# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-25-191274
**Filing Date:** 2025-8
**Character Count:** 198082
**Document Hash:** 27406168386b9f77b284222fd74aef93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-191274.hdr.sgml**: 20250818

**ACCESSION NUMBER**: 0001752724-25-191274

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250818

**DATE AS OF CHANGE**: 20250818

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 251226636

**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

### Mid-Cap Plus Bond Alpha Portfolio (Series ID: S000026044)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078113 | Class I      |  |
| C000098972 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** Mid-Cap Plus Bond Alpha Portfolio

- **b. EDGAR series identifier (if any):** S000026044

- **c. LEI of Series:** 549300JUI0N5EW5UYR26

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $782870678.73

**Total Liabilities:** $15364986.06

**Net Assets:** $767505692.67

**Delayed Delivery Securities:** $4867114.06

**Cash Not Reported:** $125567013.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3036.01000000 | **1-Year:** -60679.58000000 | **5-Year:** -30355.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -26.65000000 | **1-Year:** -1128.31000000 | **5-Year:** -1289.62000000 | **10-Year:** -2079.63000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000078113 | -0.15%               | 6.73%                | 3.98%                |
| Class ID C000098972 | -0.11%               | 6.75%                | 3.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $64834.84                | $722273.75                                 |
| Month 2  | $82275.15                | $-1039287.19                               |
| Month 3  | $6523.74                 | $1923012.09                                |

**Designated Index Information**

- **Index Name:** Russell Mid Cap

- **Index Identifier:** RUMCINTR

### 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        |   1150000 | PA      | $1177537.79   | 0.15%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    500000 | PA      | $495775.23    | 0.06%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                | Volkswagen Auto Loan Enhanced Trust 2023-2                                      | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2152000 | PA      | $2185530.31   | 0.28%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | SLA5BQR61                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |  78849159 | OU      | $-1684044.18  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $679732.35    | 0.09%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2024-CNYN                                                              | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193949 | PA      | $194599.05    | 0.03%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2556651.30   | 0.33%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97661.24     | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2620084.61   | 0.34%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2004460.78   | 0.26%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592934.61    | 0.08%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $688110.57    | 0.09%             | 2026-11-10      | Fixed         | 6.15%                 | 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        |    500000 | PA      | $491329.64    | 0.06%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3021000 | PA      | $2986198.38   | 0.39%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                           | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265259.90    | 0.03%             | 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        |   1755000 | PA      | $1778153.72   | 0.23%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509319.18    | 0.07%             | 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        |   1217215 | PA      | $1222231.61   | 0.16%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    379000 | PA      | $365113.91    | 0.05%             | 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        |    692000 | PA      | $698573.04    | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    645000 | PA      | $635319.72    | 0.08%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595773.16    | 0.08%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1429084.41   | 0.19%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936643.34   | 0.25%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                           | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    956000 | PA      | $957997.53    | 0.12%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| OPEN Trust                                         | OPEN Trust 2023-AIR                                                             | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105520 | PA      | $105789.75    | 0.01%             | 2040-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2030000 | PA      | $2055242.28   | 0.27%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                           | Jackson National Life Global Funding                                            | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304850.50   | 0.17%             | 2028-01-14      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXVI Ltd                                                              | CUSIP: 55954YAU9<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1226990.65   | 0.16%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001586.76   | 0.26%             | 2031-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                         | BFLD 2024-WRHS Mortgage Trust                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407879 | PA      | $408442.15    | 0.05%             | 2026-08-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING GROEP NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1626000 | PA      | $1642860.30   | 0.21%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET                                       | CLEAR STREET                                                                    | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   2933545 | PA      | $2933544.64   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2017-BNK8                                                                  | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2482209 | PA      | $2434147.81   | 0.32%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    612000 | PA      | $629693.73    | 0.08%             | 2029-06-15      | Fixed         | 5.15%                 | 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        |   1081605 | PA      | $1081956.65   | 0.14%             | 2031-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit           | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1146000 | PA      | $1181538.26   | 0.15%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                             | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945709.82   | 0.25%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1773850.32   | 0.23%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2015-C4 Commercial Mortgage Trust                                         | CUSIP: 12635RAX6<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |   1926581 | PA      | $1919118.75   | 0.25%             | 2048-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2184057.82   | 0.28%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                              | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    455000 | PA      | $455001.55    | 0.06%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1297745.61   | 0.17%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1501005.76   | 0.20%             | 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        |   2250000 | PA      | $2287413.07   | 0.30%             | 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        |    122000 | PA      | $123026.01    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2417889.25   | 0.32%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399400.79    | 0.05%             | 2028-02-01      | Fixed         | 5.25%                 | 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        |   1230000 | PA      | $1241480.57   | 0.16%             | 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        |    766566 | PA      | $767016.28    | 0.10%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409829 | PA      | $397425.59    | 0.05%             | 2052-10-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2023-1 LLC                                           | CUSIP: 29375CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1661000 | PA      | $1682557.45   | 0.22%             | 2029-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1036432.66   | 0.14%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                           | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2673898.62   | 0.35%             | 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        |    635000 | PA      | $641710.68    | 0.08%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2023-5C2 Mortgage Trust                                                     | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1072946.40   | 0.14%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                              | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1682351.71   | 0.22%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | SLKRH9OV2                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |  40267167 | OU      | $860017.90    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1512559.11   | 0.20%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609717.29    | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507226.88    | 0.07%             | 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        |   1230000 | PA      | $1237957.61   | 0.16%             | 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        |   2000000 | PA      | $2005154.24   | 0.26%             | 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        |   1047000 | PA      | $1055255.93   | 0.14%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99207.14     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | 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        |    715000 | PA      | $717931.64    | 0.09%             | 2029-03-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3163045.86   | 0.41%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                 | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1382000 | PA      | $1390159.02   | 0.18%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1461861.30   | 0.19%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2065885.24   | 0.27%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                          | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2638000 | PA      | $2621867.21   | 0.34%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                    | OHA Credit Funding 22 Ltd                                                       | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |   1424000 | PA      | $1422957.30   | 0.19%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846030 | PA      | $830550.34    | 0.11%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                | PFS Financing Corp                                                              | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2617742.40   | 0.34%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | SLA5BQR95                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        | 232732037 | OU      | $5859653.04   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2230621.66   | 0.29%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                            | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1981152.44   | 0.26%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust            | Securitized Term Auto Receivables Trust 2025-B                                  | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1325000 | PA      | $1329541.70   | 0.17%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2922769.58   | 0.38%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| General Motors                                     | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $192417.13    | 0.03%             | 2030-06-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2059351.48   | 0.27%             | 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        |   2529000 | PA      | $2544392.86   | 0.33%             | 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        |   2200000 | PA      | $2226220.77   | 0.29%             | 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        |   2400000 | PA      | $2412860.64   | 0.31%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                               | WEC Energy Group Inc                                                            | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7094.13      | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                 | Regional Management Issuance Trust 2024-1                                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113000 | PA      | $115634.08    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables 2025-1 LLC                                                  | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240785.86    | 0.03%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    772000 | PA      | $803707.72    | 0.10%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL            | MTN Commercial Mortgage Trust 2022-LPFL                                         | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $474979.01    | 0.06%             | 2039-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                   | Flatiron RR CLO 22 LLC                                                          | CUSIP: 33883QAQ8<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2284157.30   | 0.30%             | 2034-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                               | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    701000 | PA      | $704526.85    | 0.09%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                         | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2019350.34   | 0.26%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490058.49    | 0.06%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                    | WF Card Issuance Trust                                                          | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2085000 | PA      | $2103189.12   | 0.27%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    247000 | PA      | $253094.85    | 0.03%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972502.50   | 0.26%             | 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        |   2220000 | PA      | $2081785.97   | 0.27%             | 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        |   1982000 | PA      | $1984476.35   | 0.26%             | 2036-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    515000 | PA      | $528502.93    | 0.07%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables              | Nissan Master Owner Trust Receivables                                           | CUSIP: 65479VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003198.60   | 0.39%             | 2028-02-15      | Floating      | 4.97%                 | 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        |    144772 | PA      | $145883.49    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust 2024-A                                                      | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610878 | PA      | $614307.77    | 0.08%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                | Oportun Issuance Trust 2025-B                                                   | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1045759.31   | 0.14%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218006.65    | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2025-1 Ltd                                           | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    638000 | PA      | $634300.03    | 0.08%             | 2033-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2519699.33   | 0.33%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                    | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1900000 | PA      | $1893822.26   | 0.25%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50978.58     | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                        | S+P MID 400 EMINI SEP25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -17 | NC      | $-156578.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                             | SLKRH9OS9                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  42901840 | OU      | $-1080168.86  | -0.14%            |  |  |  | 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        |   1135000 | PA      | $1143195.15   | 0.15%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust            | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    603215 | PA      | $607449.56    | 0.08%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585729.08    | 0.08%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-DIME                                                              | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $600732.37    | 0.08%             | 2035-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                          | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1906603.01   | 0.25%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2017876.60   | 0.26%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $493789.42    | 0.06%             | 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        |   1995000 | PA      | $2025164.10   | 0.26%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                         | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2020502.22   | 0.26%             | 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        |    755748 | PA      | $755661.90    | 0.10%             | 2038-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                             | John Deere Owner Trust 2024                                                     | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636000 | PA      | $642181.79    | 0.08%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                         | Bowling Green Park CLO LLC                                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    639000 | PA      | $634669.84    | 0.08%             | 2035-04-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298144.73    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | 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        |   1570000 | PA      | $1582317.91   | 0.21%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | Cascade Funding Mortgage Trust                                                  | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124547 | PA      | $121953.40    | 0.02%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1448788.43   | 0.19%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    778000 | PA      | $784161.04    | 0.10%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2108822.15   | 0.27%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1900675.79   | 0.25%             | 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        |    255000 | PA      | $256040.25    | 0.03%             | 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      | $674684.74    | 0.09%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    563000 | PA      | $540472.82    | 0.07%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                            | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    358000 | PA      | $365320.53    | 0.05%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 68 CLO Ltd                                                               | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   1421000 | PA      | $1421362.43   | 0.19%             | 2035-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                            | Buckhorn Park CLO Ltd                                                           | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1566000 | PA      | $1563496.34   | 0.20%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617536.16    | 0.08%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                               | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $554877.95    | 0.07%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511655.90   | 0.20%             | 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        |    500000 | PA      | $504130.03    | 0.07%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    711000 | PA      | $705261.23    | 0.09%             | 2025-09-15      | Fixed         | 0.90%                 | 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        |    120082 | PA      | $120187.73    | 0.02%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                         | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138819.14    | 0.02%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                           | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525627.71   | 0.20%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                     | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1028509.04   | 0.13%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                               | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    812000 | PA      | $795294.73    | 0.10%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    922000 | PA      | $942177.20    | 0.12%             | 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        |   2501000 | PA      | $2605769.14   | 0.34%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                     | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1031483.36   | 0.13%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                            | Hartwick Park CLO Ltd                                                           | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   1248000 | PA      | $1240204.77   | 0.16%             | 2037-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243740.57    | 0.03%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| General Motors                                     | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1212673.80   | 0.16%             | 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        |   1500000 | PA      | $1520582.75   | 0.20%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1965203.59   | 0.26%             | 2030-04-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    847000 | PA      | $832406.13    | 0.11%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1235328.22   | 0.16%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $97058.44     | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                   | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2032515.94   | 0.26%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    794000 | PA      | $796635.10    | 0.10%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1120171.28   | 0.15%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2505478.13   | 0.33%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $485002.01    | 0.06%             | 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        |   1223000 | PA      | $1229743.62   | 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: N/A                  | Long             | ABS-O            | CORP              | CA        |   1850000 | PA      | $1856350.77   | 0.24%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                            | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2655835.83   | 0.35%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                             | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1546977.77   | 0.20%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495326.93   | 0.33%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust           | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1164209.86   | 0.15%             | 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        |   2830000 | PA      | $2860896.24   | 0.37%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $60797.44     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2955300.39   | 0.39%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corp Trust 2024-RVR                                      | CUSIP: 36272JAA1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $182206.37    | 0.02%             | 2041-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1498567.70   | 0.20%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1844649.46   | 0.24%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    300000 | PA      | $298357.83    | 0.04%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38637600 | PA      | $38444412.00  | 5.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2433495.00   | 0.32%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | ARES XLV CLO Ltd                                                                | CUSIP: 04016QAG1<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1901425.00   | 0.25%             | 2030-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                    | Danske Bank A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2300000 | PA      | $2340469.31   | 0.30%             | 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        |    440000 | PA      | $442063.95    | 0.06%             | 2038-03-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $978551.76    | 0.13%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1514925.59   | 0.20%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $485271.86    | 0.06%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2025-SPOT                                          | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1251485.25   | 0.16%             | 2040-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                              | CCG Receivables Trust 2025-1                                                    | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155409.11    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                        | Valley Stream Park CLO LTD                                                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    909000 | PA      | $907282.88    | 0.12%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust        | Porsche Financial Auto Securitization Trust 2023-2                              | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    812851 | PA      | $819201.78    | 0.11%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    287000 | PA      | $289211.95    | 0.04%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    750000 | PA      | $810857.52    | 0.11%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-ACNT                                          | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362637 | PA      | $362642.71    | 0.05%             | 2038-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                            | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    696000 | PA      | $716694.59    | 0.09%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023426.30   | 0.26%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $693413.35    | 0.09%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1533617.48   | 0.20%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $2151626.41   | 0.28%             | 2029-05-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $485955.75    | 0.06%             | 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        |    500000 | PA      | $488385.89    | 0.06%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1089585.01   | 0.14%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2023-C                                           | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2436981.88   | 0.32%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1548000 | PA      | $1518270.92   | 0.20%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                 | Cenovus Energy Inc                                                              | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1496973.68   | 0.20%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                              | Amrize Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    654000 | PA      | $656936.81    | 0.09%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1514128.10   | 0.20%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                              | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $332942.41    | 0.04%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXIII Ltd                                                  | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2193412 | PA      | $2196574.02   | 0.29%             | 2031-07-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 2023-C                                             | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1381000 | PA      | $1395109.95   | 0.18%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2657460.85   | 0.35%             | 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        |   2200000 | PA      | $2262225.11   | 0.29%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    955000 | PA      | $933681.37    | 0.12%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                              | ARI Fleet Lease Trust 2024-B                                                    | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408934 | PA      | $411568.44    | 0.05%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                    | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2481000 | PA      | $2578373.99   | 0.34%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                           | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025399.00   | 0.26%             | 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        |   2855000 | PA      | $2891084.92   | 0.38%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2025-2 Ltd                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2260000 | PA      | $2260000.00   | 0.29%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                          | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245464.35    | 0.03%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                   | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603106.79    | 0.08%             | 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        |   2530000 | PA      | $2674364.94   | 0.35%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    404000 | PA      | $382327.04    | 0.05%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961503.78    | 0.13%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112839.05    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2600672.57   | 0.34%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1404430.87   | 0.18%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |   1585000 | PA      | $1595022.91   | 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        |   1413000 | PA      | $1414445.51   | 0.18%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                            | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1483321.02   | 0.19%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470096.40    | 0.06%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1445032.90   | 0.19%             | 2025-09-04      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                             | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  39347200 | PA      | $39251786.19  | 5.11%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                  | Japan Tobacco Inc                                                               | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    994000 | PA      | $1009175.06   | 0.13%             | 2028-05-15      | Fixed         | 4.85%                 | 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        |    270000 | PA      | $273345.52    | 0.04%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    340000 | PA      | $351077.40    | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2706190.99   | 0.35%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                          | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495233.85   | 0.33%             | 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        |   1188000 | PA      | $1222742.29   | 0.16%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                           | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2245695.08   | 0.29%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2003928.16   | 0.26%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421337.10    | 0.05%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2242459.01   | 0.29%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                            | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045371.10   | 0.27%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                             | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581215.39    | 0.08%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -288 | NC      | $-445995.36   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipeline LLC                             | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2216530.24   | 0.29%             | 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        |   1140000 | PA      | $1147885.84   | 0.15%             | 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        |   2575000 | PA      | $2535173.81   | 0.33%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                | Nissan Auto Receivables 2023-B Owner Trust                                      | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2190000 | PA      | $2207689.07   | 0.29%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    955000 | PA      | $989617.58    | 0.13%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1769802.94   | 0.23%             | 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        |    600000 | PA      | $612823.43    | 0.08%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | EQUITYTRS--USD-SOFR-COMPOUND-20260715                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DE               |  | US        | 151410177 | OU      | $3383203.03   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1083339.55   | 0.14%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488069.64    | 0.06%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1731000 | PA      | $1741102.12   | 0.23%             | 2027-07-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291000 | PA      | $294991.01    | 0.04%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                         | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1434718.38   | 0.19%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1484951.27   | 0.19%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2266916.30   | 0.30%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                   | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2116682.67   | 0.28%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | EQUITYTRS--USD-SOFR-COMPOUND-20250715                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |  38723527 | OU      | $-974968.62   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1409724.07   | 0.18%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2024-1                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556000 | PA      | $558957.25    | 0.07%             | 2028-12-18      | Fixed         | 4.85%                 | 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        |   2000000 | PA      | $1970382.34   | 0.26%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    709000 | PA      | $709039.16    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2181000 | PA      | $2213828.17   | 0.29%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    622000 | PA      | $634724.52    | 0.08%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-AIRC                                          | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873648 | PA      | $878212.04    | 0.11%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2040000 | PA      | $2003661.79   | 0.26%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3209513.26   | 0.42%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $682799.93    | 0.09%             | 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        |   1340000 | PA      | $1395496.23   | 0.18%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |   2008000 | PA      | $2011565.00   | 0.26%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499019.45   | 0.33%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1303697.28   | 0.17%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1534065.00   | 0.20%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2217652.47   | 0.29%             | 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        |   2400000 | PA      | $2408865.84   | 0.31%             | 2029-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                            | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1523636.31   | 0.20%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                            | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1518266.54   | 0.20%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1903553.80   | 0.25%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                           | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1604964.85   | 0.21%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581134.68    | 0.08%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                             | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $781991.58    | 0.10%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC             | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $991652.99    | 0.13%             | 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        |   2300000 | PA      | $2304099.29   | 0.30%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                            | Corebridge Global Funding                                                       | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519391.34   | 0.20%             | 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        |   2300000 | PA      | $2316099.95   | 0.30%             | 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        |    800000 | PA      | $803764.00    | 0.10%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2665000 | PA      | $2649681.18   | 0.35%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1462852.19   | 0.19%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    366000 | PA      | $369740.32    | 0.05%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    297000 | PA      | $301184.74    | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2023-B                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1182378 | PA      | $1190196.13   | 0.16%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1731851.90   | 0.23%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust           | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJB1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1204110.84   | 0.16%             | 2029-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1641809.30   | 0.21%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    314000 | PA      | $308694.75    | 0.04%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                       | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2452746.85   | 0.32%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492400.81    | 0.06%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                    | Danske Bank A/S                                                                 | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $773005.25    | 0.10%             | 2027-09-10      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                         | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    208000 | PA      | $206251.61    | 0.03%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $232617.20    | 0.03%             | 2030-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                              | ARI Fleet Lease Trust 2025-A                                                    | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1899136.45   | 0.25%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    843000 | PA      | $806677.95    | 0.11%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    438000 | PA      | $445928.76    | 0.06%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | ARES LII CLO Ltd                                                                | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    884500 | PA      | $883783.93    | 0.12%             | 2031-04-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                   | Flatiron CLO 19 Ltd                                                             | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2197219 | PA      | $2201788.38   | 0.29%             | 2034-11-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589610.17    | 0.08%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1708436.06   | 0.22%             | 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        |    600000 | PA      | $591834.58    | 0.08%             | 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        |   2000000 | PA      | $1955555.48   | 0.25%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499410.42    | 0.07%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct           | Pacific Life U.S. Government Fund Direct                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    360090 | NS      | $360089.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                            | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509023.00    | 0.07%             | 2026-11-20      | Fixed         | 5.75%                 | 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        |    750000 | PA      | $769226.85    | 0.10%             | 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        |   1940000 | PA      | $1956315.48   | 0.25%             | 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        |    500000 | PA      | $492530.33    | 0.06%             | 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        |   1465000 | PA      | $1471243.54   | 0.19%             | 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        |   1900000 | PA      | $1915311.34   | 0.25%             | 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        |   1500000 | PA      | $1525353.93   | 0.20%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2052696.87   | 0.27%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                           | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $550300.08    | 0.07%             | 2027-08-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1191498.57   | 0.16%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                          | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    564710 | PA      | $570601.21    | 0.07%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507057.41    | 0.07%             | 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        |   1867000 | PA      | $1900027.85   | 0.25%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                   | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2044008.68   | 0.27%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                       | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    357000 | PA      | $366154.91    | 0.05%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                   | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    772000 | PA      | $778020.33    | 0.10%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416334 | PA      | $419445.22    | 0.05%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                            | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    569000 | PA      | $577092.11    | 0.08%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                               | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2091000 | PA      | $2195008.45   | 0.29%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust           | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    727000 | PA      | $723786.30    | 0.09%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                             | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504662.98   | 0.20%             | 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        |    700000 | PA      | $679687.46    | 0.09%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2027641.38   | 0.26%             | 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        |    645000 | PA      | $678041.14    | 0.09%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2661570.26   | 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        |   2000000 | PA      | $1955645.32   | 0.25%             | 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        |    580000 | PA      | $584701.13    | 0.08%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    589000 | PA      | $604540.13    | 0.08%             | 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        |   2500000 | PA      | $2501250.00   | 0.33%             | 2036-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-XL4                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2237689 | PA      | $2243077.79   | 0.29%             | 2039-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                           | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $781621.45    | 0.10%             | 2035-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15519.83     | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393407.69    | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2301612.65   | 0.30%             | 2029-06-13      | Floating      | 5.45%                 | 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        |   1900000 | PA      | $1900000.00   | 0.25%             | 2035-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1739638.56   | 0.23%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1884010.74   | 0.25%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1101561.54   | 0.14%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                              | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    316000 | PA      | $320518.17    | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                           | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $782163.78    | 0.10%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97039.29     | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2022-1 Ltd                                           | CUSIP: 69701CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002808.52   | 0.26%             | 2030-04-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    870000 | PA      | $879181.24    | 0.11%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                | CNH Equipment Trust 2024-B                                                      | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918000 | PA      | $931236.46    | 0.12%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1707114.56   | 0.22%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1526702.12   | 0.20%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1030332.93   | 0.13%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust        | Porsche Financial Auto Securitization Trust 2024-1                              | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2512828.50   | 0.33%             | 2030-01-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1475000 | PA      | $1485379.13   | 0.19%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2340000 | PA      | $2382276.59   | 0.31%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492572.71    | 0.06%             | 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        |   2092000 | PA      | $2026141.56   | 0.26%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust           | GM Financial Revolving Receivables Trust 2023-2                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1445455.88   | 0.19%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1247970.10   | 0.16%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | EQUITYTRS--USD-SOFR-COMPOUND-20250715                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |  36070622 | OU      | $770388.94    | 0.10%             |  |  |  | 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        |    135000 | PA      | $135837.51    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2551092.61   | 0.33%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011834.52   | 0.26%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                           | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469128.64    | 0.06%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2235000 | PA      | $2258120.54   | 0.29%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                         | MMAF Equipment Finance LLC 2024-A                                               | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202027 | PA      | $205233.86    | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust        | Navistar Financial Dealer Note Master Owner Trust                               | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554000 | PA      | $558722.74    | 0.07%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498346.55    | 0.06%             | 2036-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935839 | PA      | $937902.85    | 0.12%             | 2039-12-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2744000 | PA      | $2759568.69   | 0.36%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $535856.15    | 0.07%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1890713.99   | 0.25%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V5 Mortgage Trust                                                | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $436285.63    | 0.06%             | 2057-01-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504810.74    | 0.07%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust                                    | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1628794.17   | 0.21%             | 2028-05-15      | Fixed         | 4.87%                 | 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        |    528000 | PA      | $528495.11    | 0.07%             | 2039-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                             | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1466644.40   | 0.19%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996530.26   | 0.26%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    266000 | PA      | $275657.15    | 0.04%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    998000 | PA      | $1001888.33   | 0.13%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    249000 | PA      | $249972.30    | 0.03%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1715611.58   | 0.22%             | 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        |   2000000 | PA      | $1974329.06   | 0.26%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734561 | PA      | $736509.99    | 0.10%             | 2041-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2023-1 LLC                                           | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320005 | PA      | $321045.56    | 0.04%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    960000 | PA      | $981553.64    | 0.13%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2023-D Owner Trust                                      | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3662000 | PA      | $3706021.63   | 0.48%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1025269.28   | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2050915.50   | 0.27%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499502.50    | 0.07%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                    | BAE Systems PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    978000 | PA      | $989686.60    | 0.13%             | 2027-03-26      | Fixed         | 5.00%                 | 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        |   1500000 | PA      | $1497305.12   | 0.20%             | 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        |   3175000 | PA      | $3218972.61   | 0.42%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2235000 | PA      | $2208450.81   | 0.29%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                       | AutoZone Inc                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2798252.45   | 0.36%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | EQUITYTRS--USD-SOFR-COMPOUND-20250715                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        | 304499431 | OU      | $6803924.42   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38035600 | PA      | $38329781.78  | 4.99%             | 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        |   1530000 | PA      | $1582955.67   | 0.21%             | 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        |   1500000 | PA      | $1446919.05   | 0.19%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                  | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462034.09   | 0.19%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                              | ARI Fleet Lease Trust 2024-A                                                    | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268645 | PA      | $269898.85    | 0.04%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                           | Huntington National Bank/The                                                    | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1877232.97   | 0.24%             | 2028-04-12      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                             | CUSIP: 912797PY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  55200000 | PA      | $54648138.00  | 7.12%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1528632.89   | 0.20%             | 2028-05-17      | Fixed         | 5.60%                 | 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        |   2000000 | PA      | $2045014.26   | 0.27%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292192.82    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                      | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469191.89   | 0.19%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I 2017-HR2                                               | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656000 | PA      | $639911.86    | 0.08%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2232871.32   | 0.29%             | 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        |    500000 | PA      | $491605.81    | 0.06%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                    | Danske Bank A/S                                                                 | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1500000 | PA      | $1504686.66   | 0.20%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                    | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1870000 | PA      | $1834914.97   | 0.24%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618653 | PA      | $619311.34    | 0.08%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                   | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1233374.68   | 0.16%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2541927.78   | 0.33%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $491352.86    | 0.06%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175827 | PA      | $2180371.36   | 0.28%             | 2041-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust                                                  | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140000 | PA      | $2155162.76   | 0.28%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1710869.27   | 0.22%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    615000 | PA      | $628461.85    | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2132272.17   | 0.28%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -885 | NC      | $-817382.46   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    740000 | PA      | $736799.56    | 0.10%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $722833.78    | 0.09%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82984.29     | 0.01%             | 2026-08-15      | Fixed         | 4.54%                 | 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        |   1729629 | PA      | $1716286.92   | 0.22%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | EQUITYTRS--USD-SOFR-COMPOUND-20261015                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        | 151436829 | OU      | $3383798.56   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492933.53    | 0.06%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1946819.92   | 0.25%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023640.18   | 0.26%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| General Motors                                     | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3483645.09   | 0.45%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                              | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006024.94   | 0.26%             | 2028-05-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485764.16    | 0.06%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $2229258.31   | 0.29%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    755000 | PA      | $752257.51    | 0.10%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBD0<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   2603210 | PA      | $2583127.80   | 0.34%             | 2061-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $134045.90    | 0.02%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1969341.07   | 0.26%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1040829.95   | 0.14%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust                                    | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3243000 | PA      | $3280962.56   | 0.43%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504977.18    | 0.07%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $2704410.53   | 0.35%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1751171.38   | 0.23%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust          | SFS Auto Receivables Securitization Trust 2025-2                                | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1377682.22   | 0.18%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                           | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    458000 | PA      | $458326.74    | 0.06%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    463000 | PA      | $470508.80    | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1003000 | PA      | $1017442.79   | 0.13%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                  | Cedar Funding VI CLO Ltd                                                        | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2707830.00   | 0.35%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                    | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485926.64    | 0.06%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                             | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    935000 | PA      | $942829.94    | 0.12%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                         | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    775000 | PA      | $772464.32    | 0.10%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President