# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001752724-25-201570
**Filing Date:** 2025-8
**Character Count:** 114724
**Document Hash:** 14a814783da29a84318494df634ee5a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-201570.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-201570

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 251249158

**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:** 413-744-1000

**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:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $113684971.57

**Total Liabilities:** $3054639.92

**Net Assets:** $110630331.65

**Delayed Delivery Securities:** $553523.70

**Cash Not Reported:** $510369.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -155.10000000 | **1-Year:** -3748.42000000 | **5-Year:** -6664.21000000 | **10-Year:** -309.55000000 | **30-Year:** -3.20000000

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

- **3-Month:** -207.54000000 | **1-Year:** -3462.53000000 | **5-Year:** -4575.12000000 | **10-Year:** -1761.48000000 | **30-Year:** -568.25000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086554 | 0.43%                | 0.32%                | 0.75%                |
| Class ID C000086555 | 0.43%                | 0.32%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19529.17               | $19072.41                                  |
| Month 2  | $-20809.87               | $189999.24                                 |
| Month 3  | $-20350.81               | $450435.10                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Honda Finance Corp                   | American Honda Finance Corp                                                 | CUSIP: 02665JVJ6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $993679.00    | 0.90%             | 2025-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                              | ABN AMRO Bank NV                                                            | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301554.84    | 0.27%             | 2026-10-13      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                               | DTE Electric Co                                                             | CUSIP: 23336GUM1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994794.20   | 1.80%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                 | Parkland Corp                                                               | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $193114.06    | 0.17%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loan Trust 2018-2-GS                                           | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96177 | PA      | $89578.48     | 0.08%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG                       | KT&G Corp                                                                   | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202858.12    | 0.18%             | 2028-05-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                         | Hikma Finance USA LLC                                                       | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |    675000 | PA      | $674894.61    | 0.61%             | 2025-07-09      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2022-2                                | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1402379.44   | 1.27%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                 | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457256.24    | 0.41%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                          | KIND Trust 2021-KIND                                                        | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545520 | PA      | $538700.79    | 0.49%             | 2038-08-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                | Capital One NA                                                              | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461051.92    | 0.42%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc    | Fidelity National Information Services Inc                                  | CUSIP: 31621YUF4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4990387.00   | 4.51%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                  | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310934.96    | 0.28%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                  | Juniper Valley Park CLO Ltd                                                 | CUSIP: 48206KAQ9<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500405.50    | 0.45%             | 2036-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                  | ING Groep NV                                                                | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    295000 | PA      | $302502.03    | 0.27%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer           | BRE Grand Islander Timeshare Issuer 2019-A LLC                              | CUSIP: 05588UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60020 | PA      | $58923.30     | 0.05%             | 2033-09-26      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| PVOne LLC                                     | PVOne 2023-2 LLC                                                            | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209366 | PA      | $209362.63    | 0.19%             | 2035-09-17      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                            | Advance Auto Parts Inc                                                      | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326740.58    | 0.30%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                                    | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    555000 | PA      | $583180.68    | 0.53%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                    | Penske Truck Leasing Co LP                                                  | CUSIP: 70962AVR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992646.40    | 0.90%             | 2025-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                          | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289490.25    | 0.26%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $284581.95    | 0.26%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                        | RR 8 Ltd                                                                    | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501125.00    | 0.45%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2024-8                                           | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |    266547 | PA      | $266249.94    | 0.24%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                         | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194222.69    | 0.18%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                        | Harvest Midstream I LP                                                      | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237986.42    | 0.22%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                 | Commonbond Student Loan Trust 2018-BGS                                      | CUSIP: 20268MAD8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     17651 | PA      | $15358.91     | 0.01%             | 2045-09-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                          | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $440692.14    | 0.40%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust           | PenFed Auto Receivables Owner Trust                                         | CUSIP: 70687FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303887.79    | 0.27%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                        | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $541498.74    | 0.49%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                         | Truist Financial Corp                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    305000 | PA      | $329914.58    | 0.30%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                    | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    750000 | PA      | $600000.00    | 0.54%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                            | Advance Auto Parts Inc                                                      | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143971.20    | 0.13%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                        | Blue Owl Credit Income Corp                                                 | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645873.54    | 0.58%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                 | MHC Commercial Mortgage Trust 2021-MHC                                      | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $496929.90    | 0.45%             | 2038-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                                       | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $557821.55    | 0.50%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Enstar Group Ltd                              | Enstar Group Ltd                                                            | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $302200.16    | 0.27%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                       | Global Net Lease Inc / Global Net Lease Operating Partnership LP            | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    485000 | PA      | $463187.03    | 0.42%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                             | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    290000 | PA      | $293286.60    | 0.27%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                       | Buttermilk Park CLO Ltd                                                     | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500211.00    | 0.45%             | 2031-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-2                                           | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509515.25    | 0.46%             | 2029-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                         | Newark BSL CLO 2 Ltd                                                        | CUSIP: 65023PAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250096.00    | 0.23%             | 2030-07-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2021-B                                             | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448000 | PA      | $423839.94    | 0.38%             | 2034-10-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                              | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    125000 | PA      | $119020.29    | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                | EPR Properties                                                              | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    450000 | PA      | $447697.13    | 0.40%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $329216.81    | 0.30%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-P3                                      | CUSIP: 14687JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $812119.70    | 0.73%             | 2028-09-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                  | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    564525 | NS      | $564525.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO Ltd                                   | Rad CLO 4 Ltd                                                               | CUSIP: 749984AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500319.50    | 0.45%             | 2032-04-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    114000 | PA      | $116127.40    | 0.10%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2017-IV Ltd                                                    | CUSIP: 12551JAN6<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499998.50    | 0.45%             | 2030-10-24      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                           | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $156897.00    | 0.14%             | 2029-03-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust 2020-5                                             | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37511 | PA      | $35819.97     | 0.03%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                     | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317072.51    | 0.29%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                    | Elara HGV Timeshare Issuer 2019-A LLC                                       | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124856 | PA      | $122114.06    | 0.11%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                          | Edison International                                                        | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197962.73    | 0.18%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                          | Mercury General Corp                                                        | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297482.29    | 0.27%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2022-1                         | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216424 | PA      | $216005.48    | 0.20%             | 2028-03-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                          | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    325000 | PA      | $281977.08    | 0.25%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                       | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              |  | US        |    348000 | PA      | $348075.86    | 0.31%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-C                            | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989846 | PA      | $886858.82    | 0.80%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                   | Phillips 66                                                                 | CUSIP: 71855AU77<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998203.40   | 1.81%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                     | Mylan Inc                                                                   | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570216.38    | 0.52%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                      | FirstEnergy Pennsylvania Electric Co                                        | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226513.56    | 0.20%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                  | SK Hynix Inc                                                                | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202514.60    | 0.18%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                                          | CUSIP: 36225CEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24 | PA      | $23.83        | 0.00%             | 2027-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2021-NQM3 Trust                                                         | CUSIP: 67114JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611866 | PA      | $506184.85    | 0.46%             | 2061-07-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                 | JG Wentworth XXII LLC                                                       | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33113 | PA      | $32762.02     | 0.03%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Grantor Trust 2024-5                                         | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    406833 | PA      | $409264.55    | 0.37%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                      | Genpact Luxembourg SARL/Genpact USA Inc                                     | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    277000 | PA      | $286704.15    | 0.26%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                             | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $509329.97    | 0.46%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2021-5                                           | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151925 | PA      | $131043.57    | 0.12%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2018-A LLC                                        | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156677 | PA      | $156321.99    | 0.14%             | 2047-12-26      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                       | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401218.84    | 0.36%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                | ELM Trust 2024-ELM                                                          | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1108936.18   | 1.00%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                            | Santos Finance Ltd                                                          | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $302549.23    | 0.27%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) SEP25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       315 | NC      | $245658.31    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                              | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244493.80    | 0.22%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                         | Amrize Finance US LLC                                                       | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304021.02    | 0.27%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                            | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $387762.31    | 0.35%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-A-GS                                     | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     15872 | PA      | $13164.84     | 0.01%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                               | Synovus Bank/Columbus GA                                                    | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    523000 | PA      | $528667.25    | 0.48%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $584646.82    | 0.53%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                              | Genuine Parts Co                                                            | CUSIP: 37255FUR9<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996779.90    | 0.90%             | 2025-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                        | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261474.22    | 0.24%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE SECURED LEND                       | Blackstone Secured Lending Fund                                             | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340785.88    | 0.31%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                             | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314136.51    | 0.28%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                        | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281937.39    | 0.25%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                    | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290851.10    | 0.26%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust 2016-4                                  | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78951 | PA      | $74885.71     | 0.07%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-N1                                      | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112957 | PA      | $109591.93    | 0.10%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                          | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326918.03    | 0.30%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust   | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust                       | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119733 | PA      | $116985.69    | 0.11%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ANB SUKUK LTD                                 | ANB Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300688XPYTZKYN814 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $645779.02    | 0.58%             | 2030-10-28      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                      | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                  | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    285000 | PA      | $277224.63    | 0.25%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                         | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    605000 | PA      | $595123.73    | 0.54%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                        | Blackstone Private Credit Fund                                              | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $473428.30    | 0.43%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                      | Blue Owl Capital Corp II                                                    | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285688.57    | 0.26%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                         | Lincoln National Corp                                                       | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344335.04    | 0.31%             | 2028-03-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: —       |
| BARCLAYS PLC                                  | Barclays PLC                                                                | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $305243.55    | 0.28%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                      | Patterson-UTI Energy Inc                                                    | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    685000 | PA      | $663283.90    | 0.60%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-9                                               | CUSIP: 78442GRC2<br>LEI: SCSW2GRYW6ZPGKE5DL61 | Long             | ABS-O            | CORP              | US        |    266601 | PA      | $247663.80    | 0.22%             | 2041-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                     | CIM Trust 2019-INV3                                                         | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237812 | PA      | $225751.13    | 0.20%             | 2049-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                           | CUSIP: 36211DUG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16 | PA      | $16.09        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297073.19    | 0.27%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-8                                               | CUSIP: 78442GQT6<br>LEI: 549300FBYELJTA2VHZ52 | Long             | ABS-O            | CORP              | US        |     79108 | PA      | $75565.13     | 0.07%             | 2055-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400141.34    | 0.36%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                    | HIN Timeshare Trust 2020-A                                                  | CUSIP: 40439HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207481 | PA      | $201614.85    | 0.18%             | 2039-10-09      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO Funding Trust 2016-4A                                                  | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59184 | PA      | $54430.39     | 0.05%             | 2047-09-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320092.86    | 0.29%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                                                 | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270106.93    | 0.24%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                      | Aspen Insurance Holdings Ltd                                                | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     89000 | PA      | $90470.95     | 0.08%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust      | Ford Credit Floorplan Master Owner Trust A                                  | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401356.80    | 0.36%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loans 2017-1 LLC                                               | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     19326 | PA      | $18587.76     | 0.02%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                 | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $442631.55    | 0.40%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust          | Laurel Road Prime Student Loan Trust 2019-A                                 | CUSIP: 51889RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256646 | PA      | $247716.87    | 0.22%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | Hero Funding 2017-3                                                         | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |     62721 | PA      | $55400.54     | 0.05%             | 2048-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                           | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235583.36    | 0.21%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities           | Banc of America Mortgage 2004-G Trust                                       | CUSIP: 05949ALH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       556 | PA      | $552.83       | 0.00%             | 2034-08-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust               | BRAVO Residential Funding Trust 2020-NQM1                                   | CUSIP: 105699AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30625 | PA      | $29819.77     | 0.03%             | 2060-05-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP            | One New York Plaza Trust 2020-1NYP                                          | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414000 | PA      | $388467.59    | 0.35%             | 2036-01-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD        | Goldentree Loan Management US CLO 1 Ltd                                     | CUSIP: 38136FBW2<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495876.00    | 0.45%             | 2034-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                             | Golub Capital BDC Inc                                                       | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    621000 | PA      | $629432.20    | 0.57%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                     | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $290199.20    | 0.26%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1460045 | PA      | $1460045.13   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                       | Corebridge Global Funding                                                   | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304218.74    | 0.27%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                               | Goodgreen 2019-2                                                            | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    266983 | PA      | $229593.89    | 0.21%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Trust 2024-1                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262318 | PA      | $266189.01    | 0.24%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                             | Newell Brands Inc                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202685.40    | 0.18%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                      | Fortitude Group Holdings LLC                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    269000 | PA      | $276749.79    | 0.25%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust                   | FCCU Auto Receivables Trust 2024-1                                          | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509303.40    | 0.46%             | 2030-04-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2020-INV1 Trust                                                         | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109402 | PA      | $96551.20     | 0.09%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                    | MFA 2021-NQM2 Trust                                                         | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266152 | PA      | $238832.82    | 0.22%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Avenue Student Loans LLC                                            | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104863 | PA      | $104950.28    | 0.09%             | 2046-11-26      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO Funding Trust 2015-1                                                   | CUSIP: 42770LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121217 | PA      | $113945.92    | 0.10%             | 2040-09-21      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2019-INV3                                        | CUSIP: 92537MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $251889.26    | 0.23%             | 2059-11-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                            | A&D Mortgage Trust 2023-NQM3                                                | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830327 | PA      | $838172.71    | 0.76%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC                            | LG Electronics Inc                                                          | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203599.12    | 0.18%             | 2027-04-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust 2021-SOAR                                      | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286693 | PA      | $286693.17    | 0.26%             | 2038-06-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                      | Omega Healthcare Investors Inc                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    575000 | PA      | $578227.25    | 0.52%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) SEP25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -202 | NC      | $-269598.98   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| FNA VI LLC                                    | FNA VI LLC                                                                  | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485740 | PA      | $451636.45    | 0.41%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                      | SCCU Auto Receivables Trust 2024-1                                          | CUSIP: 78436RAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $399115.48    | 0.36%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                              | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399284.13    | 0.36%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131135.16    | 0.12%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                              | Symphony CLO XXII Ltd                                                       | CUSIP: 87167GCM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500089.50    | 0.45%             | 2033-04-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                              | Symphony CLO XXVIII Ltd                                                     | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500583.00    | 0.45%             | 2034-10-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                         | KKR CLO 20 Ltd                                                              | CUSIP: 48251TAG6<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500029.00    | 0.45%             | 2030-10-16      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                      | Equitable America Global Funding                                            | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283050.75    | 0.26%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                      | Adani Transmission Step-One Ltd                                             | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    350000 | PA      | $345136.30    | 0.31%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                           | CUSIP: 36210SPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       294 | PA      | $300.34       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited              | Bain Capital Credit CLO 2022-1 Ltd                                          | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500414.50    | 0.45%             | 2035-04-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                       | Imperial Brands Finance PLC                                                 | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $554933.63    | 0.50%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                              | Flatiron CLO 20 Ltd                                                         | CUSIP: 33883MAJ3<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500699.00    | 0.45%             | 2036-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                           | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312068.10    | 0.28%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust          | Deephaven Residential Mortgage Trust 2021-1                                 | CUSIP: 24380VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74016 | PA      | $70509.91     | 0.06%             | 2065-05-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                       | Blackstone Secured Lending Fund                                             | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297253.64    | 0.27%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                    | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    179000 | PA      | $181352.04    | 0.16%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                               | SBA Tower Trust                                                             | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    287000 | PA      | $282311.94    | 0.26%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NP SPE LP                                     | NP SPE II LLC                                                               | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |     57995 | PA      | $56689.00     | 0.05%             | 2047-10-21      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                           | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    275000 | PA      | $242344.33    | 0.22%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                         | Amrize Finance US LLC                                                       | CUSIP: 43475FU75<br>LEI: 529900FB2F1WKLFNGY62 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997219.00   | 2.71%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                       | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    212000 | PA      | $206347.61    | 0.19%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                    | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461534.17    | 0.42%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                      | Huntsman International LLC                                                  | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284501.81    | 0.26%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation       | Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL1              | CUSIP: 863576EH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7109 | PA      | $7095.95      | 0.01%             | 2035-11-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Avenue Student Loans LLC                                            | CUSIP: 194204AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158804 | PA      | $151598.80    | 0.14%             | 2046-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                 | JDE Peet's NV                                                               | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    407000 | PA      | $387246.71    | 0.35%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                 | VW Credit Inc                                                               | CUSIP: 91842JVS5<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1985411.20   | 1.79%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                       | Bayer US Finance II LLC                                                     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272439.24    | 0.25%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                       | Nissan Motor Acceptance Co LLC                                              | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    685000 | PA      | $653256.50    | 0.59%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust           | Starwood Mortgage Residential Trust 2021-3                                  | CUSIP: 85573JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146546 | PA      | $127178.85    | 0.11%             | 2056-06-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2018-C                                     | CUSIP: 78449QAC1<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     83343 | PA      | $83051.45     | 0.08%             | 2035-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2024-2                                         | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200687 | PA      | $202900.66    | 0.18%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2021-1                                  | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466491 | PA      | $459576.93    | 0.42%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya Ai Debt Trust 2025-R1                                                | CUSIP: 69547CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500950.95    | 0.45%             | 2032-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                           | CUSIP: 36210JPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       231 | PA      | $236.77       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | Las Vegas Sands Corp                                                        | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    516000 | PA      | $530345.48    | 0.48%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                              | ABN AMRO Bank NV                                                            | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    625000 | PA      | $624976.59    | 0.56%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                           | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    650000 | PA      | $643452.10    | 0.58%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                       | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    290000 | PA      | $292389.47    | 0.26%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-3                                  | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501232.15    | 0.45%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                             | Vornado Realty LP                                                           | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    310000 | PA      | $301125.05    | 0.27%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                 | Commonbond Student Loan Trust 2017-A-GS                                     | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     38224 | PA      | $35780.29     | 0.03%             | 2041-05-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295948.72    | 0.27%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund    | Oak Street Investment Grade Net Lease Fund Series 2020-1                    | CUSIP: 67181DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396833 | PA      | $388953.81    | 0.35%             | 2050-11-20      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                        | Synovus Financial Corp                                                      | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230817.49    | 0.21%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2023-D                                     | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463332 | PA      | $469587.31    | 0.42%             | 2053-09-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290394.33    | 0.26%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                           | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $151671.45    | 0.14%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                     | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $511826.26    | 0.46%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                       | CF Hippolyta Issuer LLC                                                     | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90845 | PA      | $90655.27     | 0.08%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                          | Woodside Finance Ltd                                                        | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    555000 | PA      | $562900.56    | 0.51%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                            | HERO FUNDING 2018-1                                                         | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    111205 | PA      | $103401.42    | 0.09%             | 2048-09-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                         | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $429328.62    | 0.39%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                      | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $283413.16    | 0.26%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                 | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $283838.09    | 0.26%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2006-5                                               | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | CORP              | US        |    281809 | PA      | $266608.64    | 0.24%             | 2040-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                              | Whitebox CLO III Ltd                                                        | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500247.50    | 0.45%             | 2035-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS Health Corp                                                             | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285127.36    | 0.26%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                        | Canyon CLO 2020-1 Ltd                                                       | CUSIP: 13876LAW7<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000200.00   | 0.90%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252395.95    | 0.23%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | Regal Rexnord Corp                                                          | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326878.89    | 0.30%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                           | DataBank Issuer                                                             | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    991000 | PA      | $969346.95    | 0.88%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2021-A LLC                                        | CUSIP: 19424KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504598 | PA      | $457848.59    | 0.41%             | 2051-07-25      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554795.28    | 0.50%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Bain Capital Credit CLO, Limited              | Bain Capital Credit CLO 2020-3 Ltd                                          | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500828.00    | 0.45%             | 2034-10-23      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                 | BGC Group Inc                                                               | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557647.27    | 0.50%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                    | TELUS Corp                                                                  | CUSIP: 87974PUB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1997192.60   | 1.81%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                      | Ares Strategic Income Fund                                                  | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    538000 | PA      | $551572.93    | 0.50%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                        | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252040.01    | 0.23%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                    | NLT 2021-INV2 Trust                                                         | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529818 | PA      | $462716.32    | 0.42%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                | Weir Group Inc                                                              | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283920.00    | 0.26%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                               | Dollar Tree Inc                                                             | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173347.19    | 0.16%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)SEP25                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -18 | NC      | $-36199.49    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods Inc                          | Smithfield Foods Inc                                                        | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767443.20    | 0.69%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                       | Flagstar Mortgage Trust 2021-6INV                                           | CUSIP: 33851GAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491589 | PA      | $398840.17    | 0.36%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2021-NQM2                                                              | CUSIP: 12662EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359574 | PA      | $326686.69    | 0.30%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-6                                               | CUSIP: 78442GQA7<br>LEI: 5493009EHEQ0QZ0DQN39 | Long             | ABS-O            | CORP              | US        |    211037 | PA      | $200468.12    | 0.18%             | 2044-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                             | Golub Capital BDC Inc                                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262754.88    | 0.24%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                  | Centene Corp                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301806.45    | 0.27%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                                                | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    285000 | PA      | $290002.75    | 0.26%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                 | BAT International Finance PLC                                               | CUSIP: 05531MVE5<br>LEI: 21380041YBGOQDFAC823 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1988512.60   | 1.80%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust           | Starwood Mortgage Residential Trust 2019-INV1                               | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177667 | PA      | $174852.63    | 0.16%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                  | Barclays PLC                                                                | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $306375.43    | 0.28%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                     | News Corp                                                                   | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    425000 | PA      | $406614.67    | 0.37%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                                          | CUSIP: 36202KWF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15 | PA      | $15.05        | 0.00%             | 2025-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust       | Securitized Term Auto Receivables Trust                                     | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    241286 | PA      | $244189.64    | 0.22%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                        | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173452.01    | 0.16%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REC LTD                                       | REC Ltd                                                                     | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $388702.88    | 0.35%             | 2026-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust                 | Life 2021-BMR Mortgage Trust                                                | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260400 | PA      | $257796.04    | 0.23%             | 2038-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                      | Piedmont Operating Partnership LP                                           | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    575000 | PA      | $640457.64    | 0.58%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    324000 | PA      | $338241.10    | 0.31%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                        | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165165.86    | 0.15%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                           | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $292456.26    | 0.26%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                       | Verdant Receivables 2024-1 LLC                                              | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759954 | PA      | $771262.11    | 0.70%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                           | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101965.75    | 0.09%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                     | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226886.66    | 0.21%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                       | Blue Owl Technology Finance Corp II                                         | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    627000 | PA      | $639436.59    | 0.58%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2020-4                                           | CUSIP: 92538LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548000 | PA      | $528152.21    | 0.48%             | 2065-05-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                            | Qatarenergy LNG S3                                                          | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    352200 | PA      | $358235.65    | 0.32%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                           | Highwoods Realty LP                                                         | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    300000 | PA      | $291746.29    | 0.26%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2020-B                            | CUSIP: 63941GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $1879682.20   | 1.70%             | 2069-01-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD        | Goldentree Loan Management US Clo 8 Ltd                                     | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499767.50    | 0.45%             | 2034-10-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXX                                                              | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500152.00    | 0.45%             | 2031-10-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                         | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $517357.08    | 0.47%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP            | One New York Plaza Trust 2020-1NYP                                          | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616000 | PA      | $583814.55    | 0.53%             | 2036-01-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp                                               | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $292548.50    | 0.26%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund    | Oak Street Investment Grade Net Lease Fund Series 2020-1                    | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443811 | PA      | $434064.65    | 0.39%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust           | STAR 2021-1 Trust                                                           | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326293 | PA      | $308245.81    | 0.28%             | 2065-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                             | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281713.87    | 0.25%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                          | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $394129.14    | 0.36%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                 | Commonbond Student Loan Trust 2018-C-GS                                     | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      8415 | PA      | $7504.69      | 0.01%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2025-X1                                   | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499645.90    | 0.45%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                         | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297476.36    | 0.27%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                             | KREF 2021-FL2 Ltd                                                           | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $880271.64    | 0.80%             | 2039-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290679.33    | 0.26%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DRB Prime Student Loan Trust                  | Laurel Road Prime Student Loan Trust 2017-B                                 | CUSIP: 518887AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485816 | PA      | $482399.32    | 0.44%             | 2042-08-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                  | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    368000 | PA      | $380036.35    | 0.34%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                       | Carmax Auto Owner Trust 2021-4                                              | CUSIP: 14317JAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245469.20    | 0.22%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | Regal Rexnord Corp                                                          | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309144.96    | 0.28%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                  | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444155.49    | 0.40%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                        | Yara International ASA                                                      | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $300603.51    | 0.27%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                        | Global Atlantic Fin Co                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339687.87    | 0.31%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                           | BHMS 2018-ATLS                                                              | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499806.45    | 0.45%             | 2035-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer