# EDGAR Filing Document

**Accession Number:** 0000872323
**File Stem:** 0001410368-26-055170
**Filing Date:** 2026-5
**Character Count:** 109417
**Document Hash:** 07db960cbe21da83cf74f32016db9ee5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055170.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055170

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06279
- **FILM NUMBER:** 261033152

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5869825618.36

**Total Liabilities:** $31952855.03

**Net Assets:** $5837872763.33

**Delayed Delivery Securities:** $850000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1794.58000000 | **1-Year:** -62080.47000000 | **5-Year:** -283334.95000000 | **10-Year:** -275297.67000000 | **30-Year:** -45036.70000000

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

- **3-Month:** -1035.02000000 | **1-Year:** -21466.76000000 | **5-Year:** -79078.83000000 | **10-Year:** -22932.59000000 | **30-Year:** -14817.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007558 | 0.51%                | -0.08%               | -3.56%               |
| Class ID C000174799 | 0.54%                | -0.10%               | -3.54%               |
| Class ID C000174800 | 0.54%                | -0.08%               | -3.55%               |
| Class ID C000225886 | 0.54%                | -0.08%               | -3.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $118571019.97            | $-95346251.62                              |
| Month 2  | $76045165.20             | $-95565836.23                              |
| Month 3  | $-19624390.35            | $-208706300.65                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                            | A&D Mortgage Trust 2026-NQM2                              | CUSIP: 00038TAF9<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |   7959756 | PA      | $7859530.04   | 0.13%             | 2071-03-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                            | A&D Mortgage Trust 2026-NQM1                              | CUSIP: 00040DAF0<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |    493803 | PA      | $488208.21    | 0.01%             | 2071-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| ABM Industries Inc                            | ABM Industries Inc                                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |   1059700 | NS      | $40819644.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| A&D Mortgage Trust                            | A&D Mortgage Trust 2025-NQM3                              | CUSIP: 00250FAD5<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |   3685450 | PA      | $3678921.98   | 0.06%             | 2070-08-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                            | A&D Mortgage Trust 2025-NQM4                              | CUSIP: 002941AD4<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |   9497351 | PA      | $9464241.44   | 0.16%             | 2070-10-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                     | Adobe Inc                                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    153900 | NS      | $37410012.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10129000 | PA      | $9199418.72   | 0.16%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  16250000 | PA      | $15794344.48  | 0.27%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                    | Airbnb Inc                                                | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |    775000 | NS      | $97867000.00  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                    | Airbnb Inc                                                | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30030378.90  | 0.51%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                   | Aker BP ASA                                               | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $9592870.30   | 0.16%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                      | Alexandria Real Estate Equities Inc                       | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |  14000000 | PA      | $13672067.78  | 0.23%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings Inc             | Allison Transmission Holdings Inc                         | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    200700 | NS      | $23493942.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                            | Ally Financial Inc                                        | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   2331400 | NS      | $91460822.00  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  23750000 | PA      | $23528312.75  | 0.40%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1856612.60   | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                        | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9634404.10   | 0.17%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                  | Alphabet Inc                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    673700 | NS      | $193729172.00 | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                  | Alphabet Inc                                              | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9957164.30   | 0.17%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                | Amazon.com Inc                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    533400 | NS      | $111091218.00 | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                | Amazon.com Inc                                            | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9908862.40   | 0.17%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                       | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9896448.50   | 0.17%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                        | American Honda Finance Corp                               | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10019202.50  | 0.17%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                        | American Honda Finance Corp                               | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9648197.60   | 0.17%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American International Group Inc              | American International Group Inc                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   1109600 | NS      | $83497400.00  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust 2025-12                          | CUSIP: 03466KAD8<br>LEI: 254900ZULW8CAJ29C630 | Long             | ABS-MBS          | CORP              | US        |   7724567 | PA      | $7666836.23   | 0.13%             | 2070-12-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust 2025-9                           | CUSIP: 03466VAB8<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |   2941445 | PA      | $2934517.75   | 0.05%             | 2070-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust 2025-10                          | CUSIP: 034940AB2<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |   3658639 | PA      | $3635340.52   | 0.06%             | 2070-09-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust 2026-1                           | CUSIP: 034947AF8<br>LEI: 2549004SH6MLXHN5ZV45 | Long             | ABS-MBS          | CORP              | US        |   9780592 | PA      | $9672129.40   | 0.17%             | 2071-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust 2025-13                          | CUSIP: 034952AD3<br>LEI: 254900E0MZH4LYHYEK54 | Long             | ABS-MBS          | CORP              | US        |  10769183 | PA      | $10703218.63  | 0.18%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| APA CORP                                      | APA Corp                                                  | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8426532.80   | 0.14%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | Arthur J Gallagher & Co                                   | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1867034.04   | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                | AutoNation Inc                                            | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4416568.53   | 0.08%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                            | Bacardi-Martini BV                                        | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |  11350000 | PA      | $11490794.25  | 0.20%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                          | Bank of America Corp                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1457121 | NS      | $71034648.75  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                      | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13575000 | PA      | $13634017.45  | 0.23%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank                                          | BANK 2022-BNK40                                           | CUSIP: 06541LBP0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3168560.15   | 0.05%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                       | Belron Finance 2019 LLC 2026 Repriced Term Loan B         | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  13298427 | PA      | $13285128.43  | 0.23%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                 | Blackstone Mortgage Trust Inc 2026 Repriced Term Loan     | CUSIP: 09259GAL7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |   6619909 | PA      | $6603358.92   | 0.11%             | 2030-12-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                        | Blackstone Private Credit Fund                            | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9498144.20   | 0.16%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2026-1      | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4448971.35   | 0.08%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7788554.31   | 0.13%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                             | Brunswick Corp/DE                                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    612700 | NS      | $44580052.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                                | Brunswick Corp/DE                                         | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  35813000 | PA      | $31053645.33  | 0.53%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                             | CBRE Services Inc                                         | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  18125000 | PA      | $17873437.33  | 0.31%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                   | CDW Corp/DE                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    643000 | NS      | $77815860.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                               | Cigna Group/The                                           | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9985499.60   | 0.17%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2024-B                         | CUSIP: 12627SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7529755.75   | 0.13%             | 2031-11-17      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2022-C                         | CUSIP: 12664DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3127842.30   | 0.05%             | 2030-04-15      | Fixed         | 9.08%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS Health Corp                                           | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18430757.00  | 0.32%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                    | Capital One Financial Corp                                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    453500 | NS      | $82732005.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  19600000 | PA      | $19302743.85  | 0.33%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-P4                    | CUSIP: 14076LAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3292000 | PA      | $3294441.35   | 0.06%             | 2032-12-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                              | Carlisle Cos Inc                                          | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5822889.22   | 0.10%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | Carmax Auto Owner Trust 2025-4                            | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997224.50    | 0.02%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                             | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9750000 | PA      | $9746829.30   | 0.17%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-P2                    | CUSIP: 14688PAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1655226.30   | 0.03%             | 2031-06-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2025-P4                    | CUSIP: 14689AAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11983392.00  | 0.21%             | 2032-04-12      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2025-P4                    | CUSIP: 14689AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5515380 | PA      | $5515020.67   | 0.09%             | 2033-11-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2026-P1                    | CUSIP: 14689FAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9998725.00   | 0.17%             | 2034-03-10      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-P3                    | CUSIP: 146919AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7943472.00   | 0.14%             | 2032-09-10      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                  | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7928124.15   | 0.14%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                  | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2503936.66   | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                  | Centene Corp                                              | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   1170800 | NS      | $38331992.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8763593.00   | 0.15%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc  | Charles River Laboratories International Inc              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |    245800 | NS      | $42400500.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation            | Chase Home Lending Mortgage Trust Series 2024-1           | CUSIP: 16160DAY9<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |  12304713 | PA      | $12714151.07  | 0.22%             | 2055-01-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation            | Chase Home Lending Mortgage Trust Series 2024-6           | CUSIP: 161931AT7<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |  15159149 | PA      | $15914033.85  | 0.27%             | 2055-05-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                      | Citadel Securities Global Holdings LLC                    | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16775033.39  | 0.29%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc           | Clydesdale Acquisition Holdings Inc 2025 Term Loan B      | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   4948466 | PA      | $4609496.38   | 0.08%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                        | Columbus McKinnon Corp/NY                                 | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9995400.00   | 0.17%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1932800 | NS      | $55490688.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    551300 | NS      | $72771600.00  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                      | Corebridge Financial Inc                                  | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |   2911176 | NS      | $69460659.36  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2024-C                         | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5158018.00   | 0.09%             | 2032-03-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2024-A                         | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3247755.20   | 0.06%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                | CPS Auto Receivables Trust 2024-A                         | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3212355.78   | 0.06%             | 2031-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                        | Daimler Truck Finance North America LLC                   | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  17850000 | PA      | $17504419.18  | 0.30%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                               | Deere & Co                                                | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10388340.60  | 0.18%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                           | Delta Air Lines Inc                                       | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    748100 | NS      | $49733688.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                           | Delta Air Lines Inc                                       | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13085542.99  | 0.22%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                               | SkyMiles IP Ltd 2025 Repriced Term Loan B                 | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   3853820 | PA      | $3865882.70   | 0.07%             | 2028-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                   | Equifax Inc                                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |    304400 | NS      | $54813308.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2025-5                | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6946970.80   | 0.12%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2026-2                | CUSIP: 30166WAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7107000 | PA      | $7111032.51   | 0.12%             | 2033-11-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust                       | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3523630.60   | 0.06%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2026-1                | CUSIP: 30168HAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3996372.00   | 0.07%             | 2033-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2025-2                | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9123065.10   | 0.16%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group Inc                                         | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  13576000 | PA      | $13587177.53  | 0.23%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                            | Meta Platforms Inc                                        | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9373903.70   | 0.16%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DQ2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29869011 | PA      | $25738780.97  | 0.44%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DS7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36155950 | PA      | $29476309.52  | 0.50%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DSQE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21644189 | PA      | $18614156.96  | 0.32%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DSRK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5539317 | PA      | $5487393.74   | 0.09%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22457371 | PA      | $22712642.33  | 0.39%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DUJW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14979228 | PA      | $15081840.15  | 0.26%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DUKG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36442729 | PA      | $36990445.33  | 0.63%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22540500 | PA      | $18249668.72  | 0.31%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3133CU6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18509276 | PA      | $18761564.92  | 0.32%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                         | CUSIP: 3136B9FK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9829698 | PA      | $7742841.32   | 0.13%             | 2050-04-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                         | CUSIP: 3136BQRC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10604182 | PA      | $11193056.44  | 0.19%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                        | CUSIP: 3137FWX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4736226 | PA      | $3830782.76   | 0.07%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                        | CUSIP: 3137HBDC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22850315 | PA      | $23208144.55  | 0.40%             | 2054-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                        | CUSIP: 3137HBVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11331182 | PA      | $10754671.99  | 0.18%             | 2054-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                        | CUSIP: 3137HCN81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18164371 | PA      | $18188401.11  | 0.31%             | 2054-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                        | CUSIP: 3137HCVX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8883202 | PA      | $9158280.64   | 0.16%             | 2054-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                           | CUSIP: 3140M2G48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14965668 | PA      | $12824899.68  | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                           | CUSIP: 3140N25C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24789077 | PA      | $24132670.17  | 0.41%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                           | CUSIP: 3140QK4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18679272 | PA      | $16083152.93  | 0.28%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                           | CUSIP: 3140QU7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31812957 | PA      | $32205153.67  | 0.55%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                           | CUSIP: 3140W0GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28264525 | PA      | $28488907.99  | 0.49%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                           | CUSIP: 3140W1MY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31596853 | PA      | $25778636.34  | 0.44%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                           | CUSIP: 3140XRDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16642848 | PA      | $16761118.32  | 0.29%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                          | CUSIP: 3142GSNU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5585478 | PA      | $5651927.83   | 0.10%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                      | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  18125000 | PA      | $17511583.30  | 0.30%             | 2032-03-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                      | First Citizens BancShares Inc/NC                          | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $12950214.64  | 0.22%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2023-2                         | CUSIP: 33843EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $2434042.45   | 0.04%             | 2030-07-15      | Fixed         | 10.89%                | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2022-4                         | CUSIP: 33843XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3789113 | PA      | $3827265.74   | 0.07%             | 2028-10-16      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2021-2                         | CUSIP: 33844WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2552382.30   | 0.04%             | 2028-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2022-3                         | CUSIP: 33845PAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $2950135.65   | 0.05%             | 2029-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                    | Flagship Credit Auto Trust 2022-1                         | CUSIP: 33845VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5494000 | PA      | $3992032.70   | 0.07%             | 2029-06-15      | Fixed         | 5.37%                 | 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        |   4975000 | PA      | $5050759.30   | 0.09%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                     | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   9425000 | PA      | $8912094.33   | 0.15%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                | GE HealthCare Technologies Inc                            | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |    863600 | NS      | $61471048.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                        | GE HealthCare Technologies Inc                            | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   9875000 | PA      | $9680318.82   | 0.17%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust           | GS Mortgage-Backed Securities Trust 2025-PJ1              | CUSIP: 36271DCG0<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1728335 | PA      | $1694132.91   | 0.03%             | 2055-06-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust           | GS Mortgage-Backed Securities Trust 2025-PJ4              | CUSIP: 36271WCD5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1975430 | PA      | $1990897.26   | 0.03%             | 2055-09-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust           | GS Mortgage-Backed Securities Trust 2025-PJ6              | CUSIP: 36272KCD0<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   6924632 | PA      | $7078080.04   | 0.12%             | 2055-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust           | GS Mortgage-Backed Securities Trust 2025-PJ3              | CUSIP: 36273WCD3<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   3753976 | PA      | $3755811.42   | 0.06%             | 2055-07-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust           | GS Mortgage-Backed Securities Trust 2025-PJ3              | CUSIP: 36273WCG6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   4805011 | PA      | $4794183.48   | 0.08%             | 2055-07-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                   | Gartner Inc                                               | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |    379000 | NS      | $60010860.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                           | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9850333.40   | 0.17%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                              | Genuine Parts Co                                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    205400 | NS      | $21721050.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                      | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8911610.30   | 0.15%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                       | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $9877296.68   | 0.17%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                  | CUSIP: 38384D2T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14078724 | PA      | $14489552.39  | 0.25%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                  | CUSIP: 38384DGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20552544 | PA      | $20896427.42  | 0.36%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                          | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $16810396.85  | 0.29%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                          | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8792792.10   | 0.15%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                       | Honeywell Aerospace Inc                                   | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9922030.00   | 0.17%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                             | Hyatt Hotels Corp                                         | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20548180.40  | 0.35%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                   | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9821522.60   | 0.17%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK NA                            | South State Bank NA                                       | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9887625.00   | 0.17%             | 2034-08-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                 | Intercontinental Exchange Inc                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    738800 | NS      | $116198464.00 | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                            | IQVIA Holdings Inc                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    317900 | NS      | $54214666.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2024-9                           | CUSIP: 46593DBL0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  13910130 | PA      | $14711346.88  | 0.25%             | 2055-02-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2025-CCM1                        | CUSIP: 46593MBD8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   6732653 | PA      | $6744736.88   | 0.12%             | 2055-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2025-CCM1                        | CUSIP: 46593MBE6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   4908613 | PA      | $4887439.85   | 0.08%             | 2055-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2025-9                    | CUSIP: 46594GCA5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   6713473 | PA      | $6792574.79   | 0.12%             | 2056-03-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2025-10                   | CUSIP: 46594JDL4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2537040 | PA      | $2538498.25   | 0.04%             | 2056-05-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                       | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  34750000 | PA      | $34259587.15  | 0.59%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2024-6                    | CUSIP: 46657YAY0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  10674743 | PA      | $11138471.95  | 0.19%             | 2054-12-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2024-12                          | CUSIP: 46658TBL7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   9188920 | PA      | $9535838.45   | 0.16%             | 2055-06-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2025-CCM2                 | CUSIP: 46659EBE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   6039167 | PA      | $6209139.75   | 0.11%             | 2055-09-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2025-NQM3                 | CUSIP: 46659QAD1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  11584311 | PA      | $11602264.09  | 0.20%             | 2065-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust 2026-NQM1                        | CUSIP: 46660DAF2<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |   7849005 | PA      | $7763521.03   | 0.13%             | 2066-06-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2025-NQM4                 | CUSIP: 46660HAG1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  12984891 | PA      | $12893365.45  | 0.22%             | 2066-03-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                      | JP Morgan Mortgage Trust Series 2025-NQM5                 | CUSIP: 46664DAF8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |  13390974 | PA      | $13290128.29  | 0.23%             | 2066-05-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                  | KKR & Co Inc                                              | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18381095.71  | 0.31%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                          | Keurig Dr Pepper Inc                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   4805000 | NS      | $126515650.00 | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL Holdings Inc                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  14225000 | PA      | $14286890.27  | 0.24%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                           | LYB International Finance III LLC                         | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15049566.75  | 0.26%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                             | Lithia Motors Inc                                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    246300 | NS      | $61506036.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                             | Lithia Motors Inc                                         | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4699107.00   | 0.08%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                             | Lithia Motors Inc                                         | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   8540000 | PA      | $8111409.00   | 0.14%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust                             | M&T Bank RV Trust 2026-1                                  | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6221118 | PA      | $6150742.84   | 0.11%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                              | MGM Resorts International                                 | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |  13875000 | PA      | $13615490.33  | 0.23%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                 | M/I Homes Inc                                             | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6658568.86   | 0.11%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                       | MPLX LP                                                   | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9856941.00   | 0.17%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                      | Marsh & McLennan Cos Inc                                  | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10004530.26  | 0.17%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International Inc/MD                             | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9662173.80   | 0.17%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                    | Masco Corp                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    717800 | NS      | $43333586.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA                          | Mercedes-Benz Finance North America LLC                   | CUSIP: 58769JBM8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9874231.30   | 0.17%             | 2031-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                | Merck & Co Inc                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    624200 | NS      | $75085018.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLEX ELECTRONICS TECH                        | Molex Electronic Technologies LLC                         | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012799.02   | 0.05%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                        | Molex Electronic Technologies LLC                         | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7851991.24   | 0.13%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                    | Mondelez International Inc                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   1056200 | NS      | $60879368.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                            | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15892270.72  | 0.27%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                    | Nasdaq Inc                                                | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    421200 | NS      | $35755668.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                   | Netflix Inc                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    547700 | NS      | $52661355.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                      | NIKE Inc                                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    540100 | NS      | $28528082.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2025-NQM13 Trust                                      | CUSIP: 67121UAB2<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   5451504 | PA      | $5462146.80   | 0.09%             | 2065-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2025-NQM15 Trust                                      | CUSIP: 67122CAF2<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    812446 | PA      | $813177.66    | 0.01%             | 2065-07-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2025-NQM16 Trust                                      | CUSIP: 67122DAF0<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   2850505 | PA      | $2831498.30   | 0.05%             | 2065-08-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2025-NQM23 Trust                                      | CUSIP: 67123BAJ5<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   9404989 | PA      | $9380294.34   | 0.16%             | 2065-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2026-NQM1 Trust                                       | CUSIP: 67123HAJ2<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |   1953351 | PA      | $1937297.22   | 0.03%             | 2065-11-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2026-NQM2 Trust                                       | CUSIP: 67123VAJ1<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |   3445155 | PA      | $3414156.73   | 0.06%             | 2065-12-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2026-NQM3 Trust                                       | CUSIP: 67449MAJ8<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |   1977104 | PA      | $1949392.00   | 0.03%             | 2066-01-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                      | Omega Healthcare Investors Inc                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2425000 | PA      | $2434849.36   | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                               | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4579023.76   | 0.08%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                               | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7764667.47   | 0.13%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                               | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4807441.50   | 0.08%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    253800 | NS      | $27466236.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                      | Patterson-UTI Energy Inc                                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $8759790.66   | 0.15%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                   | Phillips 66                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    311500 | NS      | $56749070.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                    | Phinia Inc                                                | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   6523000 | PA      | $6629918.49   | 0.11%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                      | Plains All American Pipeline LP / PAA Finance Corp        | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3240109.21   | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                         | QXO Building Products Inc                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $14024876.25  | 0.24%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust 2025-1                                | CUSIP: 749431BU5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   4687597 | PA      | $4816716.01   | 0.08%             | 2055-03-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                      | RHP Hotel Properties LP / RHP Finance Corp                | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |   4875000 | PA      | $4810911.79   | 0.08%             | 2034-03-15      | Fixed         | 5.75%                 | 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        |   7860101 | PA      | $7820800.52   | 0.13%             | 2031-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC               | Raising Cane's Restaurants LLC 2025 Term Loan B           | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |  13466250 | PA      | $13373736.86  | 0.23%             | 2032-11-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc              | Reinsurance Group of America Inc                          | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    583898 | NS      | $119208615.68 | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                        | Roper Technologies Inc                                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |    148100 | NS      | $52406666.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                | Salesforce Inc                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    643900 | NS      | $120196813.00 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                | Salesforce Inc                                            | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19937787.60  | 0.34%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust     | Santander Mortgage Asset Receivable Trust 2025-NQM4       | CUSIP: 80263BAD1<br>LEI: 254900P9WEZD48ETI035 | Long             | ABS-MBS          | CORP              | US        |   5845344 | PA      | $5848164.12   | 0.10%             | 2065-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2025-4             | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2978363.40   | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                       | Charles Schwab Corp/The                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |   1102826 | NS      | $103643587.48 | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2023-2 Receivables Funding LLC           | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2193913 | PA      | $2257098.28   | 0.04%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2023-2 Receivables Funding LLC           | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1527428 | PA      | $1597334.94   | 0.03%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-2 Receivables Funding LLC           | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718892 | PA      | $1738602.01   | 0.03%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2022-2 Receivables Funding LLC           | CUSIP: 82650TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303633 | PA      | $305662.09    | 0.01%             | 2040-06-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2022-2 Receivables Funding LLC           | CUSIP: 82650TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151816 | PA      | $154998.89    | 0.00%             | 2040-06-20      | Fixed         | 9.22%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2026-1 Receivables Funding LLC           | CUSIP: 82652VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $7767861.66   | 0.13%             | 2042-12-22      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-3 Receivables Funding LLC           | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2001917 | PA      | $1996284.54   | 0.03%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2025-1 Receivables Funding LLC           | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5322455 | PA      | $5352983.59   | 0.09%             | 2042-01-21      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-1 Receivables Funding LLC           | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2241910 | PA      | $2263844.02   | 0.04%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-1 Receivables Funding LLC           | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1096045 | PA      | $1119295.00   | 0.02%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2023-3 Receivables Funding LLC           | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2099200 | PA      | $2155197.26   | 0.04%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                   | Southern Co/The                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13613172.38  | 0.23%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                             | Southern Power Co                                         | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4110162.38   | 0.07%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                            | Expand Energy Corp                                        | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24359206.50  | 0.42%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                             | State Street Corp                                         | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    568200 | NS      | $71911392.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp.                   | FIXED INC CLEARING CORP.REPO                              | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 236347153 | PA      | $236347152.51 | 4.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                         | Stifel Financial Corp                                     | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |  12242000 | PA      | $11888013.51  | 0.20%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                          | Targa Resources Corp                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    299500 | NS      | $75093635.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES                               | Thor Industries Inc                                       | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $16284460.58  | 0.28%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                         | Truist Financial Corp                                     | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9686055.70   | 0.17%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                           | United Airlines Inc                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9811239.00   | 0.17%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                       | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $40128906.00  | 0.69%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72500000 | PA      | $67730859.38  | 1.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                       | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29425000 | PA      | $28472135.82  | 0.49%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                       | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43700000 | PA      | $42938663.84  | 0.74%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                       | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8179171.90   | 0.14%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70200000 | PA      | $70013531.25  | 1.20%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25775000 | PA      | $25735733.33  | 0.44%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                       | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20450000 | PA      | $20346951.22  | 0.35%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                       | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14943750.00  | 0.26%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                       | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7852812.48   | 0.13%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                              | Vail Resorts Inc                                          | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7685888.13   | 0.13%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                            | Valero Energy Corp                                        | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9364833.91   | 0.16%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                      | Vistra Operations Co LLC                                  | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9838994.00   | 0.17%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                              | Wand NewCo 3 Inc 2025 Repriced Term Loan B                | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |  23415711 | PA      | $23196305.80  | 0.40%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Warner Music Group Corp                       | Warner Music Group Corp                                   | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1388900 | NS      | $35472506.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                          | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20750000 | PA      | $20566151.27  | 0.35%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wendy's Co/The                                | Wendy's Co/The                                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |   3397400 | NS      | $23611930.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                 | Westlake Corp                                             | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1843953.44   | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                 | Westlake Corp                                             | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9853201.90   | 0.17%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-2              | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4597743.70   | 0.08%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2026-1              | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4454659.35   | 0.08%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                        | Williams Cos Inc/The                                      | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9851125.40   | 0.17%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                      | Willis North America Inc                                  | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9706562.60   | 0.17%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                    | Zimmer Biomet Holdings Inc                                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    829100 | NS      | $74967222.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                        | ALPHABET INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1700 | NC      | $-174250.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                        | FISERV INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |    -11750 | NC      | $-5698750.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                        | FISERV INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      9500 | NC      | $142500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                        | ELEVANCE HEALTH INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      3400 | NC      | $5287000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                        | ELEVANCE HEALTH INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -3900 | NC      | $-4758000.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                        | PHILLIPS 66                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1246 | NC      | $-1102710.00  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                  | Glencore PLC                                              | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |   6721800 | NS      | $50910062.57  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                 | Accenture PLC                                             | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |    291700 | NS      | $57841193.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                      | ICON PLC                                                  | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |    263500 | NS      | $29158910.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                           | TE Connectivity PLC                                       | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    359977 | NS      | $75242392.54  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                      | Willis Towers Watson PLC                                  | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |    393900 | NS      | $114506730.00 | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Ltd                                    | Amrize Ltd                                                | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |    651100 | NS      | $36474622.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Peer Holding III BV                           | Peer Holding III BV 2025 USD Term Loan B4B                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   8722000 | PA      | $8700195.00   | 0.15%             | 2030-10-28      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                           | Peer Holding III BV 2025 USD Term Loan B5B                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   4937500 | PA      | $4922095.00   | 0.08%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                           | Peer Holding III BV 2025 USD Term Loan B                  | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |   5000000 | PA      | $4950000.00   | 0.08%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-20

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

**Signature:** Zachary Weber

**Name of Signer:** Zachary Weber

**Title:** Chief Financial Officer