# EDGAR Filing Document

**Accession Number:** 0000927972
**File Stem:** 0001410368-26-053564
**Filing Date:** 2026-5
**Character Count:** 142127
**Document Hash:** 6e73a9595e30def6dc6e9b9b02e2e55a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053564.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053564

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**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:** 261027344

**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

### MML Barings Diversified Bond Fund (Series ID: S000003793)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000010553 | Class A              | MDVAX           |
| C000010554 | Administrative Class | MDBLX           |
| C000010556 | Class R5             | MDBSX           |
| C000010557 | Service Class        | MDBYX           |
| C000095045 | Class I              | MDBZX           |
| C000137084 | Class R4             | MDBFX           |
| C000137085 | Class R3             | MDBRX           |
| C000241053 | Class Y              | MMOBX           |

## 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:** MML Barings Diversified Bond Fund

- **b. EDGAR series identifier (if any):** S000003793

- **c. LEI of Series:** K54W1APUVXN0HB558035

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $82828794.74

**Total Liabilities:** $14082379.80

**Net Assets:** $68746414.94

**Delayed Delivery Securities:** $2670681.18

**Cash Not Reported:** $84852.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -61.16000000 | **1-Year:** -1703.61000000 | **5-Year:** -4657.32000000 | **10-Year:** -4372.61000000 | **30-Year:** -2127.19000000

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

- **3-Month:** -68.31000000 | **1-Year:** -1824.68000000 | **5-Year:** -7142.28000000 | **10-Year:** -4548.48000000 | **30-Year:** -2175.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010553 | 0.66%                | 1.02%                | -1.40%               |
| Class ID C000010554 | 0.56%                | 1.16%                | -1.39%               |
| Class ID C000010556 | 0.58%                | 1.19%                | -1.41%               |
| Class ID C000010557 | 0.57%                | 1.16%                | -1.38%               |
| Class ID C000095045 | 0.57%                | 1.11%                | -1.33%               |
| Class ID C000137084 | 0.67%                | 1.04%                | -1.43%               |
| Class ID C000137085 | 0.53%                | 1.01%                | -1.32%               |
| Class ID C000241053 | 0.70%                | 1.06%                | -1.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-141890.06              | $305934.32                                 |
| Month 2  | $57573.83                | $399055.43                                 |
| Month 3  | $-376839.58              | $-1036678.70                               |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LEHM50

