# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001752724-25-201532
**Filing Date:** 2025-8
**Character Count:** 172443
**Document Hash:** a21d27d7007441b51de1e5a3b85b00e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-201532.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-201532

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML Series Investment Fund II
- **CENTRAL INDEX KEY:** 0001317146

**ORGANIZATION NAME:**
- **EIN:** 043557005
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 251249117

**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

## Series and Classes Contracts Data

### MML Managed Bond Fund (Series ID: S000003834)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000010690 | Initial Class |  |
| C000067855 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MML Series Investment Fund II

- **b. Investment Company Act file number:** 811-21714

- **c. CIK number of Registrant:** 0001317146

- **d. LEI of Registrant:** XSZQMOMB2JPNHA01JH98

- **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 Managed Bond Fund

- **b. EDGAR series identifier (if any):** S000003834

- **c. LEI of Series:** P1YXM1SSOECE52ITGE86

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $759011266.11

**Total Liabilities:** $28444705.42

**Net Assets:** $730566560.69

**Delayed Delivery Securities:** $7116767.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -436.99000000 | **1-Year:** -14601.68000000 | **5-Year:** -40365.75000000 | **10-Year:** -50443.48000000 | **30-Year:** -35428.30000000

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

- **3-Month:** -481.38000000 | **1-Year:** -9648.04000000 | **5-Year:** -30556.25000000 | **10-Year:** -18488.29000000 | **30-Year:** -10671.18000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010690 | -0.18%               | -0.26%               | 1.74%                |
| Class ID C000067855 | -0.20%               | -0.28%               | 1.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $171290.91               | $-3224688.99                               |
| Month 2  | $-876574.85              | $-2896374.73                               |
| Month 3  | $-180083.13              | $9286394.87                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NBC1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $377167.16    | 0.05%             | 2051-06-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1589004.64   | 0.22%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    665000 | PA      | $638560.66    | 0.09%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    714000 | PA      | $781627.14    | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                   | KIND Trust 2021-KIND                                                            | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1586968 | PA      | $1566137.57   | 0.21%             | 2038-08-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                   | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1922320.10   | 0.26%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                          | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2445938.01   | 0.33%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2019-VI Ltd                                                        | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2661122.05   | 0.36%             | 2037-07-16      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                        | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $891716.15    | 0.12%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                              | MFT Trust 2020-ABC                                                              | CUSIP: 55317BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919000 | PA      | $711099.59    | 0.10%             | 2042-02-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1842967 | PA      | $1479737.37   | 0.20%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1878964 | PA      | $1735258.79   | 0.24%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance LLC                     | Structured Receivables Finance 2010-B LLC                                       | CUSIP: 86365LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7048 | PA      | $7034.77      | 0.00%             | 2036-08-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                | Capital Automotive REIT                                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |    970000 | PA      | $943747.55    | 0.13%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1123142.79   | 0.15%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1061850.60   | 0.15%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1653108.00   | 0.23%             | 2054-04-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    625000 | PA      | $610936.47    | 0.08%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    498000 | PA      | $466889.94    | 0.06%             | 2029-05-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                               | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1320199.25   | 0.18%             | 2029-09-30      | Fixed         | 6.25%                 | 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        |    897724 | PA      | $927606.79    | 0.13%             | 2057-06-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138NYFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11848 | PA      | $10798.67     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                  | OCP CLO Ltd                                                                     | CUSIP: 67570KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749994.75   | 0.24%             | 2035-07-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1522630 | PA      | $1478434.16   | 0.20%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                          | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1821457.73   | 0.25%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1426432.26   | 0.20%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNX81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2852584 | PA      | $2658485.28   | 0.36%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                               | Celanese US Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2500846.88   | 0.34%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                 | Rockford Tower CLO 2019-1 Ltd                                                   | CUSIP: 77342MAQ9<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500681.00   | 0.21%             | 2034-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                             | Penske Truck Leasing Co LP                                                      | CUSIP: 70962AVR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992646.40    | 0.14%             | 2025-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $763201.56    | 0.10%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                      | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    930000 | PA      | $865369.79    | 0.12%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1303262.07   | 0.18%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                  | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   2289537 | PA      | $2231197.51   | 0.31%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $33626564.40  | 4.60%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XJLR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7724948 | PA      | $6511205.02   | 0.89%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                 | CVS Pass-Through Trust                                                          | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765101 | PA      | $772398.70    | 0.11%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13521837.00  | 1.85%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2024-E                                         | CUSIP: 78450XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2464368.75   | 0.34%             | 2056-10-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                           | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1431054.33   | 0.20%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                           | Ares Loan Funding VI Ltd                                                        | CUSIP: 04020TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002862.00   | 0.14%             | 2037-07-10      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                               | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3811000 | PA      | $3931394.86   | 0.54%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2023-LIFE                                                              | CUSIP: 05609DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $480280.25    | 0.07%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $2087849.34   | 0.29%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                       | Antares Holdings LP                                                             | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3698011.30   | 0.51%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                 | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1465449.39   | 0.20%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                   | Hercules Capital Inc                                                            | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   3284000 | PA      | $3175503.34   | 0.43%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1264571.36   | 0.17%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                               | MetLife Capital Trust IV                                                        | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $920848.32    | 0.13%             | 2037-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                  | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2590000 | PA      | $2515625.30   | 0.34%             | 2027-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                             | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980193 | PA      | $934763.83    | 0.13%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT                                | United Airlines 2018-1 Class B Pass Through Trust                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222822 | PA      | $220060.55    | 0.03%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   3050000 | PA      | $2912825.64   | 0.40%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1089711.97   | 0.15%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                              | CUSIP: 3133TLUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6408 | PA      | $6634.48      | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                                | Buttermilk Park CLO Ltd                                                         | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000844.00   | 0.27%             | 2031-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1003249.31   | 0.14%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2024-A                                         | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |   2910000 | PA      | $2984188.70   | 0.41%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7SM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16127 | PA      | $15824.06     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    675000 | PA      | $642709.57    | 0.09%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                      | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2833185.74   | 0.39%             | 2039-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        62 | NC      | $309262.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BGME Trust                                             | BGME Trust 2021-VR                                                              | CUSIP: 05551XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $1693293.36   | 0.23%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                              | Spire Inc                                                                       | CUSIP: 84858MU97<br>LEI: 549300NXSY15DRY2R511 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998853.30    | 0.14%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                          | DROP Mortgage Trust 2021-FILE                                                   | CUSIP: 26210YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529000 | PA      | $1393989.15   | 0.19%             | 2043-10-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                  | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1652000 | PA      | $1298719.80   | 0.18%             | 2044-03-08      | Fixed         | 4.75%                 | 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        |    572777 | PA      | $540758.17    | 0.07%             | 2048-12-28      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XCRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1721470 | PA      | $1447227.32   | 0.20%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                           | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   5552760 | NS      | $5552760.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                   | BANK 2020-BNK30                                                                 | CUSIP: 06541UBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $1262365.44   | 0.17%             | 2053-12-15      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                               | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826742 | PA      | $834364.57    | 0.11%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                               | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2265000 | PA      | $2261279.28   | 0.31%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140X7PB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200702 | PA      | $182318.24    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    900000 | PA      | $892593.99    | 0.12%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    718000 | PA      | $731398.86    | 0.10%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1815000 | PA      | $1816343.10   | 0.25%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                               | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1052118.11   | 0.14%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6814458 | PA      | $5407513.91   | 0.74%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QPJL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4919982 | PA      | $4742196.09   | 0.65%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    785000 | PA      | $746768.44    | 0.10%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                               | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1465000 | PA      | $1532360.70   | 0.21%             | 2029-03-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138WMFK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87606 | PA      | $79677.30     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                                | Beechwood Park CLO Ltd                                                          | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003652.00   | 0.27%             | 2035-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    980000 | PA      | $683550.00    | 0.09%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7HD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       342 | PA      | $345.64       | 0.00%             | 2027-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1148183.86   | 0.16%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    585000 | PA      | $580935.77    | 0.08%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                        | Invesco CLO 2021-3 Ltd                                                          | CUSIP: 46146JAC0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998278.00   | 0.27%             | 2034-10-22      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                  | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAB5<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   1093826 | PA      | $1071046.32   | 0.15%             | 2040-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                         | Rad CLO 12 Ltd                                                                  | CUSIP: 75009PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001466.00   | 0.14%             | 2034-10-30      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7D75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3237 | PA      | $3255.23      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7K69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1718 | PA      | $1739.15      | 0.00%             | 2028-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                       | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1050000 | PA      | $911002.87    | 0.12%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                            | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $999636.32    | 0.14%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                               | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1813739.48   | 0.25%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2516640.99   | 0.34%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1457985.75   | 0.20%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1828365.66   | 0.25%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust 2021-GR2                                    | CUSIP: 36262JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1773002 | PA      | $1445134.76   | 0.20%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | APIDOS CLO XLVIII Ltd                                                           | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005518.00   | 0.27%             | 2037-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                       | Paramount Global                                                                | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    971000 | PA      | $954042.01    | 0.13%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2311381.34   | 0.32%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                           | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1857398.20   | 0.25%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                     | CUSIP: 71855AU77<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999101.70    | 0.14%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                    | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1891202.17   | 0.26%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                  | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAC3<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    325358 | PA      | $315292.40    | 0.04%             | 2040-07-15      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                 | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1627648.51   | 0.22%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QPST5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4504248 | PA      | $4324594.09   | 0.59%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138W1R74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37450 | PA      | $34074.32     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    637000 | PA      | $611404.51    | 0.08%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $574153.51    | 0.08%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                     | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2859463.28   | 0.39%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4395049 | PA      | $3656428.73   | 0.50%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIDUS RE LTD                                           | Fidus Re Ltd                                                                    | CUSIP: 316502AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4700000 | PA      | $4699485.82   | 0.64%             | 2037-01-08      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                          | DROP Mortgage Trust 2021-FILE                                                   | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908000 | PA      | $779591.18    | 0.11%             | 2043-10-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XII Ltd                                                     | CUSIP: 59803TAW1<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |    700000 | PA      | $700718.90    | 0.10%             | 2036-04-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                               | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    396000 | PA      | $383011.37    | 0.05%             | 2043-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36225CEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       130 | PA      | $129.84       | 0.00%             | 2027-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4462115 | PA      | $4494230.99   | 0.62%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138WANW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189672 | PA      | $187513.42    | 0.03%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC      | EDvestinU Private Education Loan Issue No 1 LLC                                 | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267532 | PA      | $257695.87    | 0.04%             | 2038-11-25      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1437269.40   | 0.20%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138NYMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75025 | PA      | $68203.23     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                   | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1234252.72   | 0.17%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3038699 | PA      | $2691868.01   | 0.37%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                 | RR 7 Ltd                                                                        | CUSIP: 74980EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751076.25    | 0.10%             | 2037-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418UEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128147 | PA      | $129631.15    | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1895000 | PA      | $1891880.64   | 0.26%             | 2035-03-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691014 | PA      | $1622906.69   | 0.22%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2852974 | PA      | $2498387.42   | 0.34%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2019-1                                                | CUSIP: 64034CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3099232.18   | 0.42%             | 2067-04-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3164851.43   | 0.43%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                    | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    815000 | PA      | $741820.05    | 0.10%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1136000 | PA      | $1031891.45   | 0.14%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| USF&G CAPITAL I                                        | USF&G Capital I                                                                 | CUSIP: 902965AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $941307.48    | 0.13%             | 2045-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XGFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2918098 | PA      | $2559064.67   | 0.35%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       350 | NC      | $263739.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1520118.71   | 0.21%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31417EGF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51896 | PA      | $47214.75     | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                 | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282839.46    | 0.04%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                               | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |   2451000 | PA      | $2505769.95   | 0.34%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                        | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1837699.92   | 0.25%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman CLO 32R Ltd                                                    | CUSIP: 64135XAA9<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.27%             | 2039-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                      | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAJ6<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4038116.65   | 0.55%             | 2039-02-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    211000 | PA      | $219268.97    | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1019000 | PA      | $1048367.58   | 0.14%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                               | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1181151.82   | 0.16%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                   | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2464636.66   | 0.34%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3769654 | PA      | $3838858.91   | 0.53%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KKWQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3735936 | PA      | $3005459.40   | 0.41%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                              | CBAMR 2017-4 Ltd                                                                | CUSIP: 12516EAC5<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005000.00   | 0.27%             | 2038-03-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $988279.04    | 0.14%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                            | Texas Debt Capital CLO 2023-I Ltd                                               | CUSIP: 88238CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.27%             | 2038-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                             | BGME Trust 2021-VR                                                              | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8018000 | PA      | $5868201.01   | 0.80%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                              | News Corp                                                                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2568820.01   | 0.35%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4355670 | PA      | $4361085.89   | 0.60%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1542475.62   | 0.21%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1154368.47   | 0.16%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                     | HERO Funding Trust 2016-3                                                       | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276788 | PA      | $252006.78    | 0.03%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1352921.92   | 0.19%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                       | Antares Holdings LP                                                             | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2365739.79   | 0.32%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1034869.16   | 0.14%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy                                                               | CUSIP: 30040XU95<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1997684.20   | 0.27%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1687058.32   | 0.23%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QNU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4577663 | PA      | $4011581.81   | 0.55%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                    | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1635000 | PA      | $1647077.75   | 0.23%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1554000 | PA      | $1572620.03   | 0.22%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7P56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21617 | PA      | $21269.69     | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7LU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       855 | PA      | $853.58       | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | 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        |   1000000 | PA      | $999554.00    | 0.14%             | 2035-10-16      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                      | Labrador Aviation Finance Ltd 2016-1A                                           | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1113700 | PA      | $1083049.33   | 0.15%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2021-INV1                                   | CUSIP: 64829WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2087363 | PA      | $1694840.78   | 0.23%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                               | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2256000 | PA      | $2219000.70   | 0.30%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ELECTRONIC ARTS INC                                    | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $799300.54    | 0.11%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                               | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    980000 | PA      | $948931.71    | 0.13%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 36211DUG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83 | PA      | $84.44        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Educational Services of America Inc                    | Edsouth Indenture No 9 LLC                                                      | CUSIP: 281378AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1068559.91   | 0.15%             | 2056-10-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418AQW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79407 | PA      | $72199.17     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                     | Enstar Finance LLC                                                              | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2197301.26   | 0.30%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                           | NiSource Inc                                                                    | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    950000 | PA      | $934338.74    | 0.13%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                        | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   1990000 | PA      | $1827561.51   | 0.25%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | Apidos CLO XXXII                                                                | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248325.00   | 0.17%             | 2033-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                     | HERO Funding Trust 2016-4A                                                      | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356533 | PA      | $327893.91    | 0.04%             | 2047-09-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138NWKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3356 | PA      | $3055.99      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    790000 | PA      | $682123.83    | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QDX25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3427479 | PA      | $3100679.57   | 0.42%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138MCT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62973 | PA      | $57290.39     | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                               | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    589000 | PA      | $598734.73    | 0.08%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                  | Sixth Street CLO XIV Ltd                                                        | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998016.00    | 0.14%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3143189 | PA      | $2789833.72   | 0.38%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                 | Mosaic Solar Loans 2017-1 LLC                                                   | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     97920 | PA      | $94177.98     | 0.01%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                       | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1310799.69   | 0.18%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33500000 | PA      | $20994450.00  | 2.87%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DNVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4337573 | PA      | $4072252.13   | 0.56%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                     | Hero Funding 2017-3                                                             | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    319673 | PA      | $282364.06    | 0.04%             | 2048-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd                               | Marble Point CLO XIX Ltd                                                        | CUSIP: 56607KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250535.50   | 0.31%             | 2034-01-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                    | Banc of America Mortgage 2004-G Trust                                           | CUSIP: 05949ALH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2917 | PA      | $2902.33      | 0.00%             | 2034-08-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XV LTD                                     | Vitality Re XV Ltd                                                              | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3016000 | PA      | $3066970.40   | 0.42%             | 2028-01-07      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                 | Goldentree Loan Management US CLO 1 Ltd                                         | CUSIP: 38136FBW2<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991752.00    | 0.14%             | 2034-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1694703.12   | 0.23%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                         | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365763 | PA      | $343983.39    | 0.05%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715455 | PA      | $1717600.66   | 0.24%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                      | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4957129.50   | 0.68%             | 2039-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    750000 | PA      | $737812.50    | 0.10%             | 2026-05-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XDHD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3612791 | PA      | $3031601.88   | 0.41%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418AQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2830496 | PA      | $2645799.94   | 0.36%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179YYT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15344893 | PA      | $14291991.30  | 1.96%             | 2054-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                               | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1759264.45   | 0.24%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7L84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6153 | PA      | $6145.97      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                               | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    889000 | PA      | $903760.96    | 0.12%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                            | Bacardi Ltd                                                                     | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $598907.32    | 0.08%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    674000 | PA      | $700704.18    | 0.10%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1677043 | PA      | $1492179.18   | 0.20%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QVQT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9625329 | PA      | $9513224.28   | 1.30%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7JV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3711 | PA      | $3756.08      | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                             | Allianz SE                                                                      | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3539364.84   | 0.48%             | 2025-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                       | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $949956.92    | 0.13%             | 2037-01-10      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                   | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2508202.25   | 0.34%             | 2029-08-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1665802 | PA      | $1665801.34   | 0.23%             | 2038-06-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3495659.35   | 0.48%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -30 | NC      | $-32906.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITADEL SECURITIES GLOBA                               | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    296000 | PA      | $299516.76    | 0.04%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III                                  | Pine Street Trust III                                                           | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1851011.94   | 0.25%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Educational Services of America Inc                    | Edsouth Indenture No 8 LLC                                                      | CUSIP: 28090AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1192720.92   | 0.16%             | 2048-06-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                   | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2190354.51   | 0.30%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1950000 | PA      | $1853640.56   | 0.25%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1232352.99   | 0.17%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128E4B35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       650 | PA      | $653.10       | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                           | Juniper Valley Park CLO Ltd                                                     | CUSIP: 48206KAS5<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |   1350000 | PA      | $1347942.60   | 0.18%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 36210SPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1588 | PA      | $1621.26      | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132E0Z54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4846145 | PA      | $4879430.47   | 0.67%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                               | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $951207.23    | 0.13%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                     | HERO Funding Trust 2017-2                                                       | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74382 | PA      | $67890.84     | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7FP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       408 | PA      | $410.79       | 0.00%             | 2027-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    140000 | PA      | $117989.05    | 0.02%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2012-CCRE4 Mortgage Trust                                                  | CUSIP: 12624QBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $768499.58    | 0.11%             | 2045-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2022-1 Ltd                                              | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750621.75    | 0.10%             | 2035-04-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust           | Wells Fargo Mortgage Backed Securities 2019-1 Trust                             | CUSIP: 95001TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20675 | PA      | $19584.36     | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138ETCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337024 | PA      | $340875.51    | 0.05%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1864155.12   | 0.26%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                           | Parallel 2021-2 Ltd                                                             | CUSIP: 69916KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450326.70    | 0.06%             | 2034-10-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9485646 | PA      | $9298098.00   | 1.27%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                  | Helmerich & Payne Inc                                                           | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3336751.22   | 0.46%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| U.S. Bank National Association                         | US Bank NA                                                                      | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    876302 | PA      | $874991.70    | 0.12%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                        | Benefit Street Partners CLO V-B Ltd                                             | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006522.00   | 0.27%             | 2037-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                        | Ascot Group Ltd                                                                 | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    831000 | PA      | $857435.44    | 0.12%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                 | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600985 | PA      | $629360.63    | 0.09%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                      | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1815427.86   | 0.25%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                          | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    663000 | PA      | $677757.72    | 0.09%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1747161.90   | 0.24%             | 2054-02-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1978705.01   | 0.27%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1154029.42   | 0.16%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                | Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL1                  | CUSIP: 863576EH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97151 | PA      | $96977.94     | 0.01%             | 2035-11-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    846000 | PA      | $857887.53    | 0.12%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7HZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8690 | PA      | $8773.52      | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418UX25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845997 | PA      | $855818.56    | 0.12%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer, LLC                          | Sunnova Hestia II Issuer LLC                                                    | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1018261 | PA      | $1017170.72   | 0.14%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO 42 Ltd                                                             | CUSIP: 871987AA1<br>LEI: 254900S693X90O62Z022 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2004878.00   | 0.27%             | 2037-04-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5582812 | PA      | $4677726.89   | 0.64%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1561875.00   | 0.21%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9846268 | PA      | $9672537.30   | 1.32%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138M0CS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8229 | PA      | $7494.72      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1275683.33   | 0.17%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2290083.15   | 0.31%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 36210JPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1232 | PA      | $1260.92      | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                               | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    830000 | PA      | $818919.12    | 0.11%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   2075000 | PA      | $2054097.07   | 0.28%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                          | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1185094.06   | 0.16%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1239159.70   | 0.17%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2160000 | PA      | $1872299.56   | 0.26%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7BG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       393 | PA      | $393.22       | 0.00%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2021-1 Receivables Funding LLC                                 | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233976 | PA      | $228735.21    | 0.03%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                       | Flatiron CLO 20 Ltd                                                             | CUSIP: 33883MAL8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500516.50    | 0.07%             | 2036-05-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                               | Lloyds Banking Group PLC                                                        | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1625000 | PA      | $1629363.13   | 0.22%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1845120.93   | 0.25%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                               | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $758357.25    | 0.10%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2022-1 Ltd                                                   | CUSIP: 13877JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    940000 | PA      | $940438.04    | 0.13%             | 2035-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                     | HERO FUNDING 2018-1                                                             | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    558164 | PA      | $518995.59    | 0.07%             | 2048-09-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                 | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    678000 | PA      | $705850.88    | 0.10%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138W27D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9219 | PA      | $8377.48      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                              | Anchorage Capital CLO 19 Ltd                                                    | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001126.00   | 0.27%             | 2034-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                 | SLM Student Loan Trust 2006-5                                                   | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | CORP              | US        |   1454838 | PA      | $1376367.09   | 0.19%             | 2040-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| COLEM 2021-HLNE Mortgage Trust                         | COLEM 2022-HLNE Mortgage Trust                                                  | CUSIP: 12659JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $960751.20    | 0.13%             | 2042-04-12      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                 | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1011000 | PA      | $1008961.76   | 0.14%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                          | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2883934.57   | 0.39%             | 2053-08-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                  | Sixth Street CLO XX Ltd                                                         | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700000.00   | 0.23%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1408369.41   | 0.19%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $1483095.80   | 0.20%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128E4G22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3431 | PA      | $3464.14      | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AERCAP IRELAND CAP/GLOBA                                                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1225000 | PA      | $1226951.07   | 0.17%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                          | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    938000 | PA      | $951042.06    | 0.13%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QPHU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8937334 | PA      | $8115907.71   | 1.11%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                         | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2399000 | PA      | $1590881.98   | 0.22%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1851019.00   | 0.25%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                    | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    834000 | PA      | $829647.69    | 0.11%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust 2025-3                                   | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2344146 | PA      | $2360311.49   | 0.32%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                               | Ares Strategic Income Fund                                                      | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2284209.08   | 0.31%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                               | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1155000 | PA      | $1007845.49   | 0.14%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Hubbell Inc                                            | Hubbell Inc                                                                     | CUSIP: 44352AUX5<br>LEI: 54930088VDQ6840Y6597 | Long             | STIV             | CORP              | US        |    500000 | PA      | $498075.00    | 0.07%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                    | MidOcean Credit CLO XIV Ltd                                                     | CUSIP: 59803FAA9<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002614.00   | 0.14%             | 2037-04-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                        | Nordea Bank Abp                                                                 | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2893000 | PA      | $2817898.01   | 0.39%             | 2031-09-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY RESOU                               | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAD2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1397105.30   | 0.19%             | 2037-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                                        | Ares Finance Co III LLC                                                         | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1797200.04   | 0.25%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3587000 | PA      | $2668337.73   | 0.37%             | 2054-02-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    820000 | PA      | $827799.23    | 0.11%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138W14S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18507 | PA      | $16816.16     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1710000 | PA      | $1779898.73   | 0.24%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $525712.44    | 0.07%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                | Flagstar Mortgage Trust 2021-6INV                                               | CUSIP: 33851GAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3231160 | PA      | $2621531.09   | 0.36%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                 | Mosaic Solar Loan Trust 2018-1                                                  | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116220 | PA      | $110584.47    | 0.02%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31417FYF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20853 | PA      | $18971.88     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | 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        |    835353 | PA      | $793519.64    | 0.11%             | 2044-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                          | Ballyrock CLO 26 Ltd                                                            | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1705188.40   | 0.23%             | 2037-07-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1197209.62   | 0.16%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3842873 | PA      | $3766892.52   | 0.52%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                      | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    880000 | PA      | $856386.29    | 0.12%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    830000 | PA      | $788966.44    | 0.11%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698511 | PA      | $678366.64    | 0.09%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8495719 | PA      | $8527522.20   | 1.17%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 36210CY72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       804 | PA      | $816.60       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                 | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    508000 | PA      | $520427.08    | 0.07%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QNU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5532013 | PA      | $4840999.72   | 0.66%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                              | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621881.26    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 36202KWF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        79 | PA      | $78.73        | 0.00%             | 2025-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers CLO 30 Ltd                                       | CUSIP: 64132MBA5<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002300.00   | 0.27%             | 2037-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                     | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2565000 | PA      | $2275682.88   | 0.31%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140QPPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11687047 | PA      | $11220903.40  | 1.54%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                   | Woodside Finance Ltd                                                            | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1857000 | PA      | $1890659.89   | 0.26%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1787731.79   | 0.24%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                     | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    960000 | PA      | $973688.64    | 0.13%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1286858 | PA      | $1302344.67   | 0.18%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                               | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1830585.98   | 0.25%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                               | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   2465000 | PA      | $2092800.85   | 0.29%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1980000 | PA      | $1990913.86   | 0.27%             | 2036-03-03      | Fixed         | 5.45%                 | 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        |   1354500 | PA      | $1340955.14   | 0.18%             | 2038-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6532586 | PA      | $5491896.30   | 0.75%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                               | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1847000 | PA      | $2057261.33   | 0.28%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                                | CUSIP: 3133KHXL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3030271 | PA      | $2754601.55   | 0.38%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                 | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1048064.83   | 0.14%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                        | Oak Hill Credit Partners X-R Ltd                                                | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997302.00    | 0.14%             | 2038-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291043 | PA      | $282435.58    | 0.04%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                      | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2141280.73   | 0.29%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                           | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1268547.91   | 0.17%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        85 | NC      | $324403.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                                | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1534851.78   | 0.21%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140XDDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5038323 | PA      | $4232532.20   | 0.58%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31418M4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7213 | PA      | $7273.46      | 0.00%             | 2028-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2019-5                                                | CUSIP: 64034EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $1682621.61   | 0.23%             | 2067-10-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8781898.00   | 1.20%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                  | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    592000 | PA      | $563104.53    | 0.08%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1423000 | PA      | $1427829.48   | 0.20%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                               | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1663960.68   | 0.23%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                 | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1525016.54   | 0.21%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $21062360.40  | 2.88%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2022-2 Ltd                                                   | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $996715.00    | 0.14%             | 2038-04-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                    | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1607000 | PA      | $1685625.69   | 0.23%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                              | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858947 | PA      | $826276.10    | 0.11%             | 2048-12-28      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                                           | CUSIP: 3128PTMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       728 | PA      | $725.61       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                      | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   2300000 | PA      | $2261838.56   | 0.31%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                    | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1510000 | PA      | $1510575.31   | 0.21%             | 2025-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5838771.60   | 0.80%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                     | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1364847.50   | 0.19%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                        | Benefit Street Partners Clo 41 Ltd                                              | CUSIP: 08186GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.27%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd                                    | Harbor Park CLO 18-1 Ltd                                                        | CUSIP: 41154XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1290000 | PA      | $1292327.16   | 0.18%             | 2031-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                               | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2122000 | PA      | $2109924.25   | 0.29%             | 2034-11-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3140W0C94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5755894 | PA      | $5897537.82   | 0.81%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                              | MFT Trust 2020-ABC                                                              | CUSIP: 55317BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2253000 | PA      | $1587888.04   | 0.22%             | 2042-02-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust 2021-GR2                                    | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177569 | PA      | $955394.45    | 0.13%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2005-4                                                | CUSIP: 64031QCK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $79525.76     | 0.01%             | 2032-03-22      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| NP SPE LP                                              | NP SPE II LLC                                                                   | CUSIP: 62946AAD6<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2068372.57   | 0.28%             | 2047-10-21      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                     | HERO Funding Trust 2017-2                                                       | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92524 | PA      | $82477.18     | 0.01%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                         | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1336000 | PA      | $1278747.46   | 0.18%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                               | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3006000 | PA      | $2927238.89   | 0.40%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                        | Global Atlantic Fin Co                                                          | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3519233.28   | 0.48%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                               | Plains All American Pipeline LP                                                 | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2349957.33   | 0.32%             | 2025-07-30      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                          | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1280000.38   | 0.18%             | 2038-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                               | CUSIP: 36209SZC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38 | PA      | $38.12        | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                    | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3050000 | PA      | $2833688.51   | 0.39%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 3138EKSD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39801 | PA      | $36186.53     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                                 | CUSIP: 31417EGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41378 | PA      | $37689.99     | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                     | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1619338.84   | 0.22%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                               | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1565000 | PA      | $1648382.65   | 0.23%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                               | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1280628.08   | 0.18%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund             | Oak Street Investment Grade Net Lease Fund Series 2020-1                        | CUSIP: 67181DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190500 | PA      | $1164146.97   | 0.16%             | 2050-11-20      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                         | Galaxy XXVI CLO Ltd                                                             | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000484.00   | 0.14%             | 2031-11-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                  | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1080000 | PA      | $1086480.00   | 0.15%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9811566 | PA      | $9639980.06   | 1.32%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1712129.13   | 0.23%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    595000 | PA      | $421452.66    | 0.06%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                 | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1476000 | PA      | $946596.51    | 0.13%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2431000 | PA      | $2538953.42   | 0.35%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

**Name of Applicant:** MML Series Investment Fund II

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer