# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-25-030775
**Filing Date:** 2025-11
**Character Count:** 176414
**Document Hash:** eb02ea756ca4a18125b87435bd4e6a34
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030775.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030775

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 251518204

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Bond Plus Portfolio (Series ID: S000087904)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000253927 | Class P      |  |
| C000253928 | Class I      |  |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** Bond Plus Portfolio

- **b. EDGAR series identifier (if any):** S000087904

- **c. LEI of Series:** 254900FG2P8CUNES8766

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $550293187.22

**Total Liabilities:** $7933925.71

**Net Assets:** $542359261.51

**Delayed Delivery Securities:** $1595350.37

**Cash Not Reported:** $517765214.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2603.66000000 | **1-Year:** -39844.06000000 | **5-Year:** -14412.35000000 | **10-Year:** -0.44000000 | **30-Year:** 0.00000000

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

- **3-Month:** -30.62000000 | **1-Year:** -623.14000000 | **5-Year:** -83.79000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000253927 | -0.30%               | 1.33%                | 1.14%                |
| Class ID C000253928 | -0.32%               | 1.31%                | 1.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $183775.70               | $-966677.56                                |
| Month 2  | $72345.96                | $1594848.36                                |
| Month 3  | $26024.21                | $203839.96                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** LBUTTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Micron Technology Inc                           | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    770000 | PA      | $793560.37    | 0.15%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1400000 | PA      | $1394510.45   | 0.26%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK15                                                                 | CUSIP: 06036FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213674 | PA      | $213266.01    | 0.04%             | 2061-11-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1763648.42   | 0.33%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    442000 | PA      | $440924.57    | 0.08%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2024-CNYN                                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799679 | PA      | $802586.95    | 0.15%             | 2041-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1639089.44   | 0.30%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1384076.03   | 0.26%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    790000 | PA      | $799092.56    | 0.15%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1588872.46   | 0.29%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496739.98    | 0.09%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1650000 | PA      | $1636746.67   | 0.30%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                          | American Honda Finance Corp                                                     | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1528172.38   | 0.28%             | 2027-08-13      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust        | GM Financial Revolving Receivables Trust 2021-1                                 | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146115.32    | 0.03%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                        | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503547.19    | 0.09%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                            | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $263572.14    | 0.05%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1721353.80   | 0.32%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                | Bank of Montreal                                                                | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $608257.22    | 0.11%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2023-XL3                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895011 | PA      | $897259.90    | 0.17%             | 2040-12-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    500000 | PA      | $487669.48    | 0.09%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                         | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $634084.31    | 0.12%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624233 | PA      | $619851.82    | 0.11%             | 2050-09-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                            | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1753265.85   | 0.32%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2022-IND                                                               | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172159 | PA      | $172363.81    | 0.03%             | 2037-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1506630.51   | 0.28%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                        | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    662000 | PA      | $665871.34    | 0.12%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $740462.50    | 0.14%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust    | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $182611.58    | 0.03%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1580000 | PA      | $1606824.97   | 0.30%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                        | Jackson National Life Global Funding                                            | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506130.20   | 0.28%             | 2028-01-14      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                               | T-Mobile US Trust 2025-1                                                        | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2736908.46   | 0.50%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                      | HAVN Trust 2025-MOB                                                             | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80100.00     | 0.01%             | 2027-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-BXMF                                                              | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96963 | PA      | $96863.87     | 0.02%             | 2026-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $1054706.16   | 0.19%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $807144.84    | 0.15%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXVI Ltd                                                              | CUSIP: 55954YAU9<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2202099.15   | 0.41%             | 2038-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1502000 | PA      | $1505000.92   | 0.28%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                    | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1117000 | PA      | $1132102.22   | 0.21%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET                                    | CLEAR STREET                                                                    | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |    995103 | PA      | $995102.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    717000 | PA      | $724935.58    | 0.13%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2025-1                                                   | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1306335.29   | 0.24%             | 2035-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    712186 | PA      | $712961.88    | 0.13%             | 2031-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58879.30     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                        | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    494000 | PA      | $491553.92    | 0.09%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2024603.74   | 0.37%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust       | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2565000 | PA      | $2596133.97   | 0.48%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1669656.29   | 0.31%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1108230.20   | 0.20%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                        | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556794.06    | 0.10%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                            | Bayer US Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2137025.44   | 0.39%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                              | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     87000 | PA      | $87954.15     | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1045000 | PA      | $1055342.57   | 0.19%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24032 | PA      | $24055.29     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                        | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1453891.03   | 0.27%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                    | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25303.66     | 0.00%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                           | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $608589.11    | 0.11%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1824452.42   | 0.34%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    692000 | PA      | $704878.01    | 0.13%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $397787.08    | 0.07%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                | Bank of Montreal                                                                | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1720000 | PA      | $1726223.91   | 0.32%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464704.01    | 0.09%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust Series 2025-1                               | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $493853.95    | 0.09%             | 2029-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                              | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1640000 | PA      | $1654122.75   | 0.30%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                             | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114311 | PA      | $114581.54    | 0.02%             | 2051-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1150000 | PA      | $1186581.59   | 0.22%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $799049.56    | 0.15%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                       | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296368.96   | 0.24%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                       | Dllad 2024-1 LLC                                                                | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153309.30    | 0.03%             | 2029-07-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                 | OHA Credit Funding 22 Ltd                                                       | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |   1108000 | PA      | $1109347.11   | 0.20%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1911916.78   | 0.35%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                      | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49733.72     | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                     | Volkswagen Auto Lease Trust 2025-B                                              | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345000 | PA      | $1347654.49   | 0.25%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                         | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1560000 | PA      | $1550358.62   | 0.29%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAC7<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    790149 | PA      | $796563.12    | 0.15%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1520186.94   | 0.28%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                      | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1704670.60   | 0.31%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                        | Equitable America Global Funding                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1729169.12   | 0.32%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                  | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1614181.12   | 0.30%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1609189.82   | 0.30%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                         | Verdant Receivables 2025-1 LLC                                                  | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165955.35    | 0.03%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $521701.89    | 0.10%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron RR CLO 22 LLC                                                          | CUSIP: 33883QAQ8<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |   2140000 | PA      | $2138930.00   | 0.39%             | 2034-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                               | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    489000 | PA      | $491730.96    | 0.09%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                      | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252822.38   | 0.23%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                 | WF Card Issuance Trust                                                          | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1461606.81   | 0.27%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                 | Allegro CLO XV Ltd                                                              | CUSIP: 01749WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1301581.92   | 0.24%             | 2038-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $818360.18    | 0.15%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2024-3 Ltd                                           | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1134371 | PA      | $1136760.32   | 0.21%             | 2032-08-08      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust           | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2170144.43   | 0.40%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1763654.67   | 0.33%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1421444.75   | 0.26%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 23 LLC                                                             | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   1371000 | PA      | $1372205.27   | 0.25%             | 2036-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    106315 | PA      | $107355.15    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2025-B                                                   | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $725153.83    | 0.13%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2025-1 Ltd                                           | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    414870 | PA      | $412654.93    | 0.08%             | 2033-02-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC | Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1482689.16   | 0.27%             | 2028-11-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -44 | NC      | $-10388.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1300000 | PA      | $1301520.31   | 0.24%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152948.84    | 0.03%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2025-C                                                   | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326480.28    | 0.06%             | 2033-07-08      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                        | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1070073.99   | 0.20%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                | Hilton USA Trust 2016-HHV                                                       | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359000 | PA      | $356872.89    | 0.07%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1610000 | PA      | $1611319.89   | 0.30%             | 2028-09-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $792690.17    | 0.15%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    450065 | PA      | $454266.18    | 0.08%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                             | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1871632.73   | 0.35%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48923 | PA      | $47948.14     | 0.01%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2021-2 Ltd                                                             | CUSIP: 92919AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1476923 | PA      | $1478720.29   | 0.27%             | 2038-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-DIME                                                              | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877000 | PA      | $876122.30    | 0.16%             | 2035-02-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59090.33     | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1662775.35   | 0.31%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                       | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598456.89    | 0.11%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    780000 | PA      | $808035.59    | 0.15%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                              | RGA Global Funding                                                              | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1592587.42   | 0.29%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                          | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1066587.52   | 0.20%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                     | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1900000 | PA      | $1924094.09   | 0.35%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                             | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1500000 | PA      | $1489516.22   | 0.27%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                        | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1189483.17   | 0.22%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                    | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119671 | PA      | $1118901.69   | 0.21%             | 2038-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                              | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $610242.98    | 0.11%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                         | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1090273.35   | 0.20%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220419 | PA      | $1219845.41   | 0.22%             | 2038-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                      | Bowling Green Park CLO LLC                                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    444000 | PA      | $445691.71    | 0.08%             | 2035-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | Ares LIV CLO Ltd                                                                | CUSIP: 04017WAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1041059.33   | 0.19%             | 2038-07-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1083949.16   | 0.20%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1197174.59   | 0.22%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61467.28     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                  | Cascade Funding Mortgage Trust                                                  | CUSIP: 12531BAA6<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |     75728 | PA      | $74195.46     | 0.01%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130182.39    | 0.02%             | 2029-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1313585.00   | 0.24%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $878925.95    | 0.16%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                        | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475697.64    | 0.09%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82792.44     | 0.02%             | 2030-01-24      | Fixed         | 5.43%                 | 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        |    220000 | PA      | $221766.73    | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1536228.71   | 0.28%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $601131.15    | 0.11%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 68 CLO Ltd                                                               | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250277.84    | 0.05%             | 2035-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                         | Buckhorn Park CLO Ltd                                                           | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250278.43    | 0.05%             | 2034-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    670000 | PA      | $689645.14    | 0.13%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                            | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $389090.39    | 0.07%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805464.54    | 0.15%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2020832.98   | 0.37%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1727029 | PA      | $1728372.05   | 0.32%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344871 | PA      | $346334.27    | 0.06%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                           | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122236.96    | 0.02%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                            | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1165894.67   | 0.21%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81945.76     | 0.02%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1715346.57   | 0.32%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                         | Hartwick Park CLO Ltd                                                           | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500552.95    | 0.09%             | 2037-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $830256.89    | 0.15%             | 2030-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                           | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121524.92    | 0.02%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                             | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1590649.23   | 0.29%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153425.63    | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                   | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    965000 | PA      | $981975.84    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1060000 | PA      | $1070157.83   | 0.20%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1536187.80   | 0.28%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1090000 | PA      | $1070389.64   | 0.20%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | SLKRHLWN4                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        | 134781200 | OU      | $-615622.60   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1369025.00   | 0.25%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1628512.15   | 0.30%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAB9<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1107927 | PA      | $1117861.19   | 0.21%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                        | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1128000 | PA      | $1128408.34   | 0.21%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1681747.62   | 0.31%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bills                                                             | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  37000000 | PA      | $36659951.50  | 6.76%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $857917.01    | 0.16%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust             | Volkswagen Auto Loan Enhanced Trust 2024-1                                      | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121449.91    | 0.02%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1605482.16   | 0.30%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                   | BLP Commercial Mortgage Trust 2024-IND2                                         | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94883 | PA      | $95157.33     | 0.02%             | 2041-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                             | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26983800 | PA      | $26929495.10  | 4.97%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                     | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348958 | PA      | $348720.66    | 0.06%             | 2038-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                        | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1037817.38   | 0.19%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    700000 | PA      | $712159.81    | 0.13%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2025-VTT                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301000 | PA      | $302371.36    | 0.06%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1851493.00   | 0.34%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1565173.84   | 0.29%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-SPOT                                          | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893507 | PA      | $896421.24    | 0.17%             | 2040-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                           | CCG Receivables Trust 2025-1                                                    | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105622.73    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                     | Valley Stream Park CLO LTD                                                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251099.93    | 0.05%             | 2037-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $197998.42    | 0.04%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                           | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    490000 | PA      | $532773.82    | 0.10%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1662203.93   | 0.31%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    660000 | PA      | $677563.07    | 0.12%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                      | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1989485 | PA      | $2001206.09   | 0.37%             | 2028-10-13      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1580000 | PA      | $1587157.07   | 0.29%             | 2029-05-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                     | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1315000 | PA      | $1330336.32   | 0.25%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                       | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255000 | PA      | $1279973.87   | 0.24%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1470276.90   | 0.27%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                            | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1044985.59   | 0.19%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1183365.82   | 0.22%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                | NTT Finance Corp                                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201470.44    | 0.04%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                              | Cenovus Energy Inc                                                              | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $600261.37    | 0.11%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                           | Amrize Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    466000 | PA      | $468985.38    | 0.09%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                         | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249252.25    | 0.05%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                            | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1772011.45   | 0.33%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2151606.47   | 0.40%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                            | Verizon Master Trust                                                            | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1272329.75   | 0.23%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2078457.64   | 0.38%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641800.45    | 0.12%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                        | Green Lakes Park CLO LLC                                                        | CUSIP: 39310AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1333333 | PA      | $1333990.66   | 0.25%             | 2038-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                        | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218608.41   | 0.22%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101507.08    | 0.02%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $484386.67    | 0.09%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1742096.13   | 0.32%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    660000 | PA      | $699193.08    | 0.13%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1628793.42   | 0.30%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                         | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1103931.70   | 0.20%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XLV Ltd                                                    | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250375.00    | 0.05%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                            | Glencore Funding LLC                                                            | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    349000 | PA      | $354708.10    | 0.07%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1612840.49   | 0.30%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                               | Japan Tobacco Inc                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    711000 | PA      | $723116.04    | 0.13%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1637424.12   | 0.30%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207908.75    | 0.04%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                             | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006325.76   | 0.19%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                       | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1686265.88   | 0.31%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                        | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    845000 | PA      | $877932.01    | 0.16%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                        | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1737760.33   | 0.32%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1720000 | PA      | $1729658.61   | 0.32%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                      | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111578 | PA      | $111851.89    | 0.02%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1631398.05   | 0.30%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                         | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1847375.51   | 0.34%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                     | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83884 | PA      | $83834.64     | 0.02%             | 2038-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                          | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1037549.80   | 0.19%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1571869 | PA      | $1570276.69   | 0.29%             | 2030-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                          | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1756620.17   | 0.32%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust        | Capital One Prime Auto Receivables Trust 2024-1                                 | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50424.54     | 0.01%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091807.81   | 0.20%             | 2026-02-04      | Fixed         | 2.20%                 | 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        |   1570000 | PA      | $1579856.46   | 0.29%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $98983.33     | 0.02%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    344000 | PA      | $353111.15    | 0.07%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SWIB                                            | SWIB                                                                            | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |    905136 | PA      | $905136.05    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1750328.50   | 0.32%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1181984.56   | 0.22%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $615156.52    | 0.11%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40451.79     | 0.01%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                     | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1628015.35   | 0.30%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                      | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1506131.41   | 0.28%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1852520.99   | 0.34%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1590579.10   | 0.29%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bills                                                             | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  41409000 | PA      | $41283543.15  | 7.61%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAF6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     86623 | PA      | $86298.03     | 0.02%             | 2051-07-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1600000 | PA      | $1586075.90   | 0.29%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                 | Invesco CLO 2021-3 Ltd                                                          | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1080000.00   | 0.20%             | 2034-10-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    492000 | PA      | $495298.76    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1594501.73   | 0.29%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                             | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    540000 | PA      | $533518.61    | 0.10%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2225707.00   | 0.41%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBH2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    584028 | PA      | $548848.04    | 0.10%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1768769.30   | 0.33%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41609.58     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2025-2 LLC                                           | CUSIP: 29375TAB8<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1520000 | PA      | $1528435.70   | 0.28%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1135265.55   | 0.21%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-3 Trust                                         | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $380880.99    | 0.07%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2228000.81   | 0.41%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                    | Ford Credit Auto Owner Trust 2025-A                                             | CUSIP: 34535KAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1667447.76   | 0.31%             | 2029-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                         | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1082264.23   | 0.20%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                        | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513944.69   | 0.28%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                         | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996643.30    | 0.18%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST            | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30416.08     | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                        | Jackson National Life Global Funding                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    474000 | PA      | $478148.90    | 0.09%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $591314.92    | 0.11%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC          | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $777655.73    | 0.14%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603258.93   | 0.30%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                         | Corebridge Global Funding                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566810.04    | 0.10%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2118842.63   | 0.39%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                             | M&T Equipment 2025-LEAF1 Notes                                                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $629691.00    | 0.12%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1340000 | PA      | $1335318.70   | 0.25%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2020-5 Ltd                                              | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1572930.45   | 0.29%             | 2034-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2016-LC24                                 | CUSIP: 95000HBE1<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   1701343 | PA      | $1684089.82   | 0.31%             | 2049-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1278367.10   | 0.24%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1712920.52   | 0.32%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJB1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $732165.98    | 0.13%             | 2029-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | SLKRHXA02                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  97776162 | OU      | $-485241.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1644850.16   | 0.30%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1435453.26   | 0.26%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                          | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1030011.87   | 0.19%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $1949406.66   | 0.36%             | 2027-09-10      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                               | Harriman Park CLO LTD                                                           | CUSIP: 413717BA6<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $781158.23    | 0.14%             | 2038-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162367 | PA      | $162190.99    | 0.03%             | 2030-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                        | Toyota Lease Owner Trust 2025-A                                                 | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |   1475000 | PA      | $1491709.39   | 0.28%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                           | ARI Fleet Lease Trust 2025-A                                                    | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1350568.45   | 0.25%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $982068.74    | 0.18%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204271.62    | 0.04%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                          | American Honda Finance Corp                                                     | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1607263.41   | 0.30%             | 2027-07-09      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 19 Ltd                                                             | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1326684 | PA      | $1328657.07   | 0.24%             | 2034-11-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2020-2 Ltd                                                             | CUSIP: 92918HAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    464286 | PA      | $464710.42    | 0.09%             | 2038-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1860530.81   | 0.34%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust         | Hyundai Auto Lease Securitization Trust 2025-A                                  | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $703110.93    | 0.13%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1747036.07   | 0.32%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                         | Hyundai Capital America                                                         | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1537645.32   | 0.28%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                       | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1722607.80   | 0.32%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct        | Pacific Life U.S. Government Fund Direct                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    585744 | NS      | $585743.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                         | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508780.32    | 0.09%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                       | Kubota Credit Owner Trust 2024-2                                                | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152892.12    | 0.03%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1567289.47   | 0.29%             | 2027-03-18      | Fixed         | 5.28%                 | 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        |   1309000 | PA      | $1315271.03   | 0.24%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                   | DTP Commercial Mortgage Trust 2023-STE2                                         | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102748.11    | 0.02%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                        | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1076098.76   | 0.20%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                        | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1050431.59   | 0.19%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                           | ARI Fleet Lease Trust 2025-B                                                    | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1082073.07   | 0.20%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                           | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2116389.24   | 0.39%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                              | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    660000 | PA      | $671397.51    | 0.12%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1673697.31   | 0.31%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                        | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $375805.91    | 0.07%             | 2027-08-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1700000 | PA      | $1660165.91   | 0.31%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                          | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    936000 | PA      | $949591.07    | 0.18%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                    | World Omni Select Auto Trust 2025-A                                             | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $224760.96    | 0.04%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434403 | PA      | $432091.92    | 0.08%             | 2049-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1684539.15   | 0.31%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1789484.40   | 0.33%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: —       |
| ABN AMRO BANK NV                                | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1631315.25   | 0.30%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263304.61    | 0.05%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556078.86    | 0.10%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                            | Glencore Funding LLC                                                            | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1066697.81   | 0.20%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                    | AutoZone Inc                                                                    | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59653.72     | 0.01%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                          | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603959.13    | 0.11%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1079525.73   | 0.20%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1624234.16   | 0.30%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                | NTT Finance Corp                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1260000 | PA      | $1272662.38   | 0.23%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2025-1                                                   | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98549 | PA      | $98723.75     | 0.02%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1575719.50   | 0.29%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1095320.16   | 0.20%             | 2027-03-02      | Fixed         | 1.27%                 | 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        |    425000 | PA      | $428886.12    | 0.08%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-III                                                        | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000996.02   | 0.18%             | 2036-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-XL4                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928963 | PA      | $930851.23    | 0.17%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -576 | NC      | $-118228.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dext ABS                                        | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $535706.51    | 0.10%             | 2035-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    272000 | PA      | $274743.57    | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1606852.03   | 0.30%             | 2029-06-13      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $316467.08    | 0.06%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324616 | PA      | $317865.37    | 0.06%             | 2052-08-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2022-2 Ltd                                              | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1302597.28   | 0.24%             | 2035-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2017-C39                                  | CUSIP: 95000XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300492 | PA      | $297694.28    | 0.05%             | 2050-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                           | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    246000 | PA      | $250043.11    | 0.05%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $573692.68    | 0.11%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1171397.14   | 0.22%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1350000 | PA      | $1379239.97   | 0.25%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | SLKRHX9X2                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  88892430 | OU      | $-441153.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ALA Trust                                       | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1157657.62   | 0.21%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1628547.76   | 0.30%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1638000 | PA      | $1659543.96   | 0.31%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1066418.35   | 0.20%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1523480.84   | 0.28%             | 2027-10-21      | Fixed         | 1.95%                 | 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        |    120000 | PA      | $121006.70    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1565677.25   | 0.29%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2025-3 LLC                                           | CUSIP: 29375UAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1580000 | PA      | $1597356.62   | 0.29%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                        | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1008966.75   | 0.19%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1816123.90   | 0.33%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503389.80    | 0.09%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    974607 | PA      | $978182.45    | 0.18%             | 2039-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2923000 | PA      | $2953379.15   | 0.54%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust      | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230708 | PA      | $229463.48    | 0.04%             | 2050-03-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust       | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $169405.94    | 0.03%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    366000 | PA      | $365205.51    | 0.07%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | SLKRHLWQ7                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  47709147 | OU      | $-217914.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503120.92   | 0.28%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1617266.58   | 0.30%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1646430.30   | 0.30%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust               | World Omni Auto Receivables Trust 2025-A                                        | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $900977.08    | 0.17%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760415 | PA      | $762370.11    | 0.14%             | 2041-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                            | Verizon Master Trust                                                            | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1281295.63   | 0.24%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                           | PK Alift Loan Funding 7 LP                                                      | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $411080.35    | 0.08%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1150000 | PA      | $1174716.03   | 0.22%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | EQUITYTRS--USD-SOFR-COMPOUND-20251115                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  94699325 | OU      | $-432545.82   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXVII Ltd                                                  | CUSIP: 55820YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1651709.81   | 0.30%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1621062.61   | 0.30%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                       | Kubota Credit Owner Trust 2025-1                                                | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2560000 | PA      | $2599867.90   | 0.48%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AutoZone Inc                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1813946.92   | 0.33%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-3                                             | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1621772.60   | 0.30%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26586300 | PA      | $26805429.34  | 4.94%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1310569.21   | 0.24%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1512524.05   | 0.28%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                        | Huntington National Bank/The                                                    | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1308828.96   | 0.24%             | 2028-04-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $995264.82    | 0.18%             | 2028-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1072291.20   | 0.20%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                         | Carmax Auto Owner Trust 2025-1                                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45711.43     | 0.01%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1532677.94   | 0.28%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1505752.89   | 0.28%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                             | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752220.84    | 0.14%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327491 | PA      | $328204.50    | 0.06%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | EQUITYTRS--USD-SOFR-COMPOUND-20251115                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |  82480986 | OU      | $-376737.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1150000 | PA      | $1171057.50   | 0.22%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285731 | PA      | $1287931.15   | 0.24%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                  | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1494932.90   | 0.28%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $698657.68    | 0.13%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1887907.01   | 0.35%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1869670.52   | 0.34%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $516122.00    | 0.10%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1842086 | PA      | $1831362.38   | 0.34%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1665620.38   | 0.31%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust          | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114742 | PA      | $115208.48    | 0.02%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                             | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40390.31     | 0.01%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1177580.50   | 0.22%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1076094.18   | 0.20%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    355000 | PA      | $355589.31    | 0.07%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                           | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1606798.96   | 0.30%             | 2028-05-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust              | Honda Auto Receivables 2025-1 Owner Trust                                       | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1714467.75   | 0.32%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1527475.05   | 0.28%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549430.07    | 0.10%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1648424.99   | 0.30%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883431.25    | 0.16%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust       | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $958473.62    | 0.18%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712058.53    | 0.13%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                        | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    317000 | PA      | $319556.72    | 0.06%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                     | Onity Loan Investment Trust 2025-HB1                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227400 | PA      | $222191.61    | 0.04%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding VI CLO Ltd                                                        | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150246.70    | 0.03%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                 | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1040912.47   | 0.19%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                      | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1595443.17   | 0.29%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President