# EDGAR Filing Document

**Accession Number:** 0000872323
**File Stem:** 0001410368-25-030054
**Filing Date:** 2025-11
**Character Count:** 104115
**Document Hash:** 046be920cf420e5aa35650dd8ce5559f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030054.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030054

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARRIS ASSOCIATES INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000872323

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06279
- **FILM NUMBER:** 251514407

**BUSINESS ADDRESS:**
- **STREET 1:** HARRIS ASSOCIATES LP
- **STREET 2:** 111 S. WACKER DRIVE, SUITE 4600
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 8004769625

**MAIL ADDRESS:**
- **STREET 1:** HARRIS ASSOCIATES LP
- **STREET 2:** 111 S. WACKER DRIVE, SUITE 4600
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

## Series and Classes Contracts Data

### Oakmark Equity and Income Fund (Series ID: S000002760)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000007558 | Investor Class      | OAKBX           |
| C000174799 | Advisor Class       | OAYBX           |
| C000174800 | Institutional Class | OANBX           |
| C000225886 | R6 Class            | OAZBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARRIS ASSOCIATES INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-06279

- **c. CIK number of Registrant:** 0000872323

- **d. LEI of Registrant:** 54930037R1JTV3ZYFY28

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

  - **Street Address 1:** HARRIS ASSOCIATES LP

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-646-3600

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

- **a. Name of Series:** Oakmark Equity and Income Fund

- **b. EDGAR series identifier (if any):** S000002760

- **c. LEI of Series:** 549300BVN2C0BQ0OBX87

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6284285533.01

**Total Liabilities:** $41049948.92

**Net Assets:** $6243235584.09

**Delayed Delivery Securities:** $34071197.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1866.73000000 | **1-Year:** -59821.18000000 | **5-Year:** -310176.75000000 | **10-Year:** -249074.16000000 | **30-Year:** -39245.43000000

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

- **3-Month:** -437.18000000 | **1-Year:** -22609.44000000 | **5-Year:** -94356.23000000 | **10-Year:** -27921.84000000 | **30-Year:** -15715.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174800 | -0.32%               | 2.92%                | 0.38%                |
| Class ID C000174799 | -0.32%               | 2.92%                | 0.37%                |
| Class ID C000225886 | -0.30%               | 2.92%                | 0.39%                |
| Class ID C000007558 | -0.35%               | 2.92%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28940050.54             | $-57175862.52                              |
| Month 2  | $16941719.04             | $146239936.59                              |
| Month 3  | $61217102.05             | $-52790264.48                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2025-9                                 | CUSIP: 03466VAB8<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |   3168704 | PA      | $3176758.46   | 0.05%             | 2070-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                | Boeing Co/The                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $21103007.35  | 0.34%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc                                 | OPENLANE Inc                                                    | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    954700 | NS      | $27476266.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DQ2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31602075 | PA      | $27145380.16  | 0.43%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |    260400 | NS      | $40742184.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association                        | CUSIP: 38384D2T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13663656 | PA      | $14321107.54  | 0.23%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    277600 | NS      | $65791200.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                             | MGM Resorts International                                       | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |  13875000 | PA      | $13766865.19  | 0.22%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7748399.55   | 0.12%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery Inc                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   3944800 | NS      | $77041944.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                | Blackrock Inc                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      9900 | NS      | $11542113.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                        | Stifel Financial Corp                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |  12242000 | PA      | $11987468.25  | 0.19%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac REMICS                                              | CUSIP: 3137HCN81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17672767 | PA      | $17817005.51  | 0.29%             | 2054-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                            | General Motors Co                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    838800 | NS      | $51141636.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                     | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10159097.70  | 0.16%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust Series 2024-6                          | CUSIP: 46657YAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14755030 | PA      | $15532789.81  | 0.25%             | 2054-12-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    329500 | NS      | $45668700.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                           | A&D Mortgage Trust 2025-NQM3                                    | CUSIP: 00250FAD5<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |   3894886 | PA      | $3903508.06   | 0.06%             | 2070-08-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                     | OBX 2025-NQM16 Trust                                            | CUSIP: 67122DAF0<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3395275.70   | 0.05%             | 2065-08-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                             | LPL Holdings Inc                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  14225000 | PA      | $14478294.33  | 0.23%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                          | PEER HOLDING III BV 2025 USD TERM LOAN B                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.08%             | 2032-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                     | Boost Newco Borrower LLC 2025 USD Term Loan B2                  | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |  14887688 | PA      | $14893940.33  | 0.24%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43700000 | PA      | $43973125.00  | 0.70%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                          | LYB International Finance III LLC                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15631906.65  | 0.25%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140N3AF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6135537 | PA      | $5995042.57   | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                       | Sequoia Mortgage Trust 2024-6                                   | CUSIP: 81743DCD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10280092 | PA      | $10612781.60  | 0.17%             | 2054-07-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9766684.84   | 0.16%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                     | Citadel Securities Global Holdings LLC                          | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $21009508.80  | 0.34%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust 2025-2                      | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9235474.20   | 0.15%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                          | Peer Holding III BV 2025 USD Term Loan B5B                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   4962500 | PA      | $4963542.13   | 0.08%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2024-1 Receivables Funding LLC                 | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2854782 | PA      | $2889943.74   | 0.05%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2022-2 Receivables Funding LLC                 | CUSIP: 82650TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191861 | PA      | $197175.68    | 0.00%             | 2040-06-20      | Fixed         | 9.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac REMICS                                              | CUSIP: 3137HCVX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8642786 | PA      | $8960792.79   | 0.14%             | 2054-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America Inc                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    583898 | NS      | $112184322.74 | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                      | MPLX LP                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10021723.30  | 0.16%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70200000 | PA      | $70847156.25  | 1.13%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3133CU6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19335205 | PA      | $19619612.26  | 0.31%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140W0GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29368927 | PA      | $29695038.94  | 0.48%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Government National Mortgage Association                        | CUSIP: 38384DGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19996306 | PA      | $20516222.31  | 0.33%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation           | Chase Home Lending Mortgage Trust Series 2024-6                 | CUSIP: 161931AT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15274215 | PA      | $16224641.29  | 0.26%             | 2055-05-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                | M/I Homes Inc                                                   | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6780796.78   | 0.11%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                      | GLP Capital LP / GLP Financing II Inc                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   9425000 | PA      | $9020836.21   | 0.14%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    717800 | NS      | $50525942.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                     | Pershing Square Holdings Ltd/Fund                               | CUSIP: 71531QAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |  14000000 | PA      | $12886761.86  | 0.21%             | 2030-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    540100 | NS      | $37661173.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                | Owens Corning                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    253800 | NS      | $35902548.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BACARDI-MARTINI BV                           | Bacardi-Martini BV                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |  11350000 | PA      | $11802632.55  | 0.19%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2023-3 Receivables Funding LLC                 | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2620481 | PA      | $2703998.91   | 0.04%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10005728.40  | 0.16%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20450000 | PA      | $20545859.38  | 0.33%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust          | GS Mortgage-Backed Securities Trust 2025-PJ4                    | CUSIP: 36271WCD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1989132 | PA      | $2052167.03   | 0.03%             | 2055-09-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                            | Lithia Motors Inc                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    246300 | NS      | $77830800.00  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DUJW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19827396 | PA      | $20115619.96  | 0.32%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                       | Bunge Ltd Finance Corp                                          | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11265594.57  | 0.18%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                        | Citadel Securities LP 2024 First Lien Term Loan                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   2165200 | NS      | $68030584.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust          | Exeter Automobile Receivables Trust                             | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3556695.10   | 0.06%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23263148 | PA      | $18847085.52  | 0.30%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29425000 | PA      | $29151439.31  | 0.47%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                       | Molex Electronic Technologies LLC                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7886586.16   | 0.13%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3142GSNU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27410233 | PA      | $27796729.38  | 0.45%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APA CORP                                     | APA Corp                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8357198.50   | 0.13%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                       | American Honda Finance Corp                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10246185.80  | 0.16%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                        | QXO Building Products Inc                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $14236697.61  | 0.23%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20750000 | PA      | $21399494.92  | 0.34%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    707200 | NS      | $171920320.00 | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                       | Daimler Truck Finance North America LLC                         | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  23500000 | PA      | $24170717.03  | 0.39%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2023-2 Receivables Funding LLC                 | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1918828 | PA      | $2015234.30   | 0.03%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust 2025-CCM1                              | CUSIP: 46593MBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6788534 | PA      | $6856513.99   | 0.11%             | 2055-06-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                  | Phillips 66                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |   1060300 | NS      | $144222006.00 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                      | GLP Capital LP / GLP Financing II Inc                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   4975000 | PA      | $5112956.75   | 0.08%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    332100 | NS      | $28188648.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust          | GS Mortgage-Backed Securities Trust 2025-PJ3                    | CUSIP: 36273WCG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4842253 | PA      | $4849877.27   | 0.08%             | 2055-07-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    478000 | NS      | $47083000.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140N25C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26023302 | PA      | $25445929.17  | 0.41%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                | Carnival Corp                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9750000 | PA      | $9922360.50   | 0.16%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    194400 | NS      | $62814528.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2023-D                               | CUSIP: 12598VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9237000 | PA      | $9630940.50   | 0.15%             | 2030-01-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac REMICS                                              | CUSIP: 3137HBDC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22176644 | PA      | $22729938.22  | 0.36%             | 2054-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    616800 | NS      | $79524024.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                     | First Citizens BancShares Inc/NC                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  18250000 | PA      | $18520221.73  | 0.30%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| State Street Corp                            | State Street Corp                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    568200 | NS      | $65916882.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9693762.20   | 0.16%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp/DE                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    269900 | NS      | $42989672.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINAN CO XII                       | KKR Group Finance Co XII LLC                                    | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9097636.32   | 0.15%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust 2024-12                                | CUSIP: 46658TBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10173983 | PA      | $10468234.50  | 0.17%             | 2055-06-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                         | Targa Resources Corp                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    299500 | NS      | $50178230.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                   | FIXED INC CLEARING CORP.REPO                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  79004713 | PA      | $79004712.52  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $10330376.65  | 0.17%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25775000 | PA      | $25933073.18  | 0.42%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    266000 | NS      | $50524040.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    524400 | NS      | $88350912.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust          | GS Mortgage-Backed Securities Trust 2025-PJ6                    | CUSIP: 36272KCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6976156 | PA      | $7191112.75   | 0.12%             | 2055-11-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                     | Willis North America Inc                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4686071.84   | 0.08%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $41337890.50  | 0.66%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                              | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1843223.60   | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                              | Cigna Group/The                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10100829.60  | 0.16%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  23750000 | PA      | $23130780.26  | 0.37%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |    315600 | NS      | $109024020.00 | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                               | Wendy's Co/The                                                  | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |   6848900 | NS      | $62735924.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                               | Brunswick Corp/DE                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  35813000 | PA      | $31137550.89  | 0.50%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                            | CBRE Services Inc                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10158811.80  | 0.16%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                          | United Airlines Inc                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9846887.50   | 0.16%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                             | Wand NewCo 3 Inc 2025 Repriced Term Loan B                      | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |  23770069 | PA      | $23676414.74  | 0.38%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140XP3R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22171638 | PA      | $22554474.53  | 0.36%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1424331.19   | 0.02%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140W1MY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36230928 | PA      | $29483141.62  | 0.47%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust 2024-12                                | CUSIP: 46658TBL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9257265 | PA      | $9592060.30   | 0.15%             | 2055-06-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                          | Delta Air Lines Inc                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13262498.86  | 0.21%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                           | Expand Energy Corp                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24569372.00  | 0.39%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                     | First Citizens BancShares Inc/NC                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13423204.00  | 0.22%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9952388.20   | 0.16%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                       | GE HealthCare Technologies Inc                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2721037.20   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                       | Bunge Ltd Finance Corp                                          | CUSIP: 120568BP4<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  13150000 | PA      | $13542890.31  | 0.22%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                   | Airbnb Inc                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |    775000 | NS      | $94100500.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $16929448.05  | 0.27%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14850000 | PA      | $15333998.48  | 0.25%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DSQE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22726778 | PA      | $19561746.09  | 0.31%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                     | Icon Investments Six DAC                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  12450000 | PA      | $13068793.01  | 0.21%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                      | Belron Finance 2019 LLC 2025 Repriced Term Loan B               | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13365253 | PA      | $13423792.93  | 0.22%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                        | Carlyle Group Inc/The                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9965030.20   | 0.16%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                            | Brunswick Corp/DE                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |   1100200 | NS      | $69576648.00  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust          | GS Mortgage-Backed Securities Trust 2025-PJ3                    | CUSIP: 36273WCD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3783072 | PA      | $3828478.64   | 0.06%             | 2055-07-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DUKG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38459814 | PA      | $39123884.33  | 0.63%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                            | Lithia Motors Inc                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4748087.00   | 0.08%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2024-2 Receivables Funding LLC                 | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2217055 | PA      | $2253230.23   | 0.04%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2024-A                               | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3268855.04   | 0.05%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2023-P2                          | CUSIP: 14686TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4201800.40   | 0.07%             | 2030-06-10      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13575000 | PA      | $13743182.17  | 0.22%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25650000 | PA      | $26524810.69  | 0.42%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  27250000 | PA      | $28141915.39  | 0.45%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140AU4S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6803015 | PA      | $6897896.81   | 0.11%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                     | Omega Healthcare Investors Inc                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2425000 | PA      | $2461905.20   | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation           | Chase Home Lending Mortgage Trust Series 2024-1                 | CUSIP: 16160DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12405265 | PA      | $12827394.97  | 0.21%             | 2055-01-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                     | ICON PLC                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |    263500 | NS      | $46112500.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2062121 | NS      | $106384822.39 | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15121875.00  | 0.24%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                        | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9957809.50   | 0.16%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2024-P4                          | CUSIP: 14076LAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2532000 | PA      | $2547192.76   | 0.04%             | 2032-12-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                     | Corebridge Financial Inc                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |   2911176 | NS      | $93303190.80  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                  | Aker BP ASA                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $9637290.40   | 0.15%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust 2025-CCM1                              | CUSIP: 46593MBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4949354 | PA      | $4967117.49   | 0.08%             | 2055-06-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10458012.10  | 0.17%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                  | RCKT Mortgage Trust 2021-5                                      | CUSIP: 749384BU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8299690 | PA      | $6854844.57   | 0.11%             | 2051-11-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |   1329898 | NS      | $58462316.08  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK NA                           | South State Bank NA                                             | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9794125.00   | 0.16%             | 2034-08-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust Series 2025-NQM3                       | CUSIP: 46659QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13251014 | PA      | $13336390.45  | 0.21%             | 2065-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2025-1 Receivables Funding LLC                 | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7078619 | PA      | $7139991.92   | 0.11%             | 2042-01-21      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18744745.80  | 0.30%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                     | RHP Hotel Properties LP / RHP Finance Corp                      | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |  10875000 | PA      | $10665365.89  | 0.17%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                    | Lear Corp                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6093363.41   | 0.10%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7867169.85   | 0.13%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                            | GXO Logistics Inc                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8816270.10   | 0.14%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc               | GE HealthCare Technologies Inc                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |    863600 | NS      | $64856360.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2024-P2                          | CUSIP: 14688PAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1668335.34   | 0.03%             | 2031-06-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                  | Southern Co/The                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13566635.50  | 0.22%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac REMICS                                              | CUSIP: 3137HBVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11051988 | PA      | $10526585.59  | 0.17%             | 2054-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust               | Hyundai Auto Receivables Trust 2025-B                           | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3867205.66   | 0.06%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ABM Industries Inc                           | ABM Industries Inc                                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |   1059700 | NS      | $48873364.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2024-P3                          | CUSIP: 146919AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8000159.20   | 0.13%             | 2032-09-10      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                           | A&D Mortgage Trust 2025-NQM4                                    | CUSIP: 002941AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10007285.00  | 0.16%             | 2070-10-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2025-P1                          | CUSIP: 14689MAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580092 | PA      | $580096.11    | 0.01%             | 2033-03-10      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                          | Select Medical Corp                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25010475.00  | 0.40%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DSRK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6105401 | PA      | $6091649.05   | 0.10%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust       | Santander Drive Auto Receivables Trust 2024-4                   | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21750000 | PA      | $22019478.15  | 0.35%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                               | AutoNation Inc                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4776077.79   | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    116300 | NS      | $53179338.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |   1102826 | NS      | $105286798.22 | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DS7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37358178 | PA      | $30470509.02  | 0.49%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC              | Raising Cane's Restaurants LLC 2024 Term Loan B                 | CUSIP: 75101XAP2<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |   9900000 | PA      | $9928908.01   | 0.16%             | 2031-09-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  29150000 | PA      | $29004489.61  | 0.46%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    432800 | NS      | $82820608.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                            | Hyatt Hotels Corp                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20858398.40  | 0.33%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                     | OBX 2025-NQM13 Trust                                            | CUSIP: 67121UAB2<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   6731753 | PA      | $6784078.64   | 0.11%             | 2065-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                       | Williams Cos Inc/The                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10147656.50  | 0.16%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                              | Thor Industries Inc                                             | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $16346657.18  | 0.26%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                            | CBRE Services Inc                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $9718886.02   | 0.16%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                   | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $15222912.00  | 0.24%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2024-B                               | CUSIP: 12627SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7658335.95   | 0.12%             | 2031-11-17      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2022-2 Receivables Funding LLC                 | CUSIP: 82650TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383721 | PA      | $387174.98    | 0.01%             | 2040-06-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust        | Westlake Automobile Receivables Trust 2025-2                    | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4636978.02   | 0.07%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Warner Music Group Corp                      | Warner Music Group Corp                                         | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1778600 | NS      | $60579116.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3133KP4X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3145241 | PA      | $3075699.91   | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                          | TE Connectivity PLC                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    559977 | NS      | $122931750.81 | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72500000 | PA      | $69806738.10  | 1.12%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5511000 | PA      | $6110966.70   | 0.10%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                            | Lithia Motors Inc                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   8540000 | PA      | $8156855.46   | 0.13%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank                                         | BANK 2022-BNK40                                                 | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3169906.60   | 0.05%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust Series 2024-6                          | CUSIP: 46657YAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10752482 | PA      | $11225291.45  | 0.18%             | 2054-12-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                     | Plains All American Pipeline LP / PAA Finance Corp              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3256917.98   | 0.05%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                               | Bombardier Inc                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15653376.00  | 0.25%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8980707.50   | 0.14%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust 2024-9                                 | CUSIP: 46593DBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14013291 | PA      | $14836401.19  | 0.24%             | 2055-02-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                           | Ally Financial Inc                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   2331400 | NS      | $91390880.00  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                      | Arthur J Gallagher & Co                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1954500.96   | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                | Blackstone Mortgage Trust Inc 2025 Term Loan B6                 | CUSIP: 09259GAH6<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |   9950062 | PA      | $9987375.23   | 0.16%             | 2030-12-10      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                     | Aptiv Swiss Holdings Ltd                                        | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |  13750000 | PA      | $13669771.78  | 0.22%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                            | Southern Power Co                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4191353.70   | 0.07%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                     | OBX 2025-NQM15 Trust                                            | CUSIP: 67122CAF2<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    988595 | PA      | $992531.85    | 0.02%             | 2065-07-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                 | Glencore PLC                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |  22886000 | NS      | $105142325.33 | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140QU7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33663754 | PA      | $34174217.46  | 0.55%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                     | RHP Hotel Properties LP / RHP Finance Corp                      | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |   5000000 | PA      | $5149450.00   | 0.08%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                          | Peer Holding III BV 2025 USD Term Loan B4B                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   8766500 | PA      | $8768691.63   | 0.14%             | 2030-10-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                             | Carlisle Cos Inc                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1897687.59   | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc          | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     85911 | PA      | $85755.16     | 0.00%             | 2032-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                       | Marriott International Inc/MD                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9956260.90   | 0.16%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8426250.00   | 0.13%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation           | Chase Home Lending Mortgage Trust 2025-4                        | CUSIP: 16159UBL1<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   3975177 | PA      | $4152652.45   | 0.07%             | 2056-03-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2023-2 Receivables Funding LLC                 | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2756098 | PA      | $2851293.03   | 0.05%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2024-C                               | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5242640.00   | 0.08%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                       | AMAZON.COM INC                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1000 | NC      | $-535000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12820206.98  | 0.21%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN                     | Parsley Energy LLC / Parsley Finance Corp                       | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26312000 | PA      | $25908409.70  | 0.41%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust          | GS Mortgage-Backed Securities Trust 2025-PJ7                    | CUSIP: 36272MCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3725932 | PA      | $3828523.72   | 0.06%             | 2055-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    521200 | NS      | $46100140.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLEX ELECTRONICS TECH                       | Molex Electronic Technologies LLC                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029386.02   | 0.05%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                  | RCKT Mortgage Trust 2025-1                                      | CUSIP: 749431BU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4719930 | PA      | $4900234.18   | 0.08%             | 2055-03-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                  | Equifax Inc                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |    379200 | NS      | $97276176.00  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                     | JP Morgan Mortgage Trust Series 2025-CCM2                       | CUSIP: 46659EBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6085120 | PA      | $6150380.94   | 0.10%             | 2055-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                              | Deere & Co                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10526161.60  | 0.17%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                             | Vail Resorts Inc                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7798437.50   | 0.12%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust    | Santander Mortgage Asset Receivable Trust 2025-NQM4             | CUSIP: 80263BAD1<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   6350267 | PA      | $6375978.20   | 0.10%             | 2065-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    168400 | NS      | $46327682.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                     | Patterson-UTI Energy Inc                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15890831.25  | 0.25%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2024-1 Receivables Funding LLC                 | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395671 | PA      | $1431324.71   | 0.02%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |   1368900 | NS      | $77685075.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc          | Clydesdale Acquisition Holdings Inc 2025 Term Loan B            | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   4901804 | PA      | $4892931.85   | 0.08%             | 2032-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140M2G48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15741579 | PA      | $13441214.87  | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                              | SkyMiles IP Ltd 2020 Skymiles Term Loan B                       | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   3863479 | PA      | $3863981.18   | 0.06%             | 2027-10-20      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   2845400 | NS      | $72586154.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    624200 | NS      | $52389106.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140QK4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19396182 | PA      | $16677029.87  | 0.27%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                       | Sequoia Mortgage Trust 2024-9                                   | CUSIP: 81749PCE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8030012 | PA      | $8084322.47   | 0.13%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    533400 | NS      | $117118638.00 | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co Inc                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9120150.00   | 0.15%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust          | GS Mortgage-Backed Securities Trust 2025-PJ1                    | CUSIP: 36271DCG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1745710 | PA      | $1711716.19   | 0.03%             | 2055-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                   | Phinia Inc                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   6523000 | PA      | $6722819.06   | 0.11%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24355412 | PA      | $24775969.93  | 0.40%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                 | CUSIP: 3140XRDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18476285 | PA      | $18659479.65  | 0.30%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                         | Mercedes-Benz Finance North America LLC                         | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10174650.10  | 0.16%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                   | Capital One Financial Corp                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    526500 | NS      | $111923370.00 | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                            | Expedia Group Inc                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  13576000 | PA      | $13668174.93  | 0.22%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   1109600 | NS      | $87147984.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7529067.86   | 0.12%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                             | Carlisle Cos Inc                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5947013.17   | 0.10%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                     | Alexandria Real Estate Equities Inc                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |  14892000 | PA      | $15286478.51  | 0.24%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2024-A                               | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3262506.34   | 0.05%             | 2031-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC            | Sierra Timeshare 2024-3 Receivables Funding LLC                 | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2599389 | PA      | $2610060.94   | 0.04%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  19600000 | PA      | $22167454.18  | 0.36%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   1126300 | NS      | $106536717.00 | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2022-C                               | CUSIP: 12664DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3134943.90   | 0.05%             | 2030-04-15      | Fixed         | 9.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae REMICS                                               | CUSIP: 3136BQRC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10265986 | PA      | $11018225.54  | 0.18%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** HARRIS ASSOCIATES INVESTMENT TRUST

**Signature:** Zachary Weber

**Name of Signer:** Zachary Weber

**Title:** Chief Financial Officer