# EDGAR Filing Document

**Accession Number:** 0000826732
**File Stem:** 0001410368-26-067664
**Filing Date:** 2026-6
**Character Count:** 214996
**Document Hash:** 5f62ac220a9c53016bb70d7ff6893449
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067664.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067664

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05443
- **FILM NUMBER:** 261128586

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

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

## Series and Classes Contracts Data

### Calamos Short-Term Bond Fund (Series ID: S000062995)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

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

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

- **a. Name of Series:** Calamos Short-Term Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $436866784.14

**Total Liabilities:** $21879170.91

**Net Assets:** $414987613.23

**Delayed Delivery Securities:** $3295750.00

**Cash Not Reported:** $12144512.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1697.37000000 | **1-Year:** -29560.77000000 | **5-Year:** -34694.82000000 | **10-Year:** -1080.45000000 | **30-Year:** -18.55000000

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

- **3-Month:** -290.36000000 | **1-Year:** -4876.23000000 | **5-Year:** -10534.50000000 | **10-Year:** -1538.40000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204432 | 0.56%                | -0.58%               | 0.35%                |
| Class ID C000204433 | 0.68%                | -0.66%               | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13229.58                | $685341.69                                 |
| Month 2  | $52099.68                | $-3686253.99                               |
| Month 3  | $-104223.95              | $199853.59                                 |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DaVita Inc                                                                | DaVita Inc 2025 Term Loan B                                                 | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    950543 | PA      | $955889.59    | 0.23%             | 2031-05-09      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                    | IOWA ST FIN AUTH SF MTGE REVENUE                                            | CUSIP: 4624676R7<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    505000 | PA      | $518527.44    | 0.12%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                      | COPT Defense Properties LP                                                  | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1000000 | PA      | $988860.00    | 0.24%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                       | NatWest Markets PLC                                                         | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $495125.00    | 0.12%             | 2026-09-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                       | First Industrial LP                                                         | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |   1000000 | PA      | $1012890.00   | 0.24%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                    | Sempra                                                                      | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981430.00    | 0.24%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                         | Iron Mountain Inc 2023 Term Loan B                                          | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    979827 | PA      | $981663.96    | 0.24%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                         | Elanco Animal Health Inc 2025 Term Loan B                                   | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    540370 | PA      | $542650.09    | 0.13%             | 2032-10-31      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                              | Synopsys Inc                                                                | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008670.00   | 0.24%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                        | Advance Auto Parts Inc                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    222000 | PA      | $229166.16    | 0.06%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                                      | JUPITER BORROWER INC TERM LOAN B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $603000.00    | 0.15%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                               | Deluxe Corp                                                                 | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522410.00    | 0.13%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                  | Intercontinental Exchange Inc                                               | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496025.00    | 0.12%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                       | Viavi Solutions Inc                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476505.00    | 0.11%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                    | US 5YR NOTE (CBT) JUN26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       200 | NC      | $-400486.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                  | Vantage Data Centers Issuer LLC                                             | CUSIP: 92212KAG1<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $985345.69    | 0.24%             | 2054-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KFW                                                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $296568.00    | 0.07%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                   | Schlumberger Holdings Corp                                                  | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008280.00   | 0.24%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Housing Finance Corp                                              | FLORIDA ST HSG FIN CORP REVENUE                                             | CUSIP: 34074MQ53<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |    190000 | PA      | $191404.67    | 0.05%             | 2027-01-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | Oracle Corp                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499450.00    | 0.12%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                         | Herc Holdings Inc                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512770.00    | 0.12%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                       | Northern Trust Corp                                                         | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992230.00    | 0.24%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                    | Aviation Capital Group LLC                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743145.00    | 0.18%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                  | Octane Receivables Trust 2024-2                                             | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512407 | PA      | $515717.33    | 0.12%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                         | Entergy Texas Inc                                                           | CUSIP: 29365TAL8<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495395.00    | 0.12%             | 2026-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                   | Delta Air Lines 2020-1 Class AA Pass Through Trust                          | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    932875 | PA      | $902715.54    | 0.22%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                       | Six Flags Entertainment Corporation 2024 Term Loan B                        | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    982500 | PA      | $976767.11    | 0.24%             | 2031-05-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                                      | Toyota Auto Loan Extended Note Trust 2023-1                                 | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2025064.48   | 0.49%             | 2036-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                    | U.S. Treasury Notes                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2958164.07   | 0.71%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                         | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                             | CUSIP: 45505TJ93<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    175000 | PA      | $175361.38    | 0.04%             | 2026-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                   | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    500000 | PA      | $505420.00    | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Victor Valley Community College District                                  | VICTOR VLY CA CMNTY CLG DIST                                                | CUSIP: 92603PEW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $144688.11    | 0.03%             | 2026-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                             | Amphenol Corp                                                               | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009240.00   | 0.24%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| LADDER CAP FIN LLLP/CORP                                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1000000 | PA      | $979280.00    | 0.24%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                           | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1021112 | PA      | $1021213.84   | 0.25%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                    | COLORADO ST HSG & FIN AUTH                                                  | CUSIP: 19648GN32<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    400000 | PA      | $402873.20    | 0.10%             | 2029-11-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                      | Aramark Services Inc 2025 Term Loan                                         | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    485793 | PA      | $488678.48    | 0.12%             | 2030-06-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                     | NextGear Floorplan Master Owner Trust                                       | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1977391.50   | 0.48%             | 2031-02-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $154080.08    | 0.04%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOCKTON INC                                                               | LOCKTON INC TERM LOAN B                                                     | CUSIP: 000000000<br>LEI: 549300K1E1VE46VELA06 | Long             | LON              | CORP              | US        |    200000 | PA      | $200750.00    | 0.05%             | 2033-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                         | International Finance Corp                                                  | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1009680.00   | 0.24%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                          | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999310.00    | 0.24%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                  | Toyota Motor Credit Corp                                                    | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008820.00   | 0.24%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SLM CORP                                                                  | SLM Corp                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494520.00    | 0.12%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                       | Buckeye Partners LP                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516480.00    | 0.12%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Augusta GA Water & Sewer Revenue                                          | AUGUSTA GA WTR & SWR REVENUE                                                | CUSIP: 051249HE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $505156.05    | 0.12%             | 2026-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                      | Sofi Professional Loan Program 2018-D Trust                                 | CUSIP: 83401AAB4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    154074 | PA      | $153406.45    | 0.04%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                       | Meritage Homes Corp                                                         | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974300.00    | 0.23%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ELFI Graduate Loan Program LLC                                            | ELFI Graduate Loan Program 2022-A LLC                                       | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765314 | PA      | $748658.67    | 0.18%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                        | VICI Properties LP                                                          | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1000000 | PA      | $1001190.00   | 0.24%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                      | Cascades Inc/Cascades USA Inc                                               | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    500000 | PA      | $505025.00    | 0.12%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                   | Metropolitan Life Global Funding I                                          | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988180.00    | 0.24%             | 2031-01-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                            | Morgan Stanley                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505700.00    | 0.12%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                              | NiSource Inc                                                                | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019980.00   | 0.25%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                  | Principal Life Global Funding II                                            | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201204.00    | 0.05%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | Citigroup Inc                                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996310.00    | 0.24%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                     | Huntington Bancshares Inc/OH                                                | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988570.00    | 0.24%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                  | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015130.00   | 0.24%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                       | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                     | CUSIP: 45130BCS0<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    235000 | PA      | $234197.24    | 0.06%             | 2030-01-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                  | Export-Import Bank of Korea                                                 | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1003000 | PA      | $1017334.71   | 0.25%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                  | FNB Corp/PA                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009820.00   | 0.24%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                        | CNO Global Funding                                                          | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990890.00    | 0.24%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                         | T-Mobile US Trust 2024-2                                                    | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000781.04   | 0.24%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                  | Dayton Power & Light Co/The                                                 | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986190.00    | 0.24%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                | US Bancorp                                                                  | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017230.00   | 0.25%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                          | Credit Acceptance Corp                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $221393.94    | 0.05%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                      | Taylor Morrison Communities Inc                                             | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009870.00   | 0.24%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                     | CCG Receivables Trust 2023-1                                                | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006587.92   | 0.24%             | 2030-09-16      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                     | Aon North America Inc                                                       | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006890.00   | 0.24%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CRH SMW FINANCE DAC                                                       | CRH SMW Finance DAC                                                         | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1119910.00   | 0.27%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                  | New York Life Global Funding                                                | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997080.00    | 0.24%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                 | AGCO Corp                                                                   | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008090.00   | 0.24%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                   | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    959944 | PA      | $965478.09    | 0.23%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                   | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501535.00    | 0.12%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC                                     | Charter Communications Operating LLC 2024 Term Loan B5                      | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    493750 | PA      | $494033.91    | 0.12%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                  | AXIS Specialty Finance PLC                                                  | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $992300.00    | 0.24%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                    | Chemours Company (The) 2025 USD Term Loan B                                 | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    974671 | PA      | $974183.78    | 0.23%             | 2032-10-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                   | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474970.00    | 0.11%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                              | American Express Credit Account Master Trust                                | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506062.09    | 0.12%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oaktree ABF Equipment ST LLC                                              | Oaktree ABF Equipment ST 2026 1 LLC                                         | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994385.81    | 0.24%             | 2033-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                   | Global Net Lease Inc / Global Net Lease Operating Partnership LP            | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    750000 | PA      | $733027.50    | 0.18%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                             | Commonbond Student Loan Trust 2017-B-GS                                     | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |    188432 | PA      | $177664.63    | 0.04%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                 | Orange SA                                                                   | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $490675.00    | 0.12%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                            | EPR Properties                                                              | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1000000 | PA      | $982980.00    | 0.24%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                    | National Securities Clearing Corp                                           | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014100.00   | 0.24%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Connecticut Housing Finance Authority                                     | CONNECTICUT HSG FIN AUTH HSG MTGE FIN PROGRAM                               | CUSIP: 20775JAS8<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019625.00   | 0.25%             | 2030-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                             | Commonbond Student Loan Trust 2019-A-GS                                     | CUSIP: 20268CAA6<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    256386 | PA      | $236783.44    | 0.06%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                      | Prologis Targeted US Logistics Fund LP                                      | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    500000 | PA      | $509835.00    | 0.12%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                          | Lseg US Fin Corp                                                            | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992490.00    | 0.24%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                   | Dell International LLC / EMC Corp                                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006120.00   | 0.24%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                  | Take-Two Interactive Software Inc                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019830.00   | 0.25%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                 | Kubota Credit Owner Trust 2023-2                                            | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521329 | PA      | $523912.83    | 0.13%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                           | Gen Digital Inc                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503050.00    | 0.12%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                            | TD SYNNEX Corp                                                              | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989290.00    | 0.24%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  16734068 | NS      | $16734067.50  | 4.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                    | Amur Equipment Finance Receivables XI LLC                                   | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     10438 | PA      | $10444.35     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                      | Parker-Hannifin Corp                                                        | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000530.00   | 0.24%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                           | DR Horton Inc                                                               | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009560.00   | 0.24%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                      | Flutter Treasury DAC                                                        | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1016230.00   | 0.24%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                          | APi Group DE Inc 2025 Term Loan                                             | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    855764 | PA      | $859332.13    | 0.21%             | 2029-01-03      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                  | Avolon Holdings Funding Ltd                                                 | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $983060.00    | 0.24%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                   | Arthur J Gallagher & Co                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504865.00    | 0.12%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                       | Elevance Health Inc                                                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994910.00    | 0.24%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                                  | Kia Corp                                                                    | CUSIP: 493738AF5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $493055.00    | 0.12%             | 2027-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                     | Amrize Finance US LLC                                                       | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003960.00   | 0.24%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                    | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008630.00   | 0.24%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                                      | Light and Wonder International Inc 2026 Term Loan B                         | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    985031 | PA      | $986878.18    | 0.24%             | 2029-04-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                    | Group 1 Automotive Inc                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508025.00    | 0.12%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                                              | Gabx Leasing LLC                                                            | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987930.00    | 0.24%             | 2031-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                             | Allstate Corp/The                                                           | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019040.00   | 0.25%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue   | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                  | CUSIP: 64972JRJ9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4999.66      | 0.00%             | 2026-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                       | Gilead Sciences Inc                                                         | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960680.00    | 0.23%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                               | Post Road Equipment Finance 2024-1 LLC                                      | CUSIP: 737473AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $853587.19    | 0.21%             | 2030-10-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                         | GreatAmerica Leasing Receivables Funding LLC                                | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006629.08   | 0.48%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                  | SMBC Aviation Capital Finance DAC                                           | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $504535.00    | 0.12%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Vantage Data Centers LLC                                                  | Vantage Data Centers Issuer LLC                                             | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988071.47    | 0.24%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                  | Capital One Financial Corp                                                  | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248650.00   | 0.30%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                           | Danske Bank A/S                                                             | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $998840.00    | 0.24%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westminster Public Schools                                                | WESTMINSTER COLO PUB SCHS                                                   | CUSIP: 960666AF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $167190.58    | 0.04%             | 2026-12-01      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                    | HP Inc                                                                      | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498190.00    | 0.12%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Knife River HoldCo                                                        | Knife River HoldCo Term Loan                                                | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    331650 | PA      | $334034.56    | 0.08%             | 2032-03-08      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UnitedHealth Group Inc                                                      | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508620.00    | 0.12%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                      | Boston Properties LP                                                        | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1000000 | PA      | $1032610.00   | 0.25%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                  | South Bow USA Infrastructure Holdings LLC                                   | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004090.00   | 0.24%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                       | Cardinal Health Inc                                                         | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014400.00   | 0.24%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                    | AS Mileage Plan IP Ltd                                                      | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $986170.00    | 0.24%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                                             | Carnival Corp                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $488880.00    | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                  | Cintas Corp No 2                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999550.00    | 0.24%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                                      | TTM Technologies Inc 2024 Term Loan B                                       | CUSIP: 87305VAN0<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |    852852 | PA      | $859960.33    | 0.21%             | 2030-05-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                    | General Motors Financial Co Inc                                             | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022190.00   | 0.25%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                   | GLP Capital LP / GLP Financing II Inc                                       | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1000000 | PA      | $1013640.00   | 0.24%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                              | Illumina Inc                                                                | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995270.00    | 0.24%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP 2025 Term Loan B                                        | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    982587 | PA      | $987107.34    | 0.24%             | 2028-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                                                     | USAA Auto Owner Trust 2024-A                                                | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450193 | PA      | $1458078.66   | 0.35%             | 2029-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                        | Realty Income Corp                                                          | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1000000 | PA      | $988270.00    | 0.24%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                  | SMBC Aviation Capital Finance DAC                                           | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $494175.00    | 0.12%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                                                | Leidos Inc                                                                  | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987920.00    | 0.24%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indiana Housing & Community Development Authority                         | INDIANA ST HSG & CMNTY DEV AUTH SF MTGE REVENUE                             | CUSIP: 45505TK26<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251972.00    | 0.06%             | 2027-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                    | CACI International Inc 2026 Incremental Term Loan B2                        | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |    500000 | PA      | $502500.00    | 0.12%             | 2033-03-09      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                  | United Wholesale Mortgage LLC                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477165.00    | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                       | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $997440.00    | 0.24%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                    | US 2YR NOTE (CBT) JUN26                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       100 | NC      | $-22097.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                                   | United Airlines 2019-2 Class A Pass Through Trust                           | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1106057 | PA      | $1059160.29   | 0.26%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                             | Coherent Corp 2025 Term Loan B2                                             | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    482143 | PA      | $483950.89    | 0.12%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                | Mattel Inc                                                                  | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500225.00    | 0.12%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| City of Mishawaka IN                                                      | MISHAWAKA IN LEASE RENTAL REVENU                                            | CUSIP: 60477CAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $205527.47    | 0.05%             | 2026-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                               | WASHINGTON ST HSG FIN COMMISSION                                            | CUSIP: 93978T4S5<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    200000 | PA      | $202883.80    | 0.05%             | 2027-06-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                                                  | Fifth Third Financial Corp                                                  | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773535.00    | 0.19%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                            | PEAC Solutions Receivables 2025-1 LLC                                       | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1516621 | PA      | $1523234.56   | 0.37%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                       | Sherwin-Williams Co/The                                                     | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495630.00    | 0.12%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                       | JPMorgan Chase & Co                                                         | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008360.00   | 0.24%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                    | Oscar US Funding XVII LLC                                                   | CUSIP: 68784BAC8<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002045.74   | 0.24%             | 2029-03-12      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue   | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                              | CUSIP: 64971XEK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $389572.56    | 0.09%             | 2026-08-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                     | Applied Materials Inc                                                       | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017450.00   | 0.25%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                              | Veralto Corp                                                                | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003680.00   | 0.24%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                    | Amur Equipment Finance Receivables XIII LLC                                 | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    896347 | PA      | $902575.27    | 0.22%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                  | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496090.00    | 0.12%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust                           | American Heritage Auto Receivables Issuer Trust 2025-1                      | CUSIP: 02650VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1997189.52   | 0.48%             | 2030-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                               | Starwood Property Trust Inc 2025 Term Loan B                                | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |    995000 | PA      | $999975.00    | 0.24%             | 2032-09-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                         | Kommunalbanken AS                                                           | CUSIP: 50048MDK3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $202295.05    | 0.05%             | 2028-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                | Fannie Mae Pool                                                             | CUSIP: 3140F2D23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772096 | PA      | $746922.42    | 0.18%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                         | Ares Capital Corp                                                           | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486760.00    | 0.12%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HPEFS Equipment Trust                                                     | HPEFS Equipment Trust 2024-1                                                | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000934.49   | 0.24%             | 2031-05-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                   | Bank of New York Mellon/The                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008200.00   | 0.24%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                   | United Rentals North America Inc                                            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987180.00    | 0.24%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                                                    | JetBlue 2020-1 Class B Pass Through Trust                                   | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597884 | PA      | $599988.15    | 0.14%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                          | SoFi Consumer Loan Program 2025-1 Trust                                     | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2174647.46   | 0.52%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alaska Housing Finance Corp                                               | ALASKA ST HSG FIN CORP MTGE REVENUE                                         | CUSIP: 01170RQQ8<br>LEI: 549300HJ8NOJNYW6ER36 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100988.60    | 0.02%             | 2027-06-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                         | Eaton Capital ULC                                                           | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1099615.00   | 0.26%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.                                | Axalta Coating Systems US Holdings Inc 2024 Term Loan B7                    | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    880453 | PA      | $883054.38    | 0.21%             | 2029-12-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                                | Denso Corp                                                                  | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $989880.00    | 0.24%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                          | Bank of Montreal                                                            | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $988330.00    | 0.24%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                                                    | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1000000 | PA      | $999780.00    | 0.24%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                     | Caesars Entertainment Inc                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015530.00   | 0.24%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                               | SVC ABS LLC                                                                 | CUSIP: 78487JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    984167 | PA      | $984515.87    | 0.24%             | 2053-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                     | Camden Property Trust                                                       | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |   1000000 | PA      | $1007340.00   | 0.24%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                       | Ashtead Capital Inc                                                         | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996120.00    | 0.24%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue   | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                  | CUSIP: 64972JRW0<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    385000 | PA      | $384974.21    | 0.09%             | 2026-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                    | Tesla Auto Lease Trust 2024-B                                               | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648321 | PA      | $1651586.57   | 0.40%             | 2027-10-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| City of Carmel IN Waterworks Revenue                                      | CARMEL IN WTRWKS REVENUE                                                    | CUSIP: 143321KM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253422.25    | 0.06%             | 2028-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                          | Pinnacle Bank/Nashville TN                                                  | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503935.00    | 0.12%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                    | Mondelez International Inc                                                  | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987140.00    | 0.24%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                           | Weyerhaeuser Co                                                             | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    167000 | PA      | $167041.75    | 0.04%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                   | EnerSys                                                                     | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    608000 | PA      | $601853.12    | 0.15%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                 | DLLAD 2023-1 LLC                                                            | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758124 | PA      | $760148.69    | 0.18%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                  | European Investment Bank                                                    | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1002030.00   | 0.24%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                     | Williams Scotsman Inc                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513560.00    | 0.12%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                         | Kinder Morgan Inc                                                           | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018880.00   | 0.25%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                    | Sumisho Air Lease Corp                                                      | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492325.00    | 0.12%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LAND O LAKES CAP TRST I                                                   | Land O'Lakes Capital Trust I                                                | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $451941.21    | 0.11%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                    | U.S. Treasury Notes                                                         | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6053906.28   | 1.46%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CBRE SERVICES INC                                                         | CBRE Services Inc                                                           | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002970.00   | 0.24%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                | Fannie Mae Pool                                                             | CUSIP: 31418BSK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011373 | PA      | $980949.13    | 0.24%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                         | State Street Corp                                                           | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502140.00    | 0.12%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue | WISCONSIN ST HSG & ECON DEV AUTH HOME OWNERSHIP REVENUE                     | CUSIP: 97689QXP6<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    115000 | PA      | $116040.41    | 0.03%             | 2029-03-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                      | Fifth Third Bank NA                                                         | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003030.00   | 0.24%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                               | Porsche Financial Auto Securitization Trust 2023-2                          | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496564 | PA      | $499148.97    | 0.12%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc                                       | American Axle and Manufacturing Inc 2022 Term Loan B                        | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    957500 | PA      | $958400.06    | 0.23%             | 2029-12-13      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                 | IQVIA Inc                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018870.00   | 0.25%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                          | NMEF Funding 2026-A LLC                                                     | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1995384.46   | 0.48%             | 2034-02-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                   | Goldman Sachs Group Inc/The                                                 | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992970.00    | 0.24%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                   | International Bank for Reconstruction & Development                         | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $952450.00    | 0.23%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                  | Export Development Canada                                                   | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $499503.55    | 0.12%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                                               | CONMED Corp                                                                 | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977450.00    | 0.24%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                  | Patterson-UTI Energy Inc                                                    | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492255.00    | 0.12%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Veridian Auto Receivables Trust                                           | Veridian Auto Receivables Trust 2023-1                                      | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182914 | PA      | $183095.76    | 0.04%             | 2028-03-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                   | KeyCorp                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505325.00    | 0.12%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| DLLAA LLC                                                                 | DLLAA 2025-1 LLC                                                            | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2021278.74   | 0.49%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                         | Terex Corporation 2025 Term Loan                                            | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    992500 | PA      | $999015.76    | 0.24%             | 2031-10-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                  | Broadridge Financial Solutions Inc                                          | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    715000 | PA      | $714106.25    | 0.17%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust                                             | Alloya Auto Receivables Trust 2025-1                                        | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3010906.62   | 0.73%             | 2028-12-26      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 A PTT                                                   | United Airlines 2019-1 Class A Pass Through Trust                           | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528078 | PA      | $509806.88    | 0.12%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                       | PenFed Auto Receivables Owner Trust 2025-A                                  | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1983808.82   | 0.48%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Utah Housing Corp                                                         | UTAH HSG CORP SF MTGE REVENUE                                               | CUSIP: 917437UL7<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |    125000 | PA      | $126789.25    | 0.03%             | 2029-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                          | GGAM Finance Ltd                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1041730.00   | 0.25%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential 2021-SFR5 Trust                                        | CUSIP: 74333FAB5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    792000 | PA      | $786955.07    | 0.19%             | 2038-07-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                           | Nordea Bank Abp                                                             | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    500000 | PA      | $494625.00    | 0.12%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                  | Host Hotels & Resorts LP                                                    | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1000000 | PA      | $952500.00    | 0.23%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                                                   | Frontier California Inc                                                     | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509090.00    | 0.12%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New Mexico Mortgage Finance Authority                                     | NEW MEXICO ST MTGE FIN AUTH                                                 | CUSIP: 6472017J5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100965.50    | 0.02%             | 2030-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                            | AutoNation Inc                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992090.00    | 0.24%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                              | AutoZone Inc                                                                | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501220.00    | 0.12%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | Uber Technologies Inc                                                       | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980160.00    | 0.24%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nevada Housing Division                                                   | NEVADA ST HSG DIV SF MTGE REVENUE                                           | CUSIP: 641279VF8<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251488.50    | 0.06%             | 2026-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                               | Hertz Vehicle Financing LLC                                                 | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1038000 | PA      | $1017750.96   | 0.25%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| General Motors                                                            | GMF Floorplan Owner Revolving Trust                                         | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014529.14   | 0.49%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC 2025 Term Loan B                                  | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    997500 | PA      | $1002023.66   | 0.24%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                  | Dana Inc                                                                    | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    252000 | PA      | $241456.32    | 0.06%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                        | RGA Global Funding                                                          | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993310.00    | 0.24%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | AT&T Inc                                                                    | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007210.00   | 0.24%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                             | Commonbond Student Loan Trust 2021-B-GS                                     | CUSIP: 20268AAA0<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    396965 | PA      | $348779.30    | 0.08%             | 2051-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                        | Enact Holdings Inc                                                          | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033860.00   | 0.25%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                           | 180 Medical Inc                                                             | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965930.00    | 0.23%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AGILENT TECHNOLOGIES INC                                                  | Agilent Technologies Inc                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947940.00    | 0.23%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                        | Compass Datacenters Issuer II LLC                                           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1999160.04   | 0.48%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                       | Novelis Corporation 2025 Term Loan B                                        | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    990000 | PA      | $994019.40    | 0.24%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                    | Federation des Caisses Desjardins du Quebec                                 | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $998020.00    | 0.24%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                    | Chubb INA Holdings LLC                                                      | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010280.00   | 0.24%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                               | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                     | CUSIP: 09075UAD6<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004065.00   | 0.24%             | 2033-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                 | ONEOK Inc                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005930.00   | 0.24%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                | Airbnb Inc                                                                  | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998640.00    | 0.24%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                        | CyrusOne Data Centers Issuer I LLC                                          | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1998816.82   | 0.48%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                        | Honda Motor Co Ltd                                                          | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $998340.00    | 0.24%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                 | Sanofi SA                                                                   | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $496540.00    | 0.12%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                         | NSTAR Electric Co                                                           | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990590.00    | 0.24%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                      | Verizon Master Trust                                                        | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1022262.12   | 0.25%             | 2031-09-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                   | CGI Inc                                                                     | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495035.00    | 0.12%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| LENNOX INTERNATIONAL INC                                                  | Lennox International Inc                                                    | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020730.00   | 0.25%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                  | Amcor Flexibles North America Inc                                           | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991710.00    | 0.24%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1006320.00   | 0.24%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                       | Charles Schwab Corp/The                                                     | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987690.00    | 0.24%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                     | Open Text Corporation 2023 Term Loan B                                      | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    449186 | PA      | $438358.61    | 0.11%             | 2030-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                  | Goldman Sachs Private Credit Corp                                           | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459722.25    | 0.11%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                                     | DK Crown Holdings Inc 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990000 | PA      | $992747.25    | 0.24%             | 2032-03-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2021-A LLC                                     | ELFI Graduate Loan Program 2021-A LLC                                       | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529120 | PA      | $475169.32    | 0.11%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                        | BMW US Capital LLC                                                          | CUSIP: 05565ECE3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012610.00   | 0.24%             | 2028-08-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                            | Salesforce Inc                                                              | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001240.00   | 0.24%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                  | Cooperatieve Rabobank UA                                                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1001850.00   | 0.24%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                  | Principal Life Global Funding II                                            | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009260.00   | 0.24%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Post Road Equipment Finance                                               | Post Road Equipment Finance 2024-1 LLC                                      | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229823 | PA      | $230235.32    | 0.06%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| West Virginia Housing Development Fund                                    | WEST VIRGINIA ST HSG DEV FUND                                               | CUSIP: 95662NVV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202056.40    | 0.05%             | 2030-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                   | Development Bank of Japan Inc                                               | CUSIP: 25159MBK2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1003781.25   | 0.24%             | 2026-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                     | Bath & Body Works Inc                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014330.00   | 0.24%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                     | Keysight Technologies Inc                                                   | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952390.00    | 0.23%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 A PTT                                                    | British Airways 2018-1 Class A Pass Through Trust                           | CUSIP: 11043HAA6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    237014 | PA      | $230705.08    | 0.06%             | 2031-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                  | SCCU Auto Receivables Trust 2023-1                                          | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2043281.40   | 0.49%             | 2029-11-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                 | Kubota Credit Owner Trust 2023-1                                            | CUSIP: 50117KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218187 | PA      | $218552.91    | 0.05%             | 2027-06-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                         | Sysco Corp                                                                  | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998430.00    | 0.24%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                     | Qnity Electronics Inc Term Loan B                                           | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    997500 | PA      | $1002696.98   | 0.24%             | 2032-11-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | Bank of America Corp                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008160.00   | 0.24%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                     | HPEFS Equipment Trust 2024-1                                                | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009604.72   | 0.24%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                            | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2004499.54   | 0.48%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                   | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $293085.45    | 0.07%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                            | Open Text Corp                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $511600.00    | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                     | Gildan Activewear Inc                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $990280.00    | 0.24%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                  | Ford Credit Auto Owner Trust 2024-REV1                                      | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2026316.68   | 0.49%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                   | DataBank Issuer II LLC                                                      | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1971702.56   | 0.48%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                       | Bank of Nova Scotia/The                                                     | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1020410.00   | 0.25%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Nevada Housing Division                                                   | NEVADA ST HSG DIV SF MTGE REVENUE                                           | CUSIP: 641279VG6<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    450000 | PA      | $455524.20    | 0.11%             | 2027-04-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                  | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499125.00    | 0.12%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                           | CUSIP: 36264PAH2<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1142289 | PA      | $1029806.10   | 0.25%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                    | WESCO Distribution Inc                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510730.00    | 0.12%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                    | American International Group Inc                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010740.00   | 0.24%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                         | Lithia Motors Inc                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995560.00    | 0.24%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                            | Brink's Co/The                                                              | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511690.00    | 0.12%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | Paramount Global                                                            | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497470.00    | 0.12%             | 2026-10-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                          | NMEF Funding 2024-A LLC                                                     | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    389992 | PA      | $391897.95    | 0.09%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                    | Skandinaviska Enskilda Banken AB                                            | CUSIP: 83051GAT5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $296979.00    | 0.07%             | 2026-09-09      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES/AADVAN                                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    500000 | PA      | $500630.00    | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | Royal Bank of Canada                                                        | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $769590.00    | 0.19%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| East Montgomery County Improvement District Sales Tax Revenue             | E MONTGOMERY CNTY TX IMPT DIST SALES TAX REVENUE                            | CUSIP: 273735CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $134080.65    | 0.03%             | 2026-08-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                             | McKesson Corp                                                               | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006860.00   | 0.24%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                              | Enbridge Inc                                                                | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008680.00   | 0.24%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                           | Aligned Data Centers Issuer LLC                                             | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1985121.96   | 0.48%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                     | Toronto-Dominion Bank/The                                                   | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008640.00   | 0.24%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                              | Broadcom Inc                                                                | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988510.00    | 0.24%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                           | TripAdvisor Inc Term Loan                                                   | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    498735 | PA      | $468561.21    | 0.11%             | 2031-07-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                            | BorgWarner Inc                                                              | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980430.00    | 0.24%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                | MMAF Equipment Finance LLC 2023-A                                           | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695666 | PA      | $1716454.83   | 0.41%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                  | Allison Transmission Inc 2025 Incremental Term Loan B                       | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1007235.00   | 0.24%             | 2033-01-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                              | Nordson Corp                                                                | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022760.00   | 0.25%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                    | Blackstone Private Credit Fund                                              | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496665.00    | 0.12%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nevada Housing Division                                                   | NEVADA ST HSG DIV SF MTGE REVENUE                                           | CUSIP: 641279VH4<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    435000 | PA      | $443027.49    | 0.11%             | 2027-10-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                | Nasdaq Inc                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    531000 | PA      | $541073.07    | 0.13%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                   | Pricoa Global Funding I                                                     | CUSIP: 74153WCP2<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495325.00    | 0.12%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                    | Match Group Holdings II LLC                                                 | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494260.00    | 0.12%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                    | Roper Technologies Inc                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496185.00    | 0.12%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| West Virginia Housing Development Fund                                    | WEST VIRGINIA ST HSG DEV FUND                                               | CUSIP: 95662NVU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $302959.80    | 0.07%             | 2030-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                              | Dell Equipment Finance Trust 2024-2                                         | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004546.80   | 0.24%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                  | Tyco Electronics Group SA                                                   | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199328.00    | 0.05%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                    | Mutual of Omaha Cos Global Funding                                          | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011000.00   | 0.24%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                  | Thermo Fisher Scientific Inc                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018940.00   | 0.25%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EXPORT DEVELOPMNT CANADA                                                  | Export Development Canada                                                   | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1004960.23   | 0.24%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                                        | Frontier North Inc                                                          | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030090.00   | 0.25%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                      | SoFi Professional Loan Program 2020-C Trust                                 | CUSIP: 83390UAF4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    622107 | PA      | $583455.42    | 0.14%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                      | RLJ Lodging Trust LP                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    500000 | PA      | $499105.00    | 0.12%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                       | CDW LLC / CDW Finance Corp                                                  | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $478050.00    | 0.12%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                       | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                     | CUSIP: 45130BCT8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    115000 | PA      | $114487.22    | 0.03%             | 2030-07-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                             | MASSACHUSETTS ST                                                            | CUSIP: 57582PUD0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1012292.00   | 0.24%             | 2030-01-01      | Fixed         | 5.31%                 | 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        |    987469 | PA      | $989937.32    | 0.24%             | 2031-09-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | Royal Bank of Canada                                                        | CUSIP: 78017DAV0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $994140.00    | 0.24%             | 2032-05-03      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                  | Octane Receivables Trust 2023-1                                             | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268723 | PA      | $269000.18    | 0.06%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                | Fannie Mae Pool                                                             | CUSIP: 3140W3UT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3515597 | PA      | $3454582.56   | 0.83%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC 2025 Term Loan B                                 | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    992500 | PA      | $987120.65    | 0.24%             | 2032-07-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                                      | BANK 2019-BNK16                                                             | CUSIP: 065405AB8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     28495 | PA      | $28261.82     | 0.01%             | 2052-02-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                  | European Investment Bank                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $990460.00    | 0.24%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                           | SBA Tower Trust                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $493139.40    | 0.12%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                   | O'Reilly Automotive Inc                                                     | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008020.00   | 0.24%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NORDIC INVESTMENT BANK                                                    | Nordic Investment Bank                                                      | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $990640.00    | 0.24%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                  | Macquarie Airfinance Holdings Ltd                                           | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1004270.00   | 0.24%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                            | Enterprise Fleet Financing 2022-4 LLC                                       | CUSIP: 29374GAB7<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |       507 | PA      | $507.90       | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                             | Volvo Financial Equipment LLC Series 2024-1                                 | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001504.11   | 0.24%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                | Intuit Inc                                                                  | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003220.00   | 0.24%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                                      | M&T Bank Corp                                                               | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004040.00   | 0.24%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                              | Veros Auto Receivables Trust 2026-1                                         | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1154784 | PA      | $1154888.20   | 0.28%             | 2028-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST COMPANY                                                  | Depository Trust Co/The                                                     | CUSIP: 249672AA4<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001650.00   | 0.24%             | 2031-03-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                                                    | British Airways 2019-1 Class A Pass Through Trust                           | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    390054 | PA      | $381582.42    | 0.09%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                               | Lennar Corp                                                                 | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014210.00   | 0.24%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                               | NVIDIA Corp                                                                 | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950170.00    | 0.23%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                  | Johnson Controls International plc / Tyco Fire & Security Finance SCA       | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $516065.00    | 0.12%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CADENCE DESIGN SYS INC                                                    | Cadence Design Systems Inc                                                  | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999440.00    | 0.24%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                    | COLORADO ST HSG & FIN AUTH                                                  | CUSIP: 19648GEA6<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    370000 | PA      | $376651.49    | 0.09%             | 2027-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                 | GATX Corp                                                                   | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252067.50    | 0.06%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                 | Jabil Inc                                                                   | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988370.00    | 0.24%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                  | Asian Infrastructure Investment Bank/The                                    | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001430.00   | 0.24%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Housing Finance Corp                                              | FLORIDA ST HSG FIN CORP REVENUE                                             | CUSIP: 34074MQ61<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |    170000 | PA      | $171973.87    | 0.04%             | 2027-07-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                      | Public Storage Operating Co                                                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   1000000 | PA      | $1021820.00   | 0.25%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                                                    | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001030.00   | 0.24%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                | Navient Private Education Refi Loan Trust 2020-B                            | CUSIP: 63941GAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    666714 | PA      | $636927.65    | 0.15%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                          | Credit Acceptance Corp                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $344704.80    | 0.08%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                                      | Oceaneering International Inc                                               | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501965.00    | 0.12%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                   | Public Service Co of Colorado                                               | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994850.00    | 0.24%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                  | Hess Midstream Operations LP                                                | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025280.00   | 0.25%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                 | Orange SA                                                                   | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $495495.00    | 0.12%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                    | Asian Development Bank                                                      | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1962040.00   | 0.47%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue | WISCONSIN ST HSG & ECON DEV AUTH HOME OWNERSHIP REVENUE                     | CUSIP: 97689QXQ4<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101070.50    | 0.02%             | 2029-09-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                           | Alumina Pty Ltd                                                             | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $511610.00    | 0.12%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                         | Council Of Europe Development Bank                                          | CUSIP: 222213BC3<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $999960.00    | 0.24%             | 2026-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                             | Owens Corning                                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012110.00   | 0.24%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                         | Kommunalbanken AS                                                           | CUSIP: 50048MDT4<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   1000000 | PA      | $991857.25    | 0.24%             | 2028-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                       | American Express Co                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017750.00   | 0.25%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                             | Adient US LLC 2024 Term Loan B2                                             | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |   1023777 | PA      | $1026760.93   | 0.25%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                  | Ford Credit Floorplan Master Owner Trust A                                  | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005658.72   | 0.24%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                  | African Development Bank                                                    | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $998880.00    | 0.24%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                   | Inter-American Development Bank                                             | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001400.00   | 0.24%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALLIANT ENERGY FINANCE                                                    | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008030.00   | 0.24%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                   | Nissan Motor Acceptance Co LLC                                              | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512845.00    | 0.12%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                    | U.S. Treasury Notes                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5049023.45   | 1.22%             | 2030-01-31      | Fixed         | 4.25%                 | 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        |   1000000 | PA      | $1002190.00   | 0.24%             | 2032-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                     | Mohawk Industries Inc                                                       | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028780.00   | 0.25%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                                                 | Sunoco LP                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004020.00   | 0.24%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | Alphabet Inc                                                                | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991120.00    | 0.24%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                                                    | JetBlue 2019-1 Class B Pass Through Trust                                   | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215187 | PA      | $212105.82    | 0.05%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                                     | Life Time Fitness Inc 2025 Term Loan                                        | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    987538 | PA      | $991704.91    | 0.24%             | 2031-11-05      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TransDigm Inc                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510825.00    | 0.12%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                   | National Bank of Canada                                                     | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $514745.00    | 0.12%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                     | American Homes 4 Rent LP                                                    | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    500000 | PA      | $502965.00    | 0.12%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | Barclays PLC                                                                | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $986160.00    | 0.24%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                           | SBA Tower Trust                                                             | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $244331.90    | 0.06%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                  | Affiliated Managers Group Inc                                               | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941130.00    | 0.23%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                   | Sensata Technologies BV                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    309000 | PA      | $301092.69    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                       | CNH Equipment Trust 2024-B                                                  | CUSIP: 18978JAD0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1910042 | PA      | $1928084.33   | 0.46%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                     | Quikrete Holdings Inc 2025 Term Loan B                                      | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    990000 | PA      | $991950.30    | 0.24%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                     | Goldman Sachs BDC Inc                                                       | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505510.00    | 0.12%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                     | Novartis Capital Corp                                                       | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987160.00    | 0.24%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                             | Commonbond Student Loan Trust 2018-C-GS                                     | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     66705 | PA      | $64879.13     | 0.02%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                  | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                             | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    500000 | PA      | $505505.00    | 0.12%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                   | Simon Property Group LP                                                     | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1000000 | PA      | $993820.00    | 0.24%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BRIGHTSTAR LOTTERY PLC                                                    | Brightstar Lottery PLC                                                      | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $498140.00    | 0.12%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                   | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $995500.00    | 0.24%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| CLI Funding LLC                                                           | CLI Funding VI LLC                                                          | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    800666 | PA      | $752308.93    | 0.18%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                               | Post Road Equipment Finance 2025-1 LLC                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1908429 | PA      | $1920188.40   | 0.46%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                         | Credit Acceptance Auto Loan Trust 2024-1                                    | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765272 | PA      | $1772663.36   | 0.43%             | 2034-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                          | Ryder System Inc                                                            | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021960.00   | 0.25%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                     | CCG Receivables Trust 2023-1                                                | CUSIP: 12512XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005913.34   | 0.24%             | 2030-09-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                      | Niagara Mohawk Power Corp                                                   | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997890.00    | 0.24%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Trust Llc                                                   | SCF Equipment Leasing 2025-2 LLC                                            | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1886156.94   | 0.45%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                            | Murphy USA Inc Term Loan B                                                  | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |   1144250 | PA      | $1154262.20   | 0.28%             | 2032-04-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                   | Honeywell Aerospace Inc                                                     | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989530.00    | 0.24%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                      | Mercedes-Benz Finance North America LLC                                     | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993140.00    | 0.24%             | 2029-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                            | Enterprise Fleet Financing 2024-2 LLC                                       | CUSIP: 29375RAC0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1515095.75   | 0.37%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                        | Ingersoll Rand Inc                                                          | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022440.00   | 0.25%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | Oracle Corp                                                                 | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996580.00    | 0.24%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                            | Whirlpool Corp                                                              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490320.00    | 0.12%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Solstice Advanced Materials Inc                                           | Solstice Advanced Materials Inc Term Loan B                                 | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1008285.00   | 0.24%             | 2032-10-29      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Washington State Housing Finance Commission                               | WASHINGTON ST HSG FIN COMMISSION                                            | CUSIP: 93978T4T3<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306113.40    | 0.07%             | 2027-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                             | Blackstone Mortgage Trust Inc 2025 Term Loan B                              | CUSIP: 09259GAK9<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |    997500 | PA      | $1000312.95   | 0.24%             | 2032-12-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                                         | Par Petroleum LLC 2025 Term Loan B                                          | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    974910 | PA      | $978716.63    | 0.24%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                     | AAR Escrow Issuer LLC                                                       | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513735.00    | 0.12%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | Sunoco LP                                                                   | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500435.00    | 0.12%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2225000 | PA      | $2240776.54   | 0.54%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                         | GXO Logistics Inc                                                           | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496905.00    | 0.12%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| SS&C Technologies Inc                                                     | SS&C Technologies Inc 2024 Term Loan B8                                     | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    732626 | PA      | $733537.77    | 0.18%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                   | BMW Vehicle Lease Trust                                                     | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1880483 | PA      | $1881411.34   | 0.45%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                     | BlackRock Funding Inc                                                       | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251605.00    | 0.06%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Genmab AS                                                                 | Genmab AS Term Loan B                                                       | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    975000 | PA      | $982249.13    | 0.24%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                           | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1458750 | PA      | $1383633.52   | 0.33%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                               | Paychex Inc                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010540.00   | 0.24%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                             | M/I Homes Inc                                                               | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995290.00    | 0.24%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                            | VOC Escrow Ltd                                                              | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $498835.00    | 0.12%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iowa Finance Authority                                                    | IOWA ST FIN AUTH SF MTGE REVENUE                                            | CUSIP: 4624676Q9<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    350000 | PA      | $355448.80    | 0.09%             | 2027-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                          | MGM Resorts International                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507190.00    | 0.12%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                     | Svensk Exportkredit AB                                                      | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1002879.99   | 0.24%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Colorado Housing and Finance Authority                                    | COLORADO ST HSG & FIN AUTH                                                  | CUSIP: 19648GDZ2<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |    375000 | PA      | $379892.25    | 0.09%             | 2027-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                          | MGM Resorts International                                                   | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501405.00    | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                            | Lowe's Cos Inc                                                              | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985190.00    | 0.24%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                             | ZF North America Capital Inc                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511830.00    | 0.12%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                              | AutoZone Inc                                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500670.00    | 0.12%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                          | Essent Group Ltd                                                            | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1035060.00   | 0.25%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OneMain Finance Corp                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493760.00    | 0.12%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Housing Finance Corp                                              | FLORIDA ST HSG FIN CORP REVENUE                                             | CUSIP: 34074MQ46<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |    375000 | PA      | $375739.13    | 0.09%             | 2026-07-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                  | Ford Motor Credit Co LLC                                                    | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991970.00    | 0.24%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                     | Accenture Capital Inc                                                       | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992330.00    | 0.24%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                     | Texas Instruments Inc                                                       | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247545.00    | 0.06%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| Dell Equipment Finance Trust                                              | Dell Equipment Finance Trust 2025-2                                         | CUSIP: 24703VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994950.61    | 0.24%             | 2031-03-24      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                  | MSCI Inc                                                                    | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971770.00    | 0.23%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                               | Prologis LP                                                                 | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |   1000000 | PA      | $1010850.00   | 0.24%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                 | Block Inc                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001480.00   | 0.24%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                  | Element Fleet Management Corp                                               | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1010650.00   | 0.24%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                             | Carnival Corp                                                               | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $498635.00    | 0.12%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                               | Cencora Inc                                                                 | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986150.00    | 0.24%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                 | Bausch & Lomb Corporation 2025 Repriced Term Loan                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    498747 | PA      | $502255.55    | 0.12%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                                                | Bank of America Auto Trust 2023-2                                           | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126000 | PA      | $1138167.68   | 0.27%             | 2029-11-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                   | Booz Allen Hamilton Inc                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979200.00    | 0.24%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                     | Duke Energy Carolinas LLC                                                   | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017180.00   | 0.25%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA                                                    | Daimler Truck Finance North America LLC                                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503950.00    | 0.12%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                             | Volvo Financial Equipment LLC Series 2024-1                                 | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1089851.50   | 0.26%             | 2031-07-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust 2021-PJ11                               | CUSIP: 36263VAH0<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    453316 | PA      | $404944.58    | 0.10%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                   | SCF Equipment Leasing 2023-1 LLC                                            | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228292 | PA      | $229086.14    | 0.06%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                     | JB Hunt Transport Services Inc                                              | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505085.00    | 0.12%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                                          | LPL Holdings Inc                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995680.00    | 0.24%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                | Nuveen LLC                                                                  | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026150.00   | 0.25%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                    | U.S. Treasury Notes                                                         | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2964609.39   | 0.71%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                   | Teva Pharmaceutical Finance Netherlands III BV                              | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1003320.00   | 0.24%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                     | Texas Instruments Inc                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504015.00    | 0.12%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                       | PayPal Holdings Inc                                                         | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994220.00    | 0.24%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                       | American Express Co                                                         | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501300.00    | 0.12%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                  | Canadian Pacific Railway Co                                                 | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $993460.00    | 0.24%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                      | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1000000 | PA      | $996990.00    | 0.24%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                                                   | Ansley Park Capital 2025-A LLC                                              | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1786536 | PA      | $1786750.64   | 0.43%             | 2035-04-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                       | Citizens Bank NA/Providence RI                                              | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993440.00    | 0.24%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | Ally Financial Inc                                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253920.00    | 0.06%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Idaho Housing & Finance Association                                       | IDAHO ST HSG & FIN ASSN SF MTGE REVENUE                                     | CUSIP: 45130BCR2<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    200000 | PA      | $199811.00    | 0.05%             | 2029-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                    | PNC Financial Services Group Inc/The                                        | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497455.00    | 0.12%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                               | Truist Bank                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990860.00    | 0.24%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                | Evergy Inc                                                                  | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992160.00    | 0.24%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                    | Daimler Truck Finance North America LLC                                     | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502700.00    | 0.12%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                  | Energizer Holdings Inc 2025 Term Loan B                                     | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    887849 | PA      | $890805.38    | 0.21%             | 2032-03-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                   | PPL Capital Funding Inc                                                     | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24643.00     | 0.01%             | 2067-03-30      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                              | American Express Credit Account Master Trust                                | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2058963.60   | 0.50%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                    | Williams Cos Inc/The                                                        | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998980.00    | 0.24%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                   | KBR Inc 2024 1st Lien Term Loan B                                           | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |    980000 | PA      | $983415.30    | 0.24%             | 2031-01-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                    | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501990.00    | 0.12%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

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

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer