# EDGAR Filing Document

**Accession Number:** 0000826732
**File Stem:** 0001752724-25-161553
**Filing Date:** 2025-6
**Character Count:** 88891
**Document Hash:** 7b0ab45ae96558b1e07a3b2e7a69ad0f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161553.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161553

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS INVESTMENT TRUST/IL
- **CENTRAL INDEX KEY:** 0000826732

**ORGANIZATION NAME:**
- **EIN:** 363316238
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05443
- **FILM NUMBER:** 251083874

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

## Series and Classes Contracts Data

### CALAMOS TOTAL RETURN BOND FUND (Series ID: S000017871)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000049601 | CLASS A SHARES | CTRAX           |
| C000049603 | CLASS C SHARES | CTRCX           |
| C000049604 | CLASS I SHARES | CTRIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALAMOS INVESTMENT TRUST/IL

- **b. Investment Company Act file number:** 811-05443

- **c. CIK number of Registrant:** 0000826732

- **d. LEI of Registrant:** 3MM2UW658H6KOU4WEW86

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

  - **Street Address 1:** 2020 CALAMOS COURT

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 630-245-7200

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

- **a. Name of Series:** Calamos Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000017871

- **c. LEI of Series:** 549300EKG87VTBRSQT46

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $30700735.79

**Total Liabilities:** $1063650.78

**Net Assets:** $29637085.01

**Cash Not Reported:** $345723.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -29.92000000 | **1-Year:** -735.59000000 | **5-Year:** -2674.60000000 | **10-Year:** -2423.72000000 | **30-Year:** -1223.74000000

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

- **3-Month:** -14.46000000 | **1-Year:** -274.69000000 | **5-Year:** -472.44000000 | **10-Year:** -239.30000000 | **30-Year:** -255.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049604 | 2.12%                | -0.13%               | 0.20%                |
| Class ID C000049603 | 2.04%                | -0.21%               | 0.12%                |
| Class ID C000049601 | 2.10%                | -0.15%               | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18291.76               | $524700.07                                 |
| Month 2  | $-1841.83                | $-139310.38                                |
| Month 3  | $3961.37                 | $-56016.93                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70296 | PA      | $68278.04     | 0.23%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147348.00    | 0.50%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Ginnie Mae II Pool                                                              | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93385 | PA      | $83689.51     | 0.28%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101125.00    | 0.34%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100474.00    | 0.34%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123561.00    | 0.42%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88702.00     | 0.30%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97139.00     | 0.33%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                           | United States Cellular Corp                                                     | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108328.00    | 0.37%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                | Hertz Vehicle Financing III LP                                                  | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $143375.32    | 0.48%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                    | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115250 | PA      | $99006.97     | 0.33%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $119003.75    | 0.40%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99043.00     | 0.33%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust       | Toyota Auto Loan Extended Note Trust 2023-1                                     | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203724.56    | 0.69%             | 2036-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $86315.00     | 0.29%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                    | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80907 | PA      | $80307.88     | 0.27%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146052.00    | 0.49%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                            | Hershey Co/The                                                                  | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110167.50    | 0.37%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                 | Twilio Inc                                                                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93868.00     | 0.32%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                   | SLM Corp                                                                        | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96914.00     | 0.33%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                        | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95383.00     | 0.32%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ELFI Graduate Loan Program LLC             | ELFI Graduate Loan Program 2022-A LLC                                           | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71388 | PA      | $69617.43     | 0.23%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101058.00    | 0.34%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $499253.91    | 1.68%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101201.00    | 0.34%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                                | CUSIP: 3132D54Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64911 | PA      | $60801.35     | 0.21%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $184515.63    | 0.62%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237068 | PA      | $227486.14    | 0.77%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                   | FNB Corp/PA                                                                     | CUSIP: 000000000<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99794.00     | 0.34%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101648.00    | 0.34%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                         | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92850.51     | 0.31%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717285 | PA      | $599462.74    | 2.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                    | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     54166 | PA      | $54050.20     | 0.18%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                   | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    125000 | PA      | $123237.50    | 0.42%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                 | Mattel Inc                                                                      | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95911.00     | 0.32%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association   | Ginnie Mae II Pool                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122748 | PA      | $112436.43    | 0.38%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88932.00     | 0.30%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT                    | United Airlines 2018-1 Class B Pass Through Trust                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78875 | PA      | $76956.72     | 0.26%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                    | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $94301.00     | 0.32%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                              | M/I Homes Inc                                                                   | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90872.00     | 0.31%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                     | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96563.00     | 0.33%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $297226.57    | 1.00%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    125000 | PA      | $74288.75     | 0.25%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                                       | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    100000 | PA      | $99354.13     | 0.34%             | 2025-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    890532 | NS      | $890532.50    | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC     | Amur Equipment Finance Receivables XI LLC                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     27766 | PA      | $27807.00     | 0.09%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226267 | PA      | $201275.30    | 0.68%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                           | APi Group DE Inc 2025 Term Loan                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    213941 | PA      | $213889.55    | 0.72%             | 2029-01-03      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39876 | PA      | $38176.86     | 0.13%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $59528.75     | 0.20%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111301.50    | 0.38%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682273 | PA      | $693450.62    | 2.34%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                       | Cascades Inc/Cascades USA Inc                                                   | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $99360.00     | 0.34%             | 2026-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86828.00     | 0.29%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93298.00     | 0.31%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110831.25    | 0.37%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                | Daimler Trucks Retail Trust 2022-1                                              | CUSIP: 233869AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13328 | PA      | $13331.82     | 0.04%             | 2026-02-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110665.50    | 0.37%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120175.00    | 0.41%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $88058.00     | 0.30%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                      | USAA Auto Owner Trust 2024-A                                                    | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101026.93    | 0.34%             | 2029-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                   | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $240432.50    | 0.81%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                | Freddie Mac Pool                                                                | CUSIP: 3132DMG25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119626 | PA      | $112876.64    | 0.38%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427490 | PA      | $409881.71    | 1.38%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd                                                                      | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50448.00     | 0.17%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                   | Nexstar Broadcasting Inc 2019 Term Loan B4                                      | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    128370 | PA      | $128550.13    | 0.43%             | 2026-09-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47398.00     | 0.16%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                           | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    100000 | PA      | $86369.00     | 0.29%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding Inc                                                           | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94830.00     | 0.32%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                   | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98032.00     | 0.33%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DNJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366362 | PA      | $334381.66    | 1.13%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                          | Newell Brands Inc                                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62253.45     | 0.21%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105563.00    | 0.36%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137214.00    | 0.46%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Tanger Properties LP                       | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    125000 | PA      | $123057.50    | 0.42%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc. | Axalta Coating Systems US Holdings Inc 2024 Term Loan B                         | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    136016 | PA      | $136171.74    | 0.46%             | 2029-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $99426.00     | 0.34%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132108.00    | 0.45%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25629.00     | 0.09%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                | SVC ABS LLC                                                                     | CUSIP: 78487JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98917 | PA      | $98350.40     | 0.33%             | 2053-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                              | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87047.00     | 0.29%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                        | Ashtead Capital Inc                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198534.00    | 0.67%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103750.00    | 0.35%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93036.00     | 0.31%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WH3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82705 | PA      | $79532.35     | 0.27%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                      | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105286.25    | 0.36%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                   | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101750.00    | 0.34%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458158 | PA      | $402648.47    | 1.36%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $351953.13    | 1.19%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                    | EnerSys                                                                         | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97042.00     | 0.33%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105965.60    | 0.36%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121235.00    | 0.41%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                               | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109076.25    | 0.37%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                       | Carnival Corporation 2025 Term Loan (2027)                                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     67128 | PA      | $67296.36     | 0.23%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     37000 | PA      | $37621.23     | 0.13%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc        | American Axle and Manufacturing Inc 2022 Term Loan B                            | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     96000 | PA      | $94200.48     | 0.32%             | 2029-12-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $111942.00    | 0.38%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97262.00     | 0.33%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                            | MVW Owner Trust 2019-1                                                          | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50716 | PA      | $50645.85     | 0.17%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178118.00    | 0.60%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                   | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98676.00     | 0.33%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                 | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237000 | PA      | $230156.31    | 0.78%             | 2038-07-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                    | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93896.00     | 0.32%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                    | Zebra Technologies Corp                                                         | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25147.25     | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $317109.38    | 1.07%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                     | Oscar US Funding XII LLC                                                        | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     44613 | PA      | $43989.11     | 0.15%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109257.00    | 0.37%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94874.00     | 0.32%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                          | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106963.75    | 0.36%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147767 | PA      | $131446.35    | 0.44%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50982.00     | 0.17%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CGI INC                                    | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $94510.90     | 0.32%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $127053.00    | 0.43%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                             | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125528.75    | 0.42%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                             | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102862.00    | 0.35%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                               | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102264.00    | 0.35%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118630.00    | 0.40%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                   | EQT Corp                                                                        | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101682.00    | 0.34%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537308 | PA      | $451621.29    | 1.52%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $931074.22    | 3.14%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73383.00     | 0.25%             | 2026-10-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99967.00     | 0.34%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Aligned Data Centers Issuer LLC            | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $143468.74    | 0.48%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135453.00    | 0.46%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                          | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100547.00    | 0.34%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71045 | PA      | $68545.48     | 0.23%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                 | Air Canada 2024 Term Loan B                                                     | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    123750 | PA      | $122525.49    | 0.41%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56071 | PA      | $49317.37     | 0.17%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121123.75    | 0.41%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                  | Infor LLC                                                                       | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124147.50    | 0.42%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables               | Pawneee Equipment Receivables Series 2022-1 LLC                                 | CUSIP: 70410DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28047 | PA      | $28062.83     | 0.09%             | 2028-02-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                 | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104764.00    | 0.35%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121603.75    | 0.41%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $187921.88    | 0.63%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96869.00     | 0.33%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92140.50     | 0.31%             | 2066-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125535.00    | 0.42%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                     | Edgewell Personal Care Co                                                       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93678.00     | 0.32%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482459 | PA      | $450333.55    | 1.52%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99353.75     | 0.34%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $155501.50    | 0.52%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84028.00     | 0.28%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                         | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    115000 | PA      | $98339.95     | 0.33%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93172.00     | 0.31%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $378906.25    | 1.28%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC             | Enterprise Fleet Financing 2022-4 LLC                                           | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19275 | PA      | $19360.81     | 0.07%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101678.00    | 0.34%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100163.00    | 0.34%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $142578.13    | 0.48%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                     | British Airways 2019-1 Class A Pass Through Trust                               | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     71372 | PA      | $67920.35     | 0.23%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $256156.25    | 0.86%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                 | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93073.00     | 0.31%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1141464.85   | 3.85%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $93868.00     | 0.32%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418C7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60992 | PA      | $55846.81     | 0.19%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99030.00     | 0.33%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group Inc                                                                | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122718.75    | 0.41%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                 | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102749.00    | 0.35%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EPR Properties                             | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    150000 | PA      | $148339.50    | 0.50%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128700.00    | 0.43%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102019.00    | 0.34%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                    | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    118000 | PA      | $108060.86    | 0.36%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126571 | PA      | $116288.00    | 0.39%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658724 | PA      | $631387.84    | 2.13%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405909 | PA      | $407284.93    | 1.37%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680111 | PA      | $680387.98    | 2.30%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                          | USAA Capital Corp                                                               | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181068.00    | 0.61%             | 2030-05-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| CLI Funding LLC                            | CLI Funding VI LLC                                                              | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     76000 | PA      | $70384.26     | 0.24%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                   | Elanco Animal Health Inc                                                        | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101602.00    | 0.34%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                      | American Airlines Inc 2025 Term Loan                                            | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    120250 | PA      | $117968.26    | 0.40%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                             | Murphy USA Inc Term Loan B                                                      | CUSIP: 62675KAB5<br>LEI: 549300Y081F8XIKQIO72 | Long             | LON              | CORP              | US        |    100000 | PA      | $100562.50    | 0.34%             | 2028-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                   | Necessity Retail REIT Inc/The / American Finance Operating Partner LP           | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $94345.00     | 0.32%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20 | NC      | $33111.11     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    157000 | PA      | $149044.81    | 0.50%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107578 | PA      | $98175.53     | 0.33%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                          | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76731.20     | 0.26%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC       | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                       | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20152 | PA      | $19967.93     | 0.07%             | 2041-01-25      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101603.00    | 0.34%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                   | Performance Food Group Inc                                                      | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24885.00     | 0.08%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                   | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93587.00     | 0.32%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| ESSENT GROUP LTD                           | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $102653.00    | 0.35%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                   | Northern States Power Co/WI                                                     | CUSIP: 665789AZ6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107926.50    | 0.36%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144393.00    | 0.49%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT                    | Air Canada 2015-2 Class AA Pass Through Trust                                   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     88518 | PA      | $85441.80     | 0.29%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93119 | PA      | $88057.64     | 0.30%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102090.00    | 0.34%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95628.00     | 0.32%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40515 | PA      | $38408.61     | 0.13%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                      | Intact Financial Corp                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125891.25    | 0.42%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128472.00    | 0.43%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    822403 | PA      | $835449.83    | 2.82%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96644.00     | 0.33%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $86853.00     | 0.29%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.       | Light and Wonder International Inc 2024 Term Loan B2                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    124064 | PA      | $124116.17    | 0.42%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538600 | PA      | $428630.54    | 1.45%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                       | TTM Technologies Inc                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93216.00     | 0.31%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                   | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $100138.00    | 0.34%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                        | LSEGA Financing PLC                                                             | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187378.00    | 0.63%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70385.00     | 0.24%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                      | RenaissanceRe Finance Inc                                                       | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122552.50    | 0.41%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                  | KBR Inc 2024 1st Lien Term Loan B                                               | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |    123750 | PA      | $123956.66    | 0.42%             | 2031-01-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                | Cargill Inc                                                                     | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98494.50     | 0.33%             | 2051-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

**Name of Applicant:** CALAMOS INVESTMENT TRUST/IL

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer