# EDGAR Filing Document

**Accession Number:** 0000826732
**File Stem:** 0001752724-25-161560
**Filing Date:** 2025-6
**Character Count:** 216333
**Document Hash:** 65ff16fd38cd38ce1cc2f1777eb98892
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161560.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161560

**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:** 251083881

**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 Short-Term Bond Fund (Series ID: S000062995)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000204432 | Class A      | CSTBX           |
| C000204433 | Class I      | CSTIX           |

## 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 Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000062995

- **c. LEI of Series:** 5493004AI6JEYG0WCK93

**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:** $401007849.18

**Total Liabilities:** $14898264.74

**Net Assets:** $386109584.44

**Delayed Delivery Securities:** $3496740.00

**Cash Not Reported:** $11514931.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1845.96000000 | **1-Year:** -25295.45000000 | **5-Year:** -29503.72000000 | **10-Year:** -1507.54000000 | **30-Year:** -19.63000000

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

- **3-Month:** -290.03000000 | **1-Year:** -5256.06000000 | **5-Year:** -9379.49000000 | **10-Year:** -1043.08000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204432 | 0.77%                | 0.36%                | 0.47%                |
| Class ID C000204433 | 0.79%                | 0.38%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14032.34                | $1421025.29                                |
| Month 2  | $14780.84                | $-311604.67                                |
| Month 3  | $26838.36                | $498172.91                                 |

