# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001398344-23-004858
**Filing Date:** 2023-2
**Character Count:** 118022
**Document Hash:** 0667d429b18a73fdbb23d5d79b3bb06f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-004858.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001398344-23-004858

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML Series Investment Fund II
- **CENTRAL INDEX KEY:** 0001317146
- **IRS NUMBER:** 043557005
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 23672037

**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 Short-Duration Bond Fund (Series ID: S000028330)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000086554 | Class II        |  |
| C000086555 | Service Class I |  |

## 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:** 4137441000

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

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

- **b. EDGAR series identifier (if any):** S000028330

- **c. LEI of Series:** XL07OZJZFFLZ255H7071

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $133526503.09

**Total Liabilities:** $2572065.79

**Net Assets:** $130954437.30

**Cash Not Reported:** $177.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 119.66 | **1-Year:** 8096.73 | **5-Year:** 14125.22 | **10-Year:** 3850.1 | **30-Year:** 701.72

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

- **3-Month:** 45.41 | **1-Year:** 873.04 | **5-Year:** 627.14 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086554 | 0.70%                | 0.82%                | -0.35%               |
| Class ID C000086555 | 0.58%                | 0.94%                | -0.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-262846.94              | $576300.23                                 |
| Month 2  | $-698518.74              | $1983317.27                                |
| Month 3  | $-33723.97               | $-1227826.76                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** IYFL_BM

### Schedule of Portfolio Investments

| Name                                            | Title                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 321 HENDERSON RECEIVABLES LLC                   | HENDR 2010 3A A 144A          | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90274 | PA      | $87083.39     | 0.07%             | 2048-12-15      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC                   | HENDR 2006 1A A1 144A         | CUSIP: 88576NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5013 | PA      | $5000.70      | 0.00%             | 2041-03-15      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                | SUBORDINATED 144A 07/25 4.75  | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $606131.25    | 0.46%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ACCESS GROUP INC                                | ACCSS 2015 1 B 144A           | CUSIP: 00435TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $128845.05    | 0.10%             | 2058-07-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                       | ADMSO 2018 1 A 144A           | CUSIP: 006346AS9<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    347293 | PA      | $329481.03    | 0.25%             | 2048-11-15      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 07/25 6.5        | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $304229.28    | 0.23%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    555000 | PA      | $485886.53    | 0.37%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                             | SR UNSECURED REGS 06/25 3.125 | CUSIP: ACI1N06Z4<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | NA        |    957000 | PA      | $890545.92    | 0.68%             | 2025-06-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| AIMCO                                           | AIMCO 2019 10A AR 144A        | CUSIP: 00901AAJ6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977767.00    | 0.75%             | 2032-07-22      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LTD                                   | SR UNSECURED 05/24 4.125      | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    740000 | PA      | $715469.05    | 0.55%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                         | COMPANY GUAR 144A 05/28 6.125 | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $389122.40    | 0.30%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                          | COMPANY GUAR 144A 03/26 1.4   | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    260000 | PA      | $225851.03    | 0.17%             | 2026-03-15      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMER                      | SHORT TERMS                   | CUSIP: 02343CPM1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1985825.44   | 1.52%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMTRUST FINANCIAL SERVIC                        | SR UNSECURED 08/23 6.125      | CUSIP: 032359AE1<br>LEI: 549300SNNS1GRWBTGA28 | Long             | DBT              | CORP              | US        |    620000 | PA      | $597995.52    | 0.46%             | 2023-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                        | AOMT 2020 5 A3 144A           | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89717 | PA      | $78492.91     | 0.06%             | 2065-05-25      | Floating      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                        | AOMT 2021 1 M1 144A           | CUSIP: 03465CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    314000 | PA      | $202181.62    | 0.15%             | 2066-01-25      | Floating      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                | SR UNSECURED 144A 08/23 6     | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    323000 | PA      | $318393.08    | 0.24%             | 2023-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                | SR UNSECURED 144A 07/26 3.95  | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    605000 | PA      | $523851.13    | 0.40%             | 2026-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                | SR UNSECURED 144A 01/27 2.75  | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $248671.77    | 0.19%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AON CORPORATION                                 | SHORT TERMS                   | CUSIP: 03739PN51<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998489.66   | 1.53%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                      | APID 2017 26A A2R 144A        | CUSIP: 03766GAQ5<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $487285.50    | 0.37%             | 2029-07-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                              | AQFIT 2021 A A 144A           | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1038419 | PA      | $945522.73    | 0.72%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| ARAB NATIONAL BANK                              | SUBORDINATED REGS 10/30 VAR   | CUSIP: ACI1SC4Z5<br>LEI: 549300688XPYTZKYN814 | Long             | DBT              | CORP              | SA        |    650000 | PA      | $610285.00    | 0.47%             | 2030-10-28      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORP                               | SR UNSECURED 01/26 3.875      | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    535000 | PA      | $490863.44    | 0.37%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | SECURED 144A 01/25 2.5        | CUSIP: 04685A2L4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    420000 | PA      | $393590.87    | 0.30%             | 2025-01-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | SECURED 144A 10/26 1.73       | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    445000 | PA      | $382534.24    | 0.29%             | 2026-10-02      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | SECURED 144A 03/27 3.205      | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    212000 | PA      | $189178.81    | 0.14%             | 2027-03-08      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: —       |
| AVIS BUDGET RENTAL CAR FUNDING                  | AESOP 2018 1A C 144A          | CUSIP: 05377RDA9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494072.55    | 0.38%             | 2024-09-20      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                  | AESOP 2019 3A C 144A          | CUSIP: 05377RDS0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $993674.16    | 0.76%             | 2026-03-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | COMPANY GUAR 144A 04/26 4.25  | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $227016.35    | 0.17%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | COMPANY GUAR 144A 02/25 2.875 | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $923331.21    | 0.71%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD                                     | COMPANY GUAR 144A 05/25 4.45  | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    378000 | PA      | $367052.41    | 0.28%             | 2025-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD                                   | BALLY 2020 2A A2R 144A        | CUSIP: 05875DAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $771042.40    | 0.59%             | 2031-10-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH                   | BAMLL 2019 BPR CMP 144A       | CUSIP: 05492PAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $316562.12    | 0.24%             | 2032-11-05      | Floating      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH                   | BAMLL 2019 BPR DMP 144A       | CUSIP: 05492PAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $381609.95    | 0.29%             | 2032-11-05      | Floating      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH                   | BAMLL 2018 DSNY C 144A        | CUSIP: 054967AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $124485.22    | 0.10%             | 2034-09-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECUR                  | BOAMS 2004 G 2A7              | CUSIP: 05949ALH1<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |      1185 | PA      | $1114.86      | 0.00%             | 2034-08-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | SR UNSECURED 03/26 1.849      | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $530212.66    | 0.40%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | SUBORDINATED 04/25 3.95       | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    178000 | PA      | $173362.12    | 0.13%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 07/27 VAR        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $232310.36    | 0.18%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECUR                  | BHG 2021 B C 144A             | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448000 | PA      | $387983.19    | 0.30%             | 2034-10-17      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECUR                  | BHG 2022 C A 144A             | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729576 | PA      | $723560.13    | 0.55%             | 2035-10-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | SUBORDINATED 05/26 5.2        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1026881.73   | 0.78%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | COMPANY GUAR 04/27 4.7        | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1137494.65   | 0.87%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                         | COMPANY GUAR 144A 12/25 4.25  | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387989.43    | 0.30%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BGC PARTNERS INC                                | SR UNSECURED 12/25 4.375      | CUSIP: 05541TAP6<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    505000 | PA      | $473557.14    | 0.36%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST                             | BHMS 2018 ATLS B 144A         | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $473119.45    | 0.36%             | 2035-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                          | SR UNSECURED 08/24 3.9        | CUSIP: 09259EAA6<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155730.99    | 0.12%             | 2024-08-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | SR UNSECURED 12/26 2.625      | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    890000 | PA      | $737666.98    | 0.56%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | SR UNSECURED 01/25 2.7        | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300461.85    | 0.23%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD                            | BLUEM 2017 1A A1R 144A        | CUSIP: 09629CAL9<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |    548854 | PA      | $540605.89    | 0.41%             | 2029-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 02/26 2.196      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $522990.68    | 0.40%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                            | SR UNSECURED 12/27 6.75       | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361472.49    | 0.28%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                         | SUBORDINATED 144A 07/24 4.625 | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194617.90    | 0.15%             | 2024-07-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                         | SUBORDINATED 144A 10/23 5.7   | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $798894.49    | 0.61%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS                  | BRAVO 2020 NQM1 A3 144A       | CUSIP: 105699AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71776 | PA      | $66371.38     | 0.05%             | 2060-05-25      | Floating      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE I                  | HGVGI 2017 1A A 144A          | CUSIP: 05584AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46812 | PA      | $45512.82     | 0.03%             | 2029-05-25      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE I                  | HGVGI 2019 A B 144A           | CUSIP: 05588UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147905 | PA      | $141409.13    | 0.11%             | 2033-09-26      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES, LLC                    | BJETS 2021 1A A 144A          | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498416 | PA      | $437635.98    | 0.33%             | 2036-04-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES, LLC                    | BJETS 2020 1A A 144A          | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109046 | PA      | $99323.51     | 0.08%             | 2035-11-15      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2                  | BX 2019 XL E 144A             | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268600 | PA      | $259300.48    | 0.20%             | 2036-10-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2                  | BX 2019 XL F 144A             | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753100 | PA      | $724911.32    | 0.55%             | 2036-10-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                        | BX 2021 SOAR E 144A           | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324542 | PA      | $305494.38    | 0.23%             | 2038-06-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                        | BX 2021 VOLT E 144A           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792000 | PA      | $736804.33    | 0.56%             | 2036-09-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONDA SA                                   | SR UNSECURED 144A 01/30 4.5   | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    630000 | PA      | $565897.50    | 0.43%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                  | CAMB 2019 LIFE E 144A         | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545194 | PA      | $522048.28    | 0.40%             | 2037-12-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD                          | CANYC 2017 1A CR 144A         | CUSIP: 13876GAN8<br>LEI: 549300ZCQ7Q4BFIA1797 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $283587.30    | 0.22%             | 2030-07-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT                         | CAUTO 2017 1A A2 144A         | CUSIP: 12479RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581744 | PA      | $552089.08    | 0.42%             | 2047-04-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT                         | CAUTO 2020 1A B1 144A         | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484000 | PA      | $441387.72    | 0.34%             | 2050-02-15      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                         | CARMX 2021 4 D                | CUSIP: 14317JAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $225347.48    | 0.17%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                  | CRVNA 2021 N1 D               | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    954155 | PA      | $901062.64    | 0.69%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                  | CRVNA 2021 P3 D               | CUSIP: 14687JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $641424.42    | 0.49%             | 2028-09-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED                  | CLAST 2018 1 A 144A           | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129047 | PA      | $113108.36    | 0.09%             | 2043-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                               | CEDF 2018 9A A1 144A          | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246220.00    | 0.19%             | 2031-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | COMPANY GUAR 08/26 1.4        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209384.32    | 0.16%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | COMPANY GUAR 03/25 6.05       | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369017.16    | 0.28%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                         | SORT 2020 1 B1 144A           | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91738 | PA      | $78960.65     | 0.06%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                | CIFC 2017 4A A2R 144A         | CUSIP: 12551JAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484538.50    | 0.37%             | 2030-10-24      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST                                       | CIM 2019 INV3 A11 144A        | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321571 | PA      | $295738.98    | 0.23%             | 2049-08-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                   | SUBORDINATED 09/27 4.45       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    465000 | PA      | $444353.02    | 0.34%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                         | SR UNSECURED 05/25 5.25       | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    266000 | PA      | $264214.36    | 0.20%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                              | SECURED 144A 10/26 1.75       | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    714000 | PA      | $626855.56    | 0.48%             | 2026-10-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS                       | CASL 2017 A A1 144A           | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193982 | PA      | $186849.49    | 0.14%             | 2046-11-26      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS                       | CASL 2017 A B 144A            | CUSIP: 194204AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293766 | PA      | $258465.36    | 0.20%             | 2046-11-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS                       | CASL 2018 A A1 144A           | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265780 | PA      | $264217.75    | 0.20%             | 2047-12-26      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS                       | CASL 2021 A B 144A            | CUSIP: 19424KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    868913 | PA      | $777307.13    | 0.59%             | 2051-07-25      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE LOAN CORPORATION TRUST                  | COLLE 2005 2 B                | CUSIP: 194266AE2<br>LEI: 254900HRAVYB2492C092 | Long             | ABS-O            | CORP              | US        |    109440 | PA      | $93866.81     | 0.07%             | 2037-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                             | COMM 2014 CR14 A2             | CUSIP: 12630DAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74480 | PA      | $75529.68     | 0.06%             | 2047-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                   | CBSLT 2017 AGS C 144A         | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     38224 | PA      | $35411.28     | 0.03%             | 2041-05-25      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                   | CBSLT 2018 CGS C 144A         | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      8572 | PA      | $7686.42      | 0.01%             | 2046-02-25      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                   | CBSLT 2018 BGS C 144A         | CUSIP: 20268MAD8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     18665 | PA      | $16763.21     | 0.01%             | 2045-09-25      | Floating      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                   | CBSLT 2018 AGS C 144A         | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     17345 | PA      | $15063.84     | 0.01%             | 2044-02-25      | Floating      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| CONTEMPRY RUIDNG DEVELOP                        | COMPANY GUAR REGS 09/26 1.5   | CUSIP: ACI2081V4<br>LEI: 549300MSU00BINFBY870 | Long             | DBT              | CORP              | VG        |    682000 | PA      | $587338.40    | 0.45%             | 2026-09-09      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | SR UNSECURED 144A 04/27 3.65  | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219380.05    | 0.17%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE ABS REPACKAGING                   | CSRT 2013 A B 144A            | CUSIP: 22546UAA6<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | ABS-O            | CORP              | US        |     34487 | PA      | $32517.76     | 0.02%             | 2030-01-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG                                | SUBORDINATED 144A 08/23 6.5   | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    930000 | PA      | $899310.00    | 0.69%             | 2023-08-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 02/27 VAR   | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    450000 | PA      | $359407.54    | 0.27%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2019 ICE4 D 144A         | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $195009.14    | 0.15%             | 2036-05-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2021 NQM4 M1 144A        | CUSIP: 12659PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $290008.25    | 0.22%             | 2066-05-25      | Floating      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2021 NQM2 A3 144A        | CUSIP: 12662EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508104 | PA      | $404165.40    | 0.31%             | 2066-02-25      | Floating      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE SEASONED LOAN TR                  | CSSLT 2006 1 A 144A           | CUSIP: 22545UAA7<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-O            | CORP              | US        |     11583 | PA      | $11575.82     | 0.01%             | 2034-10-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                 | SR UNSECURED 144A 09/27 VAR   | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    485000 | PA      | $415936.08    | 0.32%             | 2027-09-10      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: —       |
| DATABANK ISSUER LLC                             | COLO 2021 1A A2 144A          | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    991000 | PA      | $856936.53    | 0.65%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE                  | DRMT 2021 1 A3 144A           | CUSIP: 24380VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153545 | PA      | $135033.42    | 0.10%             | 2065-05-25      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | SR UNSECURED 09/24 VAR        | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    435000 | PA      | $420213.58    | 0.32%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | SR UNSECURED 11/27 VAR        | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    430000 | PA      | $365136.25    | 0.28%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | SR UNSECURED 01/28 VAR        | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    225000 | PA      | $191827.51    | 0.15%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                    | DRB 2017 B CFX 144A           | CUSIP: 518887AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172101 | PA      | $165388.94    | 0.13%             | 2042-08-25      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                      | EHGVT 2016 A A 144A           | CUSIP: 28415PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78773 | PA      | $77886.43     | 0.06%             | 2028-04-25      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                      | EHGVT 2017 A B 144A           | CUSIP: 28416DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139222 | PA      | $134597.90    | 0.10%             | 2030-03-25      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                      | EHGVT 2019 A C 144A           | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323107 | PA      | $306715.12    | 0.23%             | 2034-01-25      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM                      | ELFI 2018 A B 144A            | CUSIP: 268571AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49231 | PA      | $45889.96     | 0.04%             | 2042-08-25      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | COMPANY GUAR 144A 07/26 1.375 | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    620000 | PA      | $534588.25    | 0.41%             | 2026-07-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | SR UNSECURED 144A 06/27 4.625 | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    377000 | PA      | $357145.06    | 0.27%             | 2027-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 06/28 4.95       | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    975000 | PA      | $944460.47    | 0.72%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                        | SR UNSECURED 02/25 6.125      | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    649000 | PA      | $650525.15    | 0.50%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                               | COMPANY GUAR 08/27 4.625      | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    309000 | PA      | $296887.90    | 0.23%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FCI FUNDING, LLC                                | FCITL 2019 1A A 144A          | CUSIP: 30259MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6316 | PA      | $6310.12      | 0.00%             | 2031-02-18      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                            | SR UNSECURED 144A 04/27 4.25  | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $336148.79    | 0.26%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE                         | COMPANY GUAR 01/25 4          | CUSIP: 31572UAG1<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $970000.00    | 0.74%             | 2025-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                            | FKH 2021 SFR1 E2 144A         | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $384078.06    | 0.29%             | 2038-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                         | FSMT 2021 6INV A18 144A       | CUSIP: 33851GAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578815 | PA      | $446185.05    | 0.34%             | 2051-08-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA PWR + LGT CO                            | SHORT TERMS                   | CUSIP: 34108BN35<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999508.78    | 0.76%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                      | FNH 2021 1A A 144A            | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253190 | PA      | $1140357.25   | 0.87%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| FNMA POOL 775539                                | FN 05/34 FLOATING VAR         | CUSIP: 31404QS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2213 | PA      | $2225.23      | 0.00%             | 2034-05-01      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | SR UNSECURED 02/25 2.3        | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    645000 | PA      | $582547.97    | 0.44%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC   STACR                             | STACR 2021 DNA2 M2 144A       | CUSIP: 35564KDB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1121000 | PA      | $1108278.33   | 0.85%             | 2033-08-25      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2021 DNA6 M2 144A       | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1046000 | PA      | $984966.53    | 0.75%             | 2041-10-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                         | SECURED 144A 01/27 2.25       | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    685000 | PA      | $603794.63    | 0.46%             | 2027-01-06      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                               | SR UNSECURED 10/25 6.125      | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    605000 | PA      | $616234.74    | 0.47%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                         | COMPANY GUAR 144A 12/27 3.75  | CUSIP: 37892AAA8<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    335000 | PA      | $278501.70    | 0.21%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | COMPANY GUAR 04/26 5.375      | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    348000 | PA      | $341502.19    | 0.26%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA II POOL 008746                             | G2 11/25 FLOATING VAR         | CUSIP: 36202KWF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       182 | PA      | $176.73       | 0.00%             | 2025-11-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA II POOL 080136                             | G2 11/27 FLOATING VAR         | CUSIP: 36225CEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $55.97        | 0.00%             | 2027-11-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA POOL 352022                                | GN 11/23 FIXED 7              | CUSIP: 36203LAX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        61 | PA      | $61.35        | 0.00%             | 2023-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA POOL 491089                                | GN 12/28 FIXED 7              | CUSIP: 36210FRJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       636 | PA      | $642.65       | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA POOL 493723                                | GN 08/29 FIXED 7              | CUSIP: 36210JPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       340 | PA      | $352.96       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA POOL 500928                                | GN 05/29 FIXED 7              | CUSIP: 36210SPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       451 | PA      | $467.60       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA POOL 510083                                | GN 07/29 FIXED 7              | CUSIP: 36211DUG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        49 | PA      | $50.37        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA POOL 581417                                | GN 07/32 FIXED 7              | CUSIP: 36201E4A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       642 | PA      | $662.33       | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN HOME IMPROVEMENT TRUST                  | GHIT 2021 GRN2 A 144A         | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    596151 | PA      | $548490.20    | 0.42%             | 2051-06-25      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                               | SR UNSECURED 04/24 3.375      | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317466.63    | 0.24%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                               | SR UNSECURED 08/26 2.5        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $229516.38    | 0.18%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST                                 | GOODG 2016 1A A 144A          | CUSIP: 38217KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169178 | PA      | $153672.99    | 0.12%             | 2052-10-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| GOODGREEN TRUST                                 | GOODG 2019 1A A 144A          | CUSIP: 38218DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    162261 | PA      | $150742.31    | 0.12%             | 2054-10-15      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| GOODGREEN TRUST                                 | GOODG 2019 2A A 144A          | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    346331 | PA      | $298212.90    | 0.23%             | 2055-04-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| GOODGREEN TRUST                                 | GOODG 2018 1A A 144A          | CUSIP: 38218GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    149947 | PA      | $138067.49    | 0.11%             | 2053-10-15      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUN                  | GPIF 2022 3A B 144A           | CUSIP: 38411DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999998.60    | 0.76%             | 2024-11-01      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER                        | COMPANY GUAR 144A 06/25 3.35  | CUSIP: 41283LAY1<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    449000 | PA      | $418807.04    | 0.32%             | 2025-06-08      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                            | SR UNSECURED 09/26 2.625      | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $472885.06    | 0.36%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                            | SR UNSECURED 01/27 3.375      | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $231796.96    | 0.18%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST                              | HERO 2015 1A A 144A           | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180580 | PA      | $170279.54    | 0.13%             | 2040-09-21      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| HERO FUNDING TRUST                              | HERO 2017 3A A1 144A          | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |     87491 | PA      | $79805.67     | 0.06%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| HERO FUNDING TRUST                              | HERO 2018 1A A2 144A          | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    156205 | PA      | $148404.23    | 0.11%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| HERO FUNDING TRUST                              | HERO 2016 4A A1 144A          | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85020 | PA      | $80504.18     | 0.06%             | 2047-09-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| HIGHER EDUCATION FUNDING                        | HEF 2004 1 B1 144A            | CUSIP: 429827AR9<br>LEI: 635400EWI7RHQRLFJW85 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $855654.55    | 0.65%             | 2044-01-01      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| HIN TIMESHARE TRUST 2020 A                      | HINTT 2020 A B 144A           | CUSIP: 40439HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467156 | PA      | $425404.46    | 0.32%             | 2039-10-09      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I                   | HOF 2020 2 A1 144A            | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7228 | PA      | $7171.18      | 0.01%             | 2065-05-25      | Floating      | 1.66%                 | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LIM                  | HORZN 2018 1 A 144A           | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474148 | PA      | $388327.17    | 0.30%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE III L                  | HORZN 2019 2 A 144A           | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    355919 | PA      | $274624.34    | 0.21%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE III L                  | HORZN 2019 2 B 144A           | CUSIP: 44040JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    683333 | PA      | $419188.25    | 0.32%             | 2039-11-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| HP INC                                          | SHORT TERMS                   | CUSIP: 44331CNP2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996904.00    | 0.76%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 03/26 VAR        | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $404432.85    | 0.31%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 11/28 VAR        | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $325330.93    | 0.25%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | SR UNSECURED 144A 06/26 1.5   | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $650586.62    | 0.50%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | COMPANY GUAR 09/24 4.75       | CUSIP: 451102BW6<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426575.29    | 0.33%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | COMPANY GUAR 144A 07/24 3.125 | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $382553.74    | 0.29%             | 2024-07-26      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                        | SR UNSECURED 144A 05/25 4.75  | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    750000 | PA      | $737857.40    | 0.56%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC                                       | SR UNSECURED 05/27 4.25       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269773.08    | 0.21%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                           | SR UNSECURED 06/27 5.17       | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178723.23    | 0.14%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| JBS USA/FOOD/FINANCE                            | COMPANY GUAR 144A 01/27 2.5   | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | NA        |    860000 | PA      | $752259.20    | 0.57%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JDE PEET S NV                                   | COMPANY GUAR 144A 01/27 1.375 | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    407000 | PA      | $344012.15    | 0.26%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 09/27 VAR        | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $385409.22    | 0.29%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD                           | KKR 28A A 144A                | CUSIP: 48253WAA0<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246590.50    | 0.19%             | 2031-03-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| KNDL MORTGAGE TRUST                             | KNDL 2019 KNSQ E 144A         | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251000 | PA      | $244266.45    | 0.19%             | 2036-05-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KNDR TRUST 2021 KIND                            | KNDR 2021 KIND B 144A         | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546053 | PA      | $506342.12    | 0.39%             | 2038-08-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| KNDR TRUST 2021 KIND                            | KNDR 2021 KIND C 144A         | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595695 | PA      | $549038.59    | 0.42%             | 2038-08-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021 FL2 LTD                               | KREF 2021 FL2 AS 144A         | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $842105.97    | 0.64%             | 2039-02-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LAKEVIEW TRUST                                  | BVEBO 2022 1 M3 144A          | CUSIP: 51236LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1495020.32   | 1.14%             | 2052-04-25      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | SR UNSECURED 08/24 3.2        | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    875000 | PA      | $831427.85    | 0.63%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN                  | LRK 2019 A BFX 144A           | CUSIP: 51889RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256646 | PA      | $245066.37    | 0.19%             | 2048-10-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                        | SR UNSECURED 144A 10/24 2.875 | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $262668.11    | 0.20%             | 2024-10-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZAT                  | LDPT 2021 B A 144A            | CUSIP: 52607HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221471 | PA      | $219892.84    | 0.17%             | 2029-02-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| LI + FUNG LTD                                   | SR UNSECURED REGS 08/25 4.5   | CUSIP: ACI1Q6LX6<br>LEI: 254900B5ACVOJC6VNM71 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1173150.00   | 0.90%             | 2025-08-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                   | LIFE 2021 BMR E 144A          | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365665 | PA      | $346032.28    | 0.26%             | 2038-03-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| MACH I                                          | MAACH 2019 1 A 144A           | CUSIP: 55446MAA5<br>LEI: 549300ODEK8HY3445C77 | Long             | ABS-O            | CORP              | KY        |    273031 | PA      | $220692.97    | 0.17%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                             | SR UNSECURED 144A 01/27 VAR   | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    845000 | PA      | $737254.05    | 0.56%             | 2027-01-12      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| MAF SUKUK LTD                                   | COMPANY GUAR REGS 11/25 4.5   | CUSIP: ACI0HQ6V5<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    625000 | PA      | $613338.75    | 0.47%             | 2025-11-03      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                                      | COMPANY GUAR 144A 04/26 3.375 | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330985.74    | 0.25%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                             | COMPANY GUAR 144A 05/25 5     | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $441900.00    | 0.34%             | 2025-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES BENZ FIN NORTH                         | SHORT TERMS                   | CUSIP: 58768KNW1<br>LEI: 549300423Z16BB673J12 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2987819.58   | 2.28%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                      | MFRA 2021 NQM2 A3 144A        | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396661 | PA      | $316872.21    | 0.24%             | 2064-11-25      | Floating      | 1.47%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                   | MHC 2021 MHC E 144A           | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $586904.77    | 0.45%             | 2038-04-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                          | SR UNSECURED 09/25 VAR        | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $342727.92    | 0.26%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | SUBORDINATED 09/26 4.35       | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1117543.60   | 0.85%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 04/28 VAR        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233359.77    | 0.18%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST                       | MSBAM 2013 C7 B               | CUSIP: 61690KAH5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244032.25    | 0.19%             | 2046-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC                          | MSAIC 2017 1A A 144A          | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     31758 | PA      | $30407.51     | 0.02%             | 2042-06-20      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC                          | MSAIC 2018 2GS A 144A         | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135918 | PA      | $123177.43    | 0.09%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | SR UNSECURED 06/27 VAR        | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $299088.53    | 0.23%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                      | NAVSL 2020 BA B 144A          | CUSIP: 63941GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $1719583.36   | 1.31%             | 2069-01-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN                   | NPELT 2016 A A1A 144A         | CUSIP: 64034JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5648 | PA      | $5645.69      | 0.00%             | 2040-12-26      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                       | NSLT 2015 3A B 144A           | CUSIP: 64033TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $122411.81    | 0.09%             | 2054-06-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                     | SR UNSECURED 11/28 5.875      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435817.90    | 0.33%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                        | NEUB 2017 25A BR 144A         | CUSIP: 64131JAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $964465.00    | 0.74%             | 2029-10-18      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN                   | NRZT 2016 4A A1 144A          | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122481 | PA      | $110241.70    | 0.08%             | 2056-11-25      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO 2 LTD.                           | NBCLO 2017 1A A2R 144A        | CUSIP: 65023PAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241907.75    | 0.18%             | 2030-07-25      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | SR UNSECURED 09/27 6.375      | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198822.00    | 0.15%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATIO                  | NEWZ 2021 1 C 144A            | CUSIP: 65246PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927000 | PA      | $905892.86    | 0.69%             | 2055-05-25      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | SR UNSECURED 144A 09/26 1.85  | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1032141.62   | 0.79%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NMLT TRUST                                      | NLT 2021 INV2 A3 144A         | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716596 | PA      | $570781.25    | 0.44%             | 2056-08-25      | Floating      | 1.52%                 | Yes           |                  2 | On Loan: No      |
| NMLT TRUST                                      | NLT 2021 INV2 M1 144A         | CUSIP: 62917JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $421328.74    | 0.32%             | 2056-08-25      | Floating      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                             | SR UNSECURED 07/25 5.099      | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    241000 | PA      | $238488.78    | 0.18%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                   | SR UNSECURED 03/27 4          | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71603.60     | 0.05%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NORDSTROM INC                                   | SR UNSECURED 04/24 2.3        | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    268000 | PA      | $250633.60    | 0.19%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| NP SPE LP                                       | NPRL 2017 1A A1 144A          | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |     98222 | PA      | $92463.60     | 0.07%             | 2047-10-21      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| OAK STREET INVESTMENT GRADE NE                  | OAKIG 2020 1A A3 144A         | CUSIP: 67181DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $342254.44    | 0.26%             | 2050-11-20      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                        | COMPANY GUAR 01/28 4.75       | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    779000 | PA      | $718697.33    | 0.55%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020                   | ONYP 2020 1NYP C 144A         | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    616000 | PA      | $574891.12    | 0.44%             | 2036-01-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020                   | ONYP 2020 1NYP D 144A         | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414000 | PA      | $376717.60    | 0.29%             | 2036-01-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                        | OBX 2020 INV1 A21 144A        | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145528 | PA      | $123603.21    | 0.09%             | 2049-12-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                        | OBX 2021 NQM1 M1 144A         | CUSIP: 67114BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333000 | PA      | $184528.65    | 0.14%             | 2066-02-25      | Floating      | 2.22%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                        | OBX 2021 NQM3 A3 144A         | CUSIP: 67114JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822293 | PA      | $600807.21    | 0.46%             | 2061-07-25      | Floating      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| ORANGE LAKE TIMESHARE TRUST                     | ONGLT 2016 A B 144A           | CUSIP: 68504LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48524 | PA      | $48509.14     | 0.04%             | 2029-03-08      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                         | COMPANY GUAR 01/26 5.375      | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273146.39    | 0.21%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                        | SR UNSECURED 02/27 4.7        | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451461.83    | 0.34%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING TRUST                    | OXFIN 2020 1A A2 144A         | CUSIP: 69144AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126197 | PA      | $124767.96    | 0.10%             | 2028-02-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS + ELECTRIC                          | 1ST MORTGAGE 06/25 4.95       | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374423.58    | 0.29%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD                           | PLMRS 2020 3A A2R 144A        | CUSIP: 69701RAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484065.50    | 0.37%             | 2031-11-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PARKER HANNIFIN CORP                            | SHORT TERMS                   | CUSIP: 70109MQP2<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $988416.89    | 0.75%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON UTI ENERGY INC                        | SR UNSECURED 02/28 3.95       | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    685000 | PA      | $605299.91    | 0.46%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| PENNSYLVANIA ST HGR EDU ASSIST                  | PASSTD 10/42 ADJUSTABLE VAR   | CUSIP: 709163GJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $285904.32    | 0.22%             | 2042-10-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | COMPANY GUAR 09/23 4.625      | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    715000 | PA      | $704167.75    | 0.54%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM S PRIDE CORP                            | COMPANY GUAR 144A 09/27 5.875 | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108637.35    | 0.08%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | SR UNSECURED 10/25 4.65       | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548523.75    | 0.42%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | SR UNSECURED 12/26 4.5        | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86513.17     | 0.07%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                         | PNMSR 2018 GT1 A 144A         | CUSIP: 69354WAC0<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249459.65    | 0.19%             | 2023-02-25      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO LTD                                     | RAD 2018 1A BR 144A           | CUSIP: 48661AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $339196.55    | 0.26%             | 2031-07-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                                | SR SECURED 144A 09/27 5.838   | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    610725 | PA      | $613522.12    | 0.47%             | 2027-09-30      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Repurchase Agreement                            | FIXED INC CLEARING CORP.REPO  | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1189347 | PA      | $1189347.10   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRO                  | RAMP 2005 EFC1 M5             | CUSIP: 76112BRQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210822 | PA      | $200788.70    | 0.15%             | 2035-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                         | SR UNSECURED 144A 05/27 4.45  | CUSIP: 79588TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1064595.05   | 0.81%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER REVOLVING AUTO LOAN                   | SREV 2019 A D 144A            | CUSIP: 80286JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $195716.05    | 0.15%             | 2032-01-26      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                        | SR UNSECURED 01/28 VAR        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $316390.88    | 0.24%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                 | SBAC 2014 2A C 144A           | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $411019.16    | 0.31%             | 2049-10-15      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                 | ASSET BACKED 144A 07/50 1.884 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287000 | PA      | $252658.53    | 0.19%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | SR UNSECURED 10/24 4.35       | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    935000 | PA      | $849981.87    | 0.65%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SHELLPOINT CO ORIGINATOR TRUST                  | SCOT 2016 1 2A3 144A          | CUSIP: 82281EBR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205099 | PA      | $185503.43    | 0.14%             | 2031-10-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                          | SR SECURED REGS 02/24 6.125   | CUSIP: ACI18G231<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $73555.04     | 0.06%             | 2024-02-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO                   | SRFC 2020 2A C 144A           | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38613 | PA      | $36405.88     | 0.03%             | 2037-07-20      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO                   | SRFC 2018 1A B                | CUSIP: 82652LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123199 | PA      | $117164.83    | 0.09%             | 2035-04-20      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                              | COMPANY GUAR REGS 05/26 4.125 | CUSIP: P8674JAE9<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $426377.04    | 0.33%             | 2026-05-02      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                          | SR UNSECURED 11/24 3.875      | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395247.88    | 0.30%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLC STUDENT LOAN TRUST                          | SLCLT 2005 1 B                | CUSIP: 784420AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210577 | PA      | $186433.10    | 0.14%             | 2045-02-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2005 8 B                 | CUSIP: 78442GQT6<br>LEI: 549300H0EHPP0GTD9V95 | Long             | ABS-O            | USGA              | US        |    110387 | PA      | $100782.76    | 0.08%             | 2055-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2005 9 B                 | CUSIP: 78442GRC2<br>LEI: SCSW2GRYW6ZPGKE5DL61 | Long             | ABS-O            | USGA              | US        |    266601 | PA      | $239193.05    | 0.18%             | 2041-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2006 7 B                 | CUSIP: 78443GAJ4<br>LEI: 5493001BOLT10TUVAD70 | Long             | ABS-O            | USGA              | US        |    642219 | PA      | $568904.66    | 0.43%             | 2042-01-27      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2003 14 A6               | CUSIP: 78442GKN5<br>LEI: 5493001IJLRQI58G5Z31 | Long             | ABS-O            | USGA              | US        |      6726 | PA      | $6724.49      | 0.01%             | 2025-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2005 6 B                 | CUSIP: 78442GQA7<br>LEI: 549300H0EHPP0GTD9V95 | Long             | ABS-O            | USGA              | US        |    346516 | PA      | $317202.29    | 0.24%             | 2044-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2006 5 B                 | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | USGA              | US        |    310956 | PA      | $290658.95    | 0.22%             | 2040-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU                  | SMB 2016 C A2B 144A           | CUSIP: 78449KAC4<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |     69327 | PA      | $68480.77     | 0.05%             | 2034-09-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU                  | SMB 2018 C A2B 144A           | CUSIP: 78449QAC1<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    247098 | PA      | $239319.60    | 0.18%             | 2035-11-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                            | COMPANY GUAR 144A 02/27 4.25  | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    775000 | PA      | $714550.97    | 0.55%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR                  | SOFI 2016 D A1 144A           | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7699 | PA      | $7675.56      | 0.01%             | 2039-01-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | SR UNSECURED 144A 12/26 VAR   | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $456748.83    | 0.35%             | 2026-12-14      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | SR UNSECURED 144A 01/28 VAR   | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $175253.63    | 0.13%             | 2028-01-19      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL                   | STAR 2019 INV1 A3 144A        | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    532984 | PA      | $500563.01    | 0.38%             | 2049-09-27      | Floating      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL                   | STAR 2021 3 A3 144A           | CUSIP: 85573JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216675 | PA      | $170672.07    | 0.13%             | 2056-06-25      | Floating      | 1.52%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD RESIDENTIAL MORTGAGE                   | STAR 2021 1 A3 144A           | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622369 | PA      | $509590.84    | 0.39%             | 2065-05-25      | Floating      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| State Street Navigator Securities Lending Trust | Prime Portfolio               | CUSIP: 638995910<br>LEI: 5493005HD34MZLK62085 | Long             | STIV             | RF                | US        |   2169500 | NS      | $2169500.00   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE MASTER FUNDING LLC                        | STR 2018 1A A3 144A           | CUSIP: 86212VAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503533 | PA      | $481129.63    | 0.37%             | 2048-10-20      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO                  | SASC 2006 GEL1 M2 144A        | CUSIP: 863576EH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94844 | PA      | $92038.89     | 0.07%             | 2035-11-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                             | COMPANY GUAR 144A 04/25 4.892 | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $324697.42    | 0.25%             | 2025-04-24      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| SYNGENTA FINANCE NV                             | COMPANY GUAR 144A 04/23 4.441 | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |    183000 | PA      | $182178.32    | 0.14%             | 2023-04-24      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC                           | TAL 2020 1A B 144A            | CUSIP: 87407RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687375 | PA      | $603803.88    | 0.46%             | 2045-09-20      | Fixed         | 3.29%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                              | SR UNSECURED 144A 05/24 5.303 | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    430000 | PA      | $407399.20    | 0.31%             | 2024-05-30      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| THRUST ENGINE LEASING                           | THRST 2021 1A A 144A          | CUSIP: 88603UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    568013 | PA      | $417701.09    | 0.32%             | 2040-07-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO LTD                                    | TICP 2018 11A A 144A          | CUSIP: 87249QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $393887.60    | 0.30%             | 2031-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO LTD                                    | TICP 2020 15A A 144A          | CUSIP: 87250RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984748.00    | 0.75%             | 2033-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                          | COMPANY GUAR 03/27 4.875      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $358810.34    | 0.27%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOWER BERSAMA INFRASTRUC                        | SR UNSECURED REGS 01/25 4.25  | CUSIP: ACI1J2SL2<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |   1445000 | PA      | $1387978.91   | 1.06%             | 2025-01-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER                                | COMPANY GUAR 144A 04/26 2.05  | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    950000 | PA      | $826571.35    | 0.63%             | 2026-04-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                    | SR UNSECURED 144A 01/27 VAR   | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $350683.10    | 0.27%             | 2027-01-30      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| US 10YR ULTRA FUT MAR23                         | XCBT 20230322                 | CUSIP: ADI26ZBM5<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -12 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE (CBT) MAR23                         | XCBT 20230331                 | CUSIP: ADI27GZW8<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -36 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE (CBT) MAR23                         | XCBT 20230331                 | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -253 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | 12/24 1.75                    | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $664813.80    | 0.51%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                           | COMPANY GUAR 08/26 6.25       | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $1065681.42   | 0.81%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VANTAGE DATA CENTERS LLC                        | VDC 2020 1A A2 144A           | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $599530.88    | 0.46%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| VASA TRUST                                      | VASA 2021 VASA D 144A         | CUSIP: 92230AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711000 | PA      | $644230.49    | 0.49%             | 2039-07-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| VERDE CLO LTD                                   | VERDE 2019 1A AR 144A         | CUSIP: 92338BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490946.50    | 0.37%             | 2032-04-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2019 INV2 A3 144A       | CUSIP: 92537HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288632 | PA      | $275167.12    | 0.21%             | 2059-07-25      | Floating      | 3.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2019 INV3 M1 144A       | CUSIP: 92537MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $219155.50    | 0.17%             | 2059-11-25      | Floating      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2021 5 A3 144A          | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209194 | PA      | $160798.39    | 0.12%             | 2066-09-25      | Floating      | 1.37%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2020 4 M1 144A          | CUSIP: 92538LAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548000 | PA      | $448650.67    | 0.34%             | 2065-05-25      | Floating      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC                                     | COMPANY GUAR 06/27 2.3        | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $876638.28    | 0.67%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                               | SR UNSECURED 06/26 2.15       | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    310000 | PA      | $262544.78    | 0.20%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS                                 | SHORT TERMS                   | CUSIP: 93142XP62<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994915.39    | 0.76%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/25 3.638 | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    750000 | PA      | $713712.06    | 0.55%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                            | SR UNSECURED 144A 05/26 2.2   | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    880000 | PA      | $781341.54    | 0.60%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| WELK RESORTS LLC                                | WLKRG 2017 AA B 144A          | CUSIP: 94945PAB1<br>LEI: 549300MEV7EEC7NFNW78 | Long             | ABS-O            | CORP              | US        |     44283 | PA      | $44148.73     | 0.03%             | 2033-06-15      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| WENS FOODSTUFF GROUP                            | SR UNSECURED REGS 10/25 2.349 | CUSIP: BN4NTBII1<br>LEI: 3003005O7DXT61IXLJ96 | Long             | DBT              | CORP              | CN        |    900000 | PA      | $779006.25    | 0.59%             | 2025-10-29      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION T                  | WESTF 2018 A A 144A           | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194363 | PA      | $155217.24    | 0.12%             | 2043-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                          | SR UNSECURED 144A 06/26 3.8   | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    325000 | PA      | $299915.26    | 0.23%             | 2026-06-06      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                          | SR UNSECURED 144A 06/28 4.75  | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $415651.23    | 0.32%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

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

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO