# EDGAR Filing Document

**Accession Number:** 0000927972
**File Stem:** 0001410368-26-053572
**Filing Date:** 2026-5
**Character Count:** 181551
**Document Hash:** 5f7fb679b18a763f0f18b2379d8de6fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053572.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053572

**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:** 261027353

**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 Core Bond Fund (Series ID: S000003791)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000010543 | Class A              | MMCBX           |
| C000010544 | Administrative Class | MCBLX           |
| C000010545 | Class R3             | MCBNX           |
| C000010546 | Class R5             | MCBDX           |
| C000010547 | Service Class        | MCBYX           |
| C000095044 | Class I              | MCZZX           |
| C000137083 | Class R4             | MCZRX           |
| C000241052 | Class Y              | MMNWX           |

## 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 Core Bond Fund

- **b. EDGAR series identifier (if any):** S000003791

- **c. LEI of Series:** 70SJ1002V7C8MQRNZW38

**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:** $959057228.53

**Total Liabilities:** $115162699.62

**Net Assets:** $843894528.91

**Delayed Delivery Securities:** $12854041.67

**Cash Not Reported:** $2913554.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -738.61000000 | **1-Year:** -21589.10000000 | **5-Year:** -58488.31000000 | **10-Year:** -47728.97000000 | **30-Year:** -29428.76000000

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

- **3-Month:** -753.39000000 | **1-Year:** -14072.95000000 | **5-Year:** -48319.72000000 | **10-Year:** -33041.96000000 | **30-Year:** -21126.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010543 | 0.32%                | 1.30%                | -1.82%               |
| Class ID C000010544 | 0.45%                | 1.21%                | -1.80%               |
| Class ID C000010545 | 0.31%                | 1.25%                | -1.86%               |
| Class ID C000010546 | 0.35%                | 1.32%                | -1.85%               |
| Class ID C000010547 | 0.35%                | 1.31%                | -1.87%               |
| Class ID C000095044 | 0.36%                | 1.33%                | -1.85%               |
| Class ID C000137083 | 0.33%                | 1.31%                | -1.83%               |
| Class ID C000241052 | 0.36%                | 1.32%                | -1.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2413357.41             | $3220576.34                                |
| Month 2  | $564412.55               | $5465043.03                                |
| Month 3  | $-133358.28              | $-16482529.24                              |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LEHM50

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2026-NQM1                                                    | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |   1975212 | PA      | $1960899.61   | 0.23%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2577003.22   | 0.31%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $1523798.70   | 0.18%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    587000 | PA      | $574090.30    | 0.07%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AERCAP IRELAND CAP/GLOBA                                                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1101133.00   | 0.13%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                  | Allegro CLO X Ltd                                                               | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    534492 | PA      | $534553.06    | 0.06%             | 2032-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                       | Allianz SE                                                                      | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $2805224.80   | 0.33%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $12859374.40  | 1.52%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18100000 | PA      | $17957180.14  | 2.13%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12500000 | PA      | $12320801.25  | 1.46%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                    | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2219389.94   | 0.26%             | 2053-08-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                          | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808252.12    | 0.10%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                          | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    850000 | PA      | $828653.20    | 0.10%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                          | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2773841.85   | 0.33%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1334699.40   | 0.16%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                             | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1942053.07   | 0.23%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $817619.32    | 0.10%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                 | Antares Holdings LP                                                             | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2416610.81   | 0.29%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                 | Antares Holdings LP                                                             | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4253164.72   | 0.50%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192490.74    | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    958000 | PA      | $938496.56    | 0.11%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Apidos CLO                                                       | Apidos CLO XXXII                                                                | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1748535.25   | 0.21%             | 2033-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1815292.30   | 0.22%             | 2054-05-21      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                                       | APIDOS CLO XLVIII Ltd                                                           | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000812.00   | 0.24%             | 2037-07-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                       | Apidos Clo LV                                                                   | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2991759.00   | 0.35%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                               | Aqua Finance Issuer Trust 2026-A                                                | CUSIP: 038410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1196336.76   | 0.14%             | 2051-04-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1658582.76   | 0.20%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                                                  | Ares Finance Co III LLC                                                         | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2296510.09   | 0.27%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2669513.95   | 0.32%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2070229.50   | 0.25%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares Loan Funding VI Ltd                                                        | CUSIP: 04020TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000303.00   | 0.12%             | 2037-07-10      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                  | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   2025000 | PA      | $1883523.80   | 0.22%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                  | Ascot Group Ltd                                                                 | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    893000 | PA      | $911196.80    | 0.11%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2096633.52   | 0.25%             | 2054-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                           | Aviation Capital Group LLC                                                      | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    875000 | PA      | $844382.41    | 0.10%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2600000 | PA      | $2532339.99   | 0.30%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2350065.73   | 0.28%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1250537.09   | 0.15%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                          | BASF SE                                                                         | CUSIP: 05526MFW0<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   5000000 | PA      | $4948176.50   | 0.59%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                       | BGME Trust 2021-VR                                                              | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11548000 | PA      | $8807295.84   | 1.04%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                       | BGME Trust 2021-VR                                                              | CUSIP: 05551XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $2422714.55   | 0.29%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2728926.41   | 0.32%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1296794.49   | 0.15%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                  | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2775000 | PA      | $2732447.32   | 0.32%             | 2027-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2205000 | PA      | $2224044.59   | 0.26%             | 2035-03-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                  | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1155000 | PA      | $1159370.84   | 0.14%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                              | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1050894.39   | 0.12%             | 2041-12-09      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                              | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $645687.42    | 0.08%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2023-LIFE                                                              | CUSIP: 05609DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $581560.38    | 0.07%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-VAMF                                                              | CUSIP: 05609TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804404 | PA      | $803901.25    | 0.10%             | 2039-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-KING                                          | CUSIP: 05612RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183420 | PA      | $1183419.66   | 0.14%             | 2034-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 26 Ltd                                                            | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700035.70   | 0.20%             | 2037-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $765615.52    | 0.09%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1945220.42   | 0.23%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3128731.53   | 0.37%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1856000 | PA      | $1874094.14   | 0.22%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2020-BNK30                                                                 | CUSIP: 06541UBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165000 | PA      | $2377360.95   | 0.28%             | 2053-12-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                    | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1137847.08   | 0.13%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                    | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2648000 | PA      | $2740041.25   | 0.32%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1169619.35   | 0.14%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    436000 | PA      | $344252.48    | 0.04%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                              | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                               | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1879737 | PA      | $1877599.28   | 0.22%             | 2048-07-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                   | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 07787QF92<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   5000000 | PA      | $4961856.50   | 0.59%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                   | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 07787QFH4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3965905.20   | 0.47%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                         | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2754339.34   | 0.33%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2566913.58   | 0.30%             | 2054-02-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $3693621.12   | 0.44%             | 2054-02-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2169844.07   | 0.26%             | 2054-04-15      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO IV Ltd                                              | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999142.00   | 0.36%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO V-B Ltd                                             | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000582.00   | 0.24%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO 42 Ltd                                              | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750796.25   | 0.21%             | 2038-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2049643.13   | 0.24%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    638000 | PA      | $601508.10    | 0.07%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2542645.66   | 0.30%             | 2031-01-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2622718.41   | 0.31%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2069473.94   | 0.25%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1411035.51   | 0.17%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                          | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2491863.64   | 0.30%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $1734640.66   | 0.21%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   2141000 | PA      | $1879422.25   | 0.22%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1386000 | PA      | $1342458.93   | 0.16%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                          | Capital Automotive REIT                                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   2350000 | PA      | $2285076.17   | 0.27%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-VI Ltd                                                        | CUSIP: 12555XAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2650649.25   | 0.31%             | 2037-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-II                                                            | CUSIP: 12563YAN9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749430.00    | 0.09%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2180334.34   | 0.26%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                               | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $740780.88    | 0.09%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                               | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $903367.30    | 0.11%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                           | CVS Pass-Through Trust                                                          | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1221493 | PA      | $1244766.37   | 0.15%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228215.85    | 0.03%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138230.68    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $639143.22    | 0.08%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253135.75    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                            | Camden Property Trust                                                           | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    923000 | PA      | $895220.75    | 0.11%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    484000 | PA      | $463274.36    | 0.05%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2740269.25   | 0.32%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1305263.30   | 0.15%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2142698.49   | 0.25%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $1921268.81   | 0.23%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1774782.68   | 0.21%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $836048.66    | 0.10%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2018-II Ltd                                                        | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3352050.20   | 0.40%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                              | Citadel Finance LLC                                                             | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2168000 | PA      | $2116978.35   | 0.25%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                         | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1002975.08   | 0.12%             | 2032-01-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2109049.66   | 0.25%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2119844.96   | 0.25%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $311996.31    | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    825000 | PA      | $830822.85    | 0.10%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259000 | PA      | $1091312.03   | 0.13%             | 2056-08-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2020-420K                                   | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $621137.16    | 0.07%             | 2042-11-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860823 | PA      | $832208.02    | 0.10%             | 2048-12-28      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572986 | PA      | $561882.67    | 0.07%             | 2048-12-28      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406063.36    | 0.05%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1961884.17   | 0.23%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5134000 | PA      | $5172865.61   | 0.61%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6385312.50   | 0.76%             | 2056-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                    | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    873000 | PA      | $864595.83    | 0.10%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2270000 | PA      | $2224963.43   | 0.26%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                              | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1081148.31   | 0.13%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                              | DataBank Issuer                                                                 | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1378239.80   | 0.16%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090023.30   | 0.13%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    956000 | PA      | $940890.32    | 0.11%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1696121.12   | 0.20%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460910.00    | 0.05%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $963963.47    | 0.11%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 45 Senior Loan Fund                                                      | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1850277.50   | 0.22%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2024-INV2                                                                  | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   1653294 | PA      | $1646583.72   | 0.20%             | 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        |   1653294 | PA      | $1645210.65   | 0.19%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    880000 | PA      | $798712.63    | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EDUCATION LOAN ASSET-BACKED TRUST                                | Education Loan Asset-Backed Trust I                                             | CUSIP: 281397AB5<br>LEI: 5493000CKEJUMJ3IL355 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1233339.90   | 0.15%             | 2043-02-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| EDUCATION LOAN ASSET-BACKED TRUST                                | Education Loan Asset-Backed Trust I                                             | CUSIP: 281397AP4<br>LEI: 5493000CKEJUMJ3IL355 | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1841511.75   | 0.22%             | 2043-08-01      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| EDUCATION LOAN ASSET-BACKED TRUST                                | Education Loan Asset-Backed Trust I                                             | CUSIP: 28140DAC7<br>LEI: 5493000CKEJUMJ3IL355 | Long             | ABS-O            | CORP              | US        |    338123 | PA      | $334922.67    | 0.04%             | 2033-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                               | Elmwood CLO I Ltd                                                               | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2994009.00   | 0.35%             | 2037-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1445780.27   | 0.17%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AK0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    550000 | PA      | $467839.47    | 0.06%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1099000 | PA      | $1115622.38   | 0.13%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1613252.63   | 0.19%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $976120.79    | 0.12%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2015476.87   | 0.24%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   1175000 | PA      | $1036772.81   | 0.12%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                               | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4272069.61   | 0.51%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2017385.92   | 0.24%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    825000 | PA      | $807208.13    | 0.10%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    427000 | PA      | $420751.48    | 0.05%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1194338.22   | 0.14%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL PROPERTIES LP                                          | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |   1534000 | PA      | $1507925.77   | 0.18%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1999235.00   | 0.24%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1228211.74   | 0.15%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $1806026.46   | 0.21%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2441901.91   | 0.29%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $1935282.63   | 0.23%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1188965 | PA      | $1072259.55   | 0.13%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    925694 | PA      | $834830.05    | 0.10%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1677610 | PA      | $1512940.03   | 0.18%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    806406 | PA      | $726999.74    | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2824300 | PA      | $2516625.71   | 0.30%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1694567 | PA      | $1498446.46   | 0.18%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSX72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3267759 | PA      | $3081052.80   | 0.37%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVA39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20542175 | PA      | $17491485.35  | 2.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2657021 | PA      | $2252051.66   | 0.27%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1877616 | PA      | $1589678.95   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1892874 | PA      | $1530321.56   | 0.18%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0Z54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4271651 | PA      | $4332398.92   | 0.51%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3612325 | PA      | $2955431.53   | 0.35%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKWQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7346153 | PA      | $6024044.92   | 0.71%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5879036 | PA      | $5030750.38   | 0.60%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JQTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279548 | PA      | $1146954.28   | 0.14%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JWQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2291592 | PA      | $2052692.05   | 0.24%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LYY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4142682 | PA      | $3354389.72   | 0.40%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140N27K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663947 | PA      | $1610231.07   | 0.19%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5367020 | PA      | $4570809.97   | 0.54%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4462749 | PA      | $3982163.67   | 0.47%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5364370 | PA      | $4779984.76   | 0.57%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0C94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8718386 | PA      | $8953800.28   | 1.06%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1786297 | PA      | $1528552.10   | 0.18%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2852222 | PA      | $2545071.56   | 0.30%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJLR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6550473 | PA      | $5614517.56   | 0.67%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1062326 | PA      | $1025917.91   | 0.12%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867081 | PA      | $844594.65    | 0.10%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305506 | PA      | $297315.03    | 0.04%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2402530 | PA      | $1955874.80   | 0.23%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5749028 | PA      | $4647885.83   | 0.55%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1639658 | PA      | $1654264.77   | 0.20%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5623737 | PA      | $5547483.95   | 0.66%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                         | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    950000 | PA      | $919114.43    | 0.11%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                       | Fidelity National Information Services Inc                                      | CUSIP: 31622GD95<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2996998.80   | 0.36%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDUS RE LTD                                                     | Fidus Re Ltd                                                                    | CUSIP: 316502AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $5998659.00   | 0.71%             | 2037-01-08      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2834386.60   | 0.34%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                          | Flagstar Mortgage Trust 2021-6INV                                               | CUSIP: 33851GAU9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   3806946 | PA      | $3134782.43   | 0.37%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2944555.55   | 0.35%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                         | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1960347.20   | 0.23%             | 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        |   1835000 | PA      | $1816372.60   | 0.22%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2855502.45   | 0.34%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2299559 | PA      | $2157561.55   | 0.26%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3701054 | PA      | $3312025.05   | 0.39%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2030866 | PA      | $1825011.10   | 0.22%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3854342 | PA      | $3449200.87   | 0.41%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3194548 | PA      | $3242893.68   | 0.38%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1772616 | PA      | $1764198.70   | 0.21%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1026102 | PA      | $1041550.59   | 0.12%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4563032 | PA      | $4642426.13   | 0.55%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3054950 | PA      | $3044263.01   | 0.36%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1110580 | PA      | $1128081.11   | 0.13%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3118532 | PA      | $3105672.83   | 0.37%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3553645 | PA      | $3608535.32   | 0.43%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2917052 | PA      | $2956412.46   | 0.35%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2643948 | PA      | $2678797.23   | 0.32%             | 2053-10-20      | 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        |   2280000 | PA      | $2155923.08   | 0.26%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1825737 | PA      | $1810221.49   | 0.21%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | GWT 2024-WLF2                                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1532000 | PA      | $1532477.37   | 0.18%             | 2041-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing Ltd                                            | GT Loan Financing I Ltd 2013-1                                                  | CUSIP: 36248MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2495937.50   | 0.30%             | 2039-04-28      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAK3<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1357000 | PA      | $1135727.44   | 0.13%             | 2052-05-10      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                                     | Gabx Leasing LLC                                                                | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    933000 | PA      | $915836.23    | 0.11%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1214836.31   | 0.14%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                            | Kennedy Lewis CLO 19 Ltd                                                        | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997038.00   | 0.24%             | 2036-04-22      | Floating      | 4.92%                 | 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        |   3580000 | PA      | $3468937.66   | 0.41%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                           | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2216114.15   | 0.26%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                           | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    596000 | PA      | $573865.69    | 0.07%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                           | Global Atlantic Fin Co                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1969955.21   | 0.23%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 8 Ltd                                         | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998755.00   | 0.36%             | 2034-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $2014162.49   | 0.24%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3873402.48   | 0.46%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                          | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1537646.38   | 0.18%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2819000 | PA      | $2838234.04   | 0.34%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                                         | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1811343.68   | 0.21%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                         | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091661.56   | 0.13%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2074259.87   | 0.25%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3017757.39   | 0.36%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                             | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1152786.87   | 0.14%             | 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        |   1269000 | PA      | $1243875.15   | 0.15%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Amrize Finance US LLC                                            | Amrize Finance US LLC                                                           | CUSIP: 43475GD15<br>LEI: 529900FB2F1WKLFNGY62 | Long             | STIV             | CORP              | US        |  11000000 | PA      | $10998792.20  | 1.30%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1320000 | PA      | $1195524.00   | 0.14%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Hudson Yards                                                     | Hudson Yards 2019-30HY Mortgage Trust                                           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $836581.68    | 0.10%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1846708.10   | 0.22%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                       | Humana Inc                                                                      | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3483569.18   | 0.41%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763881.02    | 0.09%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                         | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1451522.80   | 0.17%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                   | Hyundai Auto Receivables Trust 2024-C                                           | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3027016.80   | 0.36%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                    | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3925000 | PA      | $3779864.10   | 0.45%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3272580.30   | 0.39%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    948000 | PA      | $944222.03    | 0.11%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8889.13      | 0.00%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                 | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $840176.28    | 0.10%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $2044060.92   | 0.24%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                     | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    850000 | PA      | $822312.18    | 0.10%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                           | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1142000 | PA      | $710217.70    | 0.08%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                                | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3480058.05   | 0.41%             | 2039-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                                | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAG2<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   5800000 | PA      | $5787212.16   | 0.69%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                                | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAJ6<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3180584.32   | 0.38%             | 2039-02-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                      | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1624963.61   | 0.19%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| KYNDRYL HOLDINGS INC                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1938234.48   | 0.23%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| LCM Ltd Partnership                                              | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1509953 | PA      | $1509216.27   | 0.18%             | 2034-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                                | Labrador Aviation Finance Ltd 2016-1A                                           | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633798 | PA      | $649642.95    | 0.08%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                       | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3034842.60   | 0.36%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | Leidos Inc                                                                      | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1388335.21   | 0.16%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                                 | LEX 2024-BBG Mortgage Trust                                                     | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3278463.87   | 0.39%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3170060.85   | 0.38%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                    | Life 2021-BMR Mortgage Trust                                                    | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784300 | PA      | $1653340.94   | 0.20%             | 2038-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                    | Lmdv Issuer Co LLC                                                              | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1296908.73   | 0.15%             | 2055-12-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2151598.00   | 0.25%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $547051.07    | 0.06%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MFT Trust                                                        | MFT Trust 2020-ABC                                                              | CUSIP: 55317BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185000 | PA      | $993066.97    | 0.12%             | 2042-02-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2900000 | PA      | $2612305.01   | 0.31%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1603620.00   | 0.19%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXXV Ltd                                                              | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2994900.00   | 0.35%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                             | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    551000 | PA      | $548670.70    | 0.07%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1771000 | PA      | $1717837.06   | 0.20%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $811370.67    | 0.10%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                         | MetLife Capital Trust IV                                                        | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1638652.72   | 0.19%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1293124.95   | 0.15%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $1483697.13   | 0.18%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                              | MidOcean Credit CLO XIV Ltd                                                     | CUSIP: 59803FAN1<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000000.00   | 0.24%             | 2037-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                              | MidOcean Credit CLO XII Ltd                                                     | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3000819.00   | 0.36%             | 2038-07-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2429075.96   | 0.29%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1699110.55   | 0.20%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust 2018-EA                                              | CUSIP: 63890BAC0<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $717694.61    | 0.09%             | 2059-12-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                               | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1613269.80   | 0.19%             | 2031-06-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                               | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2375000 | PA      | $2412449.00   | 0.29%             | 2034-11-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2014-3                                                | CUSIP: 64033KAB8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $947402.72    | 0.11%             | 2050-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2015-2                                                | CUSIP: 64033QAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1103034.81   | 0.13%             | 2054-05-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2019-5                                                | CUSIP: 64034EAB1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2227355.94   | 0.26%             | 2067-10-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-C                                                | CUSIP: 64035UAD0<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1481574.45   | 0.18%             | 2065-06-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman CLO XX Ltd                                                     | CUSIP: 64130TBJ3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1995108.00   | 0.24%             | 2039-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2021-INV1                                   | CUSIP: 64829WAD6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2297972 | PA      | $1892236.03   | 0.22%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                        | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1326977.25   | 0.16%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                        | News Corp                                                                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1124371.40   | 0.13%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1800044.29   | 0.21%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2011442.63   | 0.24%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                  | Nordea Bank Abp                                                                 | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3302000 | PA      | $3285644.20   | 0.39%             | 2031-09-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 5 Ltd                                                        | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007395.00   | 0.59%             | 2037-10-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2021-NQM4 Trust                                                             | CUSIP: 67115DAA0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2954378 | PA      | $2525957.71   | 0.30%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM22 Trust                                                            | CUSIP: 67123FAD9<br>LEI: 254900WJ7A1X47Q0S526 | Long             | ABS-MBS          | CORP              | US        |   1919973 | PA      | $1905984.76   | 0.23%             | 2065-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2062458.28   | 0.24%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                            | OCP CLO 2023-27 Ltd                                                             | CUSIP: 67570KAL8<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499940.00   | 0.30%             | 2038-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 21 Ltd                                                       | CUSIP: 67707KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497247.50   | 0.30%             | 2038-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OLD NATL BANCORP                                                 | Old National Bancorp/IN                                                         | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |    996000 | PA      | $991188.69    | 0.12%             | 2036-02-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                              | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1966245.80   | 0.23%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                            | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1000536.76   | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $831537.46    | 0.10%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385163.56    | 0.05%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2208000 | PA      | $2071092.87   | 0.25%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $925397.77    | 0.11%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1404730.01   | 0.17%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 6840C3FH1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1980968.00   | 0.23%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 6840C3GN7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3944408.00   | 0.47%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | Oregon Tool Lux LP                                                              | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     99450 | PA      | $34807.50     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                   | Orion CLO 2024-3 Ltd                                                            | CUSIP: 68626BAA4<br>LEI: 213800ZBDSVKWOW3O877 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500352.50   | 0.18%             | 2037-07-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1847496.28   | 0.22%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                         | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2634421.19   | 0.31%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                                        | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006414.42   | 0.12%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2025-NQM4 Trust                                                            | CUSIP: 69392VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837252 | PA      | $1838070.00   | 0.22%             | 2070-07-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    936000 | PA      | $912252.01    | 0.11%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                               | Panama Government International Bond                                            | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1530000 | PA      | $1467825.85   | 0.17%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue Clo 2025-IX Ltd                                                       | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004244.00   | 0.24%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1961548.22   | 0.23%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                             | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    202000 | PA      | $181476.80    | 0.02%             | 2038-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    585000 | PA      | $460797.42    | 0.05%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   3099000 | PA      | $3051765.35   | 0.36%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   2272000 | PA      | $2480962.75   | 0.29%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1325000 | PA      | $1388230.64   | 0.16%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMERICAN PIPE                                         | Plains All American Pipeline LP                                                 | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2583964.78   | 0.31%             | 2026-04-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                           | RR 7 Ltd                                                                        | CUSIP: 74980EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750285.75    | 0.09%             | 2037-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 29 LTD                                                                       | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001000.00   | 0.24%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 6 Ltd                                                                   | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002128.00   | 0.47%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    825000 | PA      | $821327.43    | 0.10%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   2000382 | PA      | $2002860.17   | 0.24%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1860000 | PA      | $1866807.60   | 0.22%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                  | SBA Tower Trust                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   3250000 | PA      | $3264157.98   | 0.39%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust 2024-3                                | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3730371.08   | 0.44%             | 2032-10-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                           | SLC Student Loan Trust 2005-1                                                   | CUSIP: 784420AE1<br>LEI: 254900DL8Z901OXFAN76 | Long             | ABS-O            | CORP              | US        |    606349 | PA      | $570357.16    | 0.07%             | 2045-02-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   3735000 | PA      | $3928321.73   | 0.47%             | 2073-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-E                                         | CUSIP: 78450XAC2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2489363.75   | 0.29%             | 2056-10-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                         | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2180404.80   | 0.26%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                          | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85740.87     | 0.01%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                               | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1951000 | PA      | $1955523.04   | 0.23%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2800815.54   | 0.33%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                          | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    928612 | PA      | $945469.84    | 0.11%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3088000 | PA      | $3003109.64   | 0.36%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996874.30    | 0.12%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                                       | Sixth Street CLO XVI Ltd                                                        | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1994636.00   | 0.24%             | 2039-01-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                         | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |    806000 | PA      | $809979.72    | 0.10%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                                      | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    673090 | PA      | $673090.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                | Store Capital LLC                                                               | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   1400000 | PA      | $1406447.10   | 0.17%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                | Store Capital LLC                                                               | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   1045000 | PA      | $1035895.91   | 0.12%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                               | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494208 | PA      | $471115.20    | 0.06%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer, LLC                                    | Sunnova Hestia II Issuer LLC                                                    | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070068 | PA      | $1058897.93   | 0.13%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                           | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   2215000 | PA      | $2196654.13   | 0.26%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS                                         | Pinnacle Financial Partners Inc                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2115590.92   | 0.25%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                 | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1664790.12   | 0.20%             | 2036-01-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1462241.40   | 0.17%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                                   | Tesla Sustainable Energy Trust 2024-1                                           | CUSIP: 88164AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4478479.65   | 0.53%             | 2050-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                         | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $2018250.01   | 0.24%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                            | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAB5<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   1388538 | PA      | $1381650.17   | 0.16%             | 2040-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                            | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAC3<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    249875 | PA      | $247678.51    | 0.03%             | 2040-07-15      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1726379.62   | 0.20%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    490000 | PA      | $422307.28    | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1972000 | PA      | $2034445.35   | 0.24%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                    | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1275000 | PA      | $1263562.60   | 0.15%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                    | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1970000 | PA      | $1922787.57   | 0.23%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| USF&G CAPITAL I                                                  | USF&G Capital I                                                                 | CUSIP: 902965AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1025052.51   | 0.12%             | 2045-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1323306.86   | 0.16%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank NA                                                                      | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    536830 | PA      | $539433.27    | 0.06%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | Union Electric Co                                                               | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    933000 | PA      | $910655.55    | 0.11%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1778000 | PA      | $1424800.30   | 0.17%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1488000 | PA      | $1313383.20   | 0.16%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $189250.00    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15245000.00  | 1.81%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26950000 | PA      | $16751109.38  | 1.98%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6768125.00   | 0.80%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15935000 | PA      | $15875243.75  | 1.88%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14431398.00  | 1.71%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3760000 | PA      | $3713065.42   | 0.44%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10280876.55  | 1.22%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1950937.60   | 0.23%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $985524.00    | 0.12%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1961250.00   | 0.23%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $972210.51    | 0.12%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                 | Unlock HEA Trust 2024-1                                                         | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233130 | PA      | $1227621.61   | 0.15%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-4                                   | CUSIP: 92262JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2053890 | PA      | $2025572.55   | 0.24%             | 2055-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-5                                   | CUSIP: 92262KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1986892 | PA      | $1972398.33   | 0.23%             | 2055-12-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| TBA MORGAN STANLEY COC                                           | TBA MORGAN STANLEY COC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    270000 | NS      | $270000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2026-1                                               | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    889111 | PA      | $882712.46    | 0.10%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1763117.03   | 0.21%             | 2036-04-30      | Fixed         | 6.88%                 | 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        |   2377244 | PA      | $2357429.68   | 0.28%             | 2056-02-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust 2025-CES3                                      | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034786 | PA      | $2031540.72   | 0.24%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XV LTD                                               | Vitality Re XV Ltd                                                              | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3276000 | PA      | $3302208.00   | 0.39%             | 2028-01-07      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                       | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663661 | PA      | $650629.71    | 0.08%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust  | CUSIP: 93934FBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881807 | PA      | $1575539.11   | 0.19%             | 2035-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NBC1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $371732.67    | 0.04%             | 2051-06-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1757045.48   | 0.21%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| TBA MIZUHO COC                                                   | TBA MIZUHO COC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    270000 | NS      | $270000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitebox CLO I Ltd                                               | Whitebox CLO III Ltd                                                            | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4745829.50   | 0.56%             | 2035-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $998266.17    | 0.12%             | 2026-05-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SWEDBANK AB                                                      | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1800000 | PA      | $1669315.93   | 0.20%             | 2029-03-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       130 | NC      | $-434418.53   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       210 | NC      | $-812827.47   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       183 | NC      | $-434153.02   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -115 | NC      | $168625.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       185 | NC      | $-295420.95   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $-4640.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    542000 | PA      | $510546.66    | 0.06%             | 2029-05-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Global Advisors                                     | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  11122028 | NS      | $11122027.50  | 1.32%             |  |  |  | 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