# EDGAR Filing Document

**Accession Number:** 0000927972
**File Stem:** 0001410368-25-031201
**Filing Date:** 2025-11
**Character Count:** 95868
**Document Hash:** 70c880bcec1ab83f8bdaf3be80e7704e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031201.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-031201

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASSMUTUAL PREMIER FUNDS
- **CENTRAL INDEX KEY:** 0000927972

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08690
- **FILM NUMBER:** 251522948

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** 413-744-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLB FUND GROUP
- **DATE OF NAME CHANGE:** 19940804

## Series and Classes Contracts Data

### MassMutual Short-Duration Bond Fund (Series ID: S000003785)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000010513 | Class A              | MSHAX           |
| C000010514 | Administrative Class | MSTLX           |
| C000010515 | Class R3             | MSDNX           |
| C000010516 | Class R5             | MSTDX           |
| C000010517 | Service Class        | MSBYX           |
| C000095043 | Class I              | MSTZX           |
| C000137077 | Class R4             | MPSDX           |
| C000229375 | Class Y              | BXDYX           |
| C000229376 | Class C              | BXDCX           |
| C000229377 | Class L              | BXDLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MASSMUTUAL PREMIER FUNDS

- **b. Investment Company Act file number:** 811-08690

- **c. CIK number of Registrant:** 0000927972

- **d. LEI of Registrant:** E8MCNB0YZSDBDPFJ3093

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

  - **Street Address 1:** 1295 State Street

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 413-744-1000

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

- **a. Name of Series:** MassMutual Premier Short-Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000003785

- **c. LEI of Series:** NNLE6FS63R3BZM6U5B10

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $119532960.35

**Total Liabilities:** $3508359.92

**Net Assets:** $116024600.43

**Delayed Delivery Securities:** $732979.08

**Cash Not Reported:** $545098.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -158.74000000 | **1-Year:** -4080.03000000 | **5-Year:** -9126.10000000 | **10-Year:** -555.50000000 | **30-Year:** -19.55000000

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

- **3-Month:** -276.30000000 | **1-Year:** -3310.62000000 | **5-Year:** -4054.56000000 | **10-Year:** -3723.25000000 | **30-Year:** -1700.79000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229375 | 0.25%                | 0.98%                | 0.49%                |
| Class ID C000010513 | 0.21%                | 0.95%                | 0.45%                |
| Class ID C000010514 | 0.23%                | 0.97%                | 0.47%                |
| Class ID C000010516 | 0.36%                | 0.98%                | 0.48%                |
| Class ID C000229377 | 0.34%                | 0.86%                | 0.47%                |
| Class ID C000010517 | 0.35%                | 0.97%                | 0.37%                |
| Class ID C000229376 | 0.21%                | 0.94%                | 0.44%                |
| Class ID C000095043 | 0.36%                | 0.88%                | 0.49%                |
| Class ID C000010515 | 0.20%                | 0.94%                | 0.43%                |
| Class ID C000137077 | 0.33%                | 0.84%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $109758.79               | $-1117.57                                  |
| Month 2  | $104245.86               | $741888.81                                 |
| Month 3  | $110075.92               | $-26353.10                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** ITGS_BM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346119.05    | 0.30%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                 | Parkland Corp                                                                | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $314734.55    | 0.27%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loan Trust 2018-2-GS                                            | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425162 | PA      | $397721.20    | 0.34%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                       | Morgan Stanley Private Bank NA                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365375.98    | 0.31%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                     | Trinity Rail Leasing 2019-1 LLC                                              | CUSIP: 89657BAA2<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    360602 | PA      | $358365.74    | 0.31%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG                       | KT&G Corp                                                                    | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $305463.35    | 0.26%             | 2028-05-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2004-1                                                | CUSIP: 78442GKV7<br>LEI: 549300UECCCKC4WVNL14 | Long             | ABS-O            | CORP              | US        |    215821 | PA      | $205761.87    | 0.18%             | 2039-07-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2022-2                                 | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $702707.67    | 0.61%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                  | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $458056.66    | 0.39%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                | Capital One NA                                                               | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388303.67    | 0.33%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                              | Genuine Parts Co                                                             | CUSIP: 37255FX88<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999050.20    | 0.86%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242580.36    | 0.21%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Brex Inc                                      | Brex Commercial Charge Card Master Trust                                     | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245000 | PA      | $1252739.67   | 1.08%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                  | ING Groep NV                                                                 | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $252816.81    | 0.22%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer           | BRE Grand Islander Timeshare Issuer 2019-A LLC                               | CUSIP: 05588UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317964 | PA      | $312883.15    | 0.27%             | 2033-09-26      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| PVOne LLC                                     | PVOne 2023-2 LLC                                                             | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234839 | PA      | $235571.40    | 0.20%             | 2035-09-17      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                              | Enstar Group Ltd                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    325000 | PA      | $290273.65    | 0.25%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                            | Advance Auto Parts Inc                                                       | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    375000 | PA      | $351532.73    | 0.30%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    595000 | PA      | $617449.75    | 0.53%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                           | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $395946.68    | 0.34%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                         | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280486.70    | 0.24%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $384519.77    | 0.33%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                        | RR 8 Ltd                                                                     | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001419.00   | 0.86%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2024-8                                            | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |    424442 | PA      | $427799.44    | 0.37%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                          | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    357000 | PA      | $349485.27    | 0.30%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                         | Vale Overseas Ltd                                                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $528961.02    | 0.46%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                        | Harvest Midstream I LP                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    391000 | PA      | $395207.55    | 0.34%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                 | Commonbond Student Loan Trust 2018-BGS                                       | CUSIP: 20268MAD8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     80965 | PA      | $70903.06     | 0.06%             | 2045-09-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                           | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    615000 | PA      | $607262.06    | 0.52%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust           | PenFed Auto Receivables Owner Trust                                          | CUSIP: 70687FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405732.32    | 0.35%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                         | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    516000 | PA      | $506791.95    | 0.44%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-3                         | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502275.50    | 0.43%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                        | Blue Owl Credit Income Corp                                                  | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    783000 | PA      | $781648.27    | 0.67%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                       | Global Net Lease Inc / Global Net Lease Operating Partnership LP             | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    475000 | PA      | $461036.57    | 0.40%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                              | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $397369.81    | 0.34%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                       | Buttermilk Park CLO Ltd                                                      | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000421.00   | 0.86%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N1                                       | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560869 | PA      | $562540.24    | 0.48%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                           | JPMorgan Chase & Co                                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450870.33    | 0.39%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                         | Newark BSL CLO 2 Ltd                                                         | CUSIP: 65023PAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1375512.88   | 1.19%             | 2030-07-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-5                                                | CUSIP: 78442GPS9<br>LEI: 549300WCW8E0MUEMAH47 | Long             | ABS-O            | CORP              | US        |    354668 | PA      | $327160.61    | 0.28%             | 2040-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2021-B                                              | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3736000 | PA      | $3572331.07   | 3.08%             | 2034-10-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                               | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    175000 | PA      | $168474.23    | 0.15%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                   | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305319.80    | 0.26%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                | EPR Properties                                                               | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    500000 | PA      | $500267.86    | 0.43%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                  | State Street Navigator Securities Lending Government Money Market Portfolio  | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1035680 | NS      | $1035680.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) DEC25                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       309 | NC      | $27278.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                            | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $234228.69    | 0.20%             | 2029-03-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                      | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    356000 | PA      | $372324.80    | 0.32%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                    | Elara HGV Timeshare Issuer 2019-A LLC                                        | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657585 | PA      | $648243.31    | 0.56%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                   | ABQ Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1175865.79   | 1.01%             | 2026-07-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Mercury General Corp                          | Mercury General Corp                                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373190.58    | 0.32%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-B                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003706.60   | 0.87%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) DEC25                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -273 | NC      | $-33422.34    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $379001.99    | 0.33%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                       | Penske Truck Leasing Co LP                                                   | CUSIP: 70962AYQ3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2979963.30   | 2.57%             | 2025-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes            | Ally Bank Auto Credit-Linked Notes Series 2024-A                             | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433133 | PA      | $438284.76    | 0.38%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                   | ALLY AUTO RECEIVABLES TRUST 2023-A                                           | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $476241.65    | 0.41%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                     | Mylan Inc                                                                    | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567777.15    | 0.49%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                          | American National Global Funding                                             | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $713813.02    | 0.62%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Non Gold Pool                                                    | CUSIP: 3128S4HQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36846 | PA      | $37626.88     | 0.03%             | 2037-03-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                      | Genpact Luxembourg SARL/Genpact USA Inc                                      | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    363000 | PA      | $377635.81    | 0.33%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                              | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $505682.34    | 0.44%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                           | Reach ABS Trust 2025-2                                                       | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358307 | PA      | $359727.45    | 0.31%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust       | Hyundai Auto Lease Securitization Trust 2024-A                               | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648861 | PA      | $650844.37    | 0.56%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                        | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506673.20    | 0.44%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                            | Santos Finance Ltd                                                           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    425000 | PA      | $396716.72    | 0.34%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                             | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    475000 | PA      | $530326.98    | 0.46%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-A-GS                                      | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     98680 | PA      | $78114.83     | 0.07%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                       | National Australia Bank Ltd                                                  | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $360040.94    | 0.31%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                               | Synovus Bank/Columbus GA                                                     | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    653000 | PA      | $666684.15    | 0.57%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                        | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $799006.40    | 0.69%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                              | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    366000 | PA      | $380367.40    | 0.33%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384860.46    | 0.33%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust        | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1                   | CUSIP: 59020UAC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     22434 | PA      | $21568.52     | 0.02%             | 2034-02-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396792.67    | 0.34%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                           | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $449318.72    | 0.39%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                          | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    545000 | PA      | $541660.44    | 0.47%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                        | Blackstone Private Credit Fund                                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    643000 | PA      | $627843.72    | 0.54%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                 | Commonbond Student Loan Trust 2017-A-GS                                      | CUSIP: 20267VAC1<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    219039 | PA      | $197843.85    | 0.17%             | 2041-05-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                      | Blue Owl Capital Corp II                                                     | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388484.69    | 0.33%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $462354.11    | 0.40%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                  | SK Hynix Inc                                                                 | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $299863.61    | 0.26%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                      | Patterson-UTI Energy Inc                                                     | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    965000 | PA      | $942592.07    | 0.81%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                 | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1551104 | PA      | $1551103.55   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X1                                    | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230310 | PA      | $230577.59    | 0.20%             | 2029-05-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2023-3                                            | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023184.70   | 0.88%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                        | Campbell's Company/The                                                       | CUSIP: 13443CZB0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1982632.00   | 1.71%             | 2025-12-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-8                                                | CUSIP: 78442GQT6<br>LEI: 549300FBYELJTA2VHZ52 | Long             | ABS-O            | CORP              | US        |    241339 | PA      | $230605.63    | 0.20%             | 2055-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                           | 522 Funding CLO 2018-3A Ltd                                                  | CUSIP: 33835NAC5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   2352000 | PA      | $2355819.65   | 2.03%             | 2031-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526848.20    | 0.45%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO Funding Trust 2016-4A                                                   | CUSIP: 40417QAA3<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    191908 | PA      | $181114.92    | 0.16%             | 2047-09-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    369000 | PA      | $382413.84    | 0.33%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    350000 | PA      | $385970.96    | 0.33%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                      | Aspen Insurance Holdings Ltd                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    347000 | PA      | $363181.29    | 0.31%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                        | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10 | CUSIP: 040104LN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29072 | PA      | $28394.97     | 0.02%             | 2034-10-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loans 2017-1 LLC                                                | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     64258 | PA      | $62263.55     | 0.05%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $602535.91    | 0.52%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust          | Laurel Road Prime Student Loan Trust 2019-A                                  | CUSIP: 51889RAC3<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |   1149453 | PA      | $1121248.97   | 0.97%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | Hero Funding 2017-3                                                          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    403603 | PA      | $370207.52    | 0.32%             | 2048-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $300743.75    | 0.26%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                        | AngloGold Ashanti Holdings PLC                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $483713.58    | 0.42%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities           | Banc of America Mortgage 2004-G Trust                                        | CUSIP: 05949ALH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3463 | PA      | $3443.80      | 0.00%             | 2034-08-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP            | One New York Plaza Trust 2020-1NYP                                           | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $740570.30    | 0.64%             | 2036-01-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                             | Golub Capital BDC Inc                                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868544.99    | 0.75%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                      | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $394988.56    | 0.34%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                               | Equify ABS 2024-1 LLC                                                        | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395789 | PA      | $396131.12    | 0.34%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC                            | LG Electronics Inc                                                           | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    288000 | PA      | $299062.25    | 0.26%             | 2029-04-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                               | Goodgreen 2019-2                                                             | CUSIP: 38218EAA5<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | KY        |   1627568 | PA      | $1401842.13   | 1.21%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Trust 2024-1                                       | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360757 | PA      | $367620.98    | 0.32%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                      | Fortitude Group Holdings LLC                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    358000 | PA      | $371710.90    | 0.32%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust                   | FCCU Auto Receivables Trust 2024-1                                           | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509134.70    | 0.44%             | 2030-04-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Issuer Trust 2025-1                                | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317756 | PA      | $318796.52    | 0.27%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Avenue Student Loans LLC                                             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228448 | PA      | $228660.86    | 0.20%             | 2046-11-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO Funding Trust 2015-1                                                    | CUSIP: 42770LAA1<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    123397 | PA      | $118725.79    | 0.10%             | 2040-09-21      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                    | RCKT Trust 2025-PL1                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413251 | PA      | $414120.64    | 0.36%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC                            | LG Electronics Inc                                                           | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $254600.61    | 0.22%             | 2027-04-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                      | Omega Healthcare Investors Inc                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    570000 | PA      | $578674.62    | 0.50%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                       | CRH America Finance Inc                                                      | CUSIP: 12636CXG0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998096.20    | 0.86%             | 2025-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                      | SCCU Auto Receivables Trust 2024-1                                           | CUSIP: 78436RAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $599807.58    | 0.52%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust            | EFMT 2024-INV2                                                               | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    691334 | PA      | $691947.16    | 0.60%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    426000 | PA      | $432524.03    | 0.37%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                              | Symphony CLO XXII Ltd                                                        | CUSIP: 87167GCM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750127.50    | 0.65%             | 2033-04-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                      | Equitable America Global Funding                                             | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387593.63    | 0.33%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                      | Viper Energy Partners LLC                                                    | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    359000 | PA      | $361676.92    | 0.31%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                           | Reach Abs Trust 2024-1                                                       | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224038 | PA      | $224363.63    | 0.19%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                      | Adani Transmission Step-One Ltd                                              | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $495242.36    | 0.43%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO Funding Trust 2017-2                                                    | CUSIP: 42771LAC6<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |     64167 | PA      | $60910.98     | 0.05%             | 2048-09-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                     | Nelnet Student Loan Trust 2018-5                                             | CUSIP: 64034BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $945879.90    | 0.82%             | 2067-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                           | Suzano Austria GmbH                                                          | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    450000 | PA      | $465360.03    | 0.40%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-2                                 | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $702082.50    | 0.61%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                              | Flatiron CLO 20 Ltd                                                          | CUSIP: 33883MAJ3<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002000.00   | 0.86%             | 2036-05-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    430000 | PA      | $444257.97    | 0.38%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                       | Blackstone Secured Lending Fund                                              | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402805.84    | 0.35%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $242238.12    | 0.21%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    300000 | PA      | $272706.88    | 0.24%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                             | InRetail Consumer                                                            | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    550000 | PA      | $534252.79    | 0.46%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST              | SoFi Consumer Loan Program 2025-3 Trust                                      | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $411046.03    | 0.35%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428928.69    | 0.37%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11               | CUSIP: 46639YAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $556836.21    | 0.48%             | 2046-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                      | Huntsman International LLC                                                   | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287107.61    | 0.25%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                                        | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $756797.09    | 0.65%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Program LLC          | Sofi Professional Loan Program 2019-A LLC                                    | CUSIP: 78471HAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $813420.77    | 0.70%             | 2048-06-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust            | EFMT 2024-INV2                                                               | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    691334 | PA      | $691468.90    | 0.60%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                       | Nissan Motor Acceptance Co LLC                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    605000 | PA      | $583169.36    | 0.50%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2025-3                                     | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $455953.23    | 0.39%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya Ai Debt Trust 2025-R1                                                 | CUSIP: 69547CAB4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503259.55    | 0.43%             | 2032-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | Las Vegas Sands Corp                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525969.94    | 0.45%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                            | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    685000 | PA      | $682858.53    | 0.59%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                        | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    390000 | PA      | $397850.20    | 0.34%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)DEC25                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -20 | NC      | $-10221.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY LP                             | Vornado Realty LP                                                            | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    403000 | PA      | $395615.40    | 0.34%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                 | Commonbond Student Loan Trust 2017-A-GS                                      | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    149221 | PA      | $139758.43    | 0.12%             | 2041-05-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431246.65    | 0.37%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345350.36    | 0.30%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                        | Synovus Financial Corp                                                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311245.25    | 0.27%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X2                                    | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $701385.30    | 0.60%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2023-D                                      | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733812 | PA      | $746031.19    | 0.64%             | 2053-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402091.81    | 0.35%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                | Wheels Fleet Lease Funding 1 LLC                                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    329702 | PA      | $334419.94    | 0.29%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                       | CF Hippolyta Issuer LLC                                                      | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577448 | PA      | $371451.52    | 0.32%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                          | Woodside Finance Ltd                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $616161.24    | 0.53%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO FUNDING 2018-1                                                          | CUSIP: 42772GAB8<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    518370 | PA      | $503131.57    | 0.43%             | 2048-09-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                  | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    215000 | PA      | $245657.75    | 0.21%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2006-5                                                | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | CORP              | US        |    388896 | PA      | $368144.63    | 0.32%             | 2040-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                              | Whitebox CLO III Ltd                                                         | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751280.25    | 0.65%             | 2035-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                           | PFS Financing Corp                                                           | CUSIP: 69335PEU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $806410.96    | 0.70%             | 2028-03-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592959.65    | 0.51%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                          | Sitios Latinoamerica SAB de CV                                               | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $519650.00    | 0.45%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-4                                                | CUSIP: 78442GPL4<br>LEI: 549300L7X3DWAOC00Z83 | Long             | ABS-O            | CORP              | US        |    332770 | PA      | $313358.85    | 0.27%             | 2055-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314845.45    | 0.27%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611379.50    | 0.53%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC / EMC Corp                                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304294.92    | 0.26%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                 | BGC Group Inc                                                                | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768399.02    | 0.66%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                      | Ares Strategic Income Fund                                                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    610000 | PA      | $631906.20    | 0.54%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                        | Alliant Energy Finance LLC                                                   | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    780000 | PA      | $768650.88    | 0.66%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 2020-2 Ltd                                                     | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701348.10   | 1.47%             | 2031-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                          | Smithfield Foods Inc                                                         | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    995000 | PA      | $988209.61    | 0.85%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    425000 | PA      | $394924.01    | 0.34%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                      | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170715.71    | 0.15%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                   | Viatris Inc                                                                  | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    219000 | PA      | $210810.56    | 0.18%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2021-4                                     | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323698 | PA      | $321055.96    | 0.28%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                  | Barclays PLC                                                                 | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $241141.17    | 0.21%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                     | News Corp                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    575000 | PA      | $555364.66    | 0.48%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                          | Verizon Master Trust                                                         | CUSIP: 92348KBJ1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301935.81    | 0.26%             | 2029-01-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                 | 321 Henderson Receivables I LLC                                              | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20397 | PA      | $20281.84     | 0.02%             | 2041-09-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233617.30    | 0.20%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REC LTD                                       | REC Ltd                                                                      | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $784488.00    | 0.68%             | 2026-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                      | Piedmont Operating Partnership LP                                            | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    670000 | PA      | $743964.48    | 0.64%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                               | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299905.06    | 0.26%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                       | Blue Owl Technology Finance Corp II                                          | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    881000 | PA      | $908941.08    | 0.78%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                           | Highwoods Realty LP                                                          | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    400000 | PA      | $391815.40    | 0.34%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                     | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    485000 | PA      | $468025.00    | 0.40%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                 | VW Credit Inc                                                                | CUSIP: 91842JY52<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2987100.00   | 2.57%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXX                                                               | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500147.00    | 0.43%             | 2031-10-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP            | One New York Plaza Trust 2020-1NYP                                           | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2106000 | PA      | $2063405.10   | 1.78%             | 2036-01-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $392722.93    | 0.34%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                      | FMC Corp                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    375000 | PA      | $354114.52    | 0.31%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2021-1                                            | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2247000 | PA      | $1807006.39   | 1.56%             | 2066-01-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund    | Oak Street Investment Grade Net Lease Fund Series 2020-1                     | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    936343 | PA      | $893718.05    | 0.77%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2019-A                                          | CUSIP: 43284HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297344 | PA      | $293317.06    | 0.25%             | 2033-07-25      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                      | Lincoln Financial Global Funding                                             | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367200.32    | 0.32%             | 2030-08-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chase Education Loan Trust                    | Chase Education Loan Trust 2007-A                                            | CUSIP: 16151UAG1<br>LEI: 5493004I47QU8FE3TT48 | Long             | ABS-O            | CORP              | US        |    257167 | PA      | $234873.22    | 0.20%             | 2068-03-28      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                           | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    346000 | PA      | $364763.54    | 0.31%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                 | Commonbond Student Loan Trust 2018-C-GS                                      | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     37950 | PA      | $33905.41     | 0.03%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2025-X1                                    | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502038.90    | 0.43%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                          | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    485000 | PA      | $470013.94    | 0.41%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust         | OneMain Direct Auto Receivables Trust 2021-1                                 | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158770 | PA      | $158090.03    | 0.14%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $393178.48    | 0.34%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO Funding Trust 2017-2                                                    | CUSIP: 42771LAB8<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |     78975 | PA      | $73029.55     | 0.06%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Wachovia Student Loan Trust                   | Wachovia Student Loan Trust 2005-1                                           | CUSIP: 92977HAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207494 | PA      | $186036.24    | 0.16%             | 2040-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DRB Prime Student Loan Trust                  | Laurel Road Prime Student Loan Trust 2017-B                                  | CUSIP: 518887AD6<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |    305487 | PA      | $304332.33    | 0.26%             | 2042-08-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    522000 | PA      | $544290.30    | 0.47%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | Regal Rexnord Corp                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    385000 | PA      | $398256.38    | 0.34%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                   | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    585000 | PA      | $593874.66    | 0.51%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                      | Fortitude Global Funding                                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128080.84    | 0.11%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                        | Global Atlantic Fin Co                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467828.47    | 0.40%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-22

**Name of Applicant:** MASSMUTUAL PREMIER FUNDS

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer