# EDGAR Filing Document

**Accession Number:** 0000927972
**File Stem:** 0001410368-26-053584
**Filing Date:** 2026-5
**Character Count:** 111216
**Document Hash:** e919e9bc21b287de5e317dd9f1b5650c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053584.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053584

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08690
- **FILM NUMBER:** 261027367

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $131130888.06

**Total Liabilities:** $4499187.89

**Net Assets:** $126631700.17

**Delayed Delivery Securities:** $632383.71

**Cash Not Reported:** $441180.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -206.28000000 | **1-Year:** -5107.19000000 | **5-Year:** -11025.98000000 | **10-Year:** -524.79000000 | **30-Year:** -15.98000000

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

- **3-Month:** -157.49000000 | **1-Year:** -2814.13000000 | **5-Year:** -4890.35000000 | **10-Year:** -1101.29000000 | **30-Year:** -115.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010513 | 0.53%                | 0.19%                | -0.45%               |
| Class ID C000010514 | 0.65%                | 0.20%                | -0.53%               |
| Class ID C000010515 | 0.51%                | 0.17%                | -0.57%               |
| Class ID C000010516 | 0.56%                | 0.22%                | -0.51%               |
| Class ID C000010517 | 0.55%                | 0.21%                | -0.52%               |
| Class ID C000095043 | 0.67%                | 0.23%                | -0.50%               |
| Class ID C000137077 | 0.64%                | 0.19%                | -0.54%               |
| Class ID C000229375 | 0.56%                | 0.33%                | -0.51%               |
| Class ID C000229376 | 0.52%                | 0.29%                | -0.55%               |
| Class ID C000229377 | 0.65%                | 0.20%                | -0.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-368569.17              | $717012.92                                 |
| Month 2  | $-106932.44              | $228207.52                                 |
| Month 3  | $-29865.18               | $-1034914.02                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** ITGS_BM

### Schedule of Portfolio Investments

| Name                                          | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADVANCE AUTO PARTS                            | Advance Auto Parts Inc                                                       | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    375000 | PA      | $352925.44    | 0.28%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-X2                                    | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92179 | PA      | $92205.14     | 0.07%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2025-X1                                    | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170701 | PA      | $170816.16    | 0.13%             | 2030-04-15      | Fixed         | 5.08%                 | 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      | $500630.05    | 0.40%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-B                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002130.30   | 0.79%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                        | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    225000 | PA      | $230381.61    | 0.18%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                        | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    390000 | PA      | $393208.78    | 0.31%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                  | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    215000 | PA      | $241849.34    | 0.19%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                           | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390583.95    | 0.31%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes            | Ally Bank Auto Credit-Linked Notes Series 2024-A                             | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331254 | PA      | $336376.17    | 0.27%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                   | ALLY AUTO RECEIVABLES TRUST 2023-A                                           | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381228 | PA      | $384063.24    | 0.30%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                          | American National Global Funding                                             | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $697147.26    | 0.55%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                          | American National Global Funding                                             | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248080.39    | 0.20%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                        | AngloGold Ashanti Holdings PLC                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $480613.34    | 0.38%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                          | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543114.59    | 0.43%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                          | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    485000 | PA      | $474864.15    | 0.37%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                         | Antero Resources Corp                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301528.50    | 0.24%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                    | Apidos CLO XXX                                                               | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499959.00    | 0.39%             | 2031-10-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                 | AppLovin Corp                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311798.71    | 0.25%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                        | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10 | CUSIP: 040104LN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26727 | PA      | $25950.07     | 0.02%             | 2034-10-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                            | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432122.02    | 0.34%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                            | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312486.61    | 0.25%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                      | Ares Strategic Income Fund                                                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611951.71    | 0.48%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                      | Aspen Insurance Holdings Ltd                                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    347000 | PA      | $357804.16    | 0.28%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                   | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588047.62    | 0.46%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                                     | CUSIP: 05377RFB5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398695.08    | 0.31%             | 2028-08-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $594290.67    | 0.47%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                 | BGC Group Inc                                                                | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762820.29    | 0.60%             | 2030-04-02      | Fixed         | 6.15%                 | 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        |    245588 | PA      | $241498.73    | 0.19%             | 2033-09-26      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                      | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $390186.70    | 0.31%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                 | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $240153.59    | 0.19%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $457263.51    | 0.36%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BAYER CORPORATION                             | Bayer Corp                                                                   | CUSIP: 07273MGL4<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2961732.90   | 2.34%             | 2026-07-20      | None          | 0.00%                 | 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        |   1536000 | PA      | $1497844.84   | 1.18%             | 2034-10-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                        | Blackstone Private Credit Fund                                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    318000 | PA      | $311118.46    | 0.25%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                        | Blackstone Private Credit Fund                                               | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296333.95    | 0.23%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                       | Blackstone Secured Lending Fund                                              | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    775000 | PA      | $749977.75    | 0.59%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                        | Blue Owl Credit Income Corp                                                  | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $361588.02    | 0.29%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-3                         | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499336.45    | 0.39%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2026-1                         | CUSIP: 107927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299944.83    | 0.24%             | 2028-07-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                         | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $578917.81    | 0.46%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                           | CDW LLC / CDW Finance Corp                                                   | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299539.10    | 0.24%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                       | CF Hippolyta Issuer LLC                                                      | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577448 | PA      | $368018.76    | 0.29%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                      | First-Citizens Bank & Trust Co                                               | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281930.81    | 0.22%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2022-IV Ltd                                                     | CUSIP: 12567WAL3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $748585.50    | 0.59%             | 2035-07-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                       | CRH America Finance Inc                                                      | CUSIP: 12636DF11<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2978813.10   | 2.35%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | Capital One Financial Corp                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334843.52    | 0.26%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N1                                       | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94635 | PA      | $94687.33     | 0.07%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                     | CBAMR 2019-9 Ltd                                                             | CUSIP: 14987VAN9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600120.00    | 0.47%             | 2037-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    595000 | PA      | $618770.48    | 0.49%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                              | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $600140.40    | 0.47%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394361.69    | 0.31%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605344.03    | 0.48%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chase Education Loan Trust                    | Chase Education Loan Trust 2007-A                                            | CUSIP: 16151UAG1<br>LEI: 5493004I47QU8FE3TT48 | Long             | ABS-O            | CORP              | US        |    257167 | PA      | $235351.55    | 0.19%             | 2068-03-28      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                           | Citadel Finance LLC                                                          | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    629000 | PA      | $616284.73    | 0.49%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                      | Citadel Securities Global Holdings LLC                                       | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317459.96    | 0.25%             | 2032-01-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                           | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $449962.97    | 0.36%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| College Ave Student Loans                     | College Avenue Student Loans LLC                                             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202904 | PA      | $202244.40    | 0.16%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2017-A-GS                                      | CUSIP: 20267VAC1<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    219039 | PA      | $200153.68    | 0.16%             | 2041-05-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2017-A-GS                                      | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    149221 | PA      | $140542.28    | 0.11%             | 2041-05-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-C-GS                                      | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     37950 | PA      | $33942.76     | 0.03%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-BGS                                       | CUSIP: 20268MAD8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     80965 | PA      | $67708.45     | 0.05%             | 2045-09-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-A-GS                                      | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     98680 | PA      | $77512.68     | 0.06%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586017.35    | 0.46%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                        | Cox Communications Inc                                                       | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $630396.44    | 0.50%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                           | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    346000 | PA      | $360193.47    | 0.28%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                              | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $392525.87    | 0.31%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                      | Dayton Power & Light Co/The                                                  | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297279.08    | 0.23%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC / EMC Corp                                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301394.83    | 0.24%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                | Capital One NA                                                               | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384121.66    | 0.30%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust            | EFMT 2024-INV2                                                               | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    619985 | PA      | $617468.91    | 0.49%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust            | EFMT 2024-INV2                                                               | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    619985 | PA      | $616954.00    | 0.49%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                               | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    500000 | PA      | $497890.37    | 0.39%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                               | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    175000 | PA      | $167567.39    | 0.13%             | 2029-08-15      | Fixed         | 3.75%                 | 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        |    510126 | PA      | $508561.80    | 0.40%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $234440.04    | 0.19%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $388543.28    | 0.31%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                            | Elmwood CLO I Ltd                                                            | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1247503.75   | 0.99%             | 2037-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                           | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327003.75    | 0.26%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                              | Enstar Group Ltd                                                             | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $129449.91    | 0.10%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                              | Enstar Group Ltd                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    925000 | PA      | $816182.85    | 0.64%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                | Enterprise Fleet Financing 2026-1 LLC                                        | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1297288.59   | 1.02%             | 2028-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                               | Equify ABS 2024-1 LLC                                                        | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270764 | PA      | $271471.08    | 0.21%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                      | Equitable America Global Funding                                             | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379587.44    | 0.30%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                      | FMC Corp                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    625000 | PA      | $558278.06    | 0.44%             | 2029-10-01      | Fixed         | 3.45%                 | 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      | $508774.40    | 0.40%             | 2030-04-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Non Gold Pool                                                    | CUSIP: 3128S4HQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32960 | PA      | $33959.87     | 0.03%             | 2037-03-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                      | Fedex Freight Holding Co Inc                                                 | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314516.80    | 0.25%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                       | Fidelity National Information Services Inc                                   | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308538.29    | 0.24%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                      | First Citizens BancShares Inc/NC                                             | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323662.37    | 0.26%             | 2032-03-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                           | 522 Funding CLO 2018-3A Ltd                                                  | CUSIP: 33835NAC5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   2352000 | PA      | $2352573.89   | 1.86%             | 2031-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427756.38    | 0.34%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394871.28    | 0.31%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                  | Fortive Corp                                                                 | CUSIP: 34961EE50<br>LEI: 549300MU9YQJYHDQEF63 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2988090.30   | 2.36%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                      | Fortitude Group Holdings LLC                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    358000 | PA      | $364573.66    | 0.29%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                      | Fortitude Global Funding                                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    628000 | PA      | $621625.07    | 0.49%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                        | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556485.89    | 0.44%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                      | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167007.26    | 0.13%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP / GLP Financing II Inc                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    325000 | PA      | $307313.60    | 0.24%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2021-4                                     | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152373 | PA      | $151714.32    | 0.12%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                  | Gabx Leasing LLC                                                             | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315460.56    | 0.25%             | 2031-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                              | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    366000 | PA      | $376683.82    | 0.30%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                      | Genpact Luxembourg SARL/Genpact USA Inc                                      | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    363000 | PA      | $373507.07    | 0.29%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                              | Genuine Parts Co                                                             | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301602.50    | 0.24%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                            | Genpact UK Finco plc / Genpact USA Inc                                       | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     65000 | PA      | $63654.12     | 0.05%             | 2030-11-18      | 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        |    475000 | PA      | $460264.08    | 0.36%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                        | Global Atlantic Fin Co                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459306.79    | 0.36%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2025-3                                     | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328376 | PA      | $328765.19    | 0.26%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                             | Golub Capital BDC Inc                                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847244.50    | 0.67%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Trust 2024-1                                       | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290775 | PA      | $295407.76    | 0.23%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Issuer Trust 2025-1                                | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103819 | PA      | $104053.10    | 0.08%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                            | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $295833.54    | 0.23%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234526.59    | 0.19%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                   | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    522000 | PA      | $528961.22    | 0.42%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                | HPS Loan Management 2021-16 Ltd                                              | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $874174.00    | 0.69%             | 2035-01-23      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                        | Harvest Midstream I LP                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    391000 | PA      | $394793.09    | 0.31%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                                        | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384969.72    | 0.30%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                         | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    516000 | PA      | $508384.64    | 0.40%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                         | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269801.18    | 0.21%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                         | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184277.80    | 0.15%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| HIGHWOODS REALTY LP                           | Highwoods Realty LP                                                          | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    650000 | PA      | $632038.73    | 0.50%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                    | Humana Inc                                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682254.75    | 0.54%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                      | Huntsman International LLC                                                   | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280532.72    | 0.22%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                      | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    356000 | PA      | $367650.71    | 0.29%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust       | Hyundai Auto Lease Securitization Trust 2024-A                               | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158327 | PA      | $158433.64    | 0.13%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                        | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391962.96    | 0.31%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                  | ING Groep NV                                                                 | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $308143.96    | 0.24%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                             | InRetail Consumer                                                            | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    550000 | PA      | $528724.09    | 0.42%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                               | Invesco US CLO 2023-1 Ltd                                                    | CUSIP: 46146GAY8<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $497293.00    | 0.39%             | 2037-04-22      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                             | ITC Holdings Corp                                                            | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    333000 | PA      | $333173.46    | 0.26%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    626000 | PA      | $620798.57    | 0.49%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11               | CUSIP: 46639YAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $414942.66    | 0.33%             | 2046-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447412.97    | 0.35%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337981.72    | 0.27%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                          | Keurig Dr Pepper Inc                                                         | CUSIP: 49271KDP6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994546.20   | 1.58%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                          | Kyndryl Holdings Inc                                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    700000 | PA      | $583554.47    | 0.46%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2023-3                                            | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1015210.10   | 0.80%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC                            | LG Electronics Inc                                                           | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    288000 | PA      | $296350.94    | 0.23%             | 2029-04-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                              | LG Energy Solution Ltd                                                       | CUSIP: 50205MAK5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $300407.89    | 0.24%             | 2029-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust          | Laurel Road Prime Student Loan Trust 2019-A                                  | CUSIP: 51889RAC3<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |    675259 | PA      | $664377.46    | 0.52%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                                   | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    216000 | PA      | $213863.00    | 0.17%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                      | Lincoln Financial Global Funding                                             | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361171.37    | 0.29%             | 2030-08-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                     | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $300711.74    | 0.24%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                      | MSCI Inc                                                                     | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307220.79    | 0.24%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $362642.58    | 0.29%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                        | Discovery Global Holdings Inc                                                | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    485000 | PA      | $469237.50    | 0.37%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                          | Maple Parent Holdings Corp                                                   | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    227000 | PA      | $226963.44    | 0.18%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                   | Marble Point CLO XXIII Ltd                                                   | CUSIP: 56607TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499436.50    | 0.39%             | 2035-01-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                | McCormick & Co Inc/MD                                                        | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336700.97    | 0.27%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust        | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1                   | CUSIP: 59020UAC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     21250 | PA      | $20352.30     | 0.02%             | 2034-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                           | MidOcean Credit CLO XIV Ltd                                                  | CUSIP: 59803FAN1<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500000.00    | 0.39%             | 2037-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                        | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502562.90    | 0.40%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                       | Morgan Stanley Private Bank NA                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    635000 | PA      | $633033.13    | 0.50%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                     | Mylan Inc                                                                    | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567067.36    | 0.45%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                               | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594165.90    | 0.47%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                       | National Australia Bank Ltd                                                  | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $360851.66    | 0.28%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                      | National Rural Utilities Cooperative Finance Corp                            | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337750.00    | 0.27%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $378737.05    | 0.30%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                     | Nelnet Student Loan Trust 2018-5                                             | CUSIP: 64034BAB7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $954597.60    | 0.75%             | 2067-02-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers Clo 50 Ltd                                    | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $498823.50    | 0.39%             | 2036-07-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 49 Ltd                                    | CUSIP: 64135JAW2<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $498496.50    | 0.39%             | 2037-12-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                     | News Corp                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    655000 | PA      | $632123.71    | 0.50%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                       | Nissan Motor Acceptance Co LLC                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    605000 | PA      | $594626.88    | 0.47%             | 2026-09-16      | Fixed         | 1.85%                 | 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        |    831312 | PA      | $758871.44    | 0.60%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                      | Omega Healthcare Investors Inc                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    570000 | PA      | $572315.11    | 0.45%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    640000 | PA      | $616756.08    | 0.49%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                     | Orange SA                                                                    | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    335000 | PA      | $331645.92    | 0.26%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                        | Blue Owl Credit Income Corp                                                  | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    501000 | PA      | $495336.51    | 0.39%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                      | Blue Owl Capital Corp II                                                     | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379905.54    | 0.30%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                      | Blue Owl Technology Finance Corp II                                          | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    881000 | PA      | $866987.32    | 0.68%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PVOne LLC                                     | PVOne 2023-2 LLC                                                             | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95767 | PA      | $96185.03     | 0.08%             | 2035-09-17      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336303.84    | 0.27%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya Ai Debt Trust 2025-R1                                                 | CUSIP: 69547CAB4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    416408 | PA      | $418526.71    | 0.33%             | 2032-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    350000 | PA      | $384619.60    | 0.30%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                      | Patterson-UTI Energy Inc                                                     | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    615000 | PA      | $604984.25    | 0.48%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust           | PenFed Auto Receivables Owner Trust                                          | CUSIP: 70687FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403587.56    | 0.32%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                    | Penske Truck Leasing Co LP                                                   | CUSIP: 70962BDU5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1993550.60   | 1.57%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                   | Phillips 66                                                                  | CUSIP: 71855BD66<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997988.50   | 2.37%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                      | Piedmont Operating Partnership LP                                            | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    670000 | PA      | $731621.94    | 0.58%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                      | Plains All American Pipeline LP / PAA Finance Corp                           | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199391.34    | 0.16%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                              | Progressive Corp/The                                                         | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320730.79    | 0.25%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                          | Protective Life Corp                                                         | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207976.77    | 0.16%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust         | PRPM 2026-NQM1 Trust                                                         | CUSIP: 74391DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299403.18    | 0.24%             | 2071-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                    | RCKT Trust 2025-PL1                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209556 | PA      | $210057.72    | 0.17%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                   | RKTL 2026-1                                                                  | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466755 | PA      | $466311.83    | 0.37%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                           | Reach ABS Trust 2025-2                                                       | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235782 | PA      | $236775.71    | 0.19%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                  | SK hynix Inc                                                                 | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $298335.92    | 0.24%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                      | SCCU Auto Receivables Trust 2024-1                                           | CUSIP: 78436RAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $597936.96    | 0.47%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2004-1                                                | CUSIP: 78442GKV7<br>LEI: 549300UECCCKC4WVNL14 | Long             | ABS-O            | CORP              | US        |    203488 | PA      | $195313.07    | 0.15%             | 2039-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-4                                                | CUSIP: 78442GPL4<br>LEI: 549300L7X3DWAOC00Z83 | Long             | ABS-O            | CORP              | US        |    313421 | PA      | $295216.30    | 0.23%             | 2055-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-5                                                | CUSIP: 78442GPS9<br>LEI: 549300WCW8E0MUEMAH47 | Long             | ABS-O            | CORP              | US        |    333022 | PA      | $305870.55    | 0.24%             | 2040-10-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2023-D                                      | CUSIP: 78450PAB1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    655313 | PA      | $664458.00    | 0.52%             | 2053-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC          | Sofi Professional Loan Program 2019-A LLC                                    | CUSIP: 78471HAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $840466.11    | 0.66%             | 2048-06-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                      | Sammons Financial Group Global Funding                                       | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302283.39    | 0.24%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                              | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501087.45    | 0.40%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2026-1                                | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $399722.28    | 0.32%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2025-3                                | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001453.20   | 0.79%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                            | Santos Finance Ltd                                                           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    825000 | PA      | $771981.87    | 0.61%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                       | Charles Schwab Corp/The                                                      | CUSIP: 8085A3GA7<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2967702.60   | 2.34%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                          | Sitios Latinoamerica SAB de CV                                               | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $503500.00    | 0.40%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                          | Smithfield Foods Inc                                                         | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318443.71    | 0.25%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                          | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $311842.94    | 0.25%             | 2030-04-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST              | SoFi Consumer Loan Program 2025-3 Trust                                      | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231856 | PA      | $232264.06    | 0.18%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST              | SoFi Consumer Loan Program Trust 2026-1                                      | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365423 | PA      | $365090.15    | 0.29%             | 2035-12-26      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                   | FIXED INC CLEARING CORP.REPO                                                 | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2299786 | PA      | $2299785.92   | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                            | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    310000 | PA      | $307985.03    | 0.24%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    300000 | PA      | $269863.28    | 0.21%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                     | Sunoco LP                                                                    | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314812.51    | 0.25%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                           | Suzano Austria GmbH                                                          | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    450000 | PA      | $459910.80    | 0.36%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS                      | Pinnacle Financial Partners Inc                                              | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305868.57    | 0.24%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                              | Pinnacle Bank/Nashville TN                                                   | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    653000 | PA      | $660320.25    | 0.52%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599503.17    | 0.47%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                              | Symphony CLO XXII Ltd                                                        | CUSIP: 87167GCM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750068.25    | 0.59%             | 2033-04-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                        | TPG Operating Group II LP                                                    | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323656.37    | 0.26%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167296.33    | 0.13%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                         | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    216000 | PA      | $211455.00    | 0.17%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                      | Texas Capital Bancshares Inc                                                 | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    306000 | PA      | $301702.25    | 0.24%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                          | Thaioil Treasury Center Co Ltd                                               | CUSIP: 88322YAC5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    600000 | PA      | $595330.28    | 0.47%             | 2028-11-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                 | 321 Henderson Receivables I LLC                                              | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14099 | PA      | $14037.23     | 0.01%             | 2041-09-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                      | Toyota Lease Owner Trust 2026-A                                              | CUSIP: 89240MAB0<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $597856.50    | 0.47%             | 2028-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                     | Trinity Rail Leasing 2019-1 LLC                                              | CUSIP: 89657BAA2<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    351464 | PA      | $351283.66    | 0.28%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                           | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    615000 | PA      | $614342.25    | 0.49%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                           | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $384285.96    | 0.30%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds         | Mexico Government International Bonds                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $308927.50    | 0.24%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                 | VW Credit Inc                                                                | CUSIP: 91842KF43<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1984935.60   | 1.57%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                         | Vale Overseas Ltd                                                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $523443.80    | 0.41%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                          | Verisk Analytics Inc                                                         | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136688.19    | 0.11%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2024-8                                            | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |    352974 | PA      | $353421.38    | 0.28%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                             | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    575000 | PA      | $600257.09    | 0.47%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust              | Vista Point Securitization Trust 2026-CES1                                   | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396207 | PA      | $392904.95    | 0.31%             | 2056-02-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                      | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344001.75    | 0.27%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                             | Vornado Realty LP                                                            | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    403000 | PA      | $400727.52    | 0.32%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                   | Wachovia Student Loan Trust 2005-1                                           | CUSIP: 92977HAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205673 | PA      | $184615.56    | 0.15%             | 2040-10-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    369000 | PA      | $377476.87    | 0.30%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                               | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301708.91    | 0.24%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-2                                 | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578618 | PA      | $580036.90    | 0.46%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-2                                 | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1203759.72   | 0.95%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2022-2                                 | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274559 | PA      | $275249.33    | 0.22%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2026-1                                 | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $399266.96    | 0.32%             | 2029-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                | Wheels Fleet Lease Funding 1 LLC                                             | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    211473 | PA      | $213394.77    | 0.17%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                            | Whitebox CLO III Ltd                                                         | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749341.50    | 0.59%             | 2035-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                          | Woodside Finance Ltd                                                         | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $306344.97    | 0.24%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                    | Woori Bank                                                                   | CUSIP: 98105FAG9<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $810452.35    | 0.64%             | 2028-08-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust             | World Omni Auto Receivables Trust 2026-A                                     | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298231.86    | 0.24%             | 2031-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                      | Adani Transmission Step-One Ltd                                              | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $499456.27    | 0.39%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PT TOWER BERSAMA INFRAST                      | PT Tower Bersama Infrastructure Tbk                                          | CUSIP: 000000000<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |    250000 | PA      | $244555.24    | 0.19%             | 2027-05-02      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG                       | KT&G Corp                                                                    | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $303318.10    | 0.24%             | 2028-05-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $2118.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $4243.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -264 | NC      | $414941.69    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       299 | NC      | $-466136.00   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT JUN26                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $1443.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                  | State Street Navigator Securities Lending Government Money Market Portfolio  | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    900542 | NS      | $900542.50    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** MASSMUTUAL PREMIER FUNDS

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer