# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-26-020565
**Filing Date:** 2026-2
**Character Count:** 144428
**Document Hash:** 07fbbdee1208261a0ee577836df32072
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020565.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020565

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**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:** 26696837

**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

### Core Income Portfolio (Series ID: S000048866)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000153750 | Class I      |  |
| C000153751 | Class P      |  |

## 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:** Core Income Portfolio

- **b. EDGAR series identifier (if any):** S000048866

- **c. LEI of Series:** 549300E00USLEMOEC104

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $344290625.76

**Total Liabilities:** $11943350.88

**Net Assets:** $332347274.88

**Delayed Delivery Securities:** $1996562.50

**Cash Not Reported:** $6076929.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -309.62000000 | **1-Year:** -7653.71000000 | **5-Year:** -33926.11000000 | **10-Year:** -47111.25000000 | **30-Year:** -13638.02000000

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

- **3-Month:** -144.75000000 | **1-Year:** -2874.65000000 | **5-Year:** -11703.89000000 | **10-Year:** -5443.58000000 | **30-Year:** -2541.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153750 | 0.57%                | 0.59%                | -0.26%               |
| Class ID C000153751 | 0.58%                | 0.61%                | -0.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67215.24                | $604690.49                                 |
| Month 2  | $-250135.28              | $1037537.31                                |
| Month 3  | $226692.27               | $-2304621.94                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                   | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1385250.55   | 0.42%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310361.40    | 0.09%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AERCAP IRELAND CAP/GLOBA                                                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $776533.50    | 0.23%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                       | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    200000 | PA      | $210003.94    | 0.06%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                     | Allianz SE                                                                      | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $416852.80    | 0.13%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                    | Allied Universal Holdco LLC2025 USD Term Loan B                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1246875 | PA      | $1254512.11   | 0.38%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747260.14    | 0.22%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586039.05    | 0.18%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                       | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2308775 | PA      | $2259731.08   | 0.68%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                         | American Airlines 2021-1 Class B Pass Through Trust                             | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474500 | PA      | $458396.28    | 0.14%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                         | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2144667 | PA      | $2125422.41   | 0.64%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993205.44    | 0.30%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                         | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1505814.72   | 0.45%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust 2025-2                                                 | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |    940622 | PA      | $949949.26    | 0.29%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust 2025-3                                                 | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    767637 | PA      | $773292.13    | 0.23%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust 2025-7                                                 | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |    753473 | PA      | $761415.76    | 0.23%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust 2025-9                                                 | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |   1208588 | PA      | $1213966.41   | 0.37%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust 2025-1                                                 | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   1020646 | PA      | $1032818.54   | 0.31%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1554539.30   | 0.47%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606666.91    | 0.18%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                       | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    461000 | PA      | $480973.03    | 0.14%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                           | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301154.07    | 0.09%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $840887.54    | 0.25%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                           | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752894.24    | 0.23%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355528.18    | 0.11%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750684.61    | 0.23%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $603444.01    | 0.18%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $991127.20    | 0.30%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $776935.95    | 0.23%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $800910.78    | 0.24%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $314069.40    | 0.09%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $803805.60    | 0.24%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $524532.91    | 0.16%             | 2036-05-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    650000 | PA      | $650850.47    | 0.20%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1000034.91   | 0.30%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    907000 | PA      | $965345.89    | 0.29%             | 2030-10-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $946125.02    | 0.28%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1975178.45   | 0.59%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206513.38    | 0.06%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $782416.38    | 0.24%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $832505.60    | 0.25%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $418866.34    | 0.13%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| Basswood Park CLO Ltd                          | Basswood Park CLO Ltd                                                           | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250279.17    | 0.08%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2164976.00   | 0.65%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                           | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057408.64   | 0.32%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XXV Ltd                                             | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000068.14   | 0.30%             | 2035-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1470991.42   | 0.44%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $553355.06    | 0.17%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | Bravo Residential Funding Trust Series 2025-NQM1                                | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1452479 | PA      | $1465742.88   | 0.44%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | Bravo Residential Funding Trust 2025-Nqm3                                       | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |    675486 | PA      | $681732.82    | 0.21%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                        | British Airways 2019-1 Class AA Pass Through Trust                              | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   2081343 | PA      | $1969470.71   | 0.59%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                         | British Airways 2019-1 Class A Pass Through Trust                               | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    971777 | PA      | $946016.86    | 0.28%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1500000 | PA      | $1576656.81   | 0.47%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                       | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    400000 | PA      | $401620.25    | 0.12%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718205.02    | 0.22%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621082.29    | 0.19%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301551.17    | 0.09%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97004.74     | 0.03%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1075186.07   | 0.32%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                      | Caesars Entertainment Inc2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    476404 | PA      | $472830.83    | 0.14%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1305310.86   | 0.39%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| Central Parent LLC                             | Central Parent LLC2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    869680 | PA      | $740111.82    | 0.22%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                              | Chariot Buyer LLC2025 Term Loan B                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1463372 | PA      | $1468516.99   | 0.44%             | 2032-09-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                           | Chart Industries Inc2024 Term Loan B                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    494258 | PA      | $497141.27    | 0.15%             | 2030-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $890214.91    | 0.27%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Homeowners, Inc.                      | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $923456.52    | 0.28%             | 2042-04-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471513.42    | 0.14%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757339.82    | 0.23%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305004.54    | 0.09%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007706.37   | 0.30%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                       | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $581113.16    | 0.17%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                         | Colossus Acquireco LLCTerm Loan B                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1497185.16   | 0.45%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2024-1 Mortgage Loan Trust                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    768423 | PA      | $774325.89    | 0.23%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296638.59    | 0.09%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                              | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $833481.60    | 0.25%             | 2035-09-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $527711.09    | 0.16%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $649391.93    | 0.20%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415595.12    | 0.13%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1333687.46   | 0.40%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462760.22    | 0.14%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                 | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $995024.63    | 0.30%             | 2031-09-12      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                 | DAYFORCE INC 2025 TERM LOAN                                                     | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1000000 | PA      | $998000.00    | 0.30%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                | SkyMiles IP Ltd2025 Repriced Term Loan B                                        | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    750000 | PA      | $756679.50    | 0.23%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                       | Delta Air Lines 2015-1 Class AA Pass Through Trust                              | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225519 | PA      | $223086.44    | 0.07%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                           | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992743.82    | 0.30%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC                        | Duke Energy Progress NC Storm Funding LLC                                       | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2279726.84   | 0.69%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    900000 | PA      | $871367.46    | 0.26%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd                             | Elmwood CLO 38 Ltd                                                              | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $848527.96    | 0.26%             | 2038-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1306159.85   | 0.39%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756471.75    | 0.23%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747852.11    | 0.23%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                           | Epicor Software Corp2024 Term Loan F                                            | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1975000 | PA      | $1983022.45   | 0.60%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   1000000 | PA      | $1028687.01   | 0.31%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    555000 | PA      | $571834.26    | 0.17%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $364205.05    | 0.11%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $185183.94    | 0.06%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1653559 | PA      | $1466295.10   | 0.44%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4757930 | PA      | $4543349.15   | 1.37%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354217 | PA      | $1409488.16   | 0.42%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1345310 | PA      | $1367316.47   | 0.41%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    958161 | PA      | $909671.68    | 0.27%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QVLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173681 | PA      | $180017.64    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QVQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898766 | PA      | $914464.74    | 0.28%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505543 | PA      | $505581.74    | 0.15%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639688 | PA      | $612223.22    | 0.18%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733059 | PA      | $742730.65    | 0.22%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XKHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735445 | PA      | $730551.80    | 0.22%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XL6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803969 | PA      | $729087.86    | 0.22%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4217570 | PA      | $4384217.24   | 1.32%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425895 | PA      | $395164.45    | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337193 | PA      | $298790.99    | 0.09%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1293726 | PA      | $1228263.93   | 0.37%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1204817 | PA      | $1148708.25   | 0.35%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1732123 | PA      | $1782977.07   | 0.54%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219120 | PA      | $225548.19    | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1058761 | PA      | $1093839.56   | 0.33%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3118111 | PA      | $2960328.02   | 0.89%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983770 | PA      | $961177.54    | 0.29%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1343195 | PA      | $1363009.54   | 0.41%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472259 | PA      | $479115.26    | 0.14%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030177 | PA      | $977798.25    | 0.29%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1635971 | PA      | $1680307.26   | 0.51%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248156.84    | 0.07%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694621.94    | 0.21%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822324.66    | 0.25%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                             | Seasoned Credit Risk Transfer Trust Series 2025-1                               | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2703647 | PA      | $2354609.88   | 0.71%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                             | Seasoned Loans Structured Transaction Trust Series 2025-2                       | CUSIP: 35564C2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    829183 | PA      | $779387.58    | 0.23%             | 2035-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                              | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1534853 | PA      | $1381864.38   | 0.42%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1722926 | PA      | $1639900.81   | 0.49%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                              | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1781992 | PA      | $1831608.12   | 0.55%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1047367 | PA      | $993611.19    | 0.30%             | 2054-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2988922 | PA      | $3052404.40   | 0.92%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |   2600000 | PA      | $2359237.14   | 0.71%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $507689.18    | 0.15%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1626946 | PA      | $1587296.48   | 0.48%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                           | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $683002.45    | 0.21%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1143472.95   | 0.34%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726916.70    | 0.22%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1807840.42   | 0.54%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993102.99    | 0.30%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228038.59    | 0.07%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                    | Grant Thornton Advisors LLC2025 Term Loan B                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    986312 | PA      | $989189.47    | 0.30%             | 2031-06-02      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust         | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121591 | PA      | $123499.47    | 0.04%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust         | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203152.20    | 0.06%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust         | GreenSky Home Improvement Issuer Trust 2025-3                                   | CUSIP: 39571WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $602660.76    | 0.18%             | 2060-12-27      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                         | Gulfstream Natural Gas System LLC                                               | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $359591.03    | 0.11%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444026.94    | 0.13%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381480.84    | 0.11%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $670911.16    | 0.20%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312647.10    | 0.09%             | 2031-08-27      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III                       | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $897251.28    | 0.27%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    800000 | PA      | $725203.87    | 0.22%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                          | HUB International Ltd2025 Term Loan B                                           | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    389484 | PA      | $391999.17    | 0.12%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                   | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $369399.56    | 0.11%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc                        | IMA Financial Group IncTerm Loan                                                | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |    994987 | PA      | $998408.15    | 0.30%             | 2028-11-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust Series 2025-NQM1                                       | CUSIP: 46593QAC2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    415121 | PA      | $419085.95    | 0.13%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust Series 2024-NQM1                                       | CUSIP: 465983AA2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    355307 | PA      | $358411.02    | 0.11%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1006234.70   | 0.30%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045744.67   | 0.31%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1259466.29   | 0.38%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724381.78    | 0.22%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844345.93    | 0.25%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                        | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $365559.72    | 0.11%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                          | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $578868.72    | 0.17%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519935.58    | 0.16%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                     | Kaman Corp2025 Term Loan B                                                      | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    909723 | PA      | $914499.39    | 0.28%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                     | Kaman Corp2025 Delayed Draw Term Loan                                           | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     86186 | PA      | $86638.69     | 0.03%             | 2032-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400946.34    | 0.12%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                          | KeySpan Gas East Corp                                                           | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $334994.31    | 0.10%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    500000 | PA      | $517145.33    | 0.16%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    950000 | PA      | $954824.76    | 0.29%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| KITE REALTY GROUP LP                           | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    600000 | PA      | $614299.10    | 0.18%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1141568.06   | 0.34%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                           | LHOME Mortgage Trust 2025-RTL1                                                  | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $402884.00    | 0.12%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                            | Lmrk Issuer Co 2 LLC                                                            | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $353668.35    | 0.11%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1224394.72   | 0.37%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514969.90    | 0.15%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596087.43    | 0.18%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $667357.92    | 0.20%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $799091.12    | 0.24%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929520.27    | 0.28%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503484.23    | 0.15%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                 | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51074 | PA      | $48681.16     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028194.70   | 0.31%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199368.03    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966278.65    | 0.29%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| Medline Borrower LP                            | Medline Borrower LP2025 Term Loan B                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    142248 | PA      | $142817.08    | 0.04%             | 2028-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211026.00    | 0.06%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $965573.67    | 0.29%             | 2036-09-12      | Fixed         | 5.19%                 | 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        |   2011110 | NS      | $2011110.25   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1759385.72   | 0.53%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1594599.75   | 0.48%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $840236.10    | 0.25%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                        | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771851 | PA      | $781075.84    | 0.24%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                         | Mosaic Solar Loan Trust 2025-1                                                  | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310969 | PA      | $312172.19    | 0.09%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752929 | PA      | $762505.00    | 0.23%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $799435.46    | 0.24%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    206752 | PA      | $195805.15    | 0.06%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Loan Trust 2020-A                                     | CUSIP: 63941FAB2<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |    162760 | PA      | $158112.81    | 0.05%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Student Loan Trust 2019-B                                               | CUSIP: 63941LAB9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    674300 | PA      | $665136.07    | 0.20%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2019-E                                | CUSIP: 63941MAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    132634 | PA      | $130892.36    | 0.04%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1131641 | PA      | $1069522.02   | 0.32%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2020-F                                | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    315481 | PA      | $299501.58    | 0.09%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    160382 | PA      | $147481.75    | 0.04%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Student Loan Trust 2020-1                                               | CUSIP: 63942FAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    466430 | PA      | $469253.25    | 0.14%             | 2069-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Student Loan Trust 2020-2                                               | CUSIP: 63942HAA9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    592177 | PA      | $530200.66    | 0.16%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2472561 | PA      | $2267266.00   | 0.68%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Student Loan Trust 2021-1                                               | CUSIP: 63942NAA6<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    754937 | PA      | $644422.39    | 0.19%             | 2069-12-26      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Student Loan Trust 2021-1                                               | CUSIP: 63942NAB4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    453416 | PA      | $447889.07    | 0.13%             | 2069-12-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                     | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2370638 | PA      | $2336096.36   | 0.70%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                   | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283182 | PA      | $283710.06    | 0.09%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust 2025-D                                                | CUSIP: 639931AA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398941.76    | 0.12%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 31 Ltd                                       | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000726.13   | 0.30%             | 2039-01-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259086.01   | 0.38%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784557.75    | 0.24%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                 | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    800000 | PA      | $823559.20    | 0.25%             | 2033-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                       | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $777859.32    | 0.23%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                       | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $956037.23    | 0.29%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                             | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   2100000 | PA      | $1895714.35   | 0.57%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                              | OCP Aegis CLO 2023-29 Ltd                                                       | CUSIP: 67118BAQ6<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $851157.91    | 0.26%             | 2036-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM4 Trust                                                             | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |   1183039 | PA      | $1192022.11   | 0.36%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM2 Trust                                                             | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   1294592 | PA      | $1307092.10   | 0.39%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM10 Trust                                                            | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    430540 | PA      | $434360.04    | 0.13%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM1 Trust                                                             | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |    462327 | PA      | $466453.10    | 0.14%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM14 Trust                                                            | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    409005 | PA      | $411147.03    | 0.12%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2025-NQM3 Trust                                                             | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    825326 | PA      | $834056.13    | 0.25%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1214214.26   | 0.37%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1233371.00   | 0.37%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust               | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618488 | PA      | $618489.10    | 0.19%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653195.96    | 0.20%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $599185.79    | 0.18%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1102205.85   | 0.33%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EquipmentShare                                 | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93042 | PA      | $93743.53     | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                 | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245694 | PA      | $249525.03    | 0.08%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                         | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579461 | PA      | $573933.80    | 0.17%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                    | PRKCM 2025-HOME1                                                                | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842561 | PA      | $849121.59    | 0.26%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC           | PRET 2025-RPL1 Trust                                                            | CUSIP: 69392FAA5<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    549358 | PA      | $538783.75    | 0.16%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764990.25    | 0.23%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Pagaya AI Debt Selection Trust                 | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99991 | PA      | $100855.40    | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                 | Palmer Square Loan Funding 2024-1 Ltd                                           | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1051202.88   | 0.32%             | 2032-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                 | Palmer Square Loan Funding 2024-2 Ltd                                           | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700947.58   | 0.51%             | 2033-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                        | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1056332.33   | 0.32%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                       | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1019993.22   | 0.31%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                        | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   1000000 | PA      | $989422.27    | 0.30%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894710.48    | 0.27%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                               | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    750000 | PA      | $758081.73    | 0.23%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $961533.57    | 0.29%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                       | Proampac PG Borrower LLC2024 Term Loan                                          | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1904911 | PA      | $1907886.23   | 0.57%             | 2028-09-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                         | StubHub Holdco Sub LLC2024 Extended Term Loan B                                 | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    500000 | PA      | $496666.50    | 0.15%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                     | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $544971.33    | 0.16%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                             | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994768.12    | 0.30%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                   | RealPage Inc1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    500000 | PA      | $500270.00    | 0.15%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Redaptive EAAS Issuer, LLC                     | REDAPTIVE EAAS ISSUER 2025-1 LLC                                                | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150552.72    | 0.05%             | 2042-03-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413701.66    | 0.12%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399267.70    | 0.12%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                    | Indicor LLC2024 USD 1st Lien Term Loan B                                        | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    962905 | PA      | $969610.55    | 0.29%             | 2029-11-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $488906.60    | 0.15%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1050000 | PA      | $1073776.24   | 0.32%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                         | SLM Student Loan Trust 2004-3                                                   | CUSIP: 78442GLL8<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | CORP              | US        |    332928 | PA      | $331014.29    | 0.10%             | 2064-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1401091.22   | 0.42%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970325 | PA      | $889486.57    | 0.27%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2360213 | PA      | $2339517.83   | 0.70%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2022-C                                         | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    803662 | PA      | $802353.01    | 0.24%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2018-B                                         | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    147999 | PA      | $147238.19    | 0.04%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2018-A                                         | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |    120225 | PA      | $119772.15    | 0.04%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    128985 | PA      | $128580.39    | 0.04%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                               | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89512.89     | 0.03%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    267450 | PA      | $265627.29    | 0.08%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2020-A                                         | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948766 | PA      | $922378.43    | 0.28%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust                                                | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327334 | PA      | $313054.99    | 0.09%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2021-E                                         | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473419 | PA      | $451291.06    | 0.14%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737686.50    | 0.22%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1068568.73   | 0.32%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                         | Service Experts Issuer 2025-1 LLC                                               | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92940 | PA      | $93123.87     | 0.03%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                  | SBA Small Business Investment Cos                                               | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3696963 | PA      | $3749001.29   | 1.13%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2017-B                                         | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     54392 | PA      | $54240.64     | 0.02%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust               | SMB Private Education Loan Trust 2024-F                                         | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218918 | PA      | $1235200.81   | 0.37%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC           | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    317281 | PA      | $307151.84    | 0.09%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                       | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989088.60   | 0.60%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $819798.17    | 0.25%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1287866.37   | 0.39%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                       | Texas Electric Market Stabilization Funding N LLC                               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835155 | PA      | $833416.42    | 0.25%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1017831.00   | 0.31%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                  | TransDigm Inc2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1222600 | PA      | $1228484.77   | 0.37%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp                              | Primo Brands Corp2025 Term Loan B                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    248744 | PA      | $249607.36    | 0.08%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                        | UKG Inc2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1001501 | PA      | $1003639.18   | 0.30%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                    | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1623370.50   | 0.49%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                   | UBS Group AG                                                                    | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $513287.00    | 0.15%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                            | UPG HI 2025-2 Issuer Trust                                                      | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200057.98    | 0.06%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                       | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475844 | PA      | $468262.99    | 0.14%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                        | United Airlines 2019-2 Class A Pass Through Trust                               | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290113 | PA      | $278180.82    | 0.08%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2138085.93   | 0.64%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1026347.67   | 0.31%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3550000 | PA      | $1700533.21   | 0.51%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $2336684.55   | 0.70%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1432910.15   | 0.43%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $4553027.33   | 1.37%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8250000 | PA      | $5767104.50   | 1.74%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $7022503.89   | 2.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $5102507.84   | 1.54%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $188703.12    | 0.06%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1274304.69   | 0.38%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3225000 | PA      | $3259580.58   | 0.98%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3305000 | PA      | $3431325.89   | 1.03%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1318560.54   | 0.40%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $1285857.42   | 0.39%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2970000 | PA      | $3008285.14   | 0.91%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6045820.32   | 1.82%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1764970.71   | 0.53%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3942812.48   | 1.19%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1221386.44   | 0.37%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                          | VSP Optical Group Inc                                                           | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453164.92    | 0.14%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust         | Velocity Commercial Capital Loan Trust 2025-5                                   | CUSIP: 92262KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199073 | PA      | $199892.73    | 0.06%             | 2055-12-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    400000 | PA      | $397557.17    | 0.12%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust         | Velocity Commercial Capital Loan Trust 2025-1                                   | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262962 | PA      | $266361.24    | 0.08%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391992.76    | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991897.90    | 0.30%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494344.73    | 0.15%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2200000 | PA      | $2196577.88   | 0.66%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $391091.05    | 0.12%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                               | Wand NewCo 3 Inc2025 Repriced Term Loan B                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    438855 | PA      | $439998.04    | 0.13%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719551.15    | 0.22%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1153382.97   | 0.35%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1291860.99   | 0.39%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350166.39    | 0.11%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE                                      | COMMSCOPE2024 Term Loan                                                         | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1003375.00   | 0.30%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd            | Husky Injection Molding Systems Ltd2024 Term Loan B                             | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |   1613945 | PA      | $1627393.59   | 0.49%             | 2029-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                       | TK Elevator US Newco Inc2025 USD Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1950559 | PA      | $1964579.38   | 0.59%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                 | Froneri US Inc2024 USD Term Loan B4                                             | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    746241 | PA      | $746810.71    | 0.22%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Peer USA LLC                                   | Peer USA LLC2025 USD Term Loan B                                                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1254687.50   | 0.38%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET                                   | CLEAR STREET                                                                    | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   4167328 | PA      | $4167327.83   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIB                                           | SWIB                                                                            | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   3428883 | PA      | $3428882.79   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President