# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-26-053168
**Filing Date:** 2026-5
**Character Count:** 170394
**Document Hash:** ec2c000fc0baac8249e4e6a1e9cecba2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053168.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053168

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**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:** 261024611

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** Core Income Portfolio

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $333204530.20

**Total Liabilities:** $18705239.41

**Net Assets:** $314499290.79

**Delayed Delivery Securities:** $8561375.19

**Cash Not Reported:** $471673.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -308.14000000 | **1-Year:** -6955.88000000 | **5-Year:** -34746.52000000 | **10-Year:** -53325.67000000 | **30-Year:** -17490.41000000

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

- **3-Month:** -88.16000000 | **1-Year:** -2584.86000000 | **5-Year:** -12022.79000000 | **10-Year:** -5438.27000000 | **30-Year:** -3101.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153750 | 0.19%                | 1.26%                | -1.81%               |
| Class ID C000153751 | 0.21%                | 1.27%                | -1.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $90980.25                | $-639950.27                                |
| Month 2  | $-103651.84              | $3044566.76                                |
| Month 3  | $-177259.49              | $-7046760.04                               |

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2026-NQM1                                                    | CUSIP: 00040DAD5<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |    592564 | PA      | $587700.90    | 0.19%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1358243.53   | 0.43%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $482296.55    | 0.15%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    200000 | PA      | $205300.03    | 0.07%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                       | Allianz SE                                                                      | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400910.40    | 0.13%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $442438.92    | 0.14%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC2025 USD Term Loan B                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1243750 | PA      | $1244786.04   | 0.40%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199220.82    | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748123.46    | 0.24%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573603.53    | 0.18%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446072.67    | 0.14%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                         | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2308775 | PA      | $2251510.68   | 0.72%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                           | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2052231 | PA      | $2028938.09   | 0.65%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988505.00    | 0.31%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                           | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1474591.09   | 0.47%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $835474.84    | 0.27%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-2                                                 | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |    897359 | PA      | $902295.27    | 0.29%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-3                                                 | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    722932 | PA      | $724831.48    | 0.23%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-7                                                 | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |    721916 | PA      | $724857.62    | 0.23%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-9                                                 | CUSIP: 03466VAA0<br>LEI: 254900OJMXBRORE83E96 | Long             | ABS-MBS          | CORP              | US        |   1149002 | PA      | $1148131.65   | 0.37%             | 2070-08-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-1                                                 | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |    942986 | PA      | $948781.71    | 0.30%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762371.97    | 0.24%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                         | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    461000 | PA      | $475825.64    | 0.15%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                           | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    825000 | PA      | $810438.30    | 0.26%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $795632.27    | 0.25%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ATLAS WAREHOUSE LEND                                             | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736471.53    | 0.23%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                             | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484508.98    | 0.15%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247418.54    | 0.08%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $974370.94    | 0.31%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256145.00    | 0.08%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                         | BCPE Empire Holdings Inc2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1230219 | PA      | $1214649.21   | 0.39%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE Empire Holdings Inc2026 10th Amendment Term Loan                           | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    266667 | PA      | $263001.33    | 0.08%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                         | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $785453.09    | 0.25%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                         | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $718291.76    | 0.23%             | 2047-01-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                  | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $301276.28    | 0.10%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                  | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $773480.56    | 0.25%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                          | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $511526.92    | 0.16%             | 2036-05-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    650000 | PA      | $640968.53    | 0.20%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                         | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    907000 | PA      | $939429.79    | 0.30%             | 2030-10-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                         | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $925875.00    | 0.29%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1946965.52   | 0.62%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765100.91    | 0.24%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441008.96    | 0.14%             | 2031-03-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $808435.20    | 0.26%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL                                           | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $587322.08    | 0.19%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                            | Basswood Park CLO Ltd                                                           | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250528.87    | 0.08%             | 2034-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2107583.78   | 0.67%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028930.45   | 0.33%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1034055.59   | 0.33%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $544879.84    | 0.17%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust Series 2025-NQM1                                | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1335932 | PA      | $1342735.65   | 0.43%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | Bravo Residential Funding Trust 2025-Nqm3                                       | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |    605584 | PA      | $608605.41    | 0.19%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                          | British Airways 2019-1 Class AA Pass Through Trust                              | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   2035118 | PA      | $1928692.75   | 0.61%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                                           | British Airways 2019-1 Class A Pass Through Trust                               | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    902365 | PA      | $876617.84    | 0.28%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |   1500000 | PA      | $1541290.50   | 0.49%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                   | Broadstreet Partners Group LLC2024 Term Loan B4                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    698428 | PA      | $681927.67    | 0.22%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                            | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407065.23    | 0.13%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                            | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AZ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    900000 | PA      | $892164.47    | 0.28%             | 2036-03-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349722.47    | 0.11%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                         | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    650000 | PA      | $541963.50    | 0.17%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702973.89    | 0.22%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                        | Caesars Entertainment Inc2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    473986 | PA      | $461345.79    | 0.15%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559695.78    | 0.18%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735232.19    | 0.23%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239297.50   | 0.39%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    617484 | PA      | $442504.54    | 0.14%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                | Chariot Buyer LLC2025 Term Loan B                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1459695 | PA      | $1447264.20   | 0.46%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                             | Chart Industries Inc2024 Term Loan B                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    494258 | PA      | $494464.37    | 0.16%             | 2030-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $877435.91    | 0.28%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $913150.62    | 0.29%             | 2042-04-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459650.61    | 0.15%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743743.73    | 0.24%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977298.99    | 0.31%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                         | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $574894.82    | 0.18%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                           | Colossus Acquireco LLCTerm Loan B                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1488635.92   | 0.47%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2024-1 Mortgage Loan Trust                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    684898 | PA      | $687024.76    | 0.22%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $144633.16    | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                            | Cousins Properties LP                                                           | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    600000 | PA      | $577961.94    | 0.18%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                              | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $807895.20    | 0.26%             | 2035-09-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                              | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $515256.04    | 0.16%             | 2036-01-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $637028.39    | 0.20%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                              | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $734056.24    | 0.23%             | 2037-01-12      | Fixed         | 5.26%                 | No            |                  2 | On Loan: —       |
| DAE FUNDING LLC                                                  | DAE Funding LLC                                                                 | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1282640.98   | 0.41%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                               | Dayforce Bidco LLC2026 Term Loan                                                | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    500000 | PA      | $474500.00    | 0.15%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                         | Delta Air Lines 2015-1 Class AA Pass Through Trust                              | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216753 | PA      | $214253.83    | 0.07%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973051.62    | 0.31%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196967.13    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC                                          | Duke Energy Progress NC Storm Funding LLC                                       | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2261963.84   | 0.72%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                                             | Dycom Industries Inc2026 Term Loan B                                            | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |    400000 | PA      | $402000.00    | 0.13%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  3 | On Loan: No      |
| EASTERN ENERGY GAS                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942540.62    | 0.30%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                       | Eaton Corp                                                                      | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395071.25    | 0.13%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1307263.67   | 0.42%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $958544.73    | 0.30%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749117.51    | 0.24%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1038044.55   | 0.33%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197154.56    | 0.06%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                             | Epicor Software Corp2024 Term Loan F                                            | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1172025 | PA      | $1150489.35   | 0.37%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    500000 | PA      | $504311.06    | 0.16%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    555000 | PA      | $544910.88    | 0.17%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $358903.71    | 0.11%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1623768 | PA      | $1430266.93   | 0.45%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1258168 | PA      | $1193149.80   | 0.38%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1249111 | PA      | $1293845.69   | 0.41%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1268547 | PA      | $1278610.92   | 0.41%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945583 | PA      | $893168.41    | 0.28%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HQDH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3242138.46   | 1.03%             | 2032-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MTV91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820492 | PA      | $810028.70    | 0.26%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166579 | PA      | $171075.91    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874767 | PA      | $879839.15    | 0.28%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786769 | PA      | $791247.88    | 0.25%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493846 | PA      | $488272.44    | 0.16%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W4Y50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2468909 | PA      | $2336809.99   | 0.74%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625013 | PA      | $590323.75    | 0.19%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711722 | PA      | $713278.54    | 0.23%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717603 | PA      | $705693.31    | 0.22%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XL6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786514 | PA      | $708593.89    | 0.23%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3755750 | PA      | $3891049.45   | 1.24%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413460 | PA      | $380471.90    | 0.12%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331814 | PA      | $292061.47    | 0.09%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1280798 | PA      | $1209808.50   | 0.38%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1607430 | PA      | $1524367.05   | 0.48%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1187726 | PA      | $1125919.54   | 0.36%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1575817 | PA      | $1616093.39   | 0.51%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198470 | PA      | $202920.27    | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952689 | PA      | $975354.81    | 0.31%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3084483 | PA      | $2913514.01   | 0.93%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967964 | PA      | $935139.06    | 0.30%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1259968 | PA      | $1267006.04   | 0.40%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3968616 | PA      | $3748633.51   | 1.19%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444835 | PA      | $447319.52    | 0.14%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1016790 | PA      | $960425.05    | 0.31%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $939977.03    | 0.30%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694795.82    | 0.22%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    548622 | PA      | $531391.53    | 0.17%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691146.87    | 0.22%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                               | Seasoned Credit Risk Transfer Trust Series 2025-1                               | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2666902 | PA      | $2296226.87   | 0.73%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                               | Seasoned Loans Structured Transaction Trust Series 2025-2                       | CUSIP: 35564C2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    806379 | PA      | $751591.47    | 0.24%             | 2035-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1497932 | PA      | $1340700.31   | 0.43%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1684603 | PA      | $1596769.74   | 0.51%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1639988 | PA      | $1681719.50   | 0.53%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1036145 | PA      | $973513.69    | 0.31%             | 2054-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2740529 | PA      | $2792260.51   | 0.89%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |   2600000 | PA      | $2320259.47   | 0.74%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $492662.70    | 0.16%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1598616 | PA      | $1547272.88   | 0.49%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                   | GE Vernova Inc                                                                  | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481341.72    | 0.15%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                             | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $669744.55    | 0.21%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                             | Glencore Funding LLC                                                            | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001646.00   | 0.32%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506162.16    | 0.16%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                             | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    825000 | PA      | $805648.38    | 0.26%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254229.86    | 0.08%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1423941.90   | 0.45%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    950000 | PA      | $918191.09    | 0.29%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                      | Grant Thornton Advisors LLC2025 Term Loan B                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    983834 | PA      | $919885.01    | 0.29%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96993 | PA      | $97618.59     | 0.03%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202395.16    | 0.06%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-3                                   | CUSIP: 39571WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $598785.96    | 0.19%             | 2060-12-27      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435240.22    | 0.14%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372366.85    | 0.12%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250828.41    | 0.08%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299425.26    | 0.10%             | 2031-08-27      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $593760.54    | 0.19%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $736809.77    | 0.23%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III                                         | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $856002.64    | 0.27%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446664.98    | 0.14%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544032.88    | 0.17%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    800000 | PA      | $711595.03    | 0.23%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243156.15    | 0.08%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                      | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240336.15    | 0.08%             | 2056-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $364589.28    | 0.12%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc                                          | IMA Financial Group IncTerm Loan                                                | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |    493747 | PA      | $489796.84    | 0.16%             | 2028-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250938.75    | 0.08%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM1                                       | CUSIP: 46593QAC2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    379481 | PA      | $381306.04    | 0.12%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2024-NQM1                                       | CUSIP: 465983AA2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    324160 | PA      | $325585.00    | 0.10%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $806654.06    | 0.26%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $987402.34    | 0.31%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023894.25   | 0.33%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515437.27    | 0.16%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709150.00    | 0.23%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $825632.03    | 0.26%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $933887.75    | 0.30%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $456875.10    | 0.15%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    550000 | PA      | $571485.13    | 0.18%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256678.75    | 0.08%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                       | Kaman Corp2025 Term Loan B                                                      | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                       | Kaman Corp2025 Delayed Draw Term Loan                                           | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |        21 | PA      | $20.61        | 0.00%             | 2032-02-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390021.44    | 0.12%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                            | KeySpan Gas East Corp                                                           | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $333411.56    | 0.11%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    500000 | PA      | $495808.97    | 0.16%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    950000 | PA      | $916451.58    | 0.29%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                           | Kinetic ABS Issuer LLC                                                          | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349853.21    | 0.11%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    600000 | PA      | $601807.44    | 0.19%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1042639.90   | 0.33%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust 2025-RTL1                                                  | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $401638.96    | 0.13%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                                              | Lmrk Issuer Co 2 LLC                                                            | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349933.61    | 0.11%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301642.73    | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498258.98    | 0.16%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194815.14    | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $626210.19    | 0.20%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $764267.36    | 0.24%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                          | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917263.20    | 0.29%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                         | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542339.61    | 0.17%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                   | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46377 | PA      | $44154.42     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                             | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    950000 | PA      | $944317.13    | 0.30%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009884.08   | 0.32%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195150.50    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                           | Mavis Tire Express Services Topco Corp2025 Repriced Term Loan                   | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    299244 | PA      | $299275.45    | 0.10%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP2025 Term Loan B                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    140373 | PA      | $140691.18    | 0.04%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                      | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203043.20    | 0.06%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                      | MetLife Inc                                                                     | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589201.13    | 0.19%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $704019.40    | 0.22%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $943639.63    | 0.30%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct                         | Pacific Life U.S. Government Fund Direct                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1182210 | NS      | $1182210.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1721532.74   | 0.55%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1557780.68   | 0.50%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819698.35    | 0.26%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2014-150E                                        | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $370865.60    | 0.12%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                        | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701203 | PA      | $705210.31    | 0.22%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                           | Mosaic Solar Loan Trust 2025-1                                                  | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300704 | PA      | $297413.19    | 0.09%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                  | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687995 | PA      | $691475.40    | 0.22%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    188574 | PA      | $179279.60    | 0.06%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Loan Trust 2020-A                                     | CUSIP: 63941FAB2<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |    148313 | PA      | $143907.34    | 0.05%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust 2019-B                                               | CUSIP: 63941LAB9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    600809 | PA      | $592071.98    | 0.19%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2019-E                                | CUSIP: 63941MAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    113013 | PA      | $111555.00    | 0.04%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1050953 | PA      | $985274.86    | 0.31%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-F                                | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    287138 | PA      | $271396.57    | 0.09%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    149040 | PA      | $136557.18    | 0.04%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust 2020-1                                               | CUSIP: 63942FAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    452892 | PA      | $454740.89    | 0.14%             | 2069-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust 2020-2                                               | CUSIP: 63942HAA9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    574562 | PA      | $509644.77    | 0.16%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2325454 | PA      | $2123189.12   | 0.68%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust 2021-1                                               | CUSIP: 63942NAA6<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    734240 | PA      | $633928.14    | 0.20%             | 2069-12-26      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust 2021-1                                               | CUSIP: 63942NAB4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    440985 | PA      | $434833.38    | 0.14%             | 2069-12-26      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2263666 | PA      | $2213147.07   | 0.70%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                                     | Navient Education Loan Trust 2025-A                                             | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    406968 | PA      | $408163.58    | 0.13%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                     | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259227 | PA      | $257798.39    | 0.08%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-D                                                | CUSIP: 639931AA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    374937 | PA      | $370614.20    | 0.12%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers CLO 31 Ltd                                       | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000292.93   | 0.32%             | 2039-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                  | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238860.83   | 0.39%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                             | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836188.12    | 0.27%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                            | Nippon Life Insurance Co                                                        | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $400663.57    | 0.13%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771760.50    | 0.25%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                  | Nordea Bank Abp                                                                 | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    800000 | PA      | $798104.48    | 0.25%             | 2033-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                         | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $925312.26    | 0.29%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598798.02    | 0.19%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   2100000 | PA      | $1867267.98   | 0.59%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                | OCP Aegis CLO 2023-29 Ltd                                                       | CUSIP: 67118BAQ6<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $845748.17    | 0.27%             | 2036-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM4 Trust                                                             | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |   1045214 | PA      | $1048243.05   | 0.33%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM2 Trust                                                             | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   1182170 | PA      | $1188550.71   | 0.38%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM10 Trust                                                            | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    396969 | PA      | $398529.80    | 0.13%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2026-NQM1 Trust                                                             | CUSIP: 67123HAB9<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |   1074343 | PA      | $1067750.36   | 0.34%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM1 Trust                                                             | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |    418290 | PA      | $420238.80    | 0.13%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM14 Trust                                                            | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |    363974 | PA      | $363829.98    | 0.12%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM3 Trust                                                             | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |    747906 | PA      | $752545.22    | 0.24%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1195860.71   | 0.38%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1026951.45   | 0.33%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2022-S1                                        | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408786 | PA      | $408708.63    | 0.13%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644995.95    | 0.21%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $296522.84    | 0.09%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383271.70    | 0.12%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673345.20    | 0.21%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185765.43    | 0.06%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                   | OWN Equipment Fund II LLC                                                       | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89474 | PA      | $89490.07     | 0.03%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                   | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232114 | PA      | $233852.42    | 0.07%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579461 | PA      | $568730.52    | 0.18%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735064.48    | 0.23%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2025-HOME1                                                                | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791361 | PA      | $796386.21    | 0.25%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-RPL1 Trust                                                            | CUSIP: 69392FAA5<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    537557 | PA      | $523160.14    | 0.17%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243751.30    | 0.08%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717235.43    | 0.23%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                      | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377993.40    | 0.12%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92652 | PA      | $92844.62     | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II                                          | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024621.97   | 0.33%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                         | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $995950.92    | 0.32%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    750000 | PA      | $727910.94    | 0.23%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    350000 | PA      | $341692.75    | 0.11%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $660771.14    | 0.21%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    750000 | PA      | $729230.94    | 0.23%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $953476.25    | 0.30%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNW Trust                                                        | PNW Trust 2026-ARTE                                                             | CUSIP: 73020TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1098949.17   | 0.35%             | 2029-04-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLCUSD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    374021 | PA      | $327523.36    | 0.10%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159749.92    | 0.05%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                         | Proampac PG Borrower LLC2026 USD Term Loan B                                    | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1404911 | PA      | $1360129.22   | 0.43%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | Proofpoint Inc2025 Repriced Term Loan                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1246819 | PA      | $1202986.16   | 0.38%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443730.92    | 0.14%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC                                           | StubHub Holdco Sub LLC2024 Extended Term Loan B                                 | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    500000 | PA      | $493594.00    | 0.16%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $539235.30    | 0.17%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                               | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972689.26    | 0.31%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                     | RealPage Inc1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    497396 | PA      | $477437.83    | 0.15%             | 2028-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    300000 | PA      | $296018.82    | 0.09%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redaptive EAAS Issuer, LLC                                       | REDAPTIVE EAAS ISSUER 2025-1 LLC                                                | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141778 | PA      | $141712.41    | 0.05%             | 2042-03-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $403938.80    | 0.13%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                      | Indicor LLC2026 USD Term Loan B                                                 | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    962905 | PA      | $964308.81    | 0.31%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                            | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $477247.20    | 0.15%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                            | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $926450.64    | 0.29%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1050000 | PA      | $1060608.64   | 0.34%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2004-3                                                   | CUSIP: 78442GLL8<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | CORP              | US        |    321896 | PA      | $322704.57    | 0.10%             | 2064-10-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $683898.12    | 0.22%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915935 | PA      | $839175.68    | 0.27%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2227915 | PA      | $2211462.48   | 0.70%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2022-C                                         | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    754770 | PA      | $748052.31    | 0.24%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2018-B                                         | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    113685 | PA      | $113103.15    | 0.04%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2018-A                                         | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |     89882 | PA      | $89547.02     | 0.03%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    103635 | PA      | $103241.43    | 0.03%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                 | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89044.96     | 0.03%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    218644 | PA      | $217027.98    | 0.07%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2020-A                                         | CUSIP: 78449UAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    838815 | PA      | $814931.11    | 0.26%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust                                                | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290703 | PA      | $277901.94    | 0.09%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2021-E                                         | CUSIP: 78450MAA0<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    432968 | PA      | $411305.22    | 0.13%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2026-A                                         | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $642681.52    | 0.20%             | 2053-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997266.59    | 0.32%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652692.12    | 0.21%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498898.07    | 0.16%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501685.61    | 0.16%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730195.95    | 0.23%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1047069.77   | 0.33%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                          | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493141.23    | 0.16%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                           | Service Experts Issuer 2025-1 LLC                                               | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89183 | PA      | $88974.52     | 0.03%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                    | SBA Small Business Investment Cos                                               | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   3541779 | PA      | $3555196.37   | 1.13%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2017-B                                         | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     10408 | PA      | $10400.87     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-F                                         | CUSIP: 83207VAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1153701 | PA      | $1162222.33   | 0.37%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                             | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    292672 | PA      | $282969.84    | 0.09%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590237.11    | 0.19%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969365.65    | 0.31%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                                         | Texas Electric Market Stabilization Funding N LLC                               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795012 | PA      | $790722.00    | 0.25%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $984693.40    | 0.31%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1099802 | PA      | $1100876.42   | 0.35%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp                                                | Primo Brands Corp2025 Term Loan B                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    248744 | PA      | $249153.65    | 0.08%             | 2028-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                 | Trucordia Insurance Holdings LLCTerm Loan B                                     | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    349123 | PA      | $322938.60    | 0.10%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  3 | On Loan: No      |
| UKG Inc                                                          | UKG Inc2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    749618 | PA      | $716949.19    | 0.23%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                    | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1550034.00   | 0.49%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                    | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $495812.25    | 0.16%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                    | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $584504.34    | 0.19%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                              | UPG HI 2025-2 Issuer Trust                                                      | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173897 | PA      | $173005.32    | 0.06%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                         | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458501 | PA      | $449410.61    | 0.14%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2116992.18   | 0.67%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1019238.29   | 0.32%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3550000 | PA      | $1685833.98   | 0.54%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $2323696.30   | 0.74%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1424316.40   | 0.45%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $4522412.10   | 1.44%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8250000 | PA      | $5723276.38   | 1.82%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $6968910.14   | 2.22%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $3692937.50   | 1.17%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1258207.03   | 0.40%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2475000 | PA      | $2474758.29   | 0.79%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1105000 | PA      | $1133941.51   | 0.36%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $324193.85    | 0.10%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1776222.65   | 0.56%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3744653.33   | 1.19%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250327.15    | 0.08%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $585328.13    | 0.19%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $714694.01    | 0.23%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC                                                                | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $639482.87    | 0.20%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-5                                   | CUSIP: 92262KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192398 | PA      | $190875.40    | 0.06%             | 2055-12-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    625000 | PA      | $611235.09    | 0.19%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-1                                   | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242570 | PA      | $244519.45    | 0.08%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $384157.34    | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979665.41    | 0.31%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486691.53    | 0.15%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                     | Veros Auto Receivables Trust 2026-1                                             | CUSIP: 92511CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349953.49    | 0.11%             | 2029-05-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1700000 | PA      | $1671843.36   | 0.53%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $381093.30    | 0.12%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196892.88    | 0.06%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                   | WSP Global Inc                                                                  | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $942285.15    | 0.30%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                 | Wand NewCo 3 Inc2025 Repriced Term Loan B                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    437687 | PA      | $434540.92    | 0.14%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                   | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709736.94    | 0.23%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1126058.14   | 0.36%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584709.00    | 0.19%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393592.50    | 0.13%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1265488.78   | 0.40%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hopper Merger Sub Inc                                            | HOLOGIC INC 2026 TERM LOAN B                                                    | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   1000000 | PA      | $988693.00    | 0.31%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                                       | Azuria Water Solutions Inc2026 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   1323529 | PA      | $1313602.94   | 0.42%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                                       | AZURIA WATER SOLUTIONS INC 2026 DELAYED DRAW TERM LOAN                          | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    176471 | PA      | $174963.18    | 0.06%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                         | TK Elevator US Newco Inc2025 USD Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   2450559 | PA      | $2458216.76   | 0.78%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                   | Froneri US Inc2024 USD Term Loan B4                                             | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |       332 | PA      | $325.78       | 0.00%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET                                                     | CLEAR STREET                                                                    | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   5916139 | PA      | $5916139.30   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIB                                                             | SWIB                                                                            | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   2707768 | PA      | $2707768.03   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President