**Designated Index Information**

- **Index Name:** Barclays US Govt Credit 1 to 3 yr Index

- **Index Identifier:** Barclays US Govt Credit 1 to 3 yr Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALASKA AIR 2020-1 CL B                                                  | Alaska Airlines 2020-1 Class B Pass Through Trust                           | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86686 | PA      | $87317.71     | 0.02%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                  | IOWA ST FIN AUTH SF MTGE REVENUE                                            | CUSIP: 4624676R7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    505000 | PA      | $526736.72    | 0.14%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NatWest Markets PLC                                                         | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $480855.00    | 0.12%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295788.00    | 0.08%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243080.00    | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                  | Sempra                                                                      | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971590.00    | 0.25%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                       | Iron Mountain Inc 2023 Term Loan B                                          | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    989851 | PA      | $986881.03    | 0.26%             | 2031-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Thornapple Kellogg School District                                      | THORNAPPLE KELLOGG MI SCH DIST                                              | CUSIP: 885205PQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249976.00    | 0.06%             | 2025-05-01      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | Synopsys Inc                                                                | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011250.00   | 0.26%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                           | Parkland Corp                                                               | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496205.00    | 0.13%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | Truist Financial Corp                                                       | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005730.00   | 0.26%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2021-1                                | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777000 | PA      | $759694.07    | 0.20%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                     | Viavi Solutions Inc                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458560.00    | 0.12%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                             | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988471.92    | 0.26%             | 2054-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                                             | South Bow USA Infrastructure Holdings LLC                                   | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005190.00   | 0.26%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                        | Berry Global Inc                                                            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    466000 | PA      | $465259.06    | 0.12%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $288792.00    | 0.07%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                 | Schlumberger Holdings Corp                                                  | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013990.00   | 0.26%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Florida Housing Finance Corp                                            | FLORIDA ST HSG FIN CORP REVENUE                                             | CUSIP: 34074MQ53<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |    215000 | PA      | $215468.70    | 0.06%             | 2027-01-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506655.00    | 0.13%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NETAPP INC                                                              | NetApp Inc                                                                  | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995490.00    | 0.26%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494305.00    | 0.13%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                  | Aviation Capital Group LLC                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722422.50    | 0.19%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                 | DPL Inc                                                                     | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300000.00    | 0.08%             | 2025-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                | Octane Receivables Trust 2024-2                                             | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1313518 | PA      | $1326779.81   | 0.34%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                       | Entergy Texas Inc                                                           | CUSIP: 29365TAL8<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478230.00    | 0.12%             | 2026-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                 | Delta Air Lines 2020-1 Class AA Pass Through Trust                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015989 | PA      | $952733.49    | 0.25%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                  | John Deere Owner Trust 2021-B                                               | CUSIP: 47789QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    947372 | PA      | $947372.34    | 0.25%             | 2028-05-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                | Manufacturers & Traders Trust Co                                            | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249927.50    | 0.06%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Six Flags Entertainment Corporation                                     | Six Flags Entertainment Corporation 2024 Term Loan B                        | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    992500 | PA      | $986296.88    | 0.26%             | 2031-05-01      | Floating      | 6.32%                 | 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        |   2000000 | PA      | $2037245.62   | 0.53%             | 2036-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2978203.14   | 0.77%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                       | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                             | CUSIP: 45505TJ93<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    175000 | PA      | $176881.43    | 0.05%             | 2026-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    500000 | PA      | $499750.00    | 0.13%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ChampionX Corporation                                                   | ChampionX Corporation 2022 Term Loan B2                                     | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |    977612 | PA      | $979689.93    | 0.25%             | 2029-06-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Victor Valley Community College District                                | VICTOR VLY CA CMNTY CLG DIST                                                | CUSIP: 92603PEW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $142842.84    | 0.04%             | 2026-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                           | Amphenol Corp                                                               | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018060.00   | 0.26%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                        | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $244172.50    | 0.06%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| ALASKA AIRLINES 2020 TR                                                 | Alaska Airlines 2020-1 Class A Pass Through Trust                           | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    809066 | PA      | $803078.84    | 0.21%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1840139.55   | 0.48%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999450.00    | 0.26%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                    | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011650.00   | 0.26%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                | SLM Corp                                                                    | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484570.00    | 0.13%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                     | Buckeye Partners LP                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509815.00    | 0.13%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Augusta GA Water & Sewer Revenue                                        | AUGUSTA GA WTR & SWR REVENUE                                                | CUSIP: 051249HE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $504173.82    | 0.13%             | 2026-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004680.00   | 0.26%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | Sofi Professional Loan Program 2018-D Trust                                 | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357781 | PA      | $353039.88    | 0.09%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                          | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1000000 | PA      | $999640.00    | 0.26%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CLEAN HARBORS INC                                                       | Clean Harbors Inc                                                           | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493425.00    | 0.13%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                     | Meritage Homes Corp                                                         | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953830.00    | 0.25%             | 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        |    874505 | PA      | $852811.69    | 0.22%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                         | HAWAII ST                                                                   | CUSIP: 419792F92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $153733.34    | 0.04%             | 2025-08-01      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                                              | Qwest Corp                                                                  | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399016.00    | 0.10%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                          | McCormick & Co Inc/MD                                                       | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291216.00    | 0.08%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI Properties LP                                                          | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    250000 | PA      | $250417.50    | 0.06%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506005.00    | 0.13%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022880.00   | 0.26%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                    | Federal Realty OP LP                                                        | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    500000 | PA      | $486370.00    | 0.13%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                | Principal Life Global Funding II                                            | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202446.00    | 0.05%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                            | Fortinet Inc                                                                | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484915.00    | 0.13%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                           | Citigroup Inc                                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989890.00    | 0.26%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016300.00   | 0.26%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                | FNB Corp/PA                                                                 | CUSIP: 000000000<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997940.00    | 0.26%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                       | T-Mobile US Trust 2024-2                                                    | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999286.92    | 0.26%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                              | MMAF Equipment Finance LLC 2017-B                                           | CUSIP: 55316AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220108 | PA      | $219125.46    | 0.06%             | 2040-06-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                  | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016480.00   | 0.26%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| HOLCIM FINANCE US LLC                                                   | Holcim Finance US LLC                                                       | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007320.00   | 0.26%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                        | Credit Acceptance Corp                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $218756.58    | 0.06%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                             | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001650.00   | 0.26%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                   | CCG Receivables Trust 2023-1                                                | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017021.98   | 0.26%             | 2030-09-16      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                   | Aon North America Inc                                                       | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014210.00   | 0.26%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                     | CRH SMW Finance DAC                                                         | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1121637.00   | 0.29%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                               | AGCO Corp                                                                   | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009620.00   | 0.26%             | 2027-03-21      | Fixed         | 5.45%                 | 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        |    624572 | PA      | $623232.31    | 0.16%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                 | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503815.00    | 0.13%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                   | Charter Communications Operating LLC 2024 Term Loan B5                      | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    498750 | PA      | $497597.89    | 0.13%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                | AXIS Specialty Finance PLC                                                  | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $985900.00    | 0.26%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                   | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $243915.00    | 0.06%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                           | McKesson Corp                                                               | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980060.00    | 0.25%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                 | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465865.00    | 0.12%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                            | American Express Credit Account Master Trust                                | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509861.55    | 0.13%             | 2030-05-15      | Fixed         | 4.80%                 | 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        |    357698 | PA      | $348998.72    | 0.09%             | 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        |    750000 | PA      | $707257.50    | 0.18%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                             | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200544.00    | 0.05%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                           | Commonbond Student Loan Trust 2017-B-GS                                     | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |    238595 | PA      | $223578.68    | 0.06%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Encinitas Public Financing Authority                                    | ENCINITAS CA PUBLIC FING AUTHLEASE REVENUE                                  | CUSIP: 292521GP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $172589.20    | 0.04%             | 2025-10-01      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                             | Equinix Inc                                                                 | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $248170.00    | 0.06%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust 2019-A-GS                                     | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308515 | PA      | $283576.29    | 0.07%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                    | Prologis Targeted US Logistics Fund LP                                      | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    500000 | PA      | $513840.00    | 0.13%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                 | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504185.00    | 0.13%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                  | HAT Holdings I LLC / HAT Holdings II LLC                                    | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $756594.30    | 0.20%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                               | Kubota Credit Owner Trust 2023-2                                            | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008224.07   | 0.26%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                                 | Farm Credit Bank of Texas                                                   | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $993541.26    | 0.26%             | 2025-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                         | Gen Digital Inc                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508795.00    | 0.13%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                | Svenska Handelsbanken AB                                                    | CUSIP: 86959LAJ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $999040.00    | 0.26%             | 2025-06-10      | Fixed         | 3.65%                 | 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        |   9673985 | NS      | $9673985.00   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Corona-Norco Unified School District                                    | CORONA-NORCO CA UNIF SCH DIST SPL TAX                                       | CUSIP: 219766QP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $247220.00    | 0.06%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                  | Amur Equipment Finance Receivables XI LLC                                   | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    166595 | PA      | $166840.33    | 0.04%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                 | Bristol-Myers Squibb Co                                                     | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254065.00    | 0.07%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                                    | Parker-Hannifin Corp                                                        | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001290.00   | 0.26%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                         | DR Horton Inc                                                               | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005060.00   | 0.26%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | Flutter Treasury DAC                                                        | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1020830.00   | 0.26%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| II-VI Incorporated                                                      | II-VI Inc 2024 1st Lien Term Loan B                                         | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    960874 | PA      | $952067.61    | 0.25%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                 | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $515590.00    | 0.13%             | 2028-05-04      | Fixed         | 6.38%                 | 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        |    855764 | PA      | $855558.22    | 0.22%             | 2029-01-03      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                | Delta Air Lines Inc / SkyMiles IP Ltd                                       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    166666 | PA      | $165949.83    | 0.04%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                 | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506220.00    | 0.13%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| LADDER CAP FIN LLLP/CORP                                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp          | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1000000 | PA      | $996740.00    | 0.26%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                    | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976040.00    | 0.25%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994320.00    | 0.26%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                                | Kia Corp                                                                    | CUSIP: 493738AF5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $488525.00    | 0.13%             | 2027-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                               | STONEPEAK NILE PARENT LLC TERM LOAN B                                       | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1000000 | PA      | $984585.00    | 0.26%             | 2032-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                | African Development Bank                                                    | CUSIP: 00828EEN5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $997970.00    | 0.26%             | 2025-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015740.00   | 0.26%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP 2024 USD Add-on Term Loan B                             | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    992506 | PA      | $986973.04    | 0.26%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                  | Group 1 Automotive Inc                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506640.00    | 0.13%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                       | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                             | CUSIP: 45505TJ85<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    160000 | PA      | $160843.84    | 0.04%             | 2026-01-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                    | Cascades Inc/Cascades USA Inc                                               | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1000000 | PA      | $993600.00    | 0.26%             | 2026-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                           | Allstate Corp/The                                                           | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020720.00   | 0.26%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                            | NEW YORK NY CITY TRANSITIONAL FIN AUTH REV                                  | CUSIP: 64972JRJ9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4860.18      | 0.00%             | 2026-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                     | Gilead Sciences Inc                                                         | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934530.00    | 0.24%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| Elanco Animal Health Incorporated                                       | Elanco Animal Health Inc Term Loan B                                        | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    665289 | PA      | $662378.27    | 0.17%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                       | GreatAmerica Leasing Receivables Funding LLC                                | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010033.66   | 0.52%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                | SMBC Aviation Capital Finance DAC                                           | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $500975.00    | 0.13%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                             | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $957584.71    | 0.25%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                  | Discover Financial Services                                                 | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239187.50   | 0.32%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                                             | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $994120.00    | 0.26%             | 2028-04-01      | Fixed         | 4.30%                 | 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        |    133282 | PA      | $133319.12    | 0.03%             | 2026-02-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Westminster Public Schools                                              | WESTMINSTER COLO PUB SCHS                                                   | CUSIP: 960666AF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $162045.19    | 0.04%             | 2026-12-01      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                  | HP Inc                                                                      | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482265.00    | 0.12%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER HOLDCO                                                      | Knife River HoldCo Term Loan                                                | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $335418.75    | 0.09%             | 2032-03-08      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                      | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514975.00    | 0.13%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                   | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $994670.00    | 0.26%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                    | Boston Properties LP                                                        | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $1044100.00   | 0.27%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                     | Cardinal Health Inc                                                         | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016760.00   | 0.26%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $500300.00    | 0.13%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $477765.00    | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                                                   | Life Time Fitness Inc 2024 Term Loan B                                      | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    997500 | PA      | $992886.56    | 0.26%             | 2031-11-05      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                | Cintas Corp No 2                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003750.00   | 0.26%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                    | TTM Technologies Inc 2024 Term Loan B                                       | CUSIP: 87305VAN0<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |    861532 | PA      | $860455.33    | 0.22%             | 2030-05-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                             | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025230.00   | 0.27%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                  | Nordic Investment Bank                                                      | CUSIP: 65562QBP9<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $985500.00    | 0.26%             | 2025-09-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                       | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1000000 | PA      | $1015600.00   | 0.26%             | 2028-06-01      | Fixed         | 5.75%                 | 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        |   2000000 | PA      | $2020538.56   | 0.52%             | 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        |    500000 | PA      | $480865.00    | 0.12%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                       | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                             | CUSIP: 45505TK26<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254000.75    | 0.07%             | 2027-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| KFW                                                                     | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1003610.00   | 0.26%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                | Virgin Media Bristol LLC USD Term Loan N                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1000000 | PA      | $987865.00    | 0.26%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                | Nexstar Broadcasting Inc 2019 Term Loan B4                                  | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    513479 | PA      | $514200.52    | 0.13%             | 2026-09-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                | Vertiv Group Corporation 2024 Term Loan B                                   | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    985075 | PA      | $982819.08    | 0.25%             | 2027-03-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                              | Mattel Inc                                                                  | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498395.00    | 0.13%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| City of Mishawaka IN                                                    | MISHAWAKA IN LEASE RENTAL REVENU                                            | CUSIP: 60477CAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $206363.05    | 0.05%             | 2026-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                             | WASHINGTON ST HSG FIN COMMISSION                                            | CUSIP: 93978T4S5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204579.20    | 0.05%             | 2027-06-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                            | Comerica Inc                                                                | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759382.50    | 0.20%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                          | PEAC Solutions Receivables 2025-1 LLC                                       | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001890.98   | 0.52%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                     | Sherwin-Williams Co/The                                                     | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491300.00    | 0.13%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014380.00   | 0.26%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                              | CUSIP: 64971XEK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $386676.03    | 0.10%             | 2026-08-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                   | Applied Materials Inc                                                       | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024090.00   | 0.27%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                | Take-Two Interactive Software Inc                                           | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501640.00    | 0.13%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                       | Newell Brands Inc                                                           | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    313000 | PA      | $309290.95    | 0.08%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                            | Veralto Corp                                                                | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014330.00   | 0.26%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                  | Amur Equipment Finance Receivables XIII LLC                                 | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   1778794 | PA      | $1794521.10   | 0.46%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $483345.00    | 0.13%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                       | Kommunalbanken AS                                                           | CUSIP: 50048MDK3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $204869.40    | 0.05%             | 2028-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                   | HPEFS Equipment Trust 2024-1                                                | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004500.49   | 0.26%             | 2031-05-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                 | United Rentals North America Inc                                            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966300.00    | 0.25%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | Bank of Montreal                                                            | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1022380.00   | 0.26%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                                                  | JetBlue 2020-1 Class B Pass Through Trust                                   | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728307 | PA      | $738423.07    | 0.19%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                        | CUSIP: 64990FS70<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    255000 | PA      | $251458.31    | 0.07%             | 2026-02-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| COGENT COMM GROUP LLC                                                   | Cogent Communications Group LLC                                             | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736942.50    | 0.19%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alaska Housing Finance Corp                                             | ALASKA ST HSG FIN CORP MTGE REVENUE                                         | CUSIP: 01170RQQ8<br>LEI: 549300HJ8NOJNYW6ER36 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101417.20    | 0.03%             | 2027-06-01      | Fixed         | 4.81%                 | 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        |   1070961 | PA      | $1072187.07   | 0.28%             | 2029-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                 | European Bank for Reconstruction & Development                              | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $998060.00    | 0.26%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                  | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1000000 | PA      | $994260.00    | 0.26%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025160.00   | 0.27%             | 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        |    989167 | PA      | $983504.02    | 0.25%             | 2053-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                   | Camden Property Trust                                                       | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   1000000 | PA      | $1021590.00   | 0.26%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                | Hess Midstream Operations LP                                                | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002320.00   | 0.26%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                     | Ashtead Capital Inc                                                         | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992670.00    | 0.26%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                            | NEW YORK NY CITY TRANSITIONAL FIN AUTH REV                                  | CUSIP: 64972JRW0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    385000 | PA      | $374032.12    | 0.10%             | 2026-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| City of Carmel IN Waterworks Revenue                                    | CARMEL IN WTRWKS REVENUE                                                    | CUSIP: 143321KM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $254142.50    | 0.07%             | 2028-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                         | Synovus Bank/Columbus GA                                                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502155.00    | 0.13%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                  | Mondelez International Inc                                                  | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969630.00    | 0.25%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                    | Verizon Master Trust                                                        | CUSIP: 92348KBG7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998937.34    | 0.26%             | 2029-01-22      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                         | Weyerhaeuser Co                                                             | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    500000 | PA      | $500460.00    | 0.13%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                               | DLLAD 2023-1 LLC                                                            | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1964441 | PA      | $1967210.94   | 0.51%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                   | Williams Scotsman Inc                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507795.00    | 0.13%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                  | Blackstone Private Credit Fund                                              | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495390.00    | 0.13%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                           | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016200.00   | 0.26%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480765.00    | 0.12%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12015000 | PA      | $12273134.83  | 3.18%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                       | CBRE Services Inc                                                           | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497755.00    | 0.13%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2022-1 LLC                                            | CUSIP: 784033AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414980 | PA      | $412530.47    | 0.11%             | 2029-07-20      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                        | Radian Group Inc                                                            | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516845.00    | 0.13%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| NextGear Floorplan Master Owner Trust                                   | NextGear Floorplan Master Owner Trust                                       | CUSIP: 65345GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1515765.35   | 0.39%             | 2028-03-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                | Sealed Air Corp/Sealed Air Corp US                                          | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    389000 | PA      | $392236.48    | 0.10%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                    | Carnival Corporation 2025 Term Loan (2027)                                  | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    537026 | PA      | $538370.83    | 0.14%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                      | MetroNet Infrastructure Issuer LLC                                          | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $411425.04    | 0.11%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                            | Illumina Inc                                                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006390.00   | 0.26%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                              | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999390.00    | 0.26%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                         | CMS Energy Corp                                                             | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994740.00    | 0.26%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                        | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243920.00    | 0.06%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                            | Autodesk Inc                                                                | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999160.00    | 0.26%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                       | State Street Corp                                                           | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502835.00    | 0.13%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                     | Fifth Third Bank NA                                                         | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006100.00   | 0.26%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                             | Porsche Financial Auto Securitization Trust 2023-2                          | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1783673 | PA      | $1795506.39   | 0.47%             | 2029-01-22      | Fixed         | 5.79%                 | 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        |    960000 | PA      | $942004.80    | 0.24%             | 2029-12-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018180.00   | 0.26%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $502815.33    | 0.13%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                       | Kommunalbanken AS                                                           | CUSIP: 50048MCZ1<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    500000 | PA      | $487388.53    | 0.13%             | 2026-01-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                | Patterson-UTI Energy Inc                                                    | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480185.00    | 0.12%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Regional Transportation Authority                                       | REGL TRANSPRTN AUTH IL                                                      | CUSIP: 7599114S6<br>LEI: 549300FOIPI62F5YFO59 | Long             | DBT              | MUN               | US        |    400000 | PA      | $399529.20    | 0.10%             | 2025-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veridian Auto Receivables Trust                                         | Veridian Auto Receivables Trust 2023-1                                      | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    871326 | PA      | $873477.33    | 0.23%             | 2028-03-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                 | KeyCorp                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499500.00    | 0.13%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                               | DLLAA 2025-1 LLC                                                            | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2029588.12   | 0.53%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                         | MVW Owner Trust 2019-1                                                      | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101432 | PA      | $101291.47    | 0.03%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                | Broadridge Financial Solutions Inc                                          | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    715000 | PA      | $705533.40    | 0.18%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 A PTT                                                 | United Airlines 2019-1 Class A Pass Through Trust                           | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389327 | PA      | $359675.99    | 0.09%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                        | GGAM Finance Ltd                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $524425.00    | 0.14%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                 | European Bank for Reconstruction & Development                              | CUSIP: 29874QEL4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1250000 | PA      | $1224150.00   | 0.32%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                | Tyco Electronics Group SA                                                   | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1000340.00   | 0.26%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential 2021-SFR5 Trust                                        | CUSIP: 74333FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792000 | PA      | $769129.96    | 0.20%             | 2038-07-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                         | Nordea Bank Abp                                                             | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    500000 | PA      | $481385.00    | 0.12%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Armada Area Schools                                                     | ARMADA MI AREA SCHS                                                         | CUSIP: 042105NF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249976.25    | 0.06%             | 2025-05-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006010.00   | 0.26%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                                                 | Frontier California Inc                                                     | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496620.00    | 0.13%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Williamston Community Schools School District                           | WILLIAMSTON MI CMNTY SCHS SCH DIST                                          | CUSIP: 970294DC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $339968.38    | 0.09%             | 2025-05-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                         | Nordea Bank Abp                                                             | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    500000 | PA      | $500190.00    | 0.13%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                | Export Development Canada                                                   | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $996660.45    | 0.26%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                         | Sealed Air Corp                                                             | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241755.00    | 0.06%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503125.00    | 0.13%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                    | Mercedes-Benz Finance North America LLC                                     | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003820.00   | 0.26%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nevada Housing Division                                                 | NEVADA ST HSG DIV SF MTGE REVENUE                                           | CUSIP: 641279VF8<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254026.75    | 0.07%             | 2026-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2023-SHIP                                 | CUSIP: 36270GAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2652255 | PA      | $2637390.15   | 0.68%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| General Motors                                                          | GMF Floorplan Owner Revolving Trust                                         | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2019819.32   | 0.52%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                  | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAG8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999310.00    | 0.26%             | 2025-08-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                     | Dollar General Corp                                                         | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002550.00   | 0.26%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                 | Simon Property Group LP                                                     | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    500000 | PA      | $476215.00    | 0.12%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust 2021-B-GS                                     | CUSIP: 20268AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492222 | PA      | $432037.52    | 0.11%             | 2051-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                      | Enact Holdings Inc                                                          | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024380.00   | 0.27%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                | Agilent Technologies Inc                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927500.00    | 0.24%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                      | Compass Datacenters Issuer II LLC                                           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017669.10   | 0.52%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                     | Novelis Corporation 2025 Term Loan B                                        | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   1000000 | PA      | $999220.00    | 0.26%             | 2032-03-11      | Floating      | 6.29%                 | 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        |    520485 | PA      | $513206.83    | 0.13%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                  | Chubb INA Holdings LLC                                                      | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017430.00   | 0.26%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012540.00   | 0.26%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                      | CyrusOne Data Centers Issuer I LLC                                          | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014858.26   | 0.52%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                              | goeasy Ltd                                                                  | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $786060.00    | 0.20%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                       | NSTAR Electric Co                                                           | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981470.00    | 0.25%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Verizon Master Trust                                                    | Verizon Master Trust                                                        | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1034134.46   | 0.27%             | 2031-09-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                 | CGI Inc                                                                     | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $479780.00    | 0.12%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                | Lennox International Inc                                                    | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026950.00   | 0.27%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1005350.00   | 0.26%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                   | Open Text Corporation 2023 Term Loan B                                      | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    493948 | PA      | $493083.18    | 0.13%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                   | DK Crown Holdings Inc 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $992710.00    | 0.26%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2021-A LLC                                   | ELFI Graduate Loan Program 2021-A LLC                                       | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    638325 | PA      | $574836.07    | 0.15%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BLUE CROSS BLUE SHIELD M                                                | Blue Cross and Blue Shield of Minnesota                                     | CUSIP: 05490LAA7<br>LEI: XHK82HP57BJNZ0CZTH48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.26%             | 2025-05-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $241937.50    | 0.06%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                | Health Care Service Corp A Mutual Legal Reserve Co                          | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996740.00    | 0.26%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US Capital LLC                                                          | CUSIP: 05565ECE3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015460.00   | 0.26%             | 2028-08-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                       | State Street Corp                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502655.00    | 0.13%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1002770.00   | 0.26%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL LFE GLB FND II                                                | Principal Life Global Funding II                                            | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015430.00   | 0.26%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                             | Post Road Equipment Finance 2024-1 LLC                                      | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477370 | PA      | $1486082.42   | 0.38%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                 | Development Bank of Japan Inc                                               | CUSIP: 25159MBK2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1014927.16   | 0.26%             | 2026-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                   | Bath & Body Works Inc                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019640.00   | 0.26%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Directv Financing LLC                                                   | DirecTV Financing LLC Term Loan                                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173460 | PA      | $173684.61    | 0.04%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                   | Keysight Technologies Inc                                                   | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928930.00    | 0.24%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                               | Kubota Credit Owner Trust 2023-1                                            | CUSIP: 50117KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919032 | PA      | $920728.42    | 0.24%             | 2027-06-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                       | Sysco Corp                                                                  | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986490.00    | 0.26%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013360.00   | 0.26%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                   | HPEFS Equipment Trust 2024-1                                                | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011578.14   | 0.26%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                 | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $725445.00    | 0.19%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $514310.00    | 0.13%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                    | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    637000 | PA      | $642777.59    | 0.17%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2024-REV1                                      | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2030248.06   | 0.53%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                | Capital One Prime Auto Receivables Trust 2022-1                             | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358462 | PA      | $356146.95    | 0.09%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                     | Bank of Nova Scotia/The                                                     | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1028450.00   | 0.27%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Nevada Housing Division                                                 | NEVADA ST HSG DIV SF MTGE REVENUE                                           | CUSIP: 641279VG6<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    450000 | PA      | $460295.55    | 0.12%             | 2027-04-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500065.00    | 0.13%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Housing Finance Authority                                   | CONNECTICUT ST HSG FIN AUTH HSG MTGE FIN PROGRAM                            | CUSIP: 20775HGC1<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |    895000 | PA      | $880344.38    | 0.23%             | 2025-11-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                | EQT Corp                                                                    | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508410.00    | 0.13%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                           | CUSIP: 36264PAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285481 | PA      | $1143624.84   | 0.30%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508190.00    | 0.13%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                            | PetSmart Inc 2021 Term Loan B                                               | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    483709 | PA      | $478165.97    | 0.12%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                             | PNC Bank NA                                                                 | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000540.00   | 0.26%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                              | Leidos Inc                                                                  | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999410.00    | 0.26%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO LLC                                                            | ZoomInfo LLC 2024 Term Loan B                                               | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |    977662 | PA      | $957297.43    | 0.25%             | 2030-02-28      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Wichita Falls 4B Sales Tax Corp                                         | WICHITA FALLS TX 4B SALES TAX CORP SALES TAX REVENUE                        | CUSIP: 967121AD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $123587.50    | 0.03%             | 2025-09-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                      | MetroNet Infrastructure Issuer LLC                                          | CUSIP: 59170JAA6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1167000 | PA      | $1190616.58   | 0.31%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                  | Chemours Company (The) 2023 USD Term Loan B                                 | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    982099 | PA      | $960409.46    | 0.25%             | 2028-08-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                          | Brink's Co/The                                                              | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510420.00    | 0.13%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | Paramount Global                                                            | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489220.00    | 0.13%             | 2026-10-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                        | NMEF Funding 2024-A LLC                                                     | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854153 | PA      | $857169.63    | 0.22%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                  | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999670.00    | 0.26%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SKANDINAVISKA ENSKILDA                                                  | Skandinaviska Enskilda Banken AB                                            | CUSIP: 83051GAT5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $288546.00    | 0.07%             | 2026-09-09      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                        | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $780975.00    | 0.20%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                                       | Par Petroleum LLC 2024 Term Loan B                                          | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    984936 | PA      | $953846.85    | 0.25%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| East Montgomery County Improvement District Sales Tax Revenue           | E MONTGOMERY CNTY TX IMPT DIST SALES TAX REVENUE                            | CUSIP: 273735CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $130781.25    | 0.03%             | 2026-08-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1015270.00   | 0.26%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                              | Nasdaq Inc                                                                  | CUSIP: 63111XAG6<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34047.94     | 0.01%             | 2025-06-28      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | Sirius XM Radio LLC                                                         | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487115.00    | 0.13%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                         | Aligned Data Centers Issuer LLC                                             | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1912916.56   | 0.50%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                 | Pricoa Global Funding I                                                     | CUSIP: 74153WCR8<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    935000 | PA      | $934008.90    | 0.24%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                         | TripAdvisor Inc Term Loan                                                   | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    996247 | PA      | $973831.32    | 0.25%             | 2031-07-08      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                         | SBA Tower Trust                                                             | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $195781.94    | 0.05%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                          | BorgWarner Inc                                                              | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961830.00    | 0.25%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Air Canada                                                              | Air Canada 2024 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    990000 | PA      | $980203.95    | 0.25%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                              | MMAF Equipment Finance LLC 2023-A                                           | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2036867.32   | 0.53%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                            | Nordson Corp                                                                | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031490.00   | 0.27%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                | Capital One Financial Corp                                                  | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500060.00    | 0.13%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                                            | Jeld-Wen Inc 2024 Term Loan B                                               | CUSIP: 47579SAV2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |    693553 | PA      | $677452.16    | 0.18%             | 2028-07-28      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                                        | MINNESOTA ST HSG FIN AGY                                                    | CUSIP: 60416TT73<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    280000 | PA      | $280749.56    | 0.07%             | 2026-01-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                | EQT Corp                                                                    | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511185.00    | 0.13%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nevada Housing Division                                                 | NEVADA ST HSG DIV SF MTGE REVENUE                                           | CUSIP: 641279VH4<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    435000 | PA      | $447935.16    | 0.12%             | 2027-10-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                              | Nasdaq Inc                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770655.00    | 0.20%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| PRICOA GLOBAL FUNDING 1                                                 | Pricoa Global Funding I                                                     | CUSIP: 74153WCP2<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480150.00    | 0.12%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                      | CNO Global Funding                                                          | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029760.00   | 0.27%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | ONEOK Inc                                                                   | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500100.00    | 0.13%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                  | Match Group Holdings II LLC                                                 | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481880.00    | 0.12%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                  | Roper Technologies Inc                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496350.00    | 0.13%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                 | Japan Bank for International Cooperation                                    | CUSIP: 471048CW6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1001515.65   | 0.26%             | 2026-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                     | PenFed Auto Receivables Owner Trust 2022-A                                  | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108367 | PA      | $1106211.99   | 0.29%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                  | National Securities Clearing Corp                                           | CUSIP: 637639AJ4<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000720.00   | 0.26%             | 2025-05-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                            | Dell Equipment Finance Trust 2024-2                                         | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005396.12   | 0.26%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                  | Mutual of Omaha Cos Global Funding                                          | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017270.00   | 0.26%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028570.00   | 0.27%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Pawnee Equipment Receivables                                            | Pawneee Equipment Receivables Series 2022-1 LLC                             | CUSIP: 70410DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515052 | PA      | $515335.67    | 0.13%             | 2028-02-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                | Harley-Davidson Financial Services Inc                                      | CUSIP: 41284VAC6<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510800.00    | 0.13%             | 2028-03-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                                                        | Welltower OP LLC                                                            | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    250000 | PA      | $249825.00    | 0.06%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                     | Avantor Funding Inc 2024 Term Loan                                          | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     20461 | PA      | $20513.83     | 0.01%             | 2027-11-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | SoFi Professional Loan Program 2020-C Trust                                 | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793063 | PA      | $743189.66    | 0.19%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                    | RLJ Lodging Trust LP                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    500000 | PA      | $491185.00    | 0.13%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243902.50    | 0.06%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $466625.00    | 0.12%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                             | Netflix Inc                                                                 | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    822000 | PA      | $820602.60    | 0.21%             | 2025-06-15      | Fixed         | 3.63%                 | 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        |    997494 | PA      | $996875.28    | 0.26%             | 2031-09-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                            | Organon & Co 2024 USD Term Loan                                             | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    995161 | PA      | $955354.84    | 0.25%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2019-BNK16                                                             | CUSIP: 065405AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478222 | PA      | $473385.65    | 0.12%             | 2052-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $991180.00    | 0.26%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                         | SBA Tower Trust                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $476187.65    | 0.12%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                 | O'Reilly Automotive Inc                                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019230.00   | 0.26%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                           | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2000420.00   | 0.52%             | 2028-03-27      | Fixed         | 5.20%                 | 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        |    180484 | PA      | $181287.42    | 0.05%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                           | Volvo Financial Equipment LLC Series 2024-1                                 | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998538.29    | 0.26%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                              | Mattel Inc                                                                  | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736695.00    | 0.19%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                 | Metropolitan Life Global Funding I                                          | CUSIP: 592179KD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501875.00    | 0.13%             | 2026-01-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                              | Intuit Inc                                                                  | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014640.00   | 0.26%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                 | International Game Technology PLC                                           | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $493710.00    | 0.13%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                    | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001630.00   | 0.26%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| BRITISH AIR 19-1 A PTT                                                  | British Airways 2019-1 Class A Pass Through Trust                           | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    510071 | PA      | $485404.10    | 0.13%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                        | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500570.00    | 0.13%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| City of Omaha NE                                                        | OMAHA NE                                                                    | CUSIP: 6817126Z3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $116480.04    | 0.03%             | 2026-04-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                             | NVIDIA Corp                                                                 | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931370.00    | 0.24%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                | Johnson Controls International plc / Tyco Fire & Security Finance SCA       | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $517345.00    | 0.13%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| City of Mishawaka IN                                                    | MISHAWAKA IN LEASE RENTAL REVENU                                            | CUSIP: 60477CAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $280847.84    | 0.07%             | 2026-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                  | Cadence Design Systems Inc                                                  | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000130.00   | 0.26%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                                  | CUSIP: 19648GEA6<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515850.50    | 0.13%             | 2027-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                               | GATX Corp                                                                   | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253587.50    | 0.07%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                     | Sherwin-Williams Co/The                                                     | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199746.00    | 0.05%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                | Asian Infrastructure Investment Bank/The                                    | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1009290.00   | 0.26%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Housing Finance Corp                                            | FLORIDA ST HSG FIN CORP REVENUE                                             | CUSIP: 34074MQ61<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |    195000 | PA      | $195927.81    | 0.05%             | 2027-07-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                    | Public Storage Operating Co                                                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1000000 | PA      | $1031320.00   | 0.27%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                                                  | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998810.00    | 0.26%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2020-B                            | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913515 | PA      | $864455.72    | 0.22%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                        | Credit Acceptance Corp                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $349578.90    | 0.09%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                                    | Oceaneering International Inc                                               | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476990.00    | 0.12%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                | Hess Midstream Operations LP                                                | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016190.00   | 0.26%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                  | Asian Development Bank                                                      | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1954140.00   | 0.51%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                         | Alumina Pty Ltd                                                             | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $495425.00    | 0.13%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                   | CCG Receivables Trust 2021-2                                                | CUSIP: 12511EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238976 | PA      | $238644.63    | 0.06%             | 2029-03-14      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                       | Council Of Europe Development Bank                                          | CUSIP: 222213BC3<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $998900.00    | 0.26%             | 2026-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                           | Owens Corning                                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019400.00   | 0.26%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018340.00   | 0.26%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                           | Adient US LLC 2024 Term Loan B2                                             | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |   1034223 | PA      | $1013756.06   | 0.26%             | 2031-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                   | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499655.00    | 0.13%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                  | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015080.00   | 0.26%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                 | Nissan Motor Acceptance Co LLC                                              | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511530.00    | 0.13%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5118750.00   | 1.33%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                   | Mohawk Industries Inc                                                       | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036660.00   | 0.27%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                                                  | JetBlue 2019-1 Class B Pass Through Trust                                   | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276971 | PA      | $276985.29    | 0.07%             | 2027-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                  | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999320.00    | 0.26%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510095.00    | 0.13%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | National Bank of Canada                                                     | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $518565.00    | 0.13%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                         | SBA Tower Trust                                                             | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $237555.10    | 0.06%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                 | Sensata Technologies BV                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $460510.00    | 0.12%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2024-B                                                  | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2435285.45   | 0.63%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | Quikrete Holdings Inc 2025 Term Loan B                                      | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1000000 | PA      | $981645.00    | 0.25%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                   | Goldman Sachs BDC Inc                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511765.00    | 0.13%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                           | Commonbond Student Loan Trust 2018-C-GS                                     | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     88755 | PA      | $85332.88     | 0.02%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                 | International Game Technology PLC                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $489110.00    | 0.13%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                 | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $999050.00    | 0.26%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                         | CLI Funding VI LLC                                                          | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   1013333 | PA      | $938454.36    | 0.24%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2024-1                                    | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2026540.56   | 0.52%             | 2034-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                        | Ryder System Inc                                                            | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030330.00   | 0.27%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| CCG Receivables Trust                                                   | CCG Receivables Trust 2023-1                                                | CUSIP: 12512XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017258.14   | 0.26%             | 2030-09-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                              | DaVita Inc 2024 Extended Term Loan B1                                       | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    960138 | PA      | $956182.35    | 0.25%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                   | American Airlines Inc 2025 Term Loan                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    305500 | PA      | $299703.14    | 0.08%             | 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        |   1150000 | PA      | $1156468.76   | 0.30%             | 2028-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2024-2 LLC                                       | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1529266.26   | 0.40%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                      | Ingersoll Rand Inc                                                          | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028750.00   | 0.27%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979060.00    | 0.25%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                        | Genuine Parts Co                                                            | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251667.50    | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                             | WASHINGTON ST HSG FIN COMMISSION                                            | CUSIP: 93978T4T3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    300000 | PA      | $308700.90    | 0.08%             | 2027-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) JUN25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       200 | NC      | $331111.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCU Auto Receivables Trust                                             | OCCU Auto Receivables Trust 2023-1                                          | CUSIP: 674921AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164320 | PA      | $164567.55    | 0.04%             | 2027-04-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                   | AAR Escrow Issuer LLC                                                       | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $512230.00    | 0.13%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517950.01   | 0.39%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                       | GXO Logistics Inc                                                           | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479570.00    | 0.12%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                   | SS&C Technologies Inc 2024 Term Loan B8                                     | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    851334 | PA      | $851355.46    | 0.22%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $457154.30    | 0.12%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                   | BlackRock Funding Inc                                                       | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253390.00    | 0.07%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                             | Prologis LP                                                                 | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1000000 | PA      | $1018570.00   | 0.26%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Dominos Pizza Master Issuer LLC                                         | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1458750 | PA      | $1354848.86   | 0.35%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                             | Paychex Inc                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016030.00   | 0.26%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                          | VOC Escrow Ltd                                                              | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $490505.00    | 0.13%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                  | IOWA ST FIN AUTH SF MTGE REVENUE                                            | CUSIP: 4624676Q9<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    350000 | PA      | $360144.05    | 0.09%             | 2027-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                | Performance Food Group Inc                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995400.00    | 0.26%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498405.00    | 0.13%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                   | Svensk Exportkredit AB                                                      | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1011587.64   | 0.26%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                                  | CUSIP: 19648GDZ2<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    500000 | PA      | $512485.50    | 0.13%             | 2027-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                   | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499245.00    | 0.13%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                        | Harley-Davidson Motorcycle Trust 2022-A                                     | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291601 | PA      | $290698.67    | 0.08%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue     | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                       | CUSIP: 592643DU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $691621.70    | 0.18%             | 2025-10-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                           | ZF North America Capital Inc                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477825.00    | 0.12%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503200.00    | 0.13%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                        | Essent Group Ltd                                                            | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1026530.00   | 0.27%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OneMain Finance Corp                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479030.00    | 0.12%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Housing Finance Corp                                            | FLORIDA ST HSG FIN CORP REVENUE                                             | CUSIP: 34074MQ46<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |    440000 | PA      | $440346.28    | 0.11%             | 2026-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                | New York Life Global Funding                                                | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998370.00    | 0.26%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                   | Accenture Capital Inc                                                       | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993750.00    | 0.26%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                   | Texas Instruments Inc                                                       | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240705.00    | 0.06%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                   | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420590.30    | 0.11%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City of Auburn CA                                                       | AUBURN CA PENSN OBLIG                                                       | CUSIP: 05028XAC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $154540.58    | 0.04%             | 2025-06-01      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                     | Hilcorp Energy I LP Term Loan B                                             | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   1000000 | PA      | $987500.00    | 0.26%             | 2030-02-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                       | BA Credit Card Trust                                                        | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998616.98    | 0.26%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                | Element Fleet Management Corp                                               | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $996800.00    | 0.26%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                | Aptiv Swiss Holdings Ltd                                                    | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $986630.00    | 0.26%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KOMMUNINVEST I SVERIGE                                                  | Kommuninvest I Sverige AB                                                   | CUSIP: 50046PCC7<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $999389.28    | 0.26%             | 2025-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                 | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961570.00    | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020900.00   | 0.26%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505750.00    | 0.13%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                    | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010960.00   | 0.26%             | 2026-03-06      | Fixed         | 6.95%                 | 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        |    229969 | PA      | $232460.69    | 0.06%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                             | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002430.00   | 0.26%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                         | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1000000 | PA      | $971370.00    | 0.25%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                | Weatherford International Ltd                                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $992250.00    | 0.26%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2021-PJ11                               | CUSIP: 36263VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510067 | PA      | $451225.60    | 0.12%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2022-B                                    | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707164 | PA      | $703735.81    | 0.18%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                 | SCF Equipment Leasing 2023-1 LLC                                            | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013138.05   | 0.26%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                   | JB Hunt Transport Services Inc                                              | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504890.00    | 0.13%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                             | Equinix Inc                                                                 | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    500000 | PA      | $492495.00    | 0.13%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPL Holdings Inc                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994730.00    | 0.26%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                              | Nuveen LLC                                                                  | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037480.00   | 0.27%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                             | KeyBank NA/Cleveland OH                                                     | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499230.00    | 0.13%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Colorado Housing and Finance Authority                                  | COLORADO ST HSG & FIN AUTH                                                  | CUSIP: 196480ZM2<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    300000 | PA      | $295995.60    | 0.08%             | 2025-11-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                       | International Finance Corp                                                  | CUSIP: 45950KDA5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $498560.00    | 0.13%             | 2025-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                   | Texas Instruments Inc                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507665.00    | 0.13%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                     | PayPal Holdings Inc                                                         | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981710.00    | 0.25%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                         | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505330.00    | 0.13%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                | Graphic Packaging International LLC                                         | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483220.00    | 0.13%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                | Canadian Pacific Railway Co                                                 | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $993240.00    | 0.26%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                      | Discover Card Execution Note Trust                                          | CUSIP: 254683CS2<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1499290.41   | 0.39%             | 2027-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                   | OneMain Direct Auto Receivables Trust 2021-1                                | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132451 | PA      | $131125.54    | 0.03%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                                                   | USAA Auto Owner Trust 2022-A                                                | CUSIP: 90291UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96532 | PA      | $96537.81     | 0.03%             | 2026-11-16      | Fixed         | 4.86%                 | 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        |    992512 | PA      | $992929.36    | 0.26%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                           | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502350.00    | 0.13%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                     | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503835.00    | 0.13%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                 | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $250345.00    | 0.06%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                | International Business Machines Corp                                        | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505510.05    | 0.13%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                            | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1000000 | PA      | $997260.00    | 0.26%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                 | PPL Capital Funding Inc                                                     | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24459.50     | 0.01%             | 2067-03-30      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                            | American Express Credit Account Master Trust                                | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2079855.10   | 0.54%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                       | T-Mobile US Trust 2022-1                                                    | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395858 | PA      | $396041.55    | 0.10%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                               | KBR Inc 2024 1st Lien Term Loan B                                           | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |    990000 | PA      | $991653.30    | 0.26%             | 2031-01-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                     | Charles Schwab Corp/The                                                     | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242737.50    | 0.06%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504165.00    | 0.13%             | 2028-01-14      | Fixed         | 4.95%                 | 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