square Loan Funding 2025-3 Ltd., Series 2025-3A, Class A1                     | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749692.50    | 0.62%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967QG9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25131.85     | 0.02%             | 2031-09-11      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                   | Sumisho Air Lease Corp.                                                              | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159194.53    | 0.13%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 Mortgage Loan Trust                           | COLT 2025-8 Mortgage Loan Trust, Series 2025-8, Class A1                             | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |     88643 | PA      | $89136.34     | 0.07%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series RR                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    209000 | PA      | $207197.07    | 0.17%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                                 | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301445.40    | 0.25%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                              | Airbnb, Inc.                                                                         | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51937.76     | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504785.99    | 0.42%             | 2028-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                            | Protective Life Global Funding                                                       | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    298000 | PA      | $294789.61    | 0.24%             | 2029-01-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2019.96      | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107893.05    | 0.09%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco Short Duration High Yield ETF                     | Invesco Short Duration High Yield ETF                                                | CUSIP: 46090A754<br>LEI: 549300CIKWQL9VXSUD47 | Long             | EC               | RF                | US        |      5400 | NS      | $137619.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamar Media Corp.                                         | Lamar Media Corp.                                                                    | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $511068.71    | 0.42%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VLT6, Class A                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $39879.25     | 0.03%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                        | Hilton Domestic Operating Co. Inc.                                                   | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482788.15    | 0.40%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                              | Evergy, Inc.                                                                         | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25795.44     | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10975.77     | 0.01%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419133.75    | 0.35%             | 2028-10-27      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $248921.73    | 0.21%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd.                                      | Harbor Park CLO Ltd., Series 2018-1A, Class AR2                                      | CUSIP: 41154XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    334930 | PA      | $334935.19    | 0.28%             | 2031-01-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp.                                                             | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9987.15      | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp., Series I                                                   | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43556.38     | 0.04%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                  | John Deere Capital Corp., Series I                                                   | CUSIP: 24422EYM5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349402.89    | 0.29%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16087.68     | 0.01%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                           | COLT 2025-4 Mortgage Loan Trust, Series 2025-4, Class A1                             | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    301613 | PA      | $304474.06    | 0.25%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2022-1 Ltd.                                | Carlyle US CLO 2022-1 Ltd., Series 2022-1A, Class A1R                                | CUSIP: 14318JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249326.75    | 0.21%             | 2035-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Emera US Finance, LLC                                     | Emera US Finance, LLC                                                                | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $130690.06    | 0.11%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                          | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99742.01     | 0.08%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Thayer Park, CLO Ltd.                                     | Thayer Park, CLO Ltd., Series 2017-1A, Class A1RR                                    | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $569911.65    | 0.47%             | 2034-04-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    303000 | PA      | $300812.19    | 0.25%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                           | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    114700 | PA      | $113114.43    | 0.09%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                              | Wisconsin Electric Power Co.                                                         | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51308.89     | 0.04%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc., Series T                                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595521.22    | 0.49%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                        | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24625 | PA      | $24323.81     | 0.02%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.  | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                             | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $109728.31    | 0.09%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11113.52     | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                          | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266315.33    | 0.22%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                       | BMW US Capital, LLC                                                                  | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279615.18    | 0.23%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                | Ares Strategic Income Fund                                                           | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38940.73     | 0.03%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                  | Fortitude Global Funding                                                             | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158562.25    | 0.13%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                             | Veralto Corp.                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    326000 | PA      | $327078.58    | 0.27%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                       | CommonSpirit Health                                                                  | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53163.64     | 0.04%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                        | Plains All American Pipeline, L.P., Series B                                         | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    399000 | PA      | $399998.46    | 0.33%             | N/A             | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11816.59     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                              | Exelon Corp.                                                                         | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7108.84      | 0.01%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM3                                            | EFMT 2026-NQM3, Series 2026-NQM3, Class A1                                           | CUSIP: 26846JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266710 | PA      | $266129.84    | 0.22%             | 2071-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust, Series 2026-P1, Class A3                             | CUSIP: 14689FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497978.30    | 0.41%             | 2031-02-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                            | DTE Energy Co.                                                                       | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7044.68      | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    594000 | PA      | $593478.52    | 0.49%             | 2027-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                                   | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $375343.59    | 0.31%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                             | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9952.32      | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                | Niagara Mohawk Power Corp.                                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18953.18     | 0.02%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                             | SK hynix Inc.                                                                        | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199249.91    | 0.16%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                      | SHRN Trust 2025-MF18, Series 2025-MF18, Class B                                      | CUSIP: 82556AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $160033.86    | 0.13%             | 2040-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                              | Canadian Pacific Railway Co.                                                         | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41535.00     | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd.                             | Juniper Valley Park CLO, Ltd., Series 2023-1A, Class ARR                             | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | GB        |    430000 | PA      | $430185.33    | 0.35%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac, Series 2026-DNA2, Class M1                                              | CUSIP: 35564UDQ7<br>LEI: 529900S8M5IMFAIV8785 | Long             | ABS-MBS          | USGSE             | US        |    114717 | PA      | $114938.14    | 0.09%             | 2046-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                               | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8065.98      | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                 | Bank of Nova Scotia (The)                                                            | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $416646.48    | 0.34%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-VII Ltd.                                | CIFC Funding 2021-VII Ltd., Series 2021-7A, Class AR                                 | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250068.25    | 0.21%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10202.57     | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4030.25      | 0.00%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                      | Glencore Funding LLC                                                                 | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97168.75     | 0.08%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                          | Jersey Central Power & Light Co.                                                     | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28783.54     | 0.02%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                     | Westpac Banking Corp.                                                                | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $5049.20      | 0.00%             | 2030-07-01      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200305.66    | 0.17%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3971.42      | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                         | Brink's Co. (The)                                                                    | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597546.06    | 0.49%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                 | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1502900 | PA      | $1502665.17   | 1.24%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Whetstone Park Clo, Ltd.                                  | Whetstone Park Clo, Ltd., Series 2021-1A, Class A1R                                  | CUSIP: 96329YAN7<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999846.00    | 0.82%             | 2035-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                | Mars, Inc.                                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16059.96     | 0.01%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                               | Merchants Fleet Funding LLC, Series 2025-1A, Class A                                 | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $190288.82    | 0.16%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                 | Ferguson Enterprises Inc.                                                            | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66011.38     | 0.05%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                          | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    387000 | PA      | $384500.10    | 0.32%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                     | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    431000 | PA      | $439527.19    | 0.36%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp., Series A                                               | CUSIP: 02665WGV7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82063.15     | 0.07%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                              | Cummins Inc.                                                                         | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8015.44      | 0.01%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                          | Xcel Energy Inc.                                                                     | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3015.30      | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1           | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75984 | PA      | $76746.34     | 0.06%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                      | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     94000 | PA      | $93861.77     | 0.08%             | 2032-04-21      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                       | Macquarie Bank Ltd.                                                                  | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $89961.39     | 0.07%             | 2028-02-03      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16073.58     | 0.01%             | 2028-05-07      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2022-II Ltd.                                 | CIFC Funding 2022-II Ltd., Series 2022-2A, Class A1R                                 | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498927.50    | 0.41%             | 2035-04-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                   | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |    283863 | PA      | $284736.78    | 0.23%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.  | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                             | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49652.42     | 0.04%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                      | Kuwait International Government Bond                                                 | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $197745.20    | 0.16%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                         | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42677.72     | 0.04%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    207000 | PA      | $207038.15    | 0.17%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                       | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       304 | NC      | $-475810.10   | -0.39%            |  |  |  | No            |                  1 | 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        |      8000 | PA      | $8231.79      | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                              | Hasbro, Inc.                                                                         | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43675.37     | 0.04%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    274000 | PA      | $271853.80    | 0.22%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | NatWest Markets PLC                                                                  | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200636.55    | 0.17%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                              | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    212000 | PA      | $208291.37    | 0.17%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                   | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8047.32      | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class A1                               | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241041 | PA      | $243141.30    | 0.20%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                               | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626611 | PA      | $629588.79    | 0.52%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    774000 | PA      | $771008.92    | 0.64%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class B                                                | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99917.71     | 0.08%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Intercontinental Exchange, Inc.                                                      | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187512.14    | 0.15%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                            | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class D                              | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $237858.07    | 0.20%             | 2044-07-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                         | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    152000 | PA      | $151026.16    | 0.12%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Jabil Inc.                                                | Jabil Inc.                                                                           | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135353.44    | 0.11%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                  | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      1000 | PA      | $985.15       | 0.00%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10026.05     | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    593000 | PA      | $585074.53    | 0.48%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                     | Protective Life Corp.                                                                | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     32700 | PA      | $32423.34     | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series N                                                      | CUSIP: 060505GP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195483.43    | 0.16%             | 2032-02-06      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                                 | CUSIP: 26884TBC5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212599.92    | 0.18%             | 2029-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                       | Citadel Finance LLC                                                                  | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    353000 | PA      | $347730.21    | 0.29%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                        | Ryder System, Inc.                                                                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9074.46      | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                     | Delta Air Lines, Inc.                                                                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    336000 | PA      | $338063.51    | 0.28%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                      | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254742.86    | 0.21%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                 | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10073.27     | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                               | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $4021.83      | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    351000 | PA      | $348082.68    | 0.29%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                      | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200257.39    | 0.17%             | 2029-03-27      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                         | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247297.29    | 0.20%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                               | Intel Corp.                                                                          | CUSIP: 458140CQ1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148460.70    | 0.12%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                      | Meta Platforms, Inc.                                                                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106765.56    | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                                  | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4143.23      | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $252207.13    | 0.21%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8  | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8, Series 2025-NQM8, Class A1 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423002 | PA      | $421536.36    | 0.35%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                       | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    338000 | PA      | $337162.74    | 0.28%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10007.69     | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                           | CoreWeave, Inc.                                                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133757.37    | 0.11%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corp.                              | American Honda Finance Corp.                                                         | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115667.89    | 0.10%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172EF2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    518000 | PA      | $514743.68    | 0.42%             | 2029-04-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                               | Host Hotels & Resorts, L.P.                                                          | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144610.45    | 0.12%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                             | Cencora, Inc.                                                                        | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166704.90    | 0.14%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                          | GABX Leasing LLC                                                                     | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55292.98     | 0.05%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                  | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45452.37     | 0.04%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc.                                                                  | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39808.80     | 0.03%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                  | PNC Financial Services Group, Inc. (The), Series T                                   | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253989.14    | 0.21%             | N/A             | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9273.75      | 0.01%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                      | Energy Transfer L.P., Series H                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175732.20    | 0.14%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   1320071 | NS      | $1320203.01   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class A1                      | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     76406 | PA      | $76489.56     | 0.06%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | Commonwealth Bank of Australia, Series C                                             | CUSIP: 20271RAX8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250585.99    | 0.21%             | 2029-03-27      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                            | EFMT 2025-NQM5, Series 2025-NQM5, Class A1                                           | CUSIP: 28225KAC9<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |    383638 | PA      | $382912.40    | 0.32%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                       | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $838914.82    | 0.69%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                   | Provident Funding Mortgage Trust 2025-4, Series 2025-4, Class A1                     | CUSIP: 74387AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83138 | PA      | $83839.77     | 0.07%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                         | Duke Energy Corp.                                                                    | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9043.11      | 0.01%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                                 | Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3                                 | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250308.25    | 0.21%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                            | Southern Co. Gas Capital Corp., Series A                                             | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8925.50      | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                                | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    662000 | PA      | $687141.89    | 0.57%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268261.70    | 0.22%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                             | Stryker Corp.                                                                        | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12049.37     | 0.01%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295473.67    | 0.24%             | 2030-05-03      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51644.56     | 0.04%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-2 Ltd.                                | Carlyle US CLO 2020-2 Ltd., Series 2020-2A, Class A1R2                               | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250062.50    | 0.21%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VLT7, Class A                                                  | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170062.08    | 0.14%             | 2044-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                              | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85795.65     | 0.07%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                       | RCKT Mortgage Trust, Series 2026-CES1, Class A1A                                     | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143463 | PA      | $142379.60    | 0.12%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10909.83     | 0.01%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                     | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     31000 | PA      | $30949.85     | 0.03%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                 | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11102.59     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    208000 | PA      | $205486.88    | 0.17%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                         | Blackstone Reg Finance Co. L.L.C.                                                    | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74002.15     | 0.06%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                   | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8129.72      | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93779.76     | 0.08%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                        | Vail Resorts, Inc.                                                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    416000 | PA      | $414001.12    | 0.34%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                | Melco Resorts Finance Ltd.                                                           | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $249610.49    | 0.21%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                             | Thermo Fisher Scientific Inc.                                                        | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22728.50     | 0.02%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                            | McKesson Corp.                                                                       | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17116.12     | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                       | ALA Trust 2025-OANA, Series 2025-OANA, Class A                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $296552.26    | 0.24%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                            | Element Fleet Management Corp.                                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25281.10     | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                                         | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29978.02     | 0.02%             | 2028-07-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9983.68      | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1, LLC                              | PR RNO Property Owner 1, LLC                                                         | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41653.45     | 0.03%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                 | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    319000 | PA      | $313883.58    | 0.26%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                   | Uber Technologies, Inc.                                                              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    299000 | PA      | $296533.88    | 0.24%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41886.09     | 0.03%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                           | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    869000 | PA      | $887427.15    | 0.73%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                                     | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16853.59     | 0.01%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39093.32     | 0.03%             | 2027-02-05      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                           | Discovery Global Holdings, Inc.                                                      | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    323000 | PA      | $314547.09    | 0.26%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                               | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $57500.89     | 0.05%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                   | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3004.86      | 0.00%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roblox Corp.                                              | Roblox Corp.                                                                         | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1232152.87   | 1.02%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248424.87    | 0.20%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                  | CenterPoint Energy, Inc.                                                             | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26905.94     | 0.02%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1                      | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |    396016 | PA      | $398701.68    | 0.33%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                         | Manufacturers & Traders Trust Co.                                                    | CUSIP: 564760CD6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    327000 | PA      | $326191.56    | 0.27%             | 2030-04-18      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344291.20    | 0.28%             | 2030-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                    | Aircastle Ltd. / Aircastle Ireland DAC                                               | CUSIP: 00929JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     68000 | PA      | $67561.05     | 0.06%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                          | McDonald's Corp.                                                                     | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5985.22      | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                         | Mizuho Bank, Ltd.                                                                    | CUSIP: 60688XBN9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200419.30    | 0.17%             | 2029-04-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BlackRock DLF X 2025-C CLO L.P.                           | BlackRock DLF X 2025-C CLO L.P., Series 2025-2A, Class A                             | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400301.20    | 0.33%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9982.30      | 0.01%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    412000 | PA      | $410767.42    | 0.34%             | 2030-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180488.95    | 0.15%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                              | Match Group Holdings II, LLC                                                         | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212443.28    | 0.18%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                          | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $59827.99     | 0.05%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust, Series 2025-VOLT, Class C                                                  | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $519456.03    | 0.43%             | 2044-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                               | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $249804.49    | 0.21%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: —       |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    333000 | PA      | $332774.69    | 0.27%             | 2029-02-23      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                 | PPL Capital Funding, Inc., Conv.                                                     | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106762.62    | 0.09%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                               | Maple Parent Holdings Corp.                                                          | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79997.55     | 0.07%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6043.48      | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13972.38     | 0.01%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                         | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                          | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $943676.54    | 0.78%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust, Series 2026-NQM5, Class A1                      | CUSIP: 647913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120105.00    | 0.10%             | 2066-04-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                                                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9079.18      | 0.01%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                      | SHRN Trust 2025-MF18, Series 2025-MF18, Class C                                      | CUSIP: 82556AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $360601.78    | 0.30%             | 2040-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                     | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $248985.27    | 0.21%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Omega Healthcare Investors, Inc.                          | Omega Healthcare Investors, Inc.                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6049.70      | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3  | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3, Series 2026-NQM3, Class A1 | CUSIP: 617960AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192950 | PA      | $193114.57    | 0.16%             | 2071-03-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                           | GE Vernova Inc.                                                                      | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44615.24     | 0.04%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                          | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                           | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $343276.68    | 0.28%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                | PacifiCorp                                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8099.09      | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                         | Genuine Parts Co.                                                                    | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130529.83    | 0.11%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                     | International Business Machines Corp.                                                | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171238.04    | 0.14%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8148.12      | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                    | Taco Bell Funding, LLC, Series 2025-1A, Class A2I                                    | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $168440.13    | 0.14%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                   | Meridian Arc Holdco LLC                                                              | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $226053.65    | 0.19%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp.                                                                         | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    292000 | PA      | $290043.64    | 0.24%             | 2029-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                  | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14325.56     | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    401000 | PA      | $400902.94    | 0.33%             | 2028-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12079.48     | 0.01%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                    | Hilcorp Energy I, L.P.                                                               | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13998.57     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                   | Centersquare Issuer LLC, Series 2025-3A, Class A2                                    | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $118903.36    | 0.10%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                               | Eaton Corp.                                                                          | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198025.94    | 0.16%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                                                     | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    396000 | PA      | $392624.03    | 0.32%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                  | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254172.65    | 0.21%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                     | Lockheed Martin Corp.                                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8004.66      | 0.01%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2021-1 Ltd.                                      | Voya CLO 2021-1 Ltd., Series 2021-1A, Class AR                                       | CUSIP: 92918QAN0<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $454145.97    | 0.37%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                              | Oracle Corp., Series D, Conv. Pfd.                                                   | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      2436 | NS      | $118560.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                              | Marriott International, Inc.                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4046.56      | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                   | Uber Technologies, Inc.                                                              | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      9400 | PA      | $9218.85      | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO, Ltd.                                  | Beechwood Park CLO, Ltd., Series 2019-1A, Class A1RR                                 | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299954.40    | 0.25%             | 2035-01-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                            | Protective Life Global Funding                                                       | CUSIP: 74368CCE2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205819.35    | 0.17%             | 2031-04-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                  | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70255.60     | 0.06%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                           | Santander UK Group Holdings PLC                                                      | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198497.11    | 0.16%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                            | NCL Corp. Ltd.                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    216000 | PA      | $210357.04    | 0.17%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                | Deere Funding Canada Corp.                                                           | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     89000 | PA      | $87926.25     | 0.07%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10018.16     | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891AEJ2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189053.93    | 0.16%             | 2028-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                       | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -50 | NC      | $97780.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross 2025-H5 Mortgage Trust                              | Cross 2025-H5 Mortgage Trust, Series 2025-H5, Class A1                               | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769471 | PA      | $773770.86    | 0.64%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2021-R3, Class A1                                 | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37412 | PA      | $36084.98     | 0.03%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| QTS (PROJECT THUNDER)                                     | QTS (PROJECT THUNDER)                                                                | CUSIP: 74751*AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $575403.08    | 0.47%             | 2030-12-10      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                              | U.S. Bancorp                                                                         | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333858.07    | 0.28%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                                         | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $213638.14    | 0.18%             | 2030-05-24      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3019.28      | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                             | PepsiCo, Inc.                                                                        | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4995.52      | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19080.99     | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                 | ALA Trust, Series 2025-OANA, Class B                                                 | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50267.47     | 0.04%             | 2040-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                      | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232136.72    | 0.19%             | 2028-11-14      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9098.22      | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                         | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57875.05     | 0.05%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                    | Romanian Government International Bond                                               | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     44000 | PA      | $44749.71     | 0.04%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                  | SBA Communications Corp.                                                             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    881000 | PA      | $876039.78    | 0.72%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9108.80      | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                             | ASB Bank Ltd.                                                                        | CUSIP: 00216LAH6<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    486000 | PA      | $479050.75    | 0.40%             | 2030-10-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: —       |
| Georgia Power Co.                                         | Georgia Power Co.                                                                    | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35784.96     | 0.03%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The), Series O                                            | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    331000 | PA      | $332926.75    | 0.27%             | N/A             | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                                                     | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42714.10     | 0.04%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                        | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127969.24    | 0.11%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                      | Kuwait International Government Bond                                                 | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    353000 | PA      | $349481.43    | 0.29%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26881.09     | 0.02%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                     | Nextgear Floorplan Master Owner Trust, Series 2025-2A, Class A2                      | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $109675.49    | 0.09%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust, Series 2026-4, Class A1                                  | CUSIP: 924936AE7<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99874.94     | 0.08%             | 2071-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                         | Algonquin Power & Utilities Corp.                                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $194000.79    | 0.16%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                        | Columbia Pipelines Holding Co. LLC                                                   | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5017.11      | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110755.05    | 0.09%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                     | WEC Energy Group Inc.                                                                | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43251.93     | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross Mortgage Trust, Series 2024-H2, Class A1                                       | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67413 | PA      | $67882.63     | 0.06%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank, Series I                                                                | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378313.24    | 0.31%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    517000 | PA      | $517422.81    | 0.43%             | 2030-04-23      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                      | ERAC USA Finance LLC                                                                 | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199594.50    | 0.16%             | 2031-04-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                      | Augusta SpinCo Corp.                                                                 | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $178459.19    | 0.15%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                      | Banco Santander S.A.                                                                 | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $394695.21    | 0.33%             | 2030-11-06      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                      | SHRN Trust 2025-MF18, Series 2025-MF18, Class A                                      | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249993.65    | 0.21%             | 2040-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                               | Zoetis Inc.                                                                          | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15930.10     | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer, LLC                       | Metronet Infrastructure Issuer, LLC, Series 2025-4A, Class A2                        | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300430.74    | 0.25%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    184800 | PA      | $185183.75    | 0.15%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing LLC, Series 2025-4, Class A3                              | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149293.31    | 0.12%             | 2029-12-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                | ESAB Corp.                                                                           | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    514000 | PA      | $521431.41    | 0.43%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Global Funding                              | Constellation Global Funding                                                         | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91351.25     | 0.08%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                | WEST Trust, Series 2025-ROSE, Class A                                                | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50337.33     | 0.04%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Cross 2026-NQM5 Mortgage Trust                            | Cross 2026-NQM5 Mortgage Trust, Series 2026-NQM5, Class A1                           | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $483875.96    | 0.40%             | 2071-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                           | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85280.29     | 0.07%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9332.73      | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                      | Augusta SpinCo Corp.                                                                 | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $80841.97     | 0.07%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16149.15     | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                     | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26021.60     | 0.02%             | 2026-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                  | Roper Technologies, Inc.                                                             | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      1350 | PA      | $1330.30      | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10016.85     | 0.01%             | 2028-06-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                        | Newell Brands Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4900.13      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                       | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9101.85      | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                  | Duke Energy Florida, LLC                                                             | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120613.10    | 0.10%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-2A, Class A                  | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100298.97    | 0.08%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                       | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426694.50    | 0.35%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                             | Clearway Energy Operating LLC                                                        | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10935.41     | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cross 2026-NQM3 Mortgage Trust                            | Cross 2026-NQM3 Mortgage Trust, Series 2026-NQM3, Class A1                           | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156015 | PA      | $155839.23    | 0.13%             | 2071-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd./New York NY    | Australia & New Zealand Banking Group Ltd./New York NY, Series A                     | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    473000 | PA      | $470096.92    | 0.39%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                            | JH North America Holdings Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15004.79     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class C                                                | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99710.71     | 0.08%             | 2042-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $299490.68    | 0.25%             | 2029-12-23      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10112.74     | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust, Series 2025-10, Class A1                                     | CUSIP: 81750CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244577 | PA      | $243623.20    | 0.20%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                           | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    508252 | NS      | $508251.54    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                 | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198307.20    | 0.16%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                     | One Bryant Park Trust, Series 2019-OBP, Class A                                      | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $277879.38    | 0.23%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11957.46     | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.          | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31674.16     | 0.03%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                     | Foundry JV Holdco LLC                                                                | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    482000 | PA      | $494778.76    | 0.41%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                                                       | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28056.40     | 0.02%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                | GCAT Trust, Series 2025-NQM2, Class A1                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74121 | PA      | $74596.63     | 0.06%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class B         | CUSIP: 61779RCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653000 | PA      | $660572.78    | 0.54%             | 2058-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                   | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104672.66    | 0.09%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                   | Hyundai Capital America                                                              | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133222.53    | 0.11%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                       | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |    274856 | PA      | $275745.54    | 0.23%             | 2055-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                  | HCA Inc.                                                                             | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63884.66     | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                        | Altria Group, Inc.                                                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114987.11    | 0.09%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                             | Cencora, Inc.                                                                        | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121918.79    | 0.10%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                               | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291396 | PA      | $290431.92    | 0.24%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                     | DB Master Finance LLC, Series 2025-1A, Class A2I                                     | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    418950 | PA      | $415893.68    | 0.34%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                               | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    159000 | PA      | $156963.42    | 0.13%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                     | Dominion Energy, Inc.                                                                | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39046.57     | 0.03%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                      | American Express Co.                                                                 | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15029.45     | 0.01%             | 2029-07-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                          | Boeing Co. (The)                                                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10490.15     | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                | MILE Trust, Series 2025-STNE, Class A                                                | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100020.00    | 0.08%             | 2042-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The), Series L                                                 | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210160.32    | 0.17%             | N/A             | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                     | Howmet Aerospace Inc.                                                                | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15773.23     | 0.01%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                 | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11035.69     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                     | Cardinal Health, Inc.                                                                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       600 | PA      | $597.02       | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                | ESAB Corp.                                                                           | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129498.73    | 0.11%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                                      | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200718.97    | 0.17%             | 2032-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                 | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R4                | CUSIP: 14312JBN1<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |    822119 | PA      | $822704.06    | 0.68%             | 2032-01-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11451.90     | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                        | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8376.84      | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                 | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12047.93     | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                       | U.S. Treasury Bills                                                                  | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    102000 | PA      | $100586.63    | 0.08%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                            | Pacific Life Global Funding II                                                       | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16007.47     | 0.01%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                  | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8070.44      | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    584000 | PA      | $577982.23    | 0.48%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                       | Voya Global Funding                                                                  | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39528.94     | 0.03%             | 2030-11-24      | Fixed         | 4.60%                 | 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        |      9000 | PA      | $9094.52      | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                   | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194087.63    | 0.16%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                     | Saudi Arabian Oil Co.                                                                | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    405000 | PA      | $399853.36    | 0.33%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                               | Nationwide Building Society                                                          | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197748.70    | 0.16%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                           | VOC Escrow Ltd.                                                                      | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    576000 | PA      | $575555.62    | 0.47%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                      | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    502368 | PA      | $499602.20    | 0.41%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL, LLC                             | Cerberus Loan Funding XL, LLC, Series 2023-1A, Class AR                              | CUSIP: 15675AAL3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250068.00    | 0.21%             | 2035-03-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                                             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    212000 | PA      | $206512.38    | 0.17%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                       | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135128.64    | 0.11%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                               | Tyco Electronics Group S.A.                                                          | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     29000 | PA      | $28899.12     | 0.02%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23111.06     | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                           | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GE91<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516058.05    | 0.43%             | 2030-04-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | UBS AG                                                                               | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    430000 | PA      | $430324.10    | 0.35%             | 2027-05-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20087.66     | 0.02%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                              | Airbnb, Inc.                                                                         | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32953.58     | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                              | American Honda Finance Corp., Series A                                               | CUSIP: 02665WGX3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64891.35     | 0.05%             | 2031-04-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                 | RTX Corp.                                                                            | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10073.33     | 0.01%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45599.86     | 0.04%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |     33041 | PA      | $33219.64     | 0.03%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal, Series J                                                           | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $110438.56    | 0.09%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                          | Salesforce, Inc.                                                                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    584000 | PA      | $584685.16    | 0.48%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                        | Omnicom Group Inc.                                                                   | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48461.88     | 0.04%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                         | Wells Fargo & Co.                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11243.70     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                   | Sumisho Air Lease Corp., Series B                                                    | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    204000 | PA      | $204287.70    | 0.17%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                 | Toyota Motor Credit Corp., Series B                                                  | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91402.99     | 0.08%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    327000 | PA      | $329249.12    | 0.27%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                 | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    357000 | PA      | $358541.17    | 0.30%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class A                  | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99113.73     | 0.08%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.        | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4048.17      | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                   | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    694000 | PA      | $693790.41    | 0.57%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp.                                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201700.23    | 0.17%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                                                        | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    224000 | PA      | $222253.87    | 0.18%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                                 | Corebridge Global Funding                                                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8124.81      | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                               | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80901.13     | 0.07%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47, Ltd.               | Neuberger Berman Loan Advisers CLO 47, Ltd., Series 2022-47A, Class AR               | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250119.75    | 0.21%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                                 | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $412439.89    | 0.34%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                          | Mosaic Co. (The)                                                                     | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251919.39    | 0.21%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                | CrowdStrike Holdings, Inc.                                                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    814000 | PA      | $776115.79    | 0.64%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                            | Carnival Corp.                                                                       | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     22000 | PA      | $22330.97     | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                            | Amphenol Corp.                                                                       | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173034.24    | 0.14%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                    | Gildan Activewear Inc.                                                               | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8911.31      | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                       | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8018.28      | 0.01%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                    | Novartis Capital Corp.                                                               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5918.02      | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                 | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     88900 | PA      | $88813.18     | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                     | McCormick & Co., Inc.                                                                | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36680.32     | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM Trust, Series 2023-AFC4, Class A1                                              | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49324 | PA      | $49691.61     | 0.04%             | 2058-11-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                    | Southwest Airlines Co.                                                               | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    706000 | PA      | $700996.15    | 0.58%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                                                 | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32425.96     | 0.03%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class A1                      | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |    289413 | PA      | $287956.33    | 0.24%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                     | Bank of America Corp., Series N                                                      | CUSIP: 06051GMZ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    518000 | PA      | $517762.27    | 0.43%             | 2030-04-23      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                        | Vertiv Group Corp.                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    814000 | PA      | $804747.75    | 0.66%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Orange                                                    | Orange                                                                               | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $233008.04    | 0.19%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Korea National Oil Corp.                                  | Korea National Oil Corp.                                                             | CUSIP: 50065LAV2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200846.17    | 0.17%             | 2031-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

**Name of Applicant:** Invesco Actively Managed Exchange-Traded Fund Trust

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Vice President