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES CORP/THE                             | AES Corp/The                                                                 | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247979.53    | 0.36%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                             | AES Corp/The                                                                 | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62509.62     | 0.09%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                                     | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146332.95    | 0.21%             | 2035-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                       | A&D Mortgage Trust 2025-NQM5                                                 | CUSIP: 00250AAN4<br>LEI: 984500B1KGB67O4A0631 | Long             | ABS-MBS          | CORP              | US        |    600435 | PA      | $599263.30    | 0.87%             | 2070-12-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AERCAP IRELAND CAP/GLOBA                                                     | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150154.50    | 0.22%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Aimco                                    | Aimco CLO 15 Ltd                                                             | CUSIP: 00889BAE1<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499269.00    | 0.73%             | 2038-04-17      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                               | Allianz SE                                                                   | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400746.40    | 0.58%             | 2033-10-30      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                            | Allstate Corp/The                                                            | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154957.41    | 0.23%             | 2053-08-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                       | Ally Financial Inc                                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111396.76    | 0.16%             | 2028-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| AMERICAN NATIONAL GROUP                  | American National Group Inc                                                  | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160856.21    | 0.23%             | 2035-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                  | American National Group Inc                                                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    535000 | PA      | $507352.27    | 0.74%             | 2055-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                      | American Express Co                                                          | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148299.93    | 0.22%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| ANTARES HOLDINGS                         | Antares Holdings LP                                                          | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325242.01    | 0.47%             | 2029-02-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                 | Apollo Global Management Inc                                                 | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98728.06     | 0.14%             | 2054-05-21      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                 | Apollo Debt Solutions BDC                                                    | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98375.85     | 0.14%             | 2032-03-15      | Fixed         | 6.55%                 | 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        |     35279 | PA      | $34254.10     | 0.05%             | 2034-10-25      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                        | Ares Capital Corp                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92652.48     | 0.13%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARES FINANCE CO                          | Ares Finance Co III LLC                                                      | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $363900.96    | 0.53%             | 2051-06-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                 | Ares Strategic Income Fund                                                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250799.88    | 0.36%             | 2029-08-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Arini US CLO Limited                     | Arini US CLO V Ltd                                                           | CUSIP: 04040CAA5<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249987.75    | 0.36%             | 2039-04-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARMENIA                      | Republic of Armenia International Bond                                       | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    250000 | PA      | $253376.89    | 0.37%             | 2035-03-12      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ASCOT GROUP LTD                          | Ascot Group Ltd                                                              | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $186027.04    | 0.27%             | 2030-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ASCOT GROUP LTD                          | Ascot Group Ltd                                                              | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |     66000 | PA      | $67344.89     | 0.10%             | 2035-06-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                       | Athene Holding Ltd                                                           | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133925.93    | 0.19%             | 2054-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                 | Avolon Holdings Funding Ltd                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $161682.76    | 0.24%             | 2031-01-30      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                   | AXIS Specialty Finance LLC                                                   | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $167861.84    | 0.24%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BGC GROUP INC                            | BGC Group Inc                                                                | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438485.34    | 0.64%             | 2029-06-10      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                              | BNP Paribas SA                                                               | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $333703.43    | 0.49%             | 2031-02-25      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                        | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    225000 | PA      | $240036.75    | 0.35%             | 2036-06-24      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160963.68    | 0.23%             | 2030-07-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                      | Bank of Nova Scotia/The                                                      | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $323119.68    | 0.47%             | 2085-04-27      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Bank                                     | BANK 2019-BNK17                                                              | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331000 | PA      | $284178.99    | 0.41%             | 2052-04-15      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| Bank                                     | BANK 2020-BNK30                                                              | CUSIP: 06541UBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $375570.45    | 0.55%             | 2053-12-15      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD                              | Bacardi Ltd                                                                  | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $92666.27     | 0.13%             | 2038-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                             | Barclays PLC                                                                 | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $355577.21    | 0.52%             | 2028-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII      | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                            | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    208860 | PA      | $208622.14    | 0.30%             | 2048-07-27      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                  | Beach Acquisition Bidco LLC                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266254.33    | 0.39%             | 2033-07-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BELROSE FUNDING TRUST II                 | Belrose Funding Trust II                                                     | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175276.14    | 0.25%             | 2055-05-15      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                 | Benchmark 2021-B25 Mortgage Trust                                            | CUSIP: 08163DBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $349974.85    | 0.51%             | 2054-04-15      | Variable      | 2.99%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PRIVATE CRE                   | Blackstone Private Credit Fund                                               | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150848.43    | 0.22%             | 2030-09-10      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                  | Blackstone Secured Lending Fund                                              | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290313.97    | 0.42%             | 2030-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CREDIT INCOME                   | Blue Owl Credit Income Corp                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298912.76    | 0.43%             | 2030-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Brazil Government International Bonds    | Brazil Government International Bonds                                        | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $249425.00    | 0.36%             | 2034-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                 | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                     | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    486000 | PA      | $472429.37    | 0.69%             | 2033-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                 | Brighthouse Financial Inc                                                    | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $211226.29    | 0.31%             | 2051-12-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE LLC                 | Broadstone Net Lease LLC                                                     | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    200000 | PA      | $175564.90    | 0.26%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Capital Automotive Reit                  | Capital Automotive REIT                                                      | CUSIP: 12510HBC3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |    199792 | PA      | $198589.88    | 0.29%             | 2056-02-15      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                 | CHS/Community Health Systems Inc                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    445000 | PA      | $410256.08    | 0.60%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                         | CIFC Funding 2019-VI Ltd                                                     | CUSIP: 12555XAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500122.50    | 0.73%             | 2037-07-16      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS PASS-THROUGH TRUST                   | CVS Pass-Through Trust                                                       | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8409 | PA      | $8879.74      | 0.01%             | 2032-01-10      | Fixed         | 7.51%                 | No            | 2                  | On Loan: No      |
| CVS PASS-THROUGH TRUST                   | CVS Pass-Through Trust                                                       | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127239 | PA      | $129663.16    | 0.19%             | 2034-01-10      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                          | CVS Health Corp                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303762.90    | 0.44%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                 | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    417000 | PA      | $407440.02    | 0.59%             | 2032-02-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                 | Celanese US Holdings LLC                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166392.06    | 0.24%             | 2028-11-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166124.42    | 0.24%             | 2029-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153362.88    | 0.22%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162977.24    | 0.24%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| CITADEL FINANCE LLC                      | Citadel Finance LLC                                                          | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244946.24    | 0.36%             | 2029-02-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139936.94    | 0.20%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164599.73    | 0.24%             | 2031-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75529.35     | 0.11%             | 2030-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust      | Citigroup Commercial Mortgage Trust 2019-GC41                                | CUSIP: 17328FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222000 | PA      | $192431.51    | 0.28%             | 2056-08-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                   | Cloud Software Group Inc                                                     | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379373.96    | 0.55%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                   | Clydesdale Acquisition Holdings Inc                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326575.87    | 0.48%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| College Ave Student Loans                | College Ave Student Loans 2019-A LLC                                         | CUSIP: 19421UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85662 | PA      | $84002.39     | 0.12%             | 2048-12-28      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| College Ave Student Loans                | College Ave Student Loans 2019-A LLC                                         | CUSIP: 19421UAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59335 | PA      | $57584.43     | 0.08%             | 2048-12-28      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| College Ave Student Loans                | College Ave Student Loans 2021-A LLC                                         | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114998 | PA      | $108637.73    | 0.16%             | 2051-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bonds  | Colombia Government International Bonds                                      | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $255407.50    | 0.37%             | 2034-02-02      | Fixed         | 7.50%                 | 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        |     33079 | PA      | $31154.69     | 0.05%             | 2041-05-25      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                    | Continental Resources Inc/OK                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168161.50    | 0.24%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | Corebridge Financial Inc                                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392952.39    | 0.57%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                    | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    275000 | PA      | $241485.35    | 0.35%             | 2041-02-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                             | UBS Group AG                                                                 | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    254000 | PA      | $251554.80    | 0.37%             | 2030-02-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                      | Dominion Energy Inc                                                          | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149044.04    | 0.22%             | 2056-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD EGP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $15696.05     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |         1 | NC      | $-29774.03    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                      | Dow Chemical Co/The                                                          | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57614.23     | 0.08%             | 2054-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust       | EFMT 2026-NQM4                                                               | CUSIP: 26846KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $599803.20    | 0.87%             | 2071-04-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust       | EFMT 2026-NQM4                                                               | CUSIP: 26846KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299897.13    | 0.44%             | 2071-04-25      | Variable      | 5.67%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust       | EFMT 2026-INV2                                                               | CUSIP: 26846TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596646 | PA      | $588700.78    | 0.86%             | 2071-02-25      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                           | EPR Properties                                                               | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     95000 | PA      | $90965.15     | 0.13%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                           | EPR Properties                                                               | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    215000 | PA      | $195140.02    | 0.28%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD CNH                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3703.05     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | PURCHASED CLP / SOLD USD                                                     | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CL        |         1 | NC      | $-6251.62     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED ZMW / SOLD USD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZM        |         1 | NC      | $20790.38     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | PURCHASED CNH / SOLD USD                                                     | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CN        |         1 | NC      | $2883.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED MXN / SOLD CAD                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |         1 | NC      | $3361.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED HUF / SOLD EUR                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |         1 | NC      | $3322.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED KES / SOLD USD                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |         1 | NC      | $-434.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD IDR                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $1010.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |         1 | NC      | $-41596.59    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD INR                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $10414.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                           | PURCHASED BRL / SOLD EUR                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $18130.17     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED COP / SOLD NZD                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CO        |         1 | NC      | $5523.04      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED SEK / SOLD EUR                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |         1 | NC      | $-4096.95     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED EUR / SOLD PHP                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $222.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED CLP / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |         1 | NC      | $-8118.17     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED ZAR / SOLD USD                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |         1 | NC      | $-6613.67     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED KRW / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $-13420.71    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED NZD / SOLD AUD                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $-6306.32     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED UGX / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |         1 | NC      | $-7299.10     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED ARS / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |         1 | NC      | $15320.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED NZD / SOLD CNH                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |         1 | NC      | $-11302.95    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD HKD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $1850.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED NGN / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |         1 | NC      | $-311.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD NZD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |         1 | NC      | $11984.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED CNH / SOLD USD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |         1 | NC      | $809.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | PURCHASED USD / SOLD ILS                                                     | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $3327.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED GBP / SOLD EUR                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $-174.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED TRY / SOLD EUR                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |         1 | NC      | $8556.53      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | PURCHASED USD / SOLD SGD                                                     | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $4451.14      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC   | PURCHASED USD / SOLD CHF                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $7275.47      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED CAD / SOLD EUR                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $850.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED EUR / SOLD GBP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $38.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | PURCHASED MXN / SOLD GBP                                                     | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | MX        |         1 | NC      | $-2778.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD HUF                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $2331.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CAD / SOLD MXN                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $3279.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | PURCHASED USD / SOLD CNH                                                     | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |         1 | NC      | $543.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD BRL                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $-1545.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED AUD / SOLD NZD                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |         1 | NC      | $-778.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD ZMW                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-4271.89     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED KZT / SOLD USD                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |         1 | NC      | $2149.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                           | PURCHASED NZD / SOLD COP                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |         1 | NC      | $-514.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                           | PURCHASED ARS / SOLD USD                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |         1 | NC      | $102.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International              | PURCHASED NZD / SOLD CNH                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |         1 | NC      | $-43.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED CLP / SOLD USD                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |         1 | NC      | $556.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD CLP                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-602.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OVINTIV INC                              | Ovintiv Inc                                                                  | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125720.02    | 0.18%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                             | Enbridge Inc                                                                 | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $162420.00    | 0.24%             | 2083-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                           | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199327.60    | 0.29%             | 2028-02-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59073.59     | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                           | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163016.51    | 0.24%             | 2056-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENSTAR GROUP LTD                         | Enstar Group Ltd                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $176471.97    | 0.26%             | 2031-09-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                       | Enstar Finance LLC                                                           | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $312662.40    | 0.45%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | Enterprise Products Operating LLC                                            | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101013.68    | 0.15%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| ESSENTIAL PROPERTIES LP                  | Essential Properties LP                                                      | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    153000 | PA      | $150399.38    | 0.22%             | 2035-12-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust      | Exeter Automobile Receivables Trust 2026-2                                   | CUSIP: 30166WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299422.53    | 0.44%             | 2032-08-16      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                 | FMC Corp                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    275000 | PA      | $177061.42    | 0.26%             | 2055-11-01      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                              | FIGRE Trust 2026-HE1                                                         | CUSIP: 30249NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288625 | PA      | $285414.49    | 0.42%             | 2056-01-25      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                       | Meta Platforms Inc                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182791.12    | 0.27%             | 2055-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                                             | CUSIP: 3132DNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    572010 | PA      | $509696.35    | 0.74%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                                             | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384646 | PA      | $314698.73    | 0.46%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                                             | CUSIP: 3133KKWQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776686 | PA      | $636903.43    | 0.93%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                              | CUSIP: 3140QNU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907678 | PA      | $809931.59    | 1.18%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                              | CUSIP: 3140XCRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360695 | PA      | $308649.94    | 0.45%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                              | CUSIP: 3140XGFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577665 | PA      | $515457.53    | 0.75%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                              | CUSIP: 3140XJLR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1218693 | PA      | $1044561.41   | 1.52%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                 | Fedex Freight Holding Co Inc                                                 | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170677.62    | 0.25%             | 2033-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FIDUS RE LTD                             | Fidus Re Ltd                                                                 | CUSIP: 316502AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    900000 | PA      | $899798.85    | 1.31%             | 2037-01-08      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                 | First Citizens BancShares Inc/NC                                             | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250239.25    | 0.36%             | 2030-12-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                 | First Citizens BancShares Inc/NC                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229683.05    | 0.33%             | 2035-09-05      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114399.96    | 0.17%             | 2029-09-06      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                     | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199798.18    | 0.29%             | 2030-09-05      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                 | Fortitude Group Holdings LLC                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    319000 | PA      | $324857.54    | 0.47%             | 2030-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                 | Fortitude Global Funding                                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70279.27     | 0.10%             | 2028-10-06      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                    | Foundry JV Holdco LLC                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231777.80    | 0.34%             | 2036-01-25      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                         | GGAM Finance Ltd                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $511122.50    | 0.74%             | 2029-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae II Pool                                                           | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407214 | PA      | $382068.19    | 0.56%             | 2047-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association | Ginnie Mae I Pool                                                            | CUSIP: 36206WY90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $2.63         | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GT Loan Financing Ltd                    | GT Loan Financing I Ltd 2013-1                                               | CUSIP: 36248MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249593.75    | 0.36%             | 2039-04-28      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS CO                        | General Motors Co                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86794.05     | 0.13%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Kennedy Lewis CLO Ltd                    | Kennedy Lewis CLO 19 Ltd                                                     | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249629.75    | 0.36%             | 2036-04-22      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| GENPACT UK/USA INC                       | Genpact UK Finco plc / Genpact USA Inc                                       | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     46000 | PA      | $45047.53     | 0.07%             | 2030-11-18      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                   | Global Atlantic Fin Co                                                       | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    136000 | PA      | $126688.32    | 0.18%             | 2054-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                   | Global Atlantic Fin Co                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192572.38    | 0.28%             | 2054-10-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                   | Global Atlantic Fin Co                                                       | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    153000 | PA      | $144212.03    | 0.21%             | 2056-03-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Goal Capital Funding Trust               | Goal Capital Funding Trust 2006-1                                            | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-O            | CORP              | US        |    218519 | PA      | $198455.82    | 0.29%             | 2042-08-25      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290504.21    | 0.42%             | 2030-02-10      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                        | Golub Capital BDC Inc                                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257163.62    | 0.37%             | 2029-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Goodgreen Trust                          | Goodgreen 2021-1 Trust                                                       | CUSIP: 38217UAC6<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |    299368 | PA      | $255176.36    | 0.37%             | 2056-10-15      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| Goodgreen Trust                          | Goodgreen 2019-2                                                             | CUSIP: 38218EAB3<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | KY        |     66441 | PA      | $57863.92     | 0.08%             | 2055-04-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC Holdings PLC                                                            | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $131479.32    | 0.19%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC Holdings PLC                                                            | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299345.76    | 0.44%             | 2031-08-27      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| HPS CORPORATE LENDING FU                 | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287801.68    | 0.42%             | 2028-01-14      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| harvest commercial capital loan trust    | Harvest Commercial Capital Loan Trust 2025-1                                 | CUSIP: 41757CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198187 | PA      | $199184.26    | 0.29%             | 2057-06-25      | Variable      | 6.73%                 | No            | 2                  | On Loan: No      |
| harvest commercial capital loan trust    | Harvest Commercial Capital Loan Trust 2025-1                                 | CUSIP: 41757CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197481 | PA      | $198448.15    | 0.29%             | 2057-06-25      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| harvest commercial capital loan trust    | Harvest Commercial Capital Loan Trust 2025-1                                 | CUSIP: 41757CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395207 | PA      | $403979.66    | 0.59%             | 2057-06-25      | Variable      | 9.04%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE INC                    | Helmerich & Payne Inc                                                        | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152374.54    | 0.22%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                     | Hercules Capital Inc                                                         | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165520.58    | 0.24%             | 2026-09-16      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                     | Hercules Capital Inc                                                         | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122636.90    | 0.18%             | 2030-06-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Hercules Trust II                        | HERCULES TR II                                                               | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |       150 | NS      | $3565.76      | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                 | Hilcorp Energy I LP / Hilcorp Finance Co                                     | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    593000 | PA      | $591170.30    | 0.86%             | 2035-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hin Timeshare Trust                      | HINNT 2025-A LLC                                                             | CUSIP: 433403AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436435 | PA      | $443883.49    | 0.65%             | 2044-03-15      | Fixed         | 8.22%                 | No            | 2                  | On Loan: No      |
| Horizon Aircraft Finance I Limited       | Horizon Aircraft Finance I Ltd                                               | CUSIP: 440405AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225200 | PA      | $220132.02    | 0.32%             | 2038-12-15      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                 | Service Properties Trust                                                     | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    590000 | PA      | $534363.00    | 0.78%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| HUMANA INC                               | Humana Inc                                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328493.03    | 0.48%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                               | Humana Inc                                                                   | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $394003.69    | 0.57%             | 2056-09-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                        | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $260676.66    | 0.38%             | 2032-09-22      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                    | Huntington Bancshares Inc/OH                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142591.12    | 0.21%             | 2039-11-18      | Fixed         | 6.14%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                 | Huntsman International LLC                                                   | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269568.52    | 0.39%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344801.87    | 0.50%             | 2029-11-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ING GROEP NV                             | ING Groep NV                                                                 | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $385209.08    | 0.56%             | 2027-05-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                 | JH North America Holdings Inc                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80677.20     | 0.12%             | 2032-07-31      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                 | JP Morgan Mortgage Trust Series 2026-NQX1                                    | CUSIP: 46594QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300017.16    | 0.44%             | 2066-07-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                 | JP Morgan Mortgage Trust Series 2026-NQX1                                    | CUSIP: 46594QAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300005.85    | 0.44%             | 2066-07-25      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| J.G. Wentworth XLIII LLC                 | JG Wentworth XLIII LLC                                                       | CUSIP: 46650XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108988 | PA      | $94129.99     | 0.14%             | 2073-08-15      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                 | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings             | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    125000 | PA      | $125057.50    | 0.18%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                          | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205227.00    | 0.30%             | 2030-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KKR & CO INC                             | KKR & Co Inc                                                                 | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      7000 | NS      | $162820.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                 | Liberty Mutual Group Inc                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    365000 | PA      | $356570.79    | 0.52%             | 2051-12-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Life Financial Services Trust            | Life 2021-BMR Mortgage Trust                                                 | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302400 | PA      | $280205.29    | 0.41%             | 2038-03-15      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                    | Lincoln National Corp                                                        | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    169000 | PA      | $176351.50    | 0.26%             | 2027-12-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: —       |
| LLOYDS BANKING GROUP PLC                 | Lloyds Banking Group PLC                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $215159.80    | 0.31%             | 2029-09-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: —       |
| DISCOVERY HOLDINGS INC                   | Discovery Global Holdings Inc                                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    215000 | PA      | $190275.00    | 0.28%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                        | Magnetite XXVI Ltd                                                           | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498352.50    | 0.72%             | 2038-01-25      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| METLIFE CAPITAL TRUST IV                 | MetLife Capital Trust IV                                                     | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $377321.35    | 0.55%             | 2037-12-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC       | MetroNet Infrastructure Issuer LLC                                           | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99471.15     | 0.14%             | 2055-12-20      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                               | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180681.43    | 0.26%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| UTAH ACQUISITION SUB                     | Utah Acquisition Sub Inc                                                     | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144605.15    | 0.21%             | 2046-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust               | Navient Student Loan Trust 2018-EA                                           | CUSIP: 63890BAC0<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $137640.06    | 0.20%             | 2059-12-15      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                        | NatWest Group PLC                                                            | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $380913.00    | 0.55%             | 2034-11-19      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust               | Navient Student Loan Trust 2018-1                                            | CUSIP: 63940DAD4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $232570.08    | 0.34%             | 2067-03-25      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                | Nelnet Student Loan Trust 2012-2                                             | CUSIP: 64031CAB8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199674.84    | 0.29%             | 2036-11-25      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                | Nelnet Student Loan Trust 2012-4                                             | CUSIP: 64033AAB0<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $230707.03    | 0.34%             | 2049-07-26      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                     | Neptune Bidco US Inc                                                         | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339583.65    | 0.49%             | 2033-02-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                 | Neuberger Berman Loan Advisers Clo 44 Ltd                                    | CUSIP: 64133VAL1<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499403.50    | 0.73%             | 2035-10-16      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust      | New Residential Mortgage Loan Trust 2021-NQM3                                | CUSIP: 64831TAE7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1299538.24   | 1.89%             | 2056-11-27      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NextEra Energy Capital Holdings Inc                                          | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202685.95    | 0.29%             | 2082-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC                        | Nexstar Media Inc                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    453000 | PA      | $456451.41    | 0.66%             | 2033-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                      | Nigeria Government International Bond                                        | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    225000 | PA      | $234423.42    | 0.34%             | 2036-01-13      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                          | Nordea Bank Abp                                                              | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $298514.01    | 0.43%             | 2031-09-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                          | Nordea Bank Abp                                                              | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $185443.84    | 0.27%             | 2029-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                             | Novelis Corp                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    360000 | PA      | $320633.82    | 0.47%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                              | OCP CLO 2015-9 Ltd                                                           | CUSIP: 67091YBE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499095.50    | 0.73%             | 2037-01-15      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                              | OCP CLO 2015-9 Ltd                                                           | CUSIP: 67091YBG8<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495554.50    | 0.72%             | 2037-01-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | Occidental Petroleum Corp                                                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133218.66    | 0.19%             | 2054-10-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Oak Hill Credit Partners                 | Oak Hill Credit Partners X-R Ltd                                             | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498452.50    | 0.73%             | 2038-04-20      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| OLD NATL BANCORP                         | Old National Bancorp/IN                                                      | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72647.36     | 0.11%             | 2036-02-15      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| OMNIS FUNDING TRUST                      | Omnis Funding Trust                                                          | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166802.34    | 0.24%             | 2055-05-15      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                | ONEOK Inc                                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156856.41    | 0.23%             | 2055-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                           | 1261229 BC Ltd                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $307153.20    | 0.45%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71076.68     | 0.10%             | 2033-02-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168644.24    | 0.25%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132669.04    | 0.19%             | 2065-09-26      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                              | Oracle Corp                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158602.53    | 0.23%             | 2046-02-04      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC                              | Ovintiv Inc                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    195000 | PA      | $210802.68    | 0.31%             | 2053-07-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: —       |
| BLUE OWL CAPITAL CORP II                 | Blue Owl Capital Corp II                                                     | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283662.81    | 0.41%             | 2026-11-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                 | Blue Owl Technology Finance Corp II                                          | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    312000 | PA      | $307037.51    | 0.45%             | 2029-04-04      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| PG&E CORP                                | PG&E Corp                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150962.16    | 0.22%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | Pacific Gas and Electric Co                                                  | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54675.54     | 0.08%             | 2045-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | Pacific Gas and Electric Co                                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    144000 | PA      | $140346.46    | 0.20%             | 2036-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                       | Panama Government International Bond                                         | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    340000 | PA      | $328947.45    | 0.48%             | 2034-02-23      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| PARSONS CORP                             | Parsons Corp                                                                 | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246000.00    | 0.36%             | 2029-03-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | Patterson-UTI Energy Inc                                                     | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145100.83    | 0.21%             | 2033-10-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                 | Perrigo Finance Unlimited Co                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    705000 | PA      | $643263.75    | 0.94%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                          | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     35000 | PA      | $27569.08     | 0.04%             | 2045-01-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PHILLIPS EDISON GROCERY                  | Phillips Edison Grocery Center Operating Partnership I LP                    | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     74000 | PA      | $72208.17     | 0.11%             | 2033-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                           | Phillips 66 Co                                                               | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123094.76    | 0.18%             | 2056-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                           | Phillips 66 Co                                                               | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104528.27    | 0.15%             | 2056-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                 | Piedmont Operating Partnership LP                                            | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    223000 | PA      | $243509.99    | 0.35%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                 | Piedmont Operating Partnership LP                                            | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     90000 | PA      | $87457.67     | 0.13%             | 2033-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Pioneer Aircraft Finance Limited         | Pioneer Aircraft Finance Ltd                                                 | CUSIP: 72353PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     38568 | PA      | $38382.37     | 0.06%             | 2044-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                 | Plains All American Pipeline LP                                              | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319254.34    | 0.46%             | 2026-04-30      | Variable      | 8.02%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                   | RR 8 Ltd                                                                     | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249650.50    | 0.36%             | 2039-01-15      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                | RFR Trust 2025-SGRM                                                          | CUSIP: 74984NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299962.26    | 0.44%             | 2041-03-11      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GRP OF AMER                  | Reinsurance Group of America Inc                                             | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104392.94    | 0.15%             | 2056-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Renew Financial                          | Renew 2021-1                                                                 | CUSIP: 75975BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    121450 | PA      | $97816.86     | 0.14%             | 2056-11-20      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                   | Rockford Tower CLO 2018-1 Ltd                                                | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250301.00    | 0.36%             | 2031-05-20      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                       | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $248273.26    | 0.36%             | 2036-05-16      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                     | Royal Bank of Canada                                                         | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200732.00    | 0.29%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SLM Student Loan Trust                   | SLM Student Loan Trust 2005-6                                                | CUSIP: 78442GQA7<br>LEI: 5493009EHEQ0QZ0DQN39 | Long             | ABS-O            | CORP              | US        |    128256 | PA      | $122062.21    | 0.18%             | 2044-01-25      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| SLAM 2021-1 LLC                          | Slam 2021-1 Ltd                                                              | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    205100 | PA      | $195732.51    | 0.28%             | 2046-06-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust         | SMB Private Education Loan Trust 2019-A                                      | CUSIP: 78449TAD3<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $177823.79    | 0.26%             | 2042-11-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust         | SMB Private Education Loan Trust 2026-B                                      | CUSIP: 78451PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299776.56    | 0.44%             | 2056-03-15      | Fixed         | 5.36%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust         | SMB Private Education Loan Trust 2026-B                                      | CUSIP: 78451PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $293597.91    | 0.43%             | 2056-03-15      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                   | Sable International Finance Ltd                                              | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    322000 | PA      | $318063.20    | 0.46%             | 2032-10-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                           | Sabre GLBL Inc                                                               | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     72000 | PA      | $61505.64     | 0.09%             | 2029-11-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                           | Sabre GLBL Inc                                                               | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     91000 | PA      | $76485.13     | 0.11%             | 2030-03-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| SABRE FINANCIAL BORROWER                 | Sabre Financial Borrower LLC                                                 | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $356116.40    | 0.52%             | 2029-06-15      | Fixed         | 11.13%                | No            | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                  | Sammons Financial Group Inc                                                  | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333436.71    | 0.49%             | 2032-04-08      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                       | Santos Finance Ltd                                                           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $244965.15    | 0.36%             | 2033-09-19      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                      | Charles Schwab Corp/The                                                      | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188707.43    | 0.27%             | 2026-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                   | Sempra                                                                       | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148582.75    | 0.22%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                   | Sempra                                                                       | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149531.15    | 0.22%             | 2054-10-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                  | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $344170.76    | 0.50%             | 2032-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                   | Sixth Street Specialty Lending Inc                                           | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79656.50     | 0.12%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: —       |
| Sixth Street CLO XVI, LTD.               | Sixth Street CLO XIV Ltd                                                     | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498650.00    | 0.73%             | 2038-01-20      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                     | Smithfield Foods Inc                                                         | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144818.25    | 0.21%             | 2031-09-13      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government International Bond                       | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    275000 | PA      | $251458.90    | 0.37%             | 2055-12-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| South Carolina Student Loan Corporation  | South Carolina Student Loan Corp 2015-A                                      | CUSIP: 83715RAH5<br>LEI: 549300PIO3ZMSROGFF38 | Long             | ABS-O            | CORP              | US        |      1434 | PA      | $1433.64      | 0.00%             | 2036-01-25      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Fixed Income Clearing Corp.              | FIXED INC CLEARING CORP.REPO                                                 | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    440700 | PA      | $440699.89    | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| STELLANTIS FIN US INC                    | Stellantis Finance US Inc                                                    | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351321.67    | 0.51%             | 2032-09-12      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                        | Store Capital LLC                                                            | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    235000 | PA      | $232494.04    | 0.34%             | 2029-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                        | Store Capital LLC                                                            | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     85000 | PA      | $84259.48     | 0.12%             | 2031-02-11      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| STORE Master Funding LLC                 | Store Master Funding I-VII XIV XIX XX XXIV                                   | CUSIP: 86212XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276033 | PA      | $277051.01    | 0.40%             | 2053-06-20      | Fixed         | 6.19%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                 | Suburban Propane Partners LP/Suburban Energy Finance Corp                    | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $388862.20    | 0.57%             | 2035-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Helios Issuer, LLC                       | SUNNOVA HELIOS II ISSUER LLC 2018-1                                          | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90863 | PA      | $86617.59     | 0.13%             | 2048-07-20      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                | Sunoco LP                                                                    | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319935.11    | 0.47%             | 2032-08-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                | Sunoco LP                                                                    | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    264000 | PA      | $261879.05    | 0.38%             | 2031-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PINNACLE FINANCL PARTNRS                 | Pinnacle Financial Partners Inc                                              | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412922.57    | 0.60%             | 2030-11-01      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                      | Synchrony Financial                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152406.72    | 0.22%             | 2030-08-02      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| TPG OPERATING GROUP II                   | TPG Operating Group II LP                                                    | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171635.96    | 0.25%             | 2031-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                 | Texas Capital Bancshares Inc                                                 | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320435.39    | 0.47%             | 2032-02-27      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Thrust Engine Leasing                    | Thrust Engine Leasing 2021 DAC                                               | CUSIP: 88603UAC3<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |     83292 | PA      | $82559.50     | 0.12%             | 2040-07-15      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                    | Time Warner Cable LLC                                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277253.86    | 0.40%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                    | Time Warner Cable LLC                                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135935.40    | 0.20%             | 2040-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                    | Time Warner Cable LLC                                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60075.85     | 0.09%             | 2042-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TORY Commercial Mortgage Trust           | TORY Commercial Mortgage Trust 2026-HGTS                                     | CUSIP: 89148WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195098.90    | 0.28%             | 2046-01-13      | Variable      | 4.98%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER                         | Triton Container International Ltd                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     46000 | PA      | $41593.30     | 0.06%             | 2031-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                      | Turkiye Government International Bond                                        | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $250696.91    | 0.36%             | 2032-05-29      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                             | UBS Group AG                                                                 | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247757.37    | 0.36%             | 2029-09-10      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| USF&G CAPITAL I                          | USF&G Capital I                                                              | CUSIP: 902965AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95940.88     | 0.14%             | 2045-12-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| US BANCORP                               | US Bancorp                                                                   | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122528.41    | 0.18%             | 2027-01-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| U.S. Bank National Association           | US Bank NA                                                                   | CUSIP: 90357PBE3<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    161049 | PA      | $161936.25    | 0.24%             | 2032-02-25      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds    | Mexico Government International Bonds                                        | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    174000 | PA      | $139434.90    | 0.20%             | 2044-03-08      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                         | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $254750.00    | 0.37%             | 2038-01-29      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                   | U.S. Treasury Notes                                                          | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1984765.60   | 2.89%             | 2027-12-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| UNITEDHEALTH GROUP INC                   | UnitedHealth Group Inc                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50467.34     | 0.07%             | 2064-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                  | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC              | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $611091.46    | 0.89%             | 2032-06-15      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                    | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    250000 | PA      | $261440.03    | 0.38%             | 2032-05-25      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust   | Velocity Commercial Capital Loan Trust 2026-1                                | CUSIP: 92262WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198979 | PA      | $195205.26    | 0.28%             | 2056-02-25      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                   | Venture Global LNG Inc                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149406.93    | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust               | Verus Securitization Trust 2026-R2                                           | CUSIP: 92541GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $323211.79    | 0.47%             | 2067-10-25      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                         | Paramount Global                                                             | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    179000 | PA      | $130670.00    | 0.19%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Vista Point Securitization Trust         | Vista Point Securitization Trust 2026-CES1                                   | CUSIP: 92790EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196952.74    | 0.29%             | 2056-02-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Vista Point Securitization Trust         | Vista Point Securitization Trust 2025-CES3                                   | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184981 | PA      | $184685.52    | 0.27%             | 2055-11-25      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| VITALITY RE XVI LTD                      | Vitality Re XVI Ltd                                                          | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    302000 | PA      | $299976.60    | 0.44%             | 2029-01-08      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                         | Vmed O2 UK Financing I PLC                                                   | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172073.26    | 0.25%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TOURMALINE OIL CORP                      | TOURMALINE OIL CORP                                                          | CUSIP: 000000000<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |     19076 | NS      | $13712.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                              | CUSIP: 95003EAE6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    461000 | PA      | $460854.28    | 0.67%             | 2031-05-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                   | WESCO Distribution Inc                                                       | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235585.32    | 0.34%             | 2031-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Wise CLO Ltd                             | WISE CLO 2023-1 Ltd                                                          | CUSIP: 97719BAL7<br>LEI: 254900AQX94N6CYYFI37 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500070.50    | 0.73%             | 2038-10-20      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                 | Wyndham Hotels & Resorts Inc                                                 | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184987.68    | 0.27%             | 2033-03-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                   | XPLR Infrastructure Operating Partners LP                                    | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361463.20    | 0.53%             | 2034-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                              | Swedbank AB                                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $370959.10    | 0.54%             | 2029-03-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $954.95       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -111 | NC      | $94270.78     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -17 | NC      | $9329.77      | 0.01%             |  |  |  | No            | 1                  | 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        |   1137628 | NS      | $1137627.50   | 1.65%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | BGS40H3P0 BARINGS                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |   -200000 | OU      | $-2321.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | BGS41FMV9 BARINGS                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |   -100000 | OU      | $-1281.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                   | BGS43WUB5 BARINGS                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |   -350000 | OU      | $-10390.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | BGS43WUU3 BARINGS                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |   -350000 | OU      | $-2339.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                       | BGS45U392 BARINGS                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -150000 | OU      | $-4749.45     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | BGS49RDL7 BARINGS                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |   -200000 | OU      | $-1257.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce       | BGS4C2396 BARINGS                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |   -100000 | OU      | $-839.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                              | BGS4E9LM0 BARINGS                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |   -200000 | OU      | $-3776.23     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                       | BGS4EEL56 BARINGS                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -200000 | OU      | $-4481.80     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                       | BGS4EL8M8 BARINGS                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -150000 | OU      | $-1366.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                       | BGS4EL8P1 BARINGS                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -150000 | OU      | $-199.05      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Citibank NA                              | BGS4FLYY2 BARINGS                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |   -200000 | OU      | $-2059.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-17

**Name of Applicant:** MASSMUTUAL PREMIER FUNDS

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer