# EDGAR Filing Document

**Accession Number:** 0001605283
**File Stem:** 0001605283-26-000011
**Filing Date:** 2026-4
**Character Count:** 117110
**Document Hash:** b72dc7efb7fc2ef8461fbfeaa595d337
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001605283-26-000011.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001605283-26-000011

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Invesco Management Trust
- **CENTRAL INDEX KEY:** 0001605283

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22957
- **FILM NUMBER:** 26913419

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

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

## Series and Classes Contracts Data

### Invesco Conservative Income Fund (Series ID: S000045836)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000142880 | Institutional Class | ICIFX           |
| C000199848 | Class A             | ICIVX           |
| C000217951 | Class R6            | ICIRX           |
| C000217952 | Class Y             | ICIYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Invesco Management Trust

- **b. Investment Company Act file number:** 811-22957

- **c. CIK number of Registrant:** 0001605283

- **d. LEI of Registrant:** 549300E714CZKBPA2O91

- **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 Conservative Income Fund

- **b. EDGAR series identifier (if any):** S000045836

- **c. LEI of Series:** 549300DF8ZMA5QG3GE34

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1838479748.35

**Total Liabilities:** $15135581.81

**Net Assets:** $1823344166.54

**Cash Not Reported:** $81895.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16359.76044399 | **1-Year:** -117559.74791573 | **5-Year:** -45180.52029453 | **10-Year:** -12.02271202 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142880 | 0.37%                | 0.36%                | 0.33%                |
| Class ID C000199848 | 0.36%                | 0.35%                | 0.31%                |
| Class ID C000217951 | 0.37%                | 0.36%                | 0.32%                |
| Class ID C000217952 | 0.37%                | 0.36%                | 0.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $261355.38               | $-63906.34                                 |
| Month 2  | $37119.12                | $-381633.03                                |
| Month 3  | $42790.03                | $-467764.80                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Capital One Financial Corp.                                 | Capital One Financial Corp.                                                         | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6081000 | PA      | $6074397.19   | 0.33%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                 | Masco Corp.                                                                         | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1451104.53   | 0.08%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                     | Hyundai Capital America                                                             | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992953.82   | 0.11%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                   | Navient Private Education Refi Loan Trust, Series 2020-FA, Class A                  | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3249385 | PA      | $3094897.65   | 0.17%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                   | eBay Inc.                                                                           | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4477841.01   | 0.25%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                              | Morgan Stanley                                                                      | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8917210.17   | 0.49%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                       | Sumitomo Mitsui Financial Group, Inc.                                               | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $5702673.18   | 0.31%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                   | Navient Private Education Refi Loan Trust, Series 2021-FA, Class A                  | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2356136 | PA      | $2141124.05   | 0.12%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                     | GA Global Funding Trust                                                             | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3645053.89   | 0.20%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                 | Capital One Financial Corp.                                                         | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10100239.60  | 0.55%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                              | Commonwealth Bank of Australia                                                      | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  14512000 | PA      | $14515549.93  | 0.80%             | 2026-03-13      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC, Series 2023-1A, Class A1                                 | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1358347 | PA      | $1364745.06   | 0.07%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                 | Swedbank AB                                                                         | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15050903.55  | 0.83%             | 2026-06-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                    | Met Tower Global Funding                                                            | CUSIP: 58989V2F0<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10037861.60  | 0.55%             | 2026-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                   | Corebridge Global Funding                                                           | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   7758000 | PA      | $7804021.93   | 0.43%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                 | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13050000 | PA      | $13094124.27  | 0.72%             | 2026-07-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                | MassMutual Global Funding II                                                        | CUSIP: 57629TBQ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13535041.82  | 0.74%             | 2026-07-10      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                              | Pacific Life Global Funding II                                                      | CUSIP: 6944PL2V0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12541191.75  | 0.69%             | 2026-07-28      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                          | State Street Corp.                                                                  | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  14458000 | PA      | $14483045.45  | 0.79%             | 2026-08-03      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                       | Bank of America, N.A.                                                               | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15092708.70  | 0.83%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                     | Pricoa Global Funding I                                                             | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3433585.43   | 0.19%             | 2026-08-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                             | BHP Billiton Finance (USA) Ltd.                                                     | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |  14815000 | PA      | $14922861.20  | 0.82%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                              | ING Groep N.V.                                                                      | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10062195.60  | 0.55%             | 2027-09-11      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                            | Sumitomo Mitsui Trust Bank, Ltd.                                                    | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4349000 | PA      | $4388621.39   | 0.24%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                 | Swedbank AB                                                                         | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8130000 | PA      | $8227836.83   | 0.45%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC, Series 2023-2A, Class A2                                 | CUSIP: 165183DA9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   4629725 | PA      | $4650025.22   | 0.26%             | 2035-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                   | Corebridge Global Funding                                                           | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15075205.50  | 0.83%             | 2026-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                          | Canadian Imperial Bank of Commerce                                                  | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15081786.90  | 0.83%             | 2026-10-02      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing LLC, Series 2023-3, Class A2                             | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3526850 | PA      | $3568435.15   | 0.20%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                 | Toronto-Dominion Bank (The)                                                         | CUSIP: 89114XC43<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9800000 | PA      | $9841090.22   | 0.54%             | 2026-10-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                            | Wheels Fleet Lease Funding 1 LLC, Series 2023-2A, Class A                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3489716 | PA      | $3528239.32   | 0.19%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                    | Volkswagen Group of America Finance, LLC                                            | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9785000 | PA      | $9917032.43   | 0.54%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                   | Toyota Motor Credit Corp.                                                           | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8089141.04   | 0.44%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                   | JPMorgan Chase Bank, N.A.                                                           | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   7589000 | PA      | $7658407.25   | 0.42%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                            | Principal Life Global Funding II                                                    | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4546780.74   | 0.25%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                | Australia and New Zealand Banking Group Ltd.                                        | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  14000000 | PA      | $14073239.18  | 0.77%             | 2027-01-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                        | Royal Bank of Canada                                                                | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  16667000 | PA      | $16769868.72  | 0.92%             | 2027-01-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                   | DLLST LLC, Series 2024-1A, Class A3                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3004185 | PA      | $3016819.82   | 0.17%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                     | CarMax Auto Owner Trust, Series 2024-1, Class A3                                    | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7730187 | PA      | $7785444.58   | 0.43%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                | MassMutual Global Funding II                                                        | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15059057.40  | 0.83%             | 2027-01-29      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing LLC, Series 2024-1, Class A2                             | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695720 | PA      | $1708474.53   | 0.09%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                            | Sumitomo Mitsui Trust Bank, Ltd.                                                    | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   6557000 | PA      | $6646588.09   | 0.36%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                       | Keurig Dr Pepper Inc.                                                               | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10016438.30  | 0.55%             | 2027-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                    | John Deere Capital Corp.                                                            | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000362.70  | 0.55%             | 2026-03-06      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding, LLC                                 | Synchrony Card Funding, LLC, Series 2024-A1, Class A                                | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10119939.00  | 0.56%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                             | Nordea Bank Abp                                                                     | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  14286000 | PA      | $14359586.33  | 0.79%             | 2027-03-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                               | Citigroup Global Markets Inc.                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Secured, LLC                                             | CF Secured, LLC                                                                     | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                    | Volkswagen Group of America Finance, LLC                                            | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10003420.00  | 0.55%             | 2026-03-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                        | Campbell's Co. (The)                                                                | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2352000 | PA      | $2353235.74   | 0.13%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                       | Athene Global Funding                                                               | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12057092.28  | 0.66%             | 2027-03-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                        | Glencore Funding LLC                                                                | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8522000 | PA      | $8561142.06   | 0.47%             | 2027-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                              | Pacific Life Global Funding II                                                      | CUSIP: 6944PL3B3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9752872.64   | 0.53%             | 2026-03-27      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                | New York Life Global Funding                                                        | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7032629.73   | 0.39%             | 2027-04-02      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                             | Citizens Auto Receivables Trust, Series 2024-2, Class A3                            | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5219776 | PA      | $5247509.47   | 0.29%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                               | Enbridge Inc.                                                                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4666000 | PA      | $4729253.14   | 0.26%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                        | Brighthouse Financial Global Funding                                                | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $8241590.84   | 0.45%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                | Dell Equipment Finance Trust, Series 2024-1, Class A3                               | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1818017 | PA      | $1830442.73   | 0.10%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC, Series 2024-1A, Class A2                                 | CUSIP: 165183DJ0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1290324 | PA      | $1292563.22   | 0.07%             | 2036-05-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                            | Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, Class A2                          | CUSIP: 96328GBN6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2636962 | PA      | $2646407.98   | 0.15%             | 2039-02-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                | Public Storage Operating Co.                                                        | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10043120.60  | 0.55%             | 2027-04-16      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                       | Athene Global Funding                                                               | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12031109.04  | 0.66%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.          | National Rural Utilities Cooperative Finance Corp.                                  | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7605612.53   | 0.42%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                              | Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A2A                            | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117503 | PA      | $117594.06    | 0.01%             | 2027-02-16      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                            | First National Master Note Trust, Series 2024-1, Class A                            | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3870000 | PA      | $3938266.03   | 0.22%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                          | USAA Capital Corp.                                                                  | CUSIP: 90327QD97<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10198250.30  | 0.56%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                            | Bank of Montreal                                                                    | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10050759.00  | 0.55%             | 2027-06-04      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                     | Daimler Truck Finance North America LLC                                             | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $6008389.94   | 0.33%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                      | Home Depot, Inc. (The)                                                              | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4504000 | PA      | $4522660.97   | 0.25%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                        | Jackson National Life Global Funding                                                | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6719000 | PA      | $6842534.46   | 0.38%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                     | National Bank of Canada                                                             | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   5797000 | PA      | $5809789.57   | 0.32%             | 2027-07-02      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing LLC, Series 2024-3, Class A2                             | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230103 | PA      | $1233915.14   | 0.07%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                | GreatAmerica Leasing Receivables Funding LLC, Series 2024-2, Class A3               | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4059100.40   | 0.22%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                    | PNC Financial Services Group, Inc. (The)                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7532587.80   | 0.41%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                  | Sherwin-Williams Co. (The)                                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4649279.30   | 0.25%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                         | BMW US Capital, LLC                                                                 | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  10811000 | PA      | $10841458.48  | 0.59%             | 2026-08-13      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                            | Principal Life Global Funding II                                                    | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4777000 | PA      | $4825810.86   | 0.26%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                        | Porsche Innovative Lease Owner Trust, Series 2024-1A, Class A3                      | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2507252.50   | 0.14%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                            | Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, Class A2                          | CUSIP: 96328GBU0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2822157 | PA      | $2839651.29   | 0.16%             | 2039-06-21      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                     | National Bank of Canada                                                             | CUSIP: 63305LN33<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10001354.20  | 0.55%             | 2026-08-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                     | Hyundai Auto Lease Securitization Trust, Series 2024-C, Class A2B                   | CUSIP: 448984AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297290 | PA      | $1297968.33   | 0.07%             | 2027-03-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                  | Cooperatieve Rabobank U.A.                                                          | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   8035000 | PA      | $8050614.74   | 0.44%             | 2026-08-28      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                       | Athene Global Funding                                                               | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10026270.80  | 0.55%             | 2026-08-27      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                | American Honda Finance Corp.                                                        | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15043315.50  | 0.83%             | 2026-10-05      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                          | Canadian Imperial Bank of Commerce                                                  | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10031209.60  | 0.55%             | 2027-09-11      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.          | National Rural Utilities Cooperative Finance Corp.                                  | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15089702.10  | 0.83%             | 2027-09-16      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                     | BMW Vehicle Lease Trust, Series 2024-2, Class A2A                                   | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520801 | PA      | $521042.31    | 0.03%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing LLC, Series 2024-4, Class A2                             | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2551169 | PA      | $2559784.91   | 0.14%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                   | Morgan Stanley Bank, N.A.                                                           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10021132.00  | 0.55%             | 2027-10-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                          | State Street Corp.                                                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2869305.96   | 0.16%             | 2027-10-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| U.S. Bank N.A.                                              | U.S. Bank N.A.                                                                      | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10016359.30  | 0.55%             | 2027-10-22      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                          | CNO Global Funding                                                                  | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   4918000 | PA      | $4967661.28   | 0.27%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                   | Corebridge Global Funding                                                           | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10011589.40  | 0.55%             | 2028-01-07      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                      | UBS AG                                                                              | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   5608000 | PA      | $5654245.42   | 0.31%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                           | Wells Fargo & Co.                                                                   | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7461000 | PA      | $7482219.23   | 0.41%             | 2028-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                      | Fifth Third Bank, N.A.                                                              | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5308184.21   | 0.29%             | 2028-01-28      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                 | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8791000 | PA      | $8840551.97   | 0.48%             | 2028-01-31      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                       | NextEra Energy Capital Holdings, Inc.                                               | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7377871.20   | 0.40%             | 2028-02-04      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                               | Cargill, Inc.                                                                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10038857.80  | 0.55%             | 2028-02-11      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                           | Barclays Bank PLC                                                                   | CUSIP: 06746AB93<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $11997810.24  | 0.66%             | 2026-08-14      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                              | Huntington National Bank (The)                                                      | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   8127000 | PA      | $8139086.80   | 0.45%             | 2028-04-12      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                      | Intesa Sanpaolo S.p.A.                                                              | CUSIP: 46115LVS4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  10000000 | PA      | $10009560.00  | 0.55%             | 2026-07-17      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Washington Morgan Capital Co. LLC                           | Washington Morgan Capital Co. LLC                                                   | CUSIP: 93930N3T4<br>LEI: 2549001B50UEKC5ND641 | Long             | ABS-APCP         | CORP              | US        |  10000000 | PA      | $10007207.20  | 0.55%             | 2026-07-17      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                            | Deutsche Bank AG                                                                    | CUSIP: 25161DAP8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10022073.00  | 0.55%             | 2026-08-03      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                 | Bayer Corp.                                                                         | CUSIP: 07273MH33<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9834278.00   | 0.54%             | 2026-08-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                               | HSBC USA Inc.                                                                       | CUSIP: 40434RHT2<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10300470.60  | 0.56%             | 2026-08-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Morgan Capital Co. LLC                           | Washington Morgan Capital Co. LLC                                                   | CUSIP: 93930N4A4<br>LEI: 2549001B50UEKC5ND641 | Long             | ABS-APCP         | CORP              | US        |  10000000 | PA      | $10010585.00  | 0.55%             | 2026-09-10      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc.                                              | VW Credit Inc.                                                                      | CUSIP: 91842KK13<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8794152.00   | 0.48%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                 | TELUS Corp.                                                                         | CUSIP: 87974WD96<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2985966.60   | 0.16%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Natixis S.A.                                                | Natixis S.A.                                                                        | CUSIP: 63873TGQ5<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10029293.60  | 0.55%             | 2027-10-18      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo Funding LLC                                 | Intesa Sanpaolo Funding LLC                                                         | CUSIP: 4611K1K20<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9756263.00   | 0.54%             | 2026-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| White Plains Capital Co. LLC                                | White Plains Capital Co. LLC                                                        | CUSIP: 96437UG73<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9856759.00   | 0.54%             | 2026-07-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc.                         | Brookfield BRP Holdings Canada Inc.                                                 | CUSIP: 11284XCA7<br>LEI: 549300NSPD7QJ50GZW26 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14982649.50  | 0.82%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc.                         | Brookfield BRP Holdings Canada Inc.                                                 | CUSIP: 11284XCB5<br>LEI: 549300NSPD7QJ50GZW26 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1597978.88   | 0.09%             | 2026-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                | Oracle Corp.                                                                        | CUSIP: 6840C3GP2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8853854.40   | 0.49%             | 2026-07-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                | Oracle Corp.                                                                        | CUSIP: 6840C3GN7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3640314.19   | 0.20%             | 2026-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                    | HCA Inc.                                                                            | CUSIP: 40412DC23<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8996997.60   | 0.49%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                    | HCA Inc.                                                                            | CUSIP: 40412DC31<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4997768.50   | 0.27%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                    | HCA Inc.                                                                            | CUSIP: 40412DCP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9972485.00   | 0.55%             | 2026-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc.                         | Brookfield BRP Holdings Canada Inc.                                                 | CUSIP: 11284XCJ8<br>LEI: 549300NSPD7QJ50GZW26 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4989927.50   | 0.27%             | 2026-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                    | HCA Inc.                                                                            | CUSIP: 40412DE54<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8433995.80   | 0.46%             | 2026-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                       | BofA Securities, Inc.                                                               | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                         | Sonoco Products Co.                                                                 | CUSIP: 83549SC26<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3498828.20   | 0.19%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                           | Genuine Parts Co.                                                                   | CUSIP: 37255GC30<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9995540.00   | 0.55%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                           | Genuine Parts Co.                                                                   | CUSIP: 37255GC55<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |  20600000 | PA      | $20586158.86  | 1.13%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc.                                   | Evergy Missouri West Inc.                                                           | CUSIP: 30037NCB7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9987368.00   | 0.55%             | 2026-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                             | Air Lease Corp.                                                                     | CUSIP: 00913XC43<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6296495.31   | 0.35%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA/New York NY                             | Intesa Sanpaolo SpA/New York NY                                                     | CUSIP: 46115LVT2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  10000000 | PA      | $10005660.00  | 0.55%             | 2027-02-16      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Santander US Capital Markets LLC                            | Santander US Capital Markets LLC                                                    | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc.                                   | Evergy Missouri West Inc.                                                           | CUSIP: 30037NCH4<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4990467.50   | 0.27%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                 | TELUS Corp.                                                                         | CUSIP: 87974WHJ0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9805067.00   | 0.54%             | 2026-08-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                             | Brunswick Corp.                                                                     | CUSIP: 11704NC37<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9995294.00   | 0.55%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                        | Global Payments Inc.                                                                | CUSIP: 37961DC65<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6994569.40   | 0.38%             | 2026-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                           | Crown Castle Inc.                                                                   | CUSIP: 22823QCH2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9979124.00   | 0.55%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                       | Nomura Securities International, Inc.                                               | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                 | TELUS Corp.                                                                         | CUSIP: 87974WET1<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |  11500000 | PA      | $11382865.60  | 0.62%             | 2026-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                        | Global Payments Inc.                                                                | CUSIP: 37961DC40<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19988908.00  | 1.10%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                    | HCA Inc.                                                                            | CUSIP: 40412DDL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9939651.00   | 0.55%             | 2026-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                       | Alexandria Real Estate Equities, Inc.                                               | CUSIP: 01527MC68<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3447392.49   | 0.19%             | 2026-03-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings Canada Inc.                         | Brookfield BRP Holdings Canada Inc.                                                 | CUSIP: 11284XDN8<br>LEI: 549300NSPD7QJ50GZW26 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9942670.00   | 0.55%             | 2026-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                             | Air Lease Corp.                                                                     | CUSIP: 00913XC92<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7991037.60   | 0.44%             | 2026-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                        | Global Payments Inc.                                                                | CUSIP: 37961DC57<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996674.00   | 0.27%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                             | Brunswick Corp.                                                                     | CUSIP: 11704NC52<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19985872.00  | 1.10%             | 2026-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                           | Crown Castle Inc.                                                                   | CUSIP: 22823QCK5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7981447.20   | 0.44%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                          | General Motors Financial Co., Inc.                                                  | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10058120.00  | 0.55%             | 2028-04-04      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                | American Honda Finance Corp.                                                        | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10046862.00  | 0.55%             | 2028-03-03      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                              | Synopsys, Inc.                                                                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2519459.78   | 0.14%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                    | John Deere Capital Corp.                                                            | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10047815.90  | 0.55%             | 2028-03-06      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                       | PayPal Holdings, Inc.                                                               | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   4464000 | PA      | $4516360.18   | 0.25%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                      | John Deere Owner Trust, Series 2025-A, Class A2B                                    | CUSIP: 47800DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3009540 | PA      | $3010473.03   | 0.17%             | 2028-03-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                              | Hyundai Auto Receivables Trust, Series 2025-A, Class A2B                            | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4649103 | PA      | $4651274.57   | 0.26%             | 2027-12-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                       | CCG Receivables Trust, Series 2025-1, Class A2                                      | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3835206 | PA      | $3856000.84   | 0.21%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                | GreatAmerica Leasing Receivables Funding LLC, Series 2025-1, Class A2               | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2219002 | PA      | $2226426.36   | 0.12%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                               | Volvo Financial Equipment LLC, Series 2025-1A, Class A2                             | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535812 | PA      | $2540847.32   | 0.14%             | 2027-11-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust            | World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A2B          | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1140794 | PA      | $1141189.41   | 0.06%             | 2027-12-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                      | Goldman Sachs Bank USA                                                              | CUSIP: 38151G2K6<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10045510.30  | 0.55%             | 2027-03-07      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                  | Mars, Inc.                                                                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5956000 | PA      | $6006042.61   | 0.33%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                 | GlaxoSmithKline Capital PLC                                                         | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   6593000 | PA      | $6614116.52   | 0.36%             | 2027-03-12      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                | Advanced Micro Devices, Inc.                                                        | CUSIP: 007903BH9<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10029548.30  | 0.55%             | 2026-09-24      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                             | Nordea Bank Abp                                                                     | CUSIP: 65558RAL3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   5000000 | PA      | $5059669.05   | 0.28%             | 2028-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                | Nutrien Ltd.                                                                        | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   5970000 | PA      | $6007715.89   | 0.33%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                            | Wheels Fleet Lease Funding 1 LLC, Series 2025-1A, Class A1                          | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   6364793 | PA      | $6432429.94   | 0.35%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                 | Rio Tinto Finance (USA) PLC                                                         | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1741000 | PA      | $1754993.46   | 0.10%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                  | Aviation Capital Group LLC                                                          | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1948451.31   | 0.11%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                        | Glencore Funding LLC                                                                | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5357000 | PA      | $5368321.27   | 0.29%             | 2026-10-01      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                               | Bank of New York Mellon (The)                                                       | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3311000 | PA      | $3313480.40   | 0.18%             | 2027-04-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                             | Goldman Sachs Group, Inc. (The)                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5129000 | PA      | $5178371.09   | 0.28%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                          | State Street Corp.                                                                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1442446.14   | 0.08%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                | New York Life Global Funding                                                        | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3735095.29   | 0.20%             | 2028-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                | Dell Equipment Finance Trust, Series 2025-1, Class A3                               | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2480000 | PA      | $2511079.11   | 0.14%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                     | Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3229064.96   | 0.18%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                         | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A2A                       | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4672499 | PA      | $4684388.23   | 0.26%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                     | CarMax Auto Owner Trust, Series 2025-2, Class A2A                                   | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600142 | PA      | $2608301.92   | 0.14%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                              | Pacific Life Global Funding II                                                      | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   9434000 | PA      | $9538238.25   | 0.52%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                              | Citigroup Inc.                                                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10071090.80  | 0.55%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                              | PNC Bank, N.A.                                                                      | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   6977000 | PA      | $6984841.17   | 0.38%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                 | Pinnacle West Capital Corp.                                                         | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    649000 | PA      | $661872.42    | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| U.S. Bank N.A.                                              | U.S. Bank N.A.                                                                      | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10053813.30  | 0.55%             | 2028-05-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| M&T Equipment LLC                                           | M&T Equipment LLC, Series 2025-1A, Class A2                                         | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3851129 | PA      | $3870260.49   | 0.21%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                                    | AutoNation Finance Trust, Series 2025-1A, Class A2                                  | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3064602 | PA      | $3070871.12   | 0.17%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                    | Svenska Handelsbanken AB                                                            | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   6522000 | PA      | $6550113.54   | 0.36%             | 2028-05-23      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                  | Cooperatieve Rabobank U.A.                                                          | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   8571000 | PA      | $8598607.11   | 0.47%             | 2027-05-27      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                       | GM Financial Automobile Leasing Trust, Series 2025-2, Class A2B                     | CUSIP: 362962AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1942072 | PA      | $1944480.27   | 0.11%             | 2027-07-20      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                            | Harley-Davidson Motorcycle Trust, Series 2025-A, Class A2A                          | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1661878 | PA      | $1666480.41   | 0.09%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                       | Westlake Automobile Receivables Trust, Series 2025-P1, Class A2                     | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4255828 | PA      | $4265566.75   | 0.23%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                            | Lincoln Financial Global Funding                                                    | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018616.74   | 0.17%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                          | General Motors Financial Co., Inc.                                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3376931.61   | 0.19%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                               | HSBC USA Inc.                                                                       | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   6522000 | PA      | $6567883.97   | 0.36%             | 2028-06-03      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                 | Toronto-Dominion Bank (The)                                                         | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10081308.90  | 0.55%             | 2028-06-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                          | USAA Capital Corp.                                                                  | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3372691.47   | 0.18%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                               | Enbridge Inc.                                                                       | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2905000 | PA      | $2944909.01   | 0.16%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                     | Hyundai Capital America                                                             | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8098899.44   | 0.44%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                | American Honda Finance Corp.                                                        | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10059215.40  | 0.55%             | 2027-07-09      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                           | Morgan Stanley Private Bank, N.A.                                                   | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6969000 | PA      | $6986827.61   | 0.38%             | 2028-07-06      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                              | PNC Bank, N.A.                                                                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2638167.24   | 0.14%             | 2028-07-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                 | Truist Bank                                                                         | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   9757000 | PA      | $9778987.40   | 0.54%             | 2028-07-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                            | Wheels Fleet Lease Funding 1 LLC, Series 2025-2A, Class A1                          | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10103296.00  | 0.55%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                     | Daimler Truck Finance North America LLC                                             | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4205636.57   | 0.23%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                    | Roper Technologies, Inc.                                                            | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1019759.51   | 0.06%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                            | Principal Life Global Funding II                                                    | CUSIP: 7425APAD7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $4362439.10   | 0.24%             | 2028-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                        | Zions Bancorp., N.A.                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  11618000 | PA      | $11685209.20  | 0.64%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                        | Caterpillar Financial Services Corp., Series K                                      | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   8734000 | PA      | $8817609.36   | 0.48%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                 | Zoetis Inc.                                                                         | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   4808000 | PA      | $4845403.84   | 0.27%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                   | Corebridge Global Funding                                                           | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3043000 | PA      | $3053457.15   | 0.17%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                          | Northwestern Mutual Global Funding                                                  | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6261553.56   | 0.34%             | 2028-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                           | Eli Lilly and Co.                                                                   | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3364857.68   | 0.18%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                | Marriott International, Inc.                                                        | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1716712.73   | 0.09%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.          | National Rural Utilities Cooperative Finance Corp., Series D                        | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5128000 | PA      | $5165197.64   | 0.28%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                          | Metropolitan Life Global Funding I                                                  | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2822138.54   | 0.15%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                            | Sumitomo Mitsui Trust Bank, Ltd.                                                    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1541000 | PA      | $1547357.93   | 0.08%             | 2028-09-11      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                    | Volkswagen Group of America Finance, LLC                                            | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4022710.40   | 0.22%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                          | Canadian Imperial Bank of Commerce                                                  | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10048582.10  | 0.55%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                          | F&G Global Funding                                                                  | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2133176.32   | 0.12%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                            | Equitable America Global Funding                                                    | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   4474000 | PA      | $4472416.96   | 0.25%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                              | Hewlett Packard Enterprise Co.                                                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10022204.80  | 0.55%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                   | Bank of Nova Scotia (The)                                                           | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10017434.40  | 0.55%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                              | Jefferies Financial Group Inc.                                                      | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10002240.70  | 0.55%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                        | Jackson National Life Global Funding                                                | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1434640.79   | 0.08%             | 2028-09-12      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                              | Protective Life Global Funding                                                      | CUSIP: 743672AJ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7015656.76   | 0.38%             | 2028-09-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                | MassMutual Global Funding II                                                        | CUSIP: 57629TBY2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10019419.90  | 0.55%             | 2028-08-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing LLC, Series 2025-4, Class A2                             | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3611088.72   | 0.20%             | 2028-08-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II 2025-1 | Navistar Financial Dealer Note Master Owner Trust II 2025-1, Series 2025-1, Class A | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2915329.98   | 0.16%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-B                        | Barings Equipment Finance LLC 2025-B, Series 2025-B, Class A2                       | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3207300.16   | 0.18%             | 2029-02-13      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                            | Wheels Fleet Lease Funding 1 LLC, Series 2025-3A, Class A1                          | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   5350000 | PA      | $5375561.23   | 0.29%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                               | Alphabet Inc.                                                                       | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3660973.87   | 0.20%             | 2028-11-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                   | eBay Inc.                                                                           | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   3676000 | PA      | $3701537.87   | 0.20%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                      | Novartis Capital Corp.                                                              | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $5493569.33   | 0.30%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                            | Amazon.com, Inc.                                                                    | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $6929419.76   | 0.38%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                               | Enbridge Inc.                                                                       | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3846000 | PA      | $3870456.98   | 0.21%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                 | Pfizer Inc.                                                                         | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2692000 | PA      | $2702148.49   | 0.15%             | 2027-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                | Australia and New Zealand Banking Group Ltd.                                        | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4390000 | PA      | $4404511.89   | 0.24%             | 2028-12-08      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                           | Merck & Co., Inc.                                                                   | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7674545.33   | 0.42%             | 2029-03-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                            | Equitable America Global Funding                                                    | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11061306.74  | 0.61%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                 | Merchants Fleet Funding LLC, Series 2025-1A, Class A                                | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2522158.25   | 0.14%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                       | Sumitomo Mitsui Financial Group, Inc.                                               | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3641000 | PA      | $3657593.13   | 0.20%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                          | F&G Global Funding                                                                  | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   8065000 | PA      | $8004800.58   | 0.44%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                    | Met Tower Global Funding                                                            | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   7692000 | PA      | $7707240.62   | 0.42%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                     | National Bank of Canada                                                             | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   6349000 | PA      | $6374473.08   | 0.35%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                  | Aviation Capital Group LLC                                                          | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    970000 | PA      | $970271.73    | 0.05%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                     | SoFi Consumer Loan Program Trust 2026-1, Series 2026-1, Class A                     | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4804000.32   | 0.26%             | 2035-12-26      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing LLC, Series 2026-1, Class A2                             | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6269610.00   | 0.34%             | 2028-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                             | AutoNation Finance Trust 2026-1, Series 2026-1A, Class A2                           | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3104119.90   | 0.17%             | 2029-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                    | PNC Financial Services Group, Inc. (The)                                            | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2183000 | PA      | $2190203.62   | 0.12%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, N.A.                                         | Citizens Bank, N.A.                                                                 | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   4388000 | PA      | $4395039.98   | 0.24%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                 | Truist Bank                                                                         | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000621.60  | 0.55%             | 2029-01-27      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                         | Macquarie Bank Ltd.                                                                 | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   4321000 | PA      | $4326097.35   | 0.24%             | 2028-02-03      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                | American Honda Finance Corp.                                                        | CUSIP: 02665WGQ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7496000 | PA      | $7508936.37   | 0.41%             | 2029-01-08      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                        | Zions Bancorp., N.A.                                                                | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1957185.77   | 0.11%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                              | Jefferies Financial Group Inc.                                                      | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   9106000 | PA      | $9115504.39   | 0.50%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                       | Walt Disney Co. (The)                                                               | CUSIP: 254687GB6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8005692.96   | 0.44%             | 2029-03-14      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2026-1                          | FCCU Auto Receivables Trust 2026-1, Series 2026-1A, Class A2                        | CUSIP: 30343XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5680000 | PA      | $5681844.86   | 0.31%             | 2029-10-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                     | Nissan Auto Lease Trust, Series 2026-A, Class A2B                                   | CUSIP: 65481HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8200000 | PA      | $8208015.50   | 0.45%             | 2028-05-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                | Avolon Holdings Funding Ltd.                                                        | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2913000 | PA      | $2905715.02   | 0.16%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1            | SFS Auto Receivables Securitization Trust 2026-1, Series 2026-1A, Class A2B         | CUSIP: 81885FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9007515.00   | 0.49%             | 2029-08-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                        | Banco Bilbao Vizcaya Argentaria S.A.                                                | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   5600000 | PA      | $5604675.61   | 0.31%             | 2029-03-03      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                 | AbbVie Inc.                                                                         | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3252000 | PA      | $3259569.45   | 0.18%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Invesco Management Trust

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer