# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-25-000205
**Filing Date:** 2025-12
**Character Count:** 206820
**Document Hash:** 1cbb114a3d2e88bca7d8c36bd1ce0a9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-25-000205.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0000826644-25-000205

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 251614035

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

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

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

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

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

## Series and Classes Contracts Data

### Invesco Multi-Asset Income Fund (Series ID: S000035024)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000107688 | Class A      | PIAFX           |
| C000107689 | Class C      | PICFX           |
| C000107690 | Class R      | PIRFX           |
| C000107691 | Class Y      | PIYFX           |
| C000107692 | CLASS R5     | IPNFX           |
| C000120706 | CLASS R6     | PIFFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Invesco Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000035024

- **c. LEI of Series:** 54930019G62M8SP8B305

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

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

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $953262069.64

**Total Liabilities:** $46257417.01

**Net Assets:** $907004652.63

**Cash Not Reported:** $2223021.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -424.34775517 | **1-Year:** -7636.69296573 | **5-Year:** -9449.82978086 | **10-Year:** -1157.68544352 | **30-Year:** -1000.77637699

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

- **3-Month:** -76.79307880 | **1-Year:** -5301.57647947 | **5-Year:** -8451.65450835 | **10-Year:** -1553.93400963 | **30-Year:** -215.36814615

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000107691 | 1.54%                | 1.90%                | 0.77%                |
| Class ID C000120706 | 1.55%                | 1.91%                | 0.77%                |
| Class ID C000107690 | 1.50%                | 1.86%                | 0.73%                |
| Class ID C000107692 | 1.55%                | 1.91%                | 0.77%                |
| Class ID C000107688 | 1.52%                | 2.01%                | 0.75%                |
| Class ID C000107689 | 1.46%                | 1.82%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $335897.63               | $8007254.20                                |
| Month 2  | $407987.70               | $10711282.83                               |
| Month 3  | $7808428.52              | $-6633617.39                               |

**Designated Index Information**

- **Index Name:** 60% Bloomberg Barclays US Universal Index, 40% MSCI World Index

- **Index Identifier:** 40% MS-World, 60% BB-US Universal

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                     | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461196.00    | 0.05%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                   | CSC Holdings, LLC                                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $284610.78    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                               | Woodside Finance Ltd.                                                               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102789.30    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78508.00     | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    636000 | PA      | $596744.43    | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                               | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $227266.09    | 0.03%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                        | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294092.88    | 0.03%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                      | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192719.61    | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing DAC                                                   | Lcpr Senior Secured Financing DAC                                                   | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $250598.00    | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206478.61    | 0.02%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Long Gilt Future                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -41 | NC      | $-182291.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                        | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207870.66    | 0.02%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                        | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381779.33    | 0.04%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484994.40    | 0.05%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                                         | Macy's Retail Holdings, LLC                                                         | CUSIP: 55617LAL6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    437000 | PA      | $411295.66    | 0.05%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                               | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304352.21    | 0.03%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                         | goeasy Ltd.                                                                         | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $265110.31    | 0.03%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Tyco Electronics Group S.A.                                                         | Tyco Electronics Group S.A.                                                         | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $73971.76     | 0.01%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                         | Nucor Corp.                                                                         | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112770.00    | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366849.11    | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                       | Navient Corp.                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132899.04    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Navient Corp.                                                                       | Navient Corp.                                                                       | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    245000 | PA      | $222031.81    | 0.02%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                  | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $232821.83    | 0.03%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                       | Navient Corp.                                                                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    211000 | PA      | $232006.95    | 0.03%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| United Utilities PLC                                                                | United Utilities PLC                                                                | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $748386.40    | 0.08%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                                                | AMN Healthcare, Inc.                                                                | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $507422.11    | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136808.31    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                  | Toyota Motor Corp.                                                                  | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $473984.35    | 0.05%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Consolidated Energy Finance S.A.                                                    | Consolidated Energy Finance S.A.                                                    | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    370000 | PA      | $253109.60    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $214035.75    | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                   | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207273.83    | 0.02%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | E-Mini S&P 500 Index Future                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         5 | NC      | $47904.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                     | Camelot Return Merger Sub, Inc.                                                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $256309.85    | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Concentrix Corp.                                                                    | Concentrix Corp.                                                                    | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521252.54    | 0.06%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Neptune Bidco US Inc.                                                               | Neptune Bidco US Inc.                                                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    323000 | PA      | $319256.43    | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                              | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300012.58    | 0.03%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494034.31    | 0.05%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CVR Partners L.P./ CVR Nitrogen Finance Corp.                                       | CVR Partners L.P./ CVR Nitrogen Finance Corp.                                       | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $209936.90    | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                              | Kyndryl Holdings, Inc.                                                              | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195794.51    | 0.02%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                             | Synovus Financial Corp.                                                             | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103560.04    | 0.01%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                        | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255606.58    | 0.03%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                 | Valero Energy Corp.                                                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205799.20    | 0.02%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                          | AXIS Specialty Finance PLC                                                          | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198923.18    | 0.02%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                               | Cheniere Corpus Christi Holdings, LLC                                               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126310.48    | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Ltd.                                                          | TransCanada Pipelines Ltd.                                                          | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299971.03    | 0.03%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QVC, Inc.                                                                           | QVC, Inc.                                                                           | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    138000 | PA      | $64170.00     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                        | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81976.56     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invesco S&P 500 Equal Weight Income Advantage ETF                                   | Invesco S&P 500 Equal Weight Income Advantage ETF                                   | CUSIP: 46090A697<br>LEI: 254900E7R8EPN4480A52 | Long             | EC               | RF                | US        |   4205000 | NS      | $212625825.00 | 23.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                              | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    169000 | PA      | $160715.82    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                      | Huntington National Bank (The)                                                      | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261300.89    | 0.03%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Owens & Minor, Inc.                                                                 | Owens & Minor, Inc.                                                                 | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228625.85    | 0.03%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Codere New Topco S.A.                                                               | Codere New Topco S.A.                                                               | CUSIP: N/A<br>LEI: 222100ZJU57ZQLLYNO89       | Long             | DE               | CORP              | LU        |      3393 | NS      | $58664.12     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Altice France                                                                       | Altice France                                                                       | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    424325 | PA      | $406659.48    | 0.04%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                                   | iShares J.P. Morgan USD Emerging Markets Bond ETF                                   | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |    224000 | NS      | $21654080.00  | 2.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296923.03    | 0.03%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                        | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519383.46    | 0.06%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                        | Rockies Express Pipeline LLC                                                        | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    366000 | PA      | $398217.88    | 0.04%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                          | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204703.07    | 0.02%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo Singapore Financing I Pte. Ltd.                                             | PepsiCo Singapore Financing I Pte. Ltd.                                             | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $605943.88    | 0.07%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                                    | Advantage Sales & Marketing Inc.                                                    | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    220000 | PA      | $189295.43    | 0.02%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                     | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   9781637 | NS      | $9781636.52   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvest Midstream I, L.P.                                                           | Harvest Midstream I, L.P.                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213079.65    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                               | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151369.12    | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                      | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584590.32    | 0.06%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                | American Tower Corp.                                                                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302850.95    | 0.03%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541371.80    | 0.06%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                           | CSX Corp.                                                                           | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227388.08    | 0.03%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Domtar Corp.                                                                        | Domtar Corp.                                                                        | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    480000 | PA      | $364795.15    | 0.04%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Euro-Bund Future                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -34 | NC      | $-49023.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                                                         | Atkore Inc.                                                                         | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    720000 | PA      | $681244.49    | 0.08%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Ally Financial Inc.                                                                 | Ally Financial Inc.                                                                 | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105529.62    | 0.01%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                                     | LGI Homes, Inc.                                                                     | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    508000 | PA      | $456677.27    | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| OI European Group B.V.                                                              | OI European Group B.V.                                                              | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $452844.86    | 0.05%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DISH Network Corp.                                                                  | DISH Network Corp.                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    530000 | PA      | $558306.24    | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                             | Grand Canyon University                                                             | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496472.89    | 0.05%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp.                                                                     | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90274.42     | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312044.40    | 0.03%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                | IHO Verwaltungs GmbH                                                                | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $208736.20    | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6263000 | PA      | $6349116.25   | 0.70%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sekisui House U.S., Inc.                                                            | Sekisui House U.S., Inc.                                                            | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96666.88     | 0.01%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Comerica Inc.                                                                       | Comerica Inc.                                                                       | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494780.02    | 0.05%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Pattern Energy Operations L.P./ Pattern Energy Operations Inc.                      | Pattern Energy Operations L.P./ Pattern Energy Operations Inc.                      | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $204885.98    | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                     | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75996.56     | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                         | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103733.45    | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233574.37    | 0.03%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                                 | Block Financial LLC                                                                 | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $361498.55    | 0.04%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                        | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151687.93    | 0.02%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                       | MidCap Financial Issuer Trust                                                       | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $268132.28    | 0.03%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                                       | Seaspan Corp.                                                                       | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    276000 | PA      | $266039.60    | 0.03%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307171.50    | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                          | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277707.87    | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                  | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409201.70    | 0.05%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                        | Stanley Black & Decker, Inc.                                                        | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364929.74    | 0.04%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| ITT Holdings LLC                                                                    | ITT Holdings LLC                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    417000 | PA      | $404267.99    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                             | TGS ASA                                                                             | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    260000 | PA      | $270205.10    | 0.03%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                    | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374334.56    | 0.04%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218522.59    | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133000.80    | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                | Edison International                                                                | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98343.42     | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                 | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475661.79    | 0.05%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                              | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234798.79    | 0.03%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                           | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21273000 | PA      | $21263028.28  | 2.34%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                                                       | Embecta Corp.                                                                       | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265887.61    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners, L.P.                                        | XPLR Infrastructure Operating Partners, L.P.                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225446.67    | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                 | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1327000 | PA      | $1301436.70   | 0.14%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                        | Valaris Ltd.                                                                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    210000 | PA      | $219503.97    | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | MSCI Emerging Markets Index Future                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       195 | NC      | $697793.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| athenahealth Group Inc.                                                             | athenahealth Group Inc.                                                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195975.66    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                                | Sirius XM Radio LLC.                                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    820000 | PA      | $797487.85    | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                                    | Wynn Macau, Ltd.                                                                    | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $519822.63    | 0.06%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Telenet Finance Luxembourg Notes S.a.r.l.                                           | Telenet Finance Luxembourg Notes S.a.r.l.                                           | CUSIP: AQ2322842<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $399258.58    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                         | Avnet, Inc.                                                                         | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239117.04    | 0.03%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167593.17    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                             | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158104.03    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                  | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204060.81    | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Allegiant Travel Co.                                                                | Allegiant Travel Co.                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    316000 | PA      | $319752.82    | 0.04%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12123600 | PA      | $6183036.00   | 0.68%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                              | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    920000 | PA      | $905053.52    | 0.10%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                        | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404752.87    | 0.04%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $287581.56    | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                          | IQVIA Inc.                                                                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419147.18    | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                               | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $184428.08    | 0.02%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $230024.33    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75434.33     | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $238273.41    | 0.03%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                | American Tower Corp.                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196404.87    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                   | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $609678.69    | 0.07%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                         | Nucor Corp.                                                                         | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99920.38     | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                            | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192422.81    | 0.02%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                       | Centene Corp.                                                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55973.50     | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                   | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $157197.26    | 0.02%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104246.26    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty L.P.                                                               | Highwoods Realty L.P.                                                               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278607.56    | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                  | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $573736.30    | 0.06%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                            | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    620000 | PA      | $636747.63    | 0.07%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                           | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99184.84     | 0.01%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                            | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                            | CUSIP: 05723KAE0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152916.09    | 0.02%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                           | Baxter International Inc.                                                           | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    545000 | PA      | $511678.71    | 0.06%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $625147.15    | 0.07%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                            | Open Text Holdings, Inc.                                                            | CUSIP: 683720AA4<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305811.88    | 0.03%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Belo Corp.                                                                          | Belo Corp.                                                                          | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $598813.65    | 0.07%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                | SunCoke Energy, Inc.                                                                | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280338.99    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                           | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286153.61    | 0.03%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72839.42     | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                   | NatWest Group PLC                                                                   | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $235549.13    | 0.03%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                           | TWDC Enterprises 18 Corp.                                                           | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197267.27    | 0.02%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC / Conduent State & Local Solutions Inc.              | Conduent Business Services LLC / Conduent State & Local Solutions Inc.              | CUSIP: 20679LAB7<br>LEI: 54930026CNAIP718XD30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $180697.49    | 0.02%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228571.52    | 0.03%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                              | Beazer Homes USA, Inc.                                                              | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305443.90    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                        | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97661.61     | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                       | Comcast Corp.                                                                       | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227643.57    | 0.03%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                         | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    570000 | PA      | $564285.99    | 0.06%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11419140.63  | 1.26%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                      | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198473.86    | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics, L.P.                                                              | NuStar Logistics, L.P.                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    555000 | PA      | $560090.43    | 0.06%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13102300 | PA      | $13055213.61  | 1.44%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                             | Civitas Resources, Inc.                                                             | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617582.74    | 0.07%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10980900 | PA      | $11111727.10  | 1.23%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2966400 | PA      | $1955274.74   | 0.22%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CGI Inc.                                                                            | CGI Inc.                                                                            | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101438.63    | 0.01%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                        | Viasat, Inc.                                                                        | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    680000 | PA      | $679948.59    | 0.07%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50818.64     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                                | Conagra Brands, Inc.                                                                | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283312.57    | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                               | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    460000 | PA      | $455512.98    | 0.05%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Jaguar Land Rover Automotive PLC                                                    | Jaguar Land Rover Automotive PLC                                                    | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $209179.66    | 0.02%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                          | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156101.28    | 0.02%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                         | goeasy Ltd.                                                                         | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $295450.97    | 0.03%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                | Edison International                                                                | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361722.55    | 0.04%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                       | Comcast Corp.                                                                       | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    204000 | PA      | $202066.84    | 0.02%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Boston Properties L.P.                                                              | Boston Properties L.P.                                                              | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100156.65    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                                  | Chemours Co. (The)                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    287000 | PA      | $286074.11    | 0.03%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                 | Ally Financial Inc.                                                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525299.48    | 0.06%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                            | IPALCO Enterprises, Inc.                                                            | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97922.73     | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                 | Rakuten Group, Inc.                                                                 | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $324443.42    | 0.04%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                                | Noble Finance II LLC                                                                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $633514.28    | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                                   | ACCO Brands Corp.                                                                   | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    620000 | PA      | $545495.90    | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                       | Comcast Corp.                                                                       | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307574.61    | 0.03%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                           | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $417004.70    | 0.05%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187375.51    | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                   | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398457.88    | 0.04%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings Inc.                                                               | Fortrea Holdings Inc.                                                               | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249935.19    | 0.03%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                        | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    920000 | PA      | $953732.23    | 0.11%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: —       |
| Steelcase Inc.                                                                      | Steelcase Inc.                                                                      | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |    353000 | PA      | $345498.75    | 0.04%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership L.P./ MPT Finance Corp.                                   | MPT Operating Partnership L.P./ MPT Finance Corp.                                   | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $245630.01    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                               | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246578.23    | 0.03%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529649.72    | 0.06%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                       | Centene Corp.                                                                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92057.59     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                    | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122597.72    | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                        | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395512.55    | 0.04%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60120.62     | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                     | S&P Global Inc.                                                                     | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191616.46    | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205230.07    | 0.02%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                        | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $416188.23    | 0.05%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                      | Tapestry, Inc.                                                                      | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58879.07     | 0.01%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Capital One, N.A.                                                                   | Capital One, N.A.                                                                   | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506306.57    | 0.06%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                                     | CoreCivic, Inc.                                                                     | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158759.28    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                               | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $104003.45    | 0.01%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                               | Clydesdale Acquisition Holdings, Inc.                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200842.60    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572219.97    | 0.06%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Adams Homes, Inc.                                                                   | Adams Homes, Inc.                                                                   | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $297039.54    | 0.03%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                              | CUSIP: 69371RS56<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201733.32    | 0.02%             | 2026-08-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                        | ams-OSRAM AG                                                                        | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    279000 | PA      | $301619.09    | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399056.60    | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10842400 | PA      | $6904830.00   | 0.76%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                            | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202798.15    | 0.02%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                                      | Methanex Corp.                                                                      | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $541641.06    | 0.06%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                 | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82213.89     | 0.01%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $286456.55    | 0.03%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                               | PayPal Holdings, Inc.                                                               | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92202.48     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                     | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $206351.64    | 0.02%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Codere Online Luxembourg, S.A.                                                      | Codere Online Luxembourg, S.A.                                                      | CUSIP: N/A<br>LEI: 222100ZJU57ZQLLYNO89       | Long             | DE               | CORP              | LU        |         5 | NS      | $23.05        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Resorts World Las Vegas LLC / RWLV Capital Inc.                                     | Resorts World Las Vegas LLC / RWLV Capital Inc.                                     | CUSIP: 76120HAC1<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598286.01    | 0.07%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                        | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151032.36    | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                            | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206150.00    | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                         | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235385.82    | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                               | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189357.11    | 0.02%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer B.V.                                 | Organon & Co. / Organon Foreign Debt Co-Issuer B.V.                                 | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179435.01    | 0.02%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fortis Inc.                                                                         | Fortis Inc.                                                                         | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $188106.94    | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                                | FS KKR Capital Corp.                                                                | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148358.82    | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| IBM International Capital Pte. Ltd.                                                 | IBM International Capital Pte. Ltd.                                                 | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    170000 | PA      | $172501.16    | 0.02%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168547.13    | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                | Global Payments Inc.                                                                | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107181.27    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                          | Apple Inc.                                                                          | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133991.17    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                               | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $377605.31    | 0.04%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                | United Rentals (North America), Inc.                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159992.27    | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                            | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    680000 | PA      | $679844.16    | 0.07%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners, L.P.                                        | XPLR Infrastructure Operating Partners, L.P.                                        | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    417000 | PA      | $411107.58    | 0.05%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                     | BP Capital Markets America Inc.                                                     | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205112.28    | 0.02%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Comerica Inc.                                                                       | Comerica Inc.                                                                       | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156083.98    | 0.02%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                  | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206000.26    | 0.02%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                           | Standard Industries, Inc.                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319176.03    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                 | Ardonagh Finco Ltd.                                                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    610000 | PA      | $638604.12    | 0.07%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                         | Cabot Corp.                                                                         | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396215.05    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Brightstar Lottery PLC                                                              | Brightstar Lottery PLC                                                              | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $243537.01    | 0.03%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty L.P.                                                               | Highwoods Realty L.P.                                                               | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255339.18    | 0.03%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452950.02    | 0.05%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer B.V.                                 | Organon & Co. / Organon Foreign Debt Co-Issuer B.V.                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190408.42    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                                                    | Paramount Global                                                                    | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573208.66    | 0.06%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| Odeon Finco PLC                                                                     | Odeon Finco PLC                                                                     | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $224388.20    | 0.02%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                               | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $449944.48    | 0.05%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                  | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409251.52    | 0.05%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -48 | NC      | $19100.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       262 | NC      | $-417952.88   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                    | Clarivate Science Holdings Corp.                                                    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $289111.62    | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                    | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413038.66    | 0.05%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | E-Mini Russell 2000 Index Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        11 | NC      | $38017.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                   | Eversource Energy                                                                   | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104813.24    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102236.47    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                  | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104765.06    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                                | Sprint Capital Corp.                                                                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75220.48     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                          | Cloud Software Group, Inc.                                                          | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414078.00    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                       | Calpine Corp.                                                                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299455.92    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                                                    | Consolidated Energy Finance S.A.                                                    | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $213585.00    | 0.02%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200094.78    | 0.02%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  32806452 | NS      | $32806451.98  | 3.62%             |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                          | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    600000 | PA      | $482286.00    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial, Inc.                                                         | Brighthouse Financial, Inc.                                                         | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167401.86    | 0.02%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427510.80    | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                      | Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                      | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208872.74    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| R.R. Donnelley & Sons Co.                                                           | R.R. Donnelley & Sons Co.                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615702.00    | 0.07%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series L                                                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100073.74    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                    | Goodyear Tire & Rubber Co. (The)                                                    | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461890.55    | 0.05%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314288.70    | 0.03%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                  | Diageo Capital PLC                                                                  | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187687.53    | 0.02%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                      | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $487752.62    | 0.05%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81432.53     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                           | Directv Financing LLC / Directv Financing Co-Obligor Inc.                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $164110.21    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Co.                                                        | Pacific Gas And Electric Co.                                                        | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240017.06    | 0.03%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5482.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141683.80    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                       | Discovery Communications, LLC                                                       | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    241000 | PA      | $236304.18    | 0.03%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO STOXX 50 Index Future                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        42 | NC      | $120130.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297631.92    | 0.03%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elenia Verkko OYJ                                                                   | Elenia Verkko OYJ                                                                   | CUSIP: ZP7940551<br>LEI: 743700XGU4ZB5G4RPK50 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $112509.13    | 0.01%             | 2027-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359508.45    | 0.04%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: —       |
| Brandywine Operating Partnership, L.P.                                              | Brandywine Operating Partnership, L.P.                                              | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    290000 | PA      | $309975.49    | 0.03%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521013.44    | 0.06%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                        | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457394.86    | 0.05%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Aptiv Swiss Holdings Ltd.                                                           | Aptiv Swiss Holdings Ltd.                                                           | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    210000 | PA      | $214707.57    | 0.02%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp. / JetBlue Loyalty L.P.                                        | JetBlue Airways Corp. / JetBlue Loyalty L.P.                                        | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295162.37    | 0.03%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                          | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583062.00    | 0.06%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc / Global Net Lease Operating Partnership L.P.                  | Global Net Lease Inc / Global Net Lease Operating Partnership L.P.                  | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155237.57    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                             | MGM China Holdings Ltd.                                                             | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    246000 | PA      | $245333.46    | 0.03%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Newmark Group, Inc.                                                                 | Newmark Group, Inc.                                                                 | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $171487.20    | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $59307.38     | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                            | Service Properties Trust                                                            | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346085.48    | 0.04%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                               | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163798.86    | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                              | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226885.23    | 0.03%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                           | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455449.51    | 0.05%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411091.11    | 0.05%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co., Ltd.                                                   | Global Aircraft Leasing Co., Ltd.                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    450000 | PA      | $463855.50    | 0.05%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                              | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101379.51    | 0.01%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $406499.22    | 0.04%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                                                     | S&P Global Inc.                                                                     | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299080.63    | 0.03%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                          | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116560.13    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                     | AstraZeneca PLC                                                                     | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $919469.27    | 0.10%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco QQQ Income Advantage ETF                                                    | Invesco QQQ Income Advantage ETF                                                    | CUSIP: 46090A689<br>LEI: 254900ZOJ7ERT3IN7R51 | Long             | EC               | RF                | US        |   1812000 | NS      | $98119800.00  | 10.82%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                      | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176837.67    | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                   | Taylor Morrison Communities, Inc.                                                   | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505356.50    | 0.06%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                                              | Kyndryl Holdings, Inc.                                                              | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    920000 | PA      | $878126.54    | 0.10%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                     | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68012 | PA      | $69635.92     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership L.P./ MPT Finance Corp.                                   | MPT Operating Partnership L.P./ MPT Finance Corp.                                   | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288877.38    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                | Emerson Electric Co.                                                                | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230911.95    | 0.03%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                   | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190371.26    | 0.02%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| American Tower Corp.                                                                | American Tower Corp.                                                                | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103978.04    | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC / PBF Finance Corp.                                             | PBF Holding Co. LLC / PBF Finance Corp.                                             | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $261399.83    | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| SCIL IV LLC / SCIL USA Holdings LLC                                                 | SCIL IV LLC / SCIL USA Holdings LLC                                                 | CUSIP: 78397UAA8<br>LEI: 9845009F6D37C41A8572 | Long             | DBT              | CORP              | US        |    582000 | PA      | $581346.49    | 0.06%             | 2026-11-01      | Fixed         | 5.38%                 | 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       |        22 | NC      | $7548.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                                                        | Viatris Inc.                                                                        | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81794.18     | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                           | KBR, Inc.                                                                           | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393554.00    | 0.04%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                      | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $207875.00    | 0.02%             | 2028-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227696.09    | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                           | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312128.11    | 0.03%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| F.N.B. Corp.                                                                        | F.N.B. Corp.                                                                        | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102027.25    | 0.01%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| Southwest Airlines Co.                                                              | Southwest Airlines Co.                                                              | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122794.17    | 0.01%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                         | Baidu, Inc.                                                                         | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $302444.98    | 0.03%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc.                                                                        | Tenneco Inc.                                                                        | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    660000 | PA      | $658710.82    | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Smyrna Ready Mix Concrete, LLC                                                      | Smyrna Ready Mix Concrete, LLC                                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632270.40    | 0.07%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                            | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205662.56    | 0.02%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Moog Inc.                                                                           | Moog Inc.                                                                           | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495997.20    | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                               | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227452.15    | 0.03%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                      | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409559.68    | 0.05%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                        | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $819170.84    | 0.09%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| CSC Holdings, LLC                                                                   | CSC Holdings, LLC                                                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    452000 | PA      | $169938.89    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                        | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $226738.74    | 0.02%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235722.37    | 0.03%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                         | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226583.23    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                            | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203055.78    | 0.02%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                              | Mauser Packaging Solutions Holding Co.                                              | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202601.56    | 0.02%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos. Inc. (The)                                                        | Estee Lauder Cos. Inc. (The)                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186879.03    | 0.02%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                            | SBA Communications Corp.                                                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316620.10    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| System Energy Resources, Inc.                                                       | System Energy Resources, Inc.                                                       | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155823.81    | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                    | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148890.35    | 0.02%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                            | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    560000 | PA      | $524747.10    | 0.06%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188916.44    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                                     | Cable One, Inc.                                                                     | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $276949.84    | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153026.60    | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                                                         | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291094.05    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | Tokyo Stock Price Index Future                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        22 | NC      | $281216.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                | Analog Devices, Inc.                                                                | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101508.74    | 0.01%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Jefferies Finance LLC / JFIN Co-Issuer Corp.                                        | Jefferies Finance LLC / JFIN Co-Issuer Corp.                                        | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    466000 | PA      | $441566.28    | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                     | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131189.98    | 0.01%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                   | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386913.38    | 0.04%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                       | Altice France                                                                       | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    271845 | PA      | $277234.40    | 0.03%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                          | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   5262876 | NS      | $5262875.65   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc.                                                                   | AMC Networks Inc.                                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315174.90    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                           | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75487.71     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                           | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254336.88    | 0.03%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                               | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136369.44    | 0.02%             | 2030-05-15      | Fixed         | 1.95%                 | 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       |       131 | NC      | $11747.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Core Fixed Income ETF                                                       | Invesco Core Fixed Income ETF                                                       | CUSIP: 46127B601<br>LEI: 254900MLIL9B3UBH2053 | Long             | EC               | RF                | US        |   6850000 | NS      | $174551700.00 | 19.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Properties L.P.                                                              | Tanger Properties L.P.                                                              | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227744.25    | 0.03%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                                      | Huntington National Bank (The)                                                      | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251275.00    | 0.03%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                   | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $805040.88    | 0.09%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                         | Avis Budget Car Rental, LLC                                                         | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598331.82    | 0.07%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Installed Building Products, Inc.                                                   | Installed Building Products, Inc.                                                   | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301101.96    | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                | Edison International                                                                | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103893.47    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                 | Rakuten Group, Inc.                                                                 | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $392894.98    | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines, Inc.                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    630000 | PA      | $645008.16    | 0.07%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Prime Healthcare Services, Inc.                                                     | Prime Healthcare Services, Inc.                                                     | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $421158.00    | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                              | Mineral Resources Ltd.                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $472390.20    | 0.05%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                        | McAfee Corp.                                                                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $284201.96    | 0.03%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                   | FirstEnergy Corp., Series B                                                         | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228621.35    | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                              | Brandywine Operating Partnership, L.P.                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    186000 | PA      | $202186.52    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Globe Life Inc.                                                                     | Globe Life Inc.                                                                     | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404134.95    | 0.04%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204455.63    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                   | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $378023.06    | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500729.26    | 0.06%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  12208049 | NS      | $12208048.59  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                   | INEOS Finance PLC                                                                   | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    336000 | PA      | $317171.43    | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154767.96    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158678.37    | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                             | Nabors Industries, Inc.                                                             | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    483000 | PA      | $507954.20    | 0.06%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                               | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188071.72    | 0.02%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322737.76    | 0.04%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                      | DISH DBS Corp.                                                                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $365458.40    | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos. Inc. (The)                                                        | Estee Lauder Cos. Inc. (The)                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186826.32    | 0.02%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134028.87    | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Invesco MSCI EAFE Income Advantage ETF                                              | Invesco MSCI EAFE Income Advantage ETF                                              | CUSIP: 46090A713<br>LEI: 2549009RSRB70FWDAI16 | Long             | EC               | RF                | US        |   1465000 | NS      | $77586400.00  | 8.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317397.39    | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                        | Lennar Corp.                                                                        | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60480.99     | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                               | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $421880.48    | 0.05%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                              | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    423000 | PA      | $437986.04    | 0.05%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                           | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510184.48    | 0.06%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202099.23    | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                   | Taylor Morrison Communities, Inc.                                                   | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101532.00    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128858.27    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                       | Altice France                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      4091 | NS      | $68633.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco High Yield Bond Factor ETF                                                  | Invesco High Yield Bond Factor ETF                                                  | CUSIP: 46090A853<br>LEI: 549300RW20HYQZ1T7698 | Long             | EC               | RF                | US        |   3355243 | NS      | $76024437.99  | 8.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Airlines Co.                                                              | Southwest Airlines Co.                                                              | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375214.66    | 0.04%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                           | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353137.29    | 0.04%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                        | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93113.77     | 0.01%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                                 | NGL Energy Operating LLC / NGL Energy Finance Corp.                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204870.80    | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $625394.42    | 0.07%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| Intel Corp.                                                                         | Intel Corp.                                                                         | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197834.51    | 0.02%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                | Edison International                                                                | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206140.80    | 0.02%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                         | CDW LLC / CDW Finance Corp.                                                         | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306033.56    | 0.03%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                       | United Wholesale Mortgage LLC                                                       | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250786.00    | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                            | Darden Restaurants, Inc.                                                            | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458578.18    | 0.05%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Cascades Inc./Cascades USA Inc.                                                     | Cascades Inc./Cascades USA Inc.                                                     | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $209919.53    | 0.02%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                      | EPR Properties                                                                      | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75297.42     | 0.01%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                              | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $432432.40    | 0.05%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners L.P./ AmeriGas Finance Corp.                                      | AmeriGas Partners L.P./ AmeriGas Finance Corp.                                      | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    440000 | PA      | $456667.64    | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                    | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162820.93    | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | FTSE 100 Index Future                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        23 | NC      | $125103.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                    | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225555.39    | 0.02%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Titan International, Inc.                                                           | Titan International, Inc.                                                           | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160487.32    | 0.02%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                   | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284201.31    | 0.03%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                    | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148967.10    | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                                | Banco Bilbao Vizcaya Argentaria S.A.                                                | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206900.70    | 0.02%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298827.30    | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16001200 | PA      | $16202465.01  | 1.79%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                    | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $882539.73    | 0.10%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400466.40    | 0.04%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123727.93    | 0.01%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                   | Exxon Mobil Corp.                                                                   | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49699.78     | 0.01%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295059.91    | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                      | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    690000 | PA      | $686729.91    | 0.08%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                             | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $397430.89    | 0.04%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101134.77    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                      | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230664.75    | 0.03%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL  | Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL  | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |    239000 | PA      | $235584.74    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                             | Bath & Body Works, Inc.                                                             | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500590.37    | 0.06%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                     | Nordstrom, Inc.                                                                     | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166403.20    | 0.02%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                 | Chevron U.S.A. Inc.                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95300.03     | 0.01%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                    | Concentrix Corp.                                                                    | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233109.42    | 0.03%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124637.40    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11411700 | PA      | $11755834.08  | 1.30%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                              | Global Net Lease, Inc.                                                              | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157032.52    | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                          | LABL, Inc.                                                                          | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    266000 | PA      | $190122.54    | 0.02%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rand Parent, LLC                                                                    | Rand Parent, LLC                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $511597.50    | 0.06%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Baytex Energy Corp.                                                                 | Baytex Energy Corp.                                                                 | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $620724.08    | 0.07%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Booking Holdings Inc.                                                               | Booking Holdings Inc.                                                               | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49502.53     | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                            | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228394.91    | 0.03%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Edison International                                                                | Edison International                                                                | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493530.68    | 0.05%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                          | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190214.28    | 0.02%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                     | B&G Foods, Inc.                                                                     | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564844.50    | 0.06%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer