# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-25-030773
**Filing Date:** 2025-11
**Character Count:** 171937
**Document Hash:** c62045d8229ce74f9c57887f46c2f915
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030773.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030773

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 251518184

**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

### Small-Cap Plus Bond Alpha Portfolio (Series ID: S000087908)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000253935 | Class P      |  |
| C000253936 | Class I      |  |

## Nport-Ex

<!-- Failed to render or process positioned HTML file '0001410368-25-030773.txt': Page.pdf: Protocol error (Page.printToPDF): Printing failed -->

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

- **b. EDGAR series identifier (if any):** S000087908

- **c. LEI of Series:** 254900ZUSUH5X6VXCO19

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $204378983.37

**Total Liabilities:** $2154414.42

**Net Assets:** $202224568.95

**Delayed Delivery Securities:** $758365.61

**Cash Not Reported:** $207290442.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -614.71000000 | **1-Year:** -13214.16000000 | **5-Year:** -6165.13000000 | **10-Year:** -1.55000000 | **30-Year:** 0.00000000

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

- **3-Month:** -6.67000000 | **1-Year:** -99.82000000 | **5-Year:** -11.01000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000253935 | 1.60%                | 7.66%                | 2.99%                |
| Class ID C000253936 | 1.58%                | 7.64%                | 2.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $33582.51                | $-176969.06                                |
| Month 2  | $6521.05                 | $312915.12                                 |
| Month 3  | $1608.16                 | $95675.52                                  |

**Designated Index Information**

- **Index Name:** Russell 2000 Index

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Micron Technology Inc                           | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401933.17    | 0.20%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $587882.81    | 0.29%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2016-C37                                  | CUSIP: 95000PAF1<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    199663 | PA      | $198803.34    | 0.10%             | 2049-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199513.38    | 0.10%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $699916.84    | 0.35%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2024-CNYN                                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207609 | PA      | $208363.94    | 0.10%             | 2041-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                          | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    690000 | PA      | $706857.32    | 0.35%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $681709.09    | 0.34%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $615688.08    | 0.30%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148795.15    | 0.07%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                          | American Honda Finance Corp                                                     | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300624.08    | 0.15%             | 2027-08-13      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust        | GM Financial Revolving Receivables Trust 2021-1                                 | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $633166.37    | 0.31%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                        | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201418.88    | 0.10%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                            | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253434.75    | 0.13%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | E-MINI RUSS 2000 DEC25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        42 | NC      | $65298.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686492.29    | 0.34%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2023-XL3                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157522 | PA      | $157917.74    | 0.08%             | 2040-12-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $292601.69    | 0.14%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                         | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    511000 | PA      | $522608.20    | 0.26%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2022-IND                                                               | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70889 | PA      | $70973.34     | 0.04%             | 2037-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693843.00    | 0.34%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                        | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120701.75    | 0.06%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $255159.38    | 0.13%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust    | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $182611.58    | 0.09%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $264414.24    | 0.13%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                        | Jackson National Life Global Funding                                            | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301226.04    | 0.15%             | 2028-01-14      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                      | HAVN Trust 2025-MOB                                                             | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $15018.75     | 0.01%             | 2027-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-BXMF                                                              | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96963 | PA      | $96863.87     | 0.05%             | 2026-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $602804.37    | 0.30%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    563000 | PA      | $564124.85    | 0.28%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                    | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202704.07    | 0.10%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134472.01    | 0.07%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2025-1                                                   | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251218.33    | 0.12%             | 2035-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    106828 | PA      | $106944.28    | 0.05%             | 2031-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58879.30     | 0.03%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                        | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    553000 | PA      | $550261.78    | 0.27%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353814.25    | 0.17%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust       | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $283398.64    | 0.14%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    640000 | PA      | $643722.91    | 0.32%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    203000 | PA      | $204891.38    | 0.10%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                        | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59656.51     | 0.03%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    620000 | PA      | $615591.94    | 0.30%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                            | Bayer US Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254407.79    | 0.13%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                              | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     15000 | PA      | $15164.51     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $196929.95    | 0.10%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24032 | PA      | $24055.29     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686874.33    | 0.34%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                        | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    269000 | PA      | $267325.14    | 0.13%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                    | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25303.66     | 0.01%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                           | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304294.56    | 0.15%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $699373.43    | 0.35%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $196375.90    | 0.10%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                | Bank of Montreal                                                                | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $702532.99    | 0.35%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167697.53    | 0.08%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust Series 2025-1                               | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100786.52    | 0.05%             | 2029-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | SLKRHYIY8                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   9852835 | OU      | $-5269.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                              | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    600000 | PA      | $605166.86    | 0.30%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $464314.54    | 0.23%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $591504.22    | 0.29%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                       | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498603.45    | 0.25%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                       | Dllad 2024-1 LLC                                                                | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633000 | PA      | $646965.25    | 0.32%             | 2029-07-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                 | OHA Credit Funding 22 Ltd                                                       | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250303.95    | 0.12%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $690414.39    | 0.34%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                     | Volkswagen Auto Lease Trust 2025-B                                              | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645000 | PA      | $646272.97    | 0.32%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                         | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $258393.10    | 0.13%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAC7<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    146006 | PA      | $147191.01    | 0.07%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253364.49    | 0.13%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                      | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667491.50    | 0.33%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                        | Equitable America Global Funding                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313842.17    | 0.16%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152236.75    | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                  | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $696115.61    | 0.34%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $540045.05    | 0.27%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $109626.06    | 0.05%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                         | Verdant Receivables 2025-1 LLC                                                  | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100579.00    | 0.05%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    660000 | PA      | $688646.49    | 0.34%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                               | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90502.63     | 0.04%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                      | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225508.03    | 0.11%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                 | WF Card Issuance Trust                                                          | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $262988.08    | 0.13%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2025-1 LLC                                           | CUSIP: 29390HAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $147406.49    | 0.07%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust           | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $383560.41    | 0.19%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376510.55    | 0.19%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710722.37    | 0.35%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 23 LLC                                                             | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250219.78    | 0.12%             | 2036-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     17719 | PA      | $17892.55     | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2025-B                                                   | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130930.55    | 0.06%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333648.01    | 0.16%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC | Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $520944.84    | 0.26%             | 2028-11-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -34 | NC      | $-6142.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    680000 | PA      | $680795.24    | 0.34%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $662778.29    | 0.33%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2025-C                                                   | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100455.47    | 0.05%             | 2033-07-08      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                        | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194018.97    | 0.10%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                | Hilton USA Trust 2016-HHV                                                       | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99407.49     | 0.05%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $290237.74    | 0.14%             | 2028-09-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146420.48    | 0.07%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288447.47    | 0.14%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     81508 | PA      | $82268.69     | 0.04%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | SLKRHRGN9                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   5760536 | OU      | $-44546.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48923 | PA      | $47948.14     | 0.02%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-DIME                                                              | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $172826.86    | 0.09%             | 2035-02-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59090.33     | 0.03%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376103.95    | 0.19%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                       | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309202.73    | 0.15%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82875.44     | 0.04%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | SLKRHY522                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |  58289645 | OU      | $646714.80    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                              | RGA Global Funding                                                              | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600976.39    | 0.30%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                          | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $599320.61    | 0.30%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                     | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    400000 | PA      | $405072.44    | 0.20%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                             | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    260000 | PA      | $258182.81    | 0.13%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                        | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    510000 | PA      | $518936.20    | 0.26%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                    | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344133 | PA      | $343896.26    | 0.17%             | 2038-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                              | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $305121.49    | 0.15%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                         | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80760.99     | 0.04%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205157 | PA      | $205060.22    | 0.10%             | 2038-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $191581.71    | 0.09%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $694970.00    | 0.34%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686384.59    | 0.34%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                  | Cascade Funding Mortgage Trust                                                  | CUSIP: 12531BAA6<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |     75712 | PA      | $74180.62     | 0.04%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125175.38    | 0.06%             | 2029-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404180.00    | 0.20%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160717.89    | 0.08%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                        | EQT Corp                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376593.97    | 0.19%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    570000 | PA      | $589896.11    | 0.29%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                  | PEAC Solutions Receivables 2025-1 LLC                                           | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50401.53     | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680607.66    | 0.34%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300565.58    | 0.15%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 68 CLO Ltd                                                               | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250277.84    | 0.12%             | 2035-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                         | Buckhorn Park CLO Ltd                                                           | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250278.43    | 0.12%             | 2034-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | SLKRHYIV4                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   8992146 | OU      | $-28681.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72052.48     | 0.04%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                           | Sixth Street CLO XIX Ltd                                                        | CUSIP: 83012KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300318.77    | 0.15%             | 2038-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                            | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70743.71     | 0.03%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704781.47    | 0.35%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404166.60    | 0.20%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126491 | PA      | $126589.78    | 0.06%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                      | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300312.31    | 0.15%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89576 | PA      | $89956.60     | 0.04%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                             | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $301236.22    | 0.15%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                           | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    670000 | PA      | $682489.68    | 0.34%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                            | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $375457.61    | 0.19%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    680000 | PA      | $696538.97    | 0.34%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251026.33    | 0.12%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                         | Hartwick Park CLO Ltd                                                           | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250276.48    | 0.12%             | 2037-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146813.72    | 0.07%             | 2030-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                           | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    690000 | PA      | $698768.31    | 0.35%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $705589.53    | 0.35%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153425.63    | 0.08%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                   | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371420.91    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    690000 | PA      | $696612.17    | 0.34%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $354504.88    | 0.18%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $402623.62    | 0.20%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $501718.94    | 0.25%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195575.00    | 0.10%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    318000 | PA      | $320066.05    | 0.16%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust         | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAB9<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    201832 | PA      | $203641.39    | 0.10%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                        | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $218078.92    | 0.11%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80083.22     | 0.04%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bills                                                             | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17956400 | PA      | $17791371.71  | 8.80%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $659936.16    | 0.33%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust             | Volkswagen Auto Loan Enhanced Trust 2024-1                                      | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121449.91    | 0.06%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                   | BLP Commercial Mortgage Trust 2024-IND2                                         | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94883 | PA      | $95157.33     | 0.05%             | 2041-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                             | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9882200 | PA      | $9862312.07   | 4.88%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                     | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167768 | PA      | $167654.17    | 0.08%             | 2038-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                        | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58744.38     | 0.03%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    700000 | PA      | $712159.81    | 0.35%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2025-VTT                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100455.60    | 0.05%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292341.00    | 0.14%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-SPOT                                          | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134775 | PA      | $135214.38    | 0.07%             | 2040-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                     | Valley Stream Park CLO LTD                                                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $251099.93    | 0.12%             | 2037-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $197998.42    | 0.10%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                           | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97856.42     | 0.05%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344603.25    | 0.17%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369579.86    | 0.18%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                      | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368423 | PA      | $370593.72    | 0.18%             | 2028-10-13      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $281268.34    | 0.14%             | 2029-05-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                     | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    260000 | PA      | $263032.28    | 0.13%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                       | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $749626.13    | 0.37%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $294055.38    | 0.15%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                            | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59150.13     | 0.03%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                | NTT Finance Corp                                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201470.44    | 0.10%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                           | Amrize Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83531.73     | 0.04%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                          | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301383.72    | 0.15%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                           | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195571.79    | 0.10%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                            | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696858.44    | 0.34%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686464.92    | 0.34%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                            | Verizon Master Trust                                                            | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $234108.67    | 0.12%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $519614.41    | 0.26%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40112.53     | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                        | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    670000 | PA      | $680389.70    | 0.34%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344000 | PA      | $349184.36    | 0.17%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99873.54     | 0.05%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                  | Palmer Square Loan Funding 2025-2 Ltd                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290009.90    | 0.14%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    690000 | PA      | $694824.47    | 0.34%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    630000 | PA      | $667411.58    | 0.33%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $688359.12    | 0.34%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 28 Ltd                                                             | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250996.22    | 0.12%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                         | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419000 | PA      | $422417.70    | 0.21%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XLV Ltd                                                    | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250375.00    | 0.12%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                            | Glencore Funding LLC                                                            | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    261000 | PA      | $265268.81    | 0.13%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                             | SLKRHRGK5                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |   5765261 | OU      | $112127.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284618.91    | 0.14%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                               | Japan Tobacco Inc                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $152556.13    | 0.08%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256464.02    | 0.13%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101418.90    | 0.05%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $503917.75    | 0.25%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                             | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402530.30    | 0.20%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                       | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381417.28    | 0.19%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                        | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    391000 | PA      | $406238.36    | 0.20%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $422358.50    | 0.21%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                      | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82650 | PA      | $82853.24     | 0.04%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $499615.65    | 0.25%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                         | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    564000 | PA      | $576283.07    | 0.28%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                     | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83884 | PA      | $83834.64     | 0.04%             | 2038-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                          | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352375.41    | 0.17%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30880 | PA      | $30848.28     | 0.02%             | 2030-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                          | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79846.37     | 0.04%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust        | Capital One Prime Auto Receivables Trust 2024-1                                 | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45382.09     | 0.02%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297765.77    | 0.15%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                  | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301883.40    | 0.15%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $98983.33     | 0.05%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26688.63     | 0.01%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435052.75    | 0.22%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61137.13     | 0.03%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                     | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353063.57    | 0.17%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                      | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332522.52    | 0.16%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81879.38     | 0.04%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298233.58    | 0.15%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bills                                                             | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  28620600 | PA      | $28533888.17  | 14.11%            | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAF6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     86623 | PA      | $86298.03     | 0.04%             | 2051-07-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $396518.98    | 0.20%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                 | Invesco CLO 2021-3 Ltd                                                          | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.12%             | 2034-10-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297532.15    | 0.15%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                             | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    700000 | PA      | $691598.19    | 0.34%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141793.83    | 0.07%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303505.50    | 0.15%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBH2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    292014 | PA      | $274424.03    | 0.14%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $540457.29    | 0.27%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41609.58     | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2025-2 LLC                                           | CUSIP: 29375TAB8<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    247000 | PA      | $248370.80    | 0.12%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                        | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196544.94    | 0.10%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632935.66    | 0.31%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $293473.73    | 0.15%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-3 Trust                                         | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100231.84    | 0.05%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506363.82    | 0.25%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                    | Ford Credit Auto Owner Trust 2025-A                                             | CUSIP: 34535KAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $293066.58    | 0.14%             | 2029-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                         | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280587.02    | 0.14%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                        | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252324.12    | 0.12%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                         | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199328.66    | 0.10%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST            | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5069.35      | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                        | Jackson National Life Global Funding                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    237000 | PA      | $239074.45    | 0.12%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC          | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126242.81    | 0.06%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300611.05    | 0.15%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                         | Corebridge Global Funding                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364377.88    | 0.18%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403589.07    | 0.20%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                             | M&T Equipment 2025-LEAF1 Notes                                                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100750.56    | 0.05%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $498253.25    | 0.25%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                          | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295469.37    | 0.15%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2020-5 Ltd                                              | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290541.29    | 0.14%             | 2034-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2016-LC24                                 | CUSIP: 95000HBE1<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    306242 | PA      | $303136.16    | 0.15%             | 2049-10-15      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $234700.21    | 0.12%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    660000 | PA      | $689346.06    | 0.34%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                             | SLKRHLWE4                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |  16563312 | OU      | $-322136.74   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJB1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $426261.02    | 0.21%             | 2029-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59452.42     | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307597.13    | 0.15%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28887 | PA      | $28856.07     | 0.01%             | 2030-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19256.25     | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149329.23    | 0.07%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    490000 | PA      | $500465.47    | 0.25%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                          | American Honda Finance Corp                                                     | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301361.89    | 0.15%             | 2027-07-09      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 19 Ltd                                                             | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240461 | PA      | $240819.10    | 0.12%             | 2034-11-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2020-2 Ltd                                                             | CUSIP: 92918HAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    232143 | PA      | $232355.21    | 0.11%             | 2038-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573993.55    | 0.28%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust         | Hyundai Auto Lease Securitization Trust 2025-A                                  | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $637352.35    | 0.32%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                      | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392968.52    | 0.19%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357348.29    | 0.18%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                         | Hyundai Capital America                                                         | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256274.22    | 0.13%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                       | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    690000 | PA      | $691046.15    | 0.34%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                       | Kubota Credit Owner Trust 2024-2                                                | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152892.12    | 0.08%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361682.19    | 0.18%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                   | DTP Commercial Mortgage Trust 2023-STE2                                         | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102748.11    | 0.05%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                        | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365123.05    | 0.18%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                        | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59458.39     | 0.03%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                           | ARI Fleet Lease Trust 2025-B                                                    | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $191250.12    | 0.09%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                           | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302341.32    | 0.15%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                              | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366216.82    | 0.18%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                        | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100214.91    | 0.05%             | 2027-08-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $244142.05    | 0.12%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77990.70     | 0.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                          | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152178.06    | 0.08%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                    | World Omni Select Auto Trust 2025-A                                             | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39957.50     | 0.02%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365321.74    | 0.18%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $569381.40    | 0.28%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300419.18    | 0.15%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $611743.22    | 0.30%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    515000 | PA      | $531772.06    | 0.26%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    288000 | PA      | $291183.11    | 0.14%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                            | Glencore Funding LLC                                                            | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294611.78    | 0.15%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                    | AutoZone Inc                                                                    | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59653.72     | 0.03%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                            | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $304705.69    | 0.15%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                          | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    690000 | PA      | $694553.00    | 0.34%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294416.11    | 0.15%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | SLKRHX9O2                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |  20928681 | OU      | $305449.21    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $598936.35    | 0.30%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $686073.08    | 0.34%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                | NTT Finance Corp                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $505024.76    | 0.25%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2025-1                                                   | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78839 | PA      | $78979.00     | 0.04%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    710000 | PA      | $699225.53    | 0.35%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53333.89     | 0.03%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75685.79     | 0.04%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | SLKRHLW87                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        |  27840031 | OU      | $383389.73    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                          | EQUITYTRS--USD-SOFR-COMPOUND-20251117                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  48378620 | OU      | $666230.07    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORP                                     | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195527.83    | 0.10%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                  | Barings CLO Ltd 2019-III                                                        | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500498.01    | 0.25%             | 2036-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-XL4                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95588 | PA      | $95781.90     | 0.05%             | 2039-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -183 | NC      | $-31969.63    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dext ABS                                        | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $606460.20    | 0.30%             | 2035-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50504.33     | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301284.76    | 0.15%             | 2029-06-13      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60279.44     | 0.03%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162308 | PA      | $158932.70    | 0.08%             | 2052-08-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2022-2 Ltd                                              | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250499.48    | 0.12%             | 2035-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $699028.60    | 0.35%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                           | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40657.42     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    516000 | PA      | $498359.30    | 0.25%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    204000 | PA      | $206538.48    | 0.10%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    690000 | PA      | $704944.88    | 0.35%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                       | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $191265.17    | 0.09%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $702311.22    | 0.35%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506576.30    | 0.25%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372006.40    | 0.18%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253913.47    | 0.13%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                     | Post Road Equipment Finance 2025-1 LLC                                          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100838.92    | 0.05%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158549.60    | 0.08%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                  | Enterprise Fleet Financing 2025-3 LLC                                           | CUSIP: 29375UAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $697579.79    | 0.34%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                        | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57111.33     | 0.03%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $706270.40    | 0.35%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191955 | PA      | $192659.03    | 0.10%             | 2039-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    574000 | PA      | $579965.66    | 0.29%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust      | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72708 | PA      | $72315.78     | 0.04%             | 2050-03-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust       | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100240.20    | 0.05%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88806.81     | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250520.15    | 0.12%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    670000 | PA      | $690171.09    | 0.34%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694277.84    | 0.34%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust               | World Omni Auto Receivables Trust 2025-A                                        | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $167035.08    | 0.08%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                           | PK Alift Loan Funding 7 LP                                                      | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250658.75    | 0.12%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    670000 | PA      | $684399.77    | 0.34%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXVII Ltd                                                  | CUSIP: 55820YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300310.88    | 0.15%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202632.83    | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                       | Kubota Credit Owner Trust 2025-1                                                | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $690589.91    | 0.34%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $198593.55    | 0.10%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AutoZone Inc                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302324.49    | 0.15%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-3                                             | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300328.26    | 0.15%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9909100 | PA      | $9990772.68   | 4.94%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $681083.21    | 0.34%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349044.01    | 0.17%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                        | Huntington National Bank/The                                                    | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249586.00    | 0.12%             | 2028-04-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors                                  | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494000 | PA      | $496627.09    | 0.25%             | 2028-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $337005.80    | 0.17%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                         | Carmax Auto Owner Trust 2025-1                                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10158.10     | 0.01%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    390000 | PA      | $398496.26    | 0.20%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    470000 | PA      | $478178.28    | 0.24%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                             | Dominion Energy Inc                                                             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59385.86     | 0.03%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62979 | PA      | $63116.27     | 0.03%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $458239.89    | 0.23%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236011 | PA      | $236414.75    | 0.12%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                  | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $272724.25    | 0.13%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $124760.30    | 0.06%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    460000 | PA      | $466901.73    | 0.23%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    370000 | PA      | $351156.39    | 0.17%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                              | SLKRHY4Z0                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |  38855374 | OU      | $431094.50    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $402575.16    | 0.20%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238789 | PA      | $237398.85    | 0.12%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403814.55    | 0.20%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694008.49    | 0.34%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust          | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99776 | PA      | $100181.29    | 0.05%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                             | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302927.36    | 0.15%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196263.42    | 0.10%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                             | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306779.86    | 0.15%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598958.08    | 0.30%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     66000 | PA      | $66109.56     | 0.03%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                           | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351487.27    | 0.17%             | 2028-05-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust              | Honda Auto Receivables 2025-1 Owner Trust                                       | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303445.62    | 0.15%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421034.79    | 0.21%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345937.45    | 0.17%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                         | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300391.00    | 0.15%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274737.50    | 0.14%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294477.08    | 0.15%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust       | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176560.93    | 0.09%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305167.94    | 0.15%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | SLKRHMZC3                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |  16254978 | OU      | $125700.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                        | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    357000 | PA      | $359879.34    | 0.18%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                     | Onity Loan Investment Trust 2025-HB1                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65361 | PA      | $63863.59     | 0.03%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding VI CLO Ltd                                                        | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150246.70    | 0.07%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                 | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58919.57     | 0.03%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                      | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299145.59    | 0.15%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President