# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-25-191315
**Filing Date:** 2025-8
**Character Count:** 170468
**Document Hash:** b421ba9ba81d5b3caba1ce06e5e494ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-191315.hdr.sgml**: 20250818

**ACCESSION NUMBER**: 0001752724-25-191315

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250818

**DATE AS OF CHANGE**: 20250818

**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:** 251226678

**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

### Large-Cap Plus Bond Alpha Portfolio (Series ID: S000087906)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000253931 | Class P      |  |
| C000253932 | Class I      |  |

## 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:** Large-Cap Plus Bond Alpha Portfolio

- **b. EDGAR series identifier (if any):** S000087906

- **c. LEI of Series:** 254900HDR4OOOQPP7P46

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $857717274.85

**Total Liabilities:** $20705204.55

**Net Assets:** $837012070.30

**Delayed Delivery Securities:** $7993962.44

**Cash Not Reported:** $817852179.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2306.76000000 | **1-Year:** -66297.37000000 | **5-Year:** -27891.97000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -28.71000000 | **1-Year:** -1013.51000000 | **5-Year:** -1557.98000000 | **10-Year:** -4338.70000000 | **30-Year:** -319.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000253931 | -0.35%               | 6.84%                | 5.47%                |
| Class ID C000253932 | -0.37%               | 6.86%                | 5.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1271.56                | $906060.34                                 |
| Month 2  | $-420.96                 | $-855104.99                                |
| Month 3  | $515.16                  | $2215801.53                                |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                         | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Micron Technology Inc                        | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1228735.08   | 0.15%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2718929.42   | 0.32%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2618324.81   | 0.31%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2024-CNYN                                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190887 | PA      | $1194876.77   | 0.14%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2556651.30   | 0.31%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2440000 | PA      | $2507061.35   | 0.30%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2549618.82   | 0.30%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509711.53    | 0.06%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493481.86    | 0.06%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147398.89    | 0.02%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust     | GM Financial Revolving Receivables Trust 2021-1                                 | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144517.89    | 0.02%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                         | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $273562.11    | 0.03%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2526223.11   | 0.30%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                                | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2536143.48   | 0.30%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2023-XL3                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288816 | PA      | $1294127.59   | 0.15%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                      | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    922000 | PA      | $930757.72    | 0.11%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2541965.47   | 0.30%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2022-IND                                                               | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81546 | PA      | $81674.28     | 0.01%             | 2037-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust            | BA Credit Card Trust                                                            | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    111000 | PA      | $111504.94    | 0.01%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1686497.13   | 0.20%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                     | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1025137.53   | 0.12%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| American Express Credit Account Master Trust | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $182227.72    | 0.02%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                             | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2220000 | PA      | $2247604.86   | 0.27%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                     | Jackson National Life Global Funding                                            | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509327.88   | 0.30%             | 2028-01-14      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                            | T-Mobile US Trust 2025-1                                                        | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3243746.88   | 0.39%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2021-BXMF                                                              | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96963 | PA      | $96868.44     | 0.01%             | 2026-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40560.81     | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2448231.46   | 0.29%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                            | Magnetite XXVI Ltd                                                              | CUSIP: 55954YAU9<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1626011.99   | 0.19%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd               | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2382000 | PA      | $2383889.83   | 0.28%             | 2031-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1716000 | PA      | $1733793.53   | 0.21%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET                                 | CLEAR STREET                                                                    | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   6858465 | PA      | $6858465.04   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit     | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144491.94    | 0.02%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                       | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58371.29     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                 | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2522809.34   | 0.30%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust    | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3230000 | PA      | $3266059.07   | 0.39%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2069761.50   | 0.25%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1710847.87   | 0.20%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                     | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59587.27     | 0.01%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1045378.52   | 0.12%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                         | Bayer US Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2823176.04   | 0.34%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                           | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    132000 | PA      | $133110.11    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust       | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1635120.76   | 0.20%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                   | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46179 | PA      | $46205.81     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                     | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2852553.35   | 0.34%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                 | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30317.04     | 0.00%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | EQUITYTRS--USD-SOFR-COMPOUND-20260115                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  84413518 | OU      | $2997091.59   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                        | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024490.62   | 0.24%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2225287.68   | 0.27%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2637579.75   | 0.32%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812122.99    | 0.10%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1640545.45   | 0.20%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                                | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2620000 | PA      | $2626752.05   | 0.31%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                      | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1395921.17   | 0.17%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors                               | GMF Floorplan Owner Revolving Trust Series 2025-1                               | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753000 | PA      | $756087.45    | 0.09%             | 2029-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1191413.94   | 0.14%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                           | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1540000 | PA      | $1549091.82   | 0.19%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                          | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503381 | PA      | $1500495.83   | 0.18%             | 2051-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2600000 | PA      | $2533892.92   | 0.30%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $154941.39    | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004724.16   | 0.12%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                    | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2832570.71   | 0.34%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                    | Dllad 2024-1 LLC                                                                | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153118.50    | 0.02%             | 2029-07-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                              | OHA Credit Funding 22 Ltd                                                       | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |   1553000 | PA      | $1551862.85   | 0.19%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit     | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146405.37    | 0.02%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2655501.98   | 0.32%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49504.78     | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                      | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2560000 | PA      | $2535875.12   | 0.30%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust      | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1405000 | PA      | $1409815.92   | 0.17%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2473484.34   | 0.30%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2533002.32   | 0.30%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                     | Equitable America Global Funding                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2680214.54   | 0.32%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC               | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2513396.50   | 0.30%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                            | NatWest Group PLC                                                               | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3563940.14   | 0.43%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2510330.63   | 0.30%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                            | EQUITYTRS--USD-SOFR-COMPOUND-20250715                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |  26083736 | OU      | $752035.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                      | Verdant Receivables 2025-1 LLC                                                  | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $255834.97    | 0.03%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                     | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2660000 | PA      | $2774998.66   | 0.33%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                             | Flatiron RR CLO 22 LLC                                                          | CUSIP: 33883QAQ8<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2383468.49   | 0.28%             | 2034-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                            | Brown & Brown Inc                                                               | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    749000 | PA      | $752768.35    | 0.09%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                   | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2019350.34   | 0.24%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940350.94   | 0.35%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust              | WF Card Issuance Trust                                                          | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2249454.07   | 0.27%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC               | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1243917.19   | 0.15%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust        | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3270000 | PA      | $3293377.88   | 0.39%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                              | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2544528.23   | 0.30%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                              | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2147427.87   | 0.26%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                             | Flatiron CLO 23 LLC                                                             | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   2120000 | PA      | $2122648.77   | 0.25%             | 2036-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust      | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    184986 | PA      | $186406.68    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                          | Oportun Issuance Trust 2025-B                                                   | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1121174.65   | 0.13%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd               | Palmer Square Loan Funding 2025-1 Ltd                                           | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    671000 | PA      | $667108.66    | 0.08%             | 2033-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2852299.64   | 0.34%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | EQUITYTRS--USD-SOFR-COMPOUND-20250916                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        | 397253826 | OU      | $11453465.40  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                              | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $1993497.12   | 0.24%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC               | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152935.74    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                  | S+P500 EMINI FUT SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        41 | NC      | $453453.03    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton USA Trust                             | Hilton USA Trust 2016-HHV                                                       | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554000 | PA      | $547423.85    | 0.07%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust               | Carvana Auto Receivables Trust 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1223772.79   | 0.15%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2368485.83   | 0.28%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust      | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    776136 | PA      | $781585.09    | 0.09%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                          | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952430.28   | 0.23%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51944 | PA      | $50717.13     | 0.01%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                 | Voya CLO 2021-2 Ltd                                                             | CUSIP: 92919AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2394979.80   | 0.29%             | 2038-04-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2025-DIME                                                              | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752000 | PA      | $750416.51    | 0.09%             | 2035-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                     | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58732.82     | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2627482.26   | 0.31%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                    | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2482556.00   | 0.30%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82421.98     | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                  | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   3300000 | PA      | $3328206.42   | 0.40%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2500000 | PA      | $2468947.10   | 0.29%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                     | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1862744.92   | 0.22%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                 | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2146502 | PA      | $2144475.86   | 0.26%             | 2038-11-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                           | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   2400000 | PA      | $2437538.93   | 0.29%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                         | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80820.09     | 0.01%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1787668 | PA      | $1787464.75   | 0.21%             | 2038-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust               | Morgan Stanley Capital I Trust 2018-L1                                          | CUSIP: 61691QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1359915 | PA      | $1352316.06   | 0.16%             | 2051-10-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                   | Bowling Green Park CLO LLC                                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    679000 | PA      | $674398.78    | 0.08%             | 2035-04-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                 | Ares LIV CLO Ltd                                                                | CUSIP: 04017WAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1590000 | PA      | $1590795.00   | 0.19%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust       | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251961.45    | 0.03%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2610246.97   | 0.31%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                 | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2616707.02   | 0.31%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust               | Cascade Funding Mortgage Trust                                                  | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131459 | PA      | $128721.99    | 0.02%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                               | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135108.80    | 0.02%             | 2029-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                      | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1569356.02   | 0.19%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78783.65     | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82414.13     | 0.01%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC               | PEAC Solutions Receivables 2025-1 LLC                                           | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $336366.60    | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2004777.51   | 0.24%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2494534.70   | 0.30%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                      | Dryden 68 CLO Ltd                                                               | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250063.76    | 0.03%             | 2035-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                      | Buckhorn Park CLO Ltd                                                           | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249600.31    | 0.03%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72045.89     | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                         | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $595232.71    | 0.07%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2519426.50   | 0.30%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                     | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4537170.27   | 0.54%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                  | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827707 | PA      | $828436.31    | 0.10%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                           | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2156220.50   | 0.26%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                         | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2580000 | PA      | $2526921.69   | 0.30%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81750.73     | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                 | Ford Credit Auto Lease Trust 2025-A                                             | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715000 | PA      | $1729390.05   | 0.21%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2542213.80   | 0.30%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                      | Hartwick Park CLO Ltd                                                           | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $745315.37    | 0.09%             | 2037-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| General Motors                               | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1278360.30   | 0.15%             | 2030-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                        | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121646.62    | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                          | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    390000 | PA      | $385016.84    | 0.05%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2527964.71   | 0.30%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC               | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153250.17    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                             | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2460673.05   | 0.29%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2513114.80   | 0.30%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194000.80    | 0.02%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                     | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2532889.77   | 0.30%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust      | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1970000 | PA      | $1976762.71   | 0.24%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                       | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2453826.81   | 0.29%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    580000 | PA      | $578915.85    | 0.07%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust     | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1305000 | PA      | $1321125.10   | 0.16%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust          | Volkswagen Auto Loan Enhanced Trust 2024-1                                      | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126364.68    | 0.02%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                     | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1844649.46   | 0.22%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                             | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2560000 | PA      | $2545986.82   | 0.30%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                | BLP Commercial Mortgage Trust 2024-IND2                                         | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94883 | PA      | $95105.98     | 0.01%             | 2041-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                             | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41250000 | PA      | $41043750.00  | 4.90%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                  | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505821 | PA      | $505658.30    | 0.06%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     60000 | PA      | $58403.88     | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                 | ARES XLV CLO Ltd                                                                | CUSIP: 04016QAG1<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4103075.00   | 0.49%             | 2030-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                     | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58224.28     | 0.01%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                      | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492486.05   | 0.18%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                              | Danske Bank A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1200000 | PA      | $1221114.42   | 0.15%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1059583.80   | 0.13%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2025-VTT                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464000 | PA      | $466176.53    | 0.06%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964090.40    | 0.12%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2025-SPOT                                          | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1261497.13   | 0.15%             | 2040-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                        | CCG Receivables Trust 2025-1                                                    | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165435.50    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                  | Valley Stream Park CLO LTD                                                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249527.75    | 0.03%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                 | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196385.06    | 0.02%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                        | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    800000 | PA      | $864914.69    | 0.10%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                          | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2468580.09   | 0.29%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                 | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2109479.04   | 0.25%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                   | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3340000 | PA      | $3349685.33   | 0.40%             | 2028-10-13      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2453787.96   | 0.29%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                            | NatWest Group PLC                                                               | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2440000 | PA      | $2441845.79   | 0.29%             | 2029-05-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                  | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   2200000 | PA      | $2221533.16   | 0.27%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                    | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1981115.34   | 0.24%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                  | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2915734.50   | 0.35%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                         | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2598212.93   | 0.31%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                     | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2451987.93   | 0.29%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                           | Cenovus Energy Inc                                                              | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74848.68     | 0.01%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                        | Amrize Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    706000 | PA      | $709170.32    | 0.08%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2558301.86   | 0.31%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2570710.35   | 0.31%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                         | Verizon Master Trust                                                            | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $1967046.12   | 0.24%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                 | UBS Group AG                                                                    | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2600000 | PA      | $2702044.49   | 0.32%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2034449.06   | 0.24%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                     | Green Lakes Park CLO LLC                                                        | CUSIP: 39310AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1283333 | PA      | $1283974.87   | 0.15%             | 2038-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                     | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2531748.75   | 0.30%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors                               | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101263.92    | 0.01%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd               | Palmer Square Loan Funding 2025-2 Ltd                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2440000 | PA      | $2440000.00   | 0.29%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                             | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100517.80    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2283252.28   | 0.27%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2192228.62   | 0.26%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                      | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1705718.50   | 0.20%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                     | Madison Park Funding XLV Ltd                                                    | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250255.75    | 0.03%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                            | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $2210835.41   | 0.26%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1692347.04   | 0.20%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                             | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  53657900 | PA      | $53527783.89  | 6.40%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                            | Japan Tobacco Inc                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1071000 | PA      | $1087350.59   | 0.13%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1821969.40   | 0.22%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC     | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $308779.19    | 0.04%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2510814.43   | 0.30%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                          | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252866.20   | 0.15%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                    | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2076034.56   | 0.25%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                     | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1319491.26   | 0.16%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                     | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663500.82    | 0.08%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2620000 | PA      | $2625145.89   | 0.31%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2446318.92   | 0.29%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1316196.30   | 0.16%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                  | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83884 | PA      | $83866.06     | 0.01%             | 2038-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                       | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2576721.57   | 0.31%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2334000 | PA      | $2322487.55   | 0.28%             | 2030-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -158 | NC      | $-244678.01   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipeline LLC                       | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2912302.07   | 0.35%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust     | Capital One Prime Auto Receivables Trust 2024-1                                 | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50345.87     | 0.01%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                     | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $98168.66     | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    662000 | PA      | $685996.69    | 0.08%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2564491.09   | 0.31%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61282.34     | 0.01%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2564875.23   | 0.31%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40502.82     | 0.00%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                  | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1522777.28   | 0.18%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                   | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1489862.65   | 0.18%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust         | Toyota Auto Loan Extended Note Trust 2021-1                                     | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146737.74    | 0.02%             | 2034-02-27      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2534694.52   | 0.30%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2472760.13   | 0.30%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                 | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAF6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     95492 | PA      | $94672.21     | 0.01%             | 2051-07-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                      | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    766000 | PA      | $766042.31    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2440000 | PA      | $2476726.61   | 0.30%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2620000 | PA      | $2573330.33   | 0.31%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2624130.34   | 0.31%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust               | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2461057.39   | 0.29%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                  | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2541052.84   | 0.30%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61192.28     | 0.01%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC               | Enterprise Fleet Financing 2025-2 LLC                                           | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2199000 | PA      | $2202904.10   | 0.26%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                        | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129949.01    | 0.02%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2428947.93   | 0.29%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4490000 | PA      | $4591967.90   | 0.55%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                     | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4737712.10   | 0.57%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                 | Ford Credit Auto Owner Trust 2025-A                                             | CUSIP: 34535KAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2559419.96   | 0.31%             | 2029-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                      | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2581077.92   | 0.31%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                     | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006206.06   | 0.24%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST         | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50692.26     | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                     | Jackson National Life Global Funding                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $1992876.06   | 0.24%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                       | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $488744.74    | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC       | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1172868.76   | 0.14%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                     | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2404277.52   | 0.29%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                      | Corebridge Global Funding                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2086630.77   | 0.25%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2114699.96   | 0.25%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                          | M&T Equipment 2025-LEAF1 Notes                                                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $874093.35    | 0.10%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2870000 | PA      | $2853502.81   | 0.34%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2016-LC24                                 | CUSIP: 95000HBE1<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |   2554717 | PA      | $2511189.28   | 0.30%             | 2049-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2534924.20   | 0.30%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust     | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJB1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2635000 | PA      | $2644026.72   | 0.32%             | 2029-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2089389.26   | 0.25%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                             | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2500000 | PA      | $2457760.78   | 0.29%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                 | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58865.92     | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                       | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39392.06     | 0.00%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                              | Danske Bank A/S                                                                 | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $966256.56    | 0.12%             | 2027-09-10      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                            | Harriman Park CLO LTD                                                           | CUSIP: 413717BA6<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1200600.00   | 0.14%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $245540.38    | 0.03%             | 2030-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                     | Toyota Lease Owner Trust 2025-A                                                 | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |   2235000 | PA      | $2255167.75   | 0.27%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                        | ARI Fleet Lease Trust 2025-A                                                    | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2065000 | PA      | $2064061.46   | 0.25%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                   | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2602804.31   | 0.31%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                             | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    576000 | PA      | $586426.87    | 0.07%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                 | ARES LII CLO Ltd                                                                | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1170617 | PA      | $1169668.99   | 0.14%             | 2031-04-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                             | Flatiron CLO 19 Ltd                                                             | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2288770 | PA      | $2293529.55   | 0.27%             | 2034-11-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                 | Voya CLO 2020-2 Ltd                                                             | CUSIP: 92918HAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2096369.44   | 0.25%             | 2038-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4500690.98   | 0.54%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust      | Hyundai Auto Lease Securitization Trust 2025-A                                  | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1085091.46   | 0.13%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                   | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1379930.27   | 0.16%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                             | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2525160.86   | 0.30%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                      | Hyundai Capital America                                                         | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3969777.62   | 0.47%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                    | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2117500.16   | 0.25%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct     | Pacific Life U.S. Government Fund Direct                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    841870 | NS      | $841869.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Credit Owner Trust                    | Kubota Credit Owner Trust 2024-2                                                | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152744.34    | 0.02%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                       | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2070422.92   | 0.25%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                | DTP Commercial Mortgage Trust 2023-STE2                                         | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102563.58    | 0.01%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                     | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64538.24     | 0.01%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                        | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59103.64     | 0.01%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                        | ARI Fleet Lease Trust 2025-B                                                    | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1667074.59   | 0.20%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                        | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3225787.52   | 0.39%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                           | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2501580.45   | 0.30%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4007646.27   | 0.48%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                     | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $580316.45    | 0.07%             | 2027-08-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                 | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2100000 | PA      | $2031513.77   | 0.24%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77201.86     | 0.01%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                       | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    758000 | PA      | $767989.73    | 0.09%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                       | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2494722.46   | 0.30%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2503518.21   | 0.30%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                             | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2044008.68   | 0.24%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                 | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    384000 | PA      | $393847.30    | 0.05%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                             | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    833000 | PA      | $839496.03    | 0.10%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996696.20    | 0.12%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                     | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2461380.05   | 0.29%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                 | AutoZone Inc                                                                    | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59302.61     | 0.01%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484245.23   | 0.30%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                       | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507771.63   | 0.30%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97098.21     | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                     | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2770000 | PA      | $2808283.31   | 0.34%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956317.72   | 0.23%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440020.20    | 0.05%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust     | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $660309.04    | 0.08%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                               | Barings CLO Ltd 2019-III                                                        | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4102050.00   | 0.49%             | 2036-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2024-XL4                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1382575 | PA      | $1385905.01   | 0.17%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                     | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    815000 | PA      | $821963.20    | 0.10%             | 2035-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                            | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    417000 | PA      | $420643.61    | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                     | Lloyds Banking Group PLC                                                        | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3450000 | PA      | $3452418.97   | 0.41%             | 2029-06-13      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust       | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $487047.48    | 0.06%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                     | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1561993 | PA      | $1519681.03   | 0.18%             | 2052-08-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited             | Bain Capital Credit CLO 2022-2 Ltd                                              | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000000.00   | 0.24%             | 2035-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1572561.81   | 0.19%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                        | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349932.81    | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                     | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    892000 | PA      | $852921.87    | 0.10%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd               | Palmer Square Loan Funding 2022-1 Ltd                                           | CUSIP: 69701CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2203089.37   | 0.26%             | 2030-04-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MARS INC                                     | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1800889.90   | 0.22%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust  | Porsche Financial Auto Securitization Trust 2024-1                              | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407000 | PA      | $409088.48    | 0.05%             | 2030-01-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                    | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1621329.09   | 0.19%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                 | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2545167.30   | 0.30%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2536749.46   | 0.30%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1995148.95   | 0.24%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                  | Post Road Equipment Finance 2025-1 LLC                                          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181116.68    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2403345.93   | 0.29%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2494674.80   | 0.30%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                     | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56295.44     | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2727930.85   | 0.33%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1234969 | PA      | $1237693.44   | 0.15%             | 2039-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                     | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3025000 | PA      | $3042163.00   | 0.36%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2079820.25   | 0.25%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust   | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92611 | PA      | $91488.38     | 0.01%             | 2050-03-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust    | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $700656.39    | 0.08%             | 2039-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                       | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2196183.29   | 0.26%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARS INC                                     | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1057102.61   | 0.13%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2139346.97   | 0.26%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2527141.20   | 0.30%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust            | World Omni Auto Receivables Trust 2025-A                                        | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1398196.13   | 0.17%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                         | Verizon Master Trust                                                            | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1935022.71   | 0.23%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153818.66    | 0.02%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                  | EQUITYTRS--USD-SOFR-COMPOUND-20260115                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |  79929676 | OU      | $-1676239.94  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                     | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499502.50    | 0.06%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                     | Madison Park Funding XXVII Ltd                                                  | CUSIP: 55820YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2575000 | PA      | $2570373.78   | 0.31%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                     | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202769.93    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                    | Kubota Credit Owner Trust 2025-1                                                | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3240000 | PA      | $3286747.37   | 0.39%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                 | AutoZone Inc                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2516414.08   | 0.30%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                 | CD 2016-CD1 Mortgage Trust                                                      | CUSIP: 12514MBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2470690 | PA      | $2448799.34   | 0.29%             | 2049-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41250000 | PA      | $41569043.18  | 4.97%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2069223.10   | 0.25%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                     | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1022489.46   | 0.12%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                            | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1949378.78   | 0.23%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                     | Huntington National Bank/The                                                    | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1980190.90   | 0.24%             | 2028-04-12      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bills                                                             | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  65500000 | PA      | $64845163.75  | 7.75%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors                               | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4099000 | PA      | $4120181.99   | 0.49%             | 2028-06-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2470000 | PA      | $2517148.82   | 0.30%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                      | Carmax Auto Owner Trust 2025-1                                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70988.71     | 0.01%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2400000 | PA      | $2454017.11   | 0.29%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust      | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $92816.87     | 0.01%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4648432.12   | 0.56%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58992.70     | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                   | Affirm Asset Securitization Trust 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674055 | PA      | $674772.06    | 0.08%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust      | Hyundai Auto Lease Securitization Trust 2024-B                                  | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131065.43    | 0.02%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2150000 | PA      | $2186057.89   | 0.26%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2066259 | PA      | $2070574.10   | 0.25%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust               | Hyundai Auto Receivables Trust                                                  | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2290000 | PA      | $2306225.57   | 0.28%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co Inc                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1811508.64   | 0.22%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2497804.54   | 0.30%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2598568.55   | 0.31%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                       | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1026 | NC      | $-947609.50   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                      | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $516309.84    | 0.06%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2932817 | PA      | $2910194.01   | 0.35%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                 | Ares XXXIV CLO Ltd                                                              | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250806.74    | 0.03%             | 2033-04-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2543537.01   | 0.30%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                             | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40406.12     | 0.00%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                            | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194681.99    | 0.02%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                          | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2553880.23   | 0.31%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2489077.42   | 0.30%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                            | EQUITYTRS--USD-SOFR-COMPOUND-20251117                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        | 371156762 | OU      | $10701045.16  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                        | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2206627.43   | 0.26%             | 2028-05-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust           | Honda Auto Receivables 2025-1 Owner Trust                                       | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2575000 | PA      | $2601399.93   | 0.31%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                           | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141504.16    | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2001348.32   | 0.24%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2475826.25   | 0.30%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                      | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308873.94    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2604504.45   | 0.31%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                       | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504977.18    | 0.06%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                        | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945745.98   | 0.23%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust    | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1463471.95   | 0.17%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                       | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101200.88    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                     | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490349.57    | 0.06%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                            | Cedar Funding VI CLO Ltd                                                        | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150435.00    | 0.02%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                              | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58311.20     | 0.01%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491820.38   | 0.30%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-17

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President