# EDGAR Filing Document

**Accession Number:** 0000927972
**File Stem:** 0001410368-25-031192
**Filing Date:** 2025-11
**Character Count:** 211208
**Document Hash:** c3b643f6313e946af0896d39c7f42319
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031192.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-031192

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**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:** 251522939

**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

### MassMutual 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:** MassMutual Premier 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:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $935888062.37

**Total Liabilities:** $70954964.43

**Net Assets:** $864933097.94

**Delayed Delivery Securities:** $959865.60

**Cash Not Reported:** $436758.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -874.43000000 | **1-Year:** -19538.19000000 | **5-Year:** -59985.53000000 | **10-Year:** -53801.70000000 | **30-Year:** -30237.29000000

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

- **3-Month:** -788.02000000 | **1-Year:** -14447.44000000 | **5-Year:** -46186.42000000 | **10-Year:** -19028.15000000 | **30-Year:** -6777.82000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241052 | -0.05%               | 1.35%                | 1.39%                |
| Class ID C000095044 | -0.04%               | 1.36%                | 1.40%                |
| Class ID C000010543 | 0.02%                | 1.23%                | 1.37%                |
| Class ID C000010546 | -0.05%               | 1.35%                | 1.39%                |
| Class ID C000010544 | 0.04%                | 1.24%                | 1.38%                |
| Class ID C000137083 | 0.02%                | 1.24%                | 1.38%                |
| Class ID C000010547 | 0.05%                | 1.35%                | 1.38%                |
| Class ID C000010545 | 0.01%                | 1.18%                | 1.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-549124.89              | $-1353965.02                               |
| Month 2  | $-92719.94               | $6658688.64                                |
| Month 3  | $-2372564.96             | $4148508.04                                |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LEHM50

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NBC1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $369734.35    | 0.04%             | 2051-06-16      | Fixed         | 4.56%                 | 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      | $2251525.15   | 0.26%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    845000 | PA      | $841398.99    | 0.10%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1301030.07   | 0.15%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                   | MASTR Adjustable Rate Mortgages Trust 2004-3                                    | CUSIP: 576433KW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307065 | PA      | $271655.60    | 0.03%             | 2034-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                         | OHA Credit Funding 21 Ltd                                                       | CUSIP: 67707KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505270.00   | 0.29%             | 2038-10-20      | Floating      | 5.20%                 | 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      | $3706654.08   | 0.43%             | 2032-10-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2395762.63   | 0.28%             | 2031-09-13      | Fixed         | 2.63%                 | 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      | $3004701.60   | 0.35%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322701.96    | 0.04%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                           | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2750950.90   | 0.32%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294330.65    | 0.03%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2019-VI Ltd                                                        | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2659330.65   | 0.31%             | 2037-07-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                                               | MFT Trust 2020-ABC                                                              | CUSIP: 55317BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185000 | PA      | $983633.19    | 0.11%             | 2042-02-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3739702 | PA      | $3062696.68   | 0.35%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $193486.00    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1192381 | PA      | $1120963.62   | 0.13%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2408780 | PA      | $2243903.86   | 0.26%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                 | Capital Automotive REIT                                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   2400000 | PA      | $2337680.95   | 0.27%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520154.63    | 0.06%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1324197.72   | 0.15%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2481952 | PA      | $2021005.18   | 0.23%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391479.53    | 0.05%             | 2028-08-03      | Fixed         | 4.80%                 | 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      | $2098472.15   | 0.24%             | 2054-04-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2022-VAMF                                                              | CUSIP: 05609TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1057000 | PA      | $1053696.45   | 0.12%             | 2039-01-15      | Floating      | 5.73%                 | 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      | $849306.96    | 0.10%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    670000 | PA      | $660544.12    | 0.08%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786918.90    | 0.09%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                            | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    542000 | PA      | $521763.02    | 0.06%             | 2029-05-16      | Fixed         | 4.88%                 | Yes           |                  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      | $740405.59    | 0.09%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    485000 | PA      | $473030.13    | 0.05%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140N27K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1746497 | PA      | $1700276.81   | 0.20%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1873546.22   | 0.22%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1246845 | PA      | $1263451.83   | 0.15%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    882000 | PA      | $888310.02    | 0.10%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                        | Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE6             | CUSIP: 04541GGM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119051 | PA      | $1153520.47   | 0.13%             | 2033-11-25      | Floating      | 5.23%                 | 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      | $349545.76    | 0.04%             | 2044-07-15      | Fixed         | 4.40%                 | 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      | $717496.34    | 0.08%             | 2059-12-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                 | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $342974.70    | 0.04%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                           | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2151709.39   | 0.25%             | 2031-12-01      | Fixed         | 5.38%                 | 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      | $568958.25    | 0.07%             | 2045-02-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                        | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   1175000 | PA      | $1049450.87   | 0.12%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $2022333.60   | 0.23%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                | Farmers Exchange Capital III                                                    | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $973635.42    | 0.11%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2734420.32   | 0.32%             | 2028-11-15      | Fixed         | 6.85%                 | 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      | $1756742.75   | 0.20%             | 2038-10-25      | Floating      | 5.37%                 | 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      | $3859269.43   | 0.45%             | 2073-07-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                          | Option One Mortgage Loan Trust 2006-3                                           | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3101842 | PA      | $1987082.97   | 0.23%             | 2037-02-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                    | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1198443.18   | 0.14%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                       | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1239010.48   | 0.14%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                 | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1129883.95   | 0.13%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Allegro CLO Ltd                                                         | Allegro CLO X Ltd                                                               | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |   1045734 | PA      | $1045082.86   | 0.12%             | 2032-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XJLR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6824452 | PA      | $5862661.58   | 0.68%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1282008 | PA      | $1302787.54   | 0.15%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514175 | PA      | $478429.46    | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                         | SBA Tower Trust                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   3250000 | PA      | $3270992.73   | 0.38%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                           | First Horizon Alternative Mortgage Securities Trust 2005-AA9                    | CUSIP: 32051GXE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877232 | PA      | $758607.02    | 0.09%             | 2035-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2024-E                                         | CUSIP: 78450XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2488265.50   | 0.29%             | 2056-10-16      | Fixed         | 5.71%                 | 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      | $1005163.00   | 0.12%             | 2037-07-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                                   | OCP CLO 2023-27 Ltd                                                             | CUSIP: 67570KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2518530.00   | 0.29%             | 2038-07-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4384000 | PA      | $4495652.02   | 0.52%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    920000 | PA      | $915526.99    | 0.11%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2023-LIFE                                                              | CUSIP: 05609DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $582611.88    | 0.07%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2944980.15   | 0.34%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                        | Antares Holdings LP                                                             | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3475894.39   | 0.40%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                  | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2378016.72   | 0.27%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    330000 | PA      | $292332.86    | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                   | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780458.84    | 0.09%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                  | Residential Asset Securitization Trust 2006-A14CB                               | CUSIP: 76114BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1759322 | PA      | $1245273.47   | 0.14%             | 2036-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $895635.30    | 0.10%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $562928.51    | 0.07%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                               | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2043569.39   | 0.24%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                | MetLife Capital Trust IV                                                        | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1700174.72   | 0.20%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                  | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2775000 | PA      | $2731265.17   | 0.32%             | 2027-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                              | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951873 | PA      | $923313.34    | 0.11%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                      | BX Trust 2019-OC11                                                              | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1056976.97   | 0.12%             | 2041-12-09      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential 2021-SFR10 Trust                                           | CUSIP: 74333WAN2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    974668 | PA      | $951790.11    | 0.11%             | 2040-12-17      | Fixed         | 4.61%                 | 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      | $994610.17    | 0.11%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3149735.07   | 0.36%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    377000 | PA      | $330070.32    | 0.04%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80867.25     | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1771904 | PA      | $1566172.07   | 0.18%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                              | Morgan Stanley Capital I Inc Trust 2006-NC2                                     | CUSIP: 617451EF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348046 | PA      | $346876.80    | 0.04%             | 2036-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT                                                 | United Airlines 2018-1 Class B Pass Through Trust                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188950 | PA      | $187954.71    | 0.02%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                 | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   3580000 | PA      | $3474759.81   | 0.40%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                             | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    885000 | PA      | $945020.03    | 0.11%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                                                 | Buttermilk Park CLO Ltd                                                         | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000842.00   | 0.23%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $663255.74    | 0.08%             | 2053-06-01      | Fixed         | 5.88%                 | 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      | $2182228.81   | 0.25%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   1650000 | PA      | $1588471.32   | 0.18%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                                       | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3469385.50   | 0.40%             | 2039-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189272.77    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                              | BGME Trust 2021-VR                                                              | CUSIP: 05551XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $2364958.60   | 0.27%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                           | DROP Mortgage Trust 2021-FILE                                                   | CUSIP: 26210YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2065000 | PA      | $1911777.41   | 0.22%             | 2043-10-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1249712.64   | 0.14%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1778000 | PA      | $1477073.50   | 0.17%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                               | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    639061 | PA      | $606848.89    | 0.07%             | 2048-12-28      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XCRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1877548 | PA      | $1610006.29   | 0.19%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                         | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1162790.03   | 0.13%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195926.59    | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                            | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  17735465 | NS      | $17735465.00  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1833530 | PA      | $1832721.41   | 0.21%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2020-BNK30                                                                 | CUSIP: 06541UBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165000 | PA      | $2329203.57   | 0.27%             | 2053-12-15      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                               | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1952258.10   | 0.23%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6935000 | PA      | $7087787.07   | 0.82%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                   | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52591.48     | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1271227.50   | 0.15%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1072543.67   | 0.12%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       407 | NC      | $-122698.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468042.83    | 0.05%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                          | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1834448.37   | 0.21%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1860000 | PA      | $1918585.39   | 0.22%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0524A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5621816.20   | 0.65%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       275 | NC      | $-7385.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1476531.12   | 0.17%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1022882.50   | 0.12%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5930208 | PA      | $4806614.26   | 0.56%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QPJL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4537918 | PA      | $4439947.33   | 0.51%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67977.17     | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1008134.76   | 0.12%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1525000 | PA      | $1587550.03   | 0.18%             | 2029-03-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                   | NORTHWEST TX INDEP SCH DIST                                                     | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $233839.85    | 0.03%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                            | Wells Fargo Mortgage Backed Securities 2007-AR3 Trust                           | CUSIP: 94983UAD9<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    406754 | PA      | $359576.69    | 0.04%             | 2037-04-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    295000 | PA      | $298687.50    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -195 | NC      | $75399.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236018.79    | 0.03%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6935163.20   | 0.80%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                                   | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAB5<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |   1412524 | PA      | $1402671.48   | 0.16%             | 2040-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                             | Ovintiv Inc                                                                     | CUSIP: 292505AK0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    550000 | PA      | $480155.77    | 0.06%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                                        | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   2250000 | PA      | $2006481.13   | 0.23%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                             | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1325494.57   | 0.15%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1381846.44   | 0.16%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2640103.49   | 0.31%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    958000 | PA      | $951029.72    | 0.11%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1594566.49   | 0.18%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2142211.47   | 0.25%             | 2030-02-15      | Fixed         | 6.75%                 | 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      | $3320001.96   | 0.38%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                          | APIDOS CLO XLVIII Ltd                                                           | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2009504.00   | 0.23%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2470369.35   | 0.29%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                      | Elmwood CLO I Ltd                                                               | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011340.00   | 0.35%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                            | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2691153.89   | 0.31%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                                     | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2097970.22   | 0.24%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                                   | Thrust Engine Leasing 2021 DAC                                                  | CUSIP: 88603UAC3<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    343578 | PA      | $337268.24    | 0.04%             | 2040-07-15      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                  | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2758223.13   | 0.32%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3118747 | PA      | $2961871.36   | 0.34%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842469 | PA      | $760363.34    | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                          | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $813800.19    | 0.09%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                    | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1988479.14   | 0.23%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                      | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3320845.76   | 0.38%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDUS RE LTD                                                            | Fidus Re Ltd                                                                    | CUSIP: 316502AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $5999341.20   | 0.69%             | 2037-01-08      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                           | DROP Mortgage Trust 2021-FILE                                                   | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162000 | PA      | $1005841.73   | 0.12%             | 2043-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457669.15    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                 | Sammons Financial Group Inc                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   3556000 | PA      | $3915550.72   | 0.45%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5012390 | PA      | $5080715.15   | 0.59%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1818673.96   | 0.21%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                    | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2183676.77   | 0.25%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3869362 | PA      | $3467407.31   | 0.40%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                                  | RR 7 Ltd                                                                        | CUSIP: 74980EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750744.00    | 0.09%             | 2037-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                  | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2205000 | PA      | $2283830.96   | 0.26%             | 2035-03-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                  | RR 29 LTD                                                                       | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004854.00   | 0.23%             | 2039-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2929497 | PA      | $2607896.79   | 0.30%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1244294.75   | 0.14%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $768335.37    | 0.09%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                     | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1014387.81   | 0.12%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                      | BMO 2023-C4 Mortgage Trust                                                      | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1325932.40   | 0.15%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    880000 | PA      | $812166.47    | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                      | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    250000 | PA      | $265362.33    | 0.03%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit                                                         | OHA Credit Funding 5 Ltd                                                        | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5021820.00   | 0.58%             | 2037-10-18      | Floating      | 5.68%                 | 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      | $1078085.82   | 0.12%             | 2045-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                 | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |   1534000 | PA      | $1539755.41   | 0.18%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XGFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2995796 | PA      | $2671598.37   | 0.31%             | 2052-03-01      | Fixed         | 3.00%                 | 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      | $1850593.85   | 0.21%             | 2030-10-15      | Floating      | 5.97%                 | 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      | $2052526.53   | 0.24%             | 2030-02-10      | Fixed         | 6.85%                 | 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      | $4566352.95   | 0.53%             | 2050-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                              | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    522000 | PA      | $385556.88    | 0.04%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $12683069.28  | 1.47%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17760000 | PA      | $17709680.59  | 2.05%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93390.36     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | 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      | $3150733.44   | 0.36%             | 2039-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797034.58    | 0.09%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    364000 | PA      | $380997.76    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1099000 | PA      | $1141999.47   | 0.13%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1975087.09   | 0.23%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                    | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3022604.94   | 0.35%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133KKWQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7617422 | PA      | $6257468.58   | 0.72%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $12868.55     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12800000 | PA      | $12935000.32  | 1.50%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                              | BGME Trust 2021-VR                                                              | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11548000 | PA      | $8596964.03   | 0.99%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                   | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    490000 | PA      | $449056.53    | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2014-3                                                | CUSIP: 64033KAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $938337.08    | 0.11%             | 2050-10-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                               | News Corp                                                                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1143556.06   | 0.13%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                                 | HomeBanc Mortgage Trust 2005-5                                                  | CUSIP: 43739ECB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021302 | PA      | $998418.26    | 0.12%             | 2036-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   2855827 | PA      | $2859334.00   | 0.33%             | 2032-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1529241.31   | 0.18%             | 2054-06-15      | Fixed         | 6.00%                 | 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      | $858119.45    | 0.10%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                      | HERO Funding Trust 2016-3                                                       | CUSIP: 42770XAA5<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    238291 | PA      | $221734.94    | 0.03%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $987517.73    | 0.11%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                        | Antares Holdings LP                                                             | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2410140.47   | 0.28%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3972420 | PA      | $4024086.03   | 0.47%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2025-C                                                | CUSIP: 64035UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1499135.85   | 0.17%             | 2065-06-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1016516.50   | 0.12%             | 2064-07-15      | Fixed         | 5.75%                 | 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      | $3012864.00   | 0.35%             | 2038-07-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                             | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1845490.65   | 0.21%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QNU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4688414 | PA      | $4176651.06   | 0.48%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                       | PRPM 2025-NQM4 Trust                                                            | CUSIP: 69392VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996322.40   | 0.23%             | 2070-07-25      | Variable      | 5.29%                 | 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      | $1936395.94   | 0.22%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                               | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2819000 | PA      | $2921442.46   | 0.34%             | 2029-09-11      | Fixed         | 6.88%                 | 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        |   1038794 | PA      | $1012782.44   | 0.12%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2021-INV1                                   | CUSIP: 64829WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2361675 | PA      | $1943585.04   | 0.22%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1197757.23   | 0.14%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1660245.00   | 0.19%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| Patterson-UTI Energy Inc                                                | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2002397.67   | 0.23%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                              | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1362487 | PA      | $1362486.59   | 0.16%             |  |  |  | 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      | $3000216.00   | 0.35%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186376.50    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4715.80      | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15653.19     | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LYY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4329057 | PA      | $3510185.60   | 0.41%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                         | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   2025000 | PA      | $1842022.92   | 0.21%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2005-8                                                   | CUSIP: 78442GQT6<br>LEI: 549300FBYELJTA2VHZ52 | Long             | ABS-O            | CORP              | US        |    702078 | PA      | $670852.72    | 0.08%             | 2055-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                          | Apidos CLO XXXII                                                                | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750742.00   | 0.20%             | 2033-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                      | HERO Funding Trust 2016-4A                                                      | CUSIP: 40417QAA3<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    259335 | PA      | $244749.89    | 0.03%             | 2047-09-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036351.87   | 0.12%             | 2029-07-25      | Fixed         | 5.57%                 | 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      | $2007500.00   | 0.23%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QDX25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5567259 | PA      | $5122808.42   | 0.59%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    628000 | PA      | $657284.87    | 0.08%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2444037.00   | 0.28%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4040883 | PA      | $3621110.82   | 0.42%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       337 | NC      | $384585.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loans 2017-1 LLC                                                   | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     87294 | PA      | $84584.44     | 0.01%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1018293.67   | 0.12%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                        | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1143018.03   | 0.13%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19950000 | PA      | $12722242.68  | 1.47%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JQTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1352039 | PA      | $1214914.31   | 0.14%             | 2049-09-01      | Fixed         | 3.00%                 | 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        |   1920038 | PA      | $1623374.74   | 0.19%             | 2035-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DNVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4073074 | PA      | $3876703.69   | 0.45%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                      | Hero Funding 2017-3                                                             | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    281969 | PA      | $258638.13    | 0.03%             | 2048-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3335963 | PA      | $3338649.43   | 0.39%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                     | Banc of America Mortgage 2004-G Trust                                           | CUSIP: 05949ALH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12006 | PA      | $11940.58     | 0.00%             | 2034-08-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    967071 | PA      | $873728.49    | 0.10%             | 2046-08-01      | Fixed         | 3.00%                 | 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      | $3322846.80   | 0.38%             | 2028-01-07      | Floating      | 6.40%                 | 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        |    368194 | PA      | $363371.09    | 0.04%             | 2033-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                        | Unlock HEA Trust 2024-1                                                         | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296097 | PA      | $1291592.84   | 0.15%             | 2039-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                       | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3970783.35   | 0.46%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                          | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508188 | PA      | $487936.32    | 0.06%             | 2048-07-20      | Fixed         | 4.87%                 | 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      | $5746316.36   | 0.66%             | 2039-02-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702943.41    | 0.08%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $991982.61    | 0.11%             | 2026-05-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357000 | PA      | $1101548.82   | 0.13%             | 2052-05-10      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2030437.91   | 0.23%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2645310 | PA      | $2497079.20   | 0.29%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QSTL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2291570 | PA      | $2237799.85   | 0.26%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1998724.82   | 0.23%             | 2030-04-01      | Fixed         | 6.25%                 | 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      | $971011.75    | 0.11%             | 2032-07-31      | Fixed         | 6.13%                 | 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      | $899820.30    | 0.10%             | 2039-11-13      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2129141 | PA      | $1915947.76   | 0.22%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1268458.34   | 0.15%             | 2037-01-10      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                   | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3978124.70   | 0.46%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1962006.19   | 0.23%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    450000 | PA      | $474183.00    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | 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      | $3358177.35   | 0.39%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1140634 | PA      | $1155469.27   | 0.13%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                   | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1820937.87   | 0.21%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | EFMT 2024-INV2                                                                  | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   1843557 | PA      | $1845192.43   | 0.21%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218377.56   | 0.14%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                              | Allianz SE                                                                      | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2064800.00   | 0.24%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| Bear Stearns Alt-A Trust                                                | Bear Stearns ALT-A Trust 2005-4                                                 | CUSIP: 07386HTE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432388 | PA      | $408794.69    | 0.05%             | 2035-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                    | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1757513.25   | 0.20%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2263349.35   | 0.26%             | 2028-02-04      | Fixed         | 2.55%                 | 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: N/A                  | Long             | DBT              | CORP              | US        |   1007500 | PA      | $1011313.24   | 0.12%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    378000 | PA      | $363429.11    | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR ACCEPTANCE                                                 | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2022600.38   | 0.23%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loans 2017-2 LLC                                                   | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    220325 | PA      | $207186.26    | 0.02%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                                            | Juniper Valley Park CLO Ltd                                                     | CUSIP: 48206KAS5<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |   1350000 | PA      | $1350000.00   | 0.16%             | 2036-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132E0Z54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4484349 | PA      | $4564060.29   | 0.53%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1901722.38   | 0.22%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                      | HERO Funding Trust 2017-2                                                       | CUSIP: 42771LAC6<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |     67458 | PA      | $64034.62     | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2022-1 Ltd                                              | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000810.00   | 0.12%             | 2035-04-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                            | Wells Fargo Mortgage Backed Securities 2019-1 Trust                             | CUSIP: 95001TAA3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     16943 | PA      | $16100.17     | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1637775.75   | 0.19%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                                            | Parallel 2021-2 Ltd                                                             | CUSIP: 69916KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550399.85    | 0.06%             | 2034-10-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust                       | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA3                   | CUSIP: 25150WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480718 | PA      | $2168700.78   | 0.25%             | 2047-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                          | US Bank NA                                                                      | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    767748 | PA      | $768204.90    | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                         | Benefit Street Partners CLO V-B Ltd                                             | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008976.00   | 0.23%             | 2037-07-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                         | Ascot Group Ltd                                                                 | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    893000 | PA      | $930825.88    | 0.11%             | 2035-06-15      | Fixed         | 6.35%                 | 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      | $1184159.65   | 0.14%             | 2034-05-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140585.59    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498304.54    | 0.06%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    735000 | PA      | $739149.04    | 0.09%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626UX83<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   6000000 | PA      | $5994221.40   | 0.69%             | 2025-10-08      | None          | 0.00%                 | 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      | $1814769.45   | 0.21%             | 2043-08-01      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1950657 | PA      | $1650752.26   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                | FMC Corp                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1271737.72   | 0.15%             | 2055-11-01      | Fixed         | 8.45%                 | 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      | $2537966.66   | 0.29%             | 2054-02-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                           | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436514.32    | 0.05%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1531175.67   | 0.18%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $48321.75     | 0.01%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8969.20      | 0.00%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                 | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87811.18     | 0.01%             | 2032-04-08      | Fixed         | 4.75%                 | 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        |   1094562 | PA      | $1095820.43   | 0.13%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2025-6                                                   | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1602505 | PA      | $1612559.39   | 0.19%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165408.26    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2019-1 Ltd                                                   | CUSIP: 77342MAN6<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   2435000 | PA      | $2435000.00   | 0.28%             | 2034-04-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | EFMT 2024-INV2                                                                  | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   1843557 | PA      | $1843917.05   | 0.21%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                    | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1970000 | PA      | $1980541.47   | 0.23%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5514198 | PA      | $4699155.71   | 0.54%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1346208.68   | 0.16%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2019-30HY Mortgage Trust                                           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $836447.39    | 0.10%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971X6S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1033000 | PA      | $1058112.95   | 0.12%             | 2036-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                        | RALI Series 2006-QA7 Trust                                                      | CUSIP: 751152AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403871 | PA      | $358438.09    | 0.04%             | 2036-08-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1808650 | PA      | $1707528.46   | 0.20%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1781258.55   | 0.21%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                     | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2788277.82   | 0.32%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1240793 | PA      | $1121030.31   | 0.13%             | 2046-11-01      | Fixed         | 3.00%                 | 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      | $1506976.50   | 0.17%             | 2037-07-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $597814.98    | 0.07%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    925000 | PA      | $981314.00    | 0.11%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                  | Sempra                                                                          | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1689662.00   | 0.20%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                             | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    956000 | PA      | $941679.98    | 0.11%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198106.06    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2214945.05   | 0.26%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    190000 | PA      | $185504.36    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                       | Sierra Timeshare 2021-1 Receivables Funding LLC                                 | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274840 | PA      | $271934.04    | 0.03%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                  | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2152779.65   | 0.25%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241193.86    | 0.03%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2752431 | PA      | $2335278.16   | 0.27%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    598000 | PA      | $661091.12    | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                        | Flatiron CLO 20 Ltd                                                             | CUSIP: 33883MAL8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.06%             | 2036-05-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2184698.85   | 0.25%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                              | Morgan Stanley Capital I Inc Trust 2006-HE1                                     | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220451 | PA      | $1180143.05   | 0.14%             | 2036-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                      | HERO FUNDING 2018-1                                                             | CUSIP: 42772GAB8<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    492940 | PA      | $478449.65    | 0.06%             | 2048-09-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                  | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    596000 | PA      | $630621.04    | 0.07%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10124.80     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2021-NQM4 Trust                                                             | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3078970 | PA      | $2643641.05   | 0.31%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281394 | PA      | $276975.91    | 0.03%             | 2045-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2006-5                                                   | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | CORP              | US        |   1409044 | PA      | $1333857.34   | 0.15%             | 2040-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| COLEM 2021-HLNE Mortgage Trust                                          | COLEM 2022-HLNE Mortgage Trust                                                  | CUSIP: 12659JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $750318.12    | 0.09%             | 2042-04-12      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                                        | Whitebox CLO III Ltd                                                            | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4758108.25   | 0.55%             | 2035-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                  | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1386000 | PA      | $1428686.75   | 0.17%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                           | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2223534.24   | 0.26%             | 2053-08-15      | Variable      | 7.41%                 | 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      | $409717.76    | 0.05%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DSX72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3369065 | PA      | $3177156.27   | 0.37%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1985125.80   | 0.23%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $1614603.61   | 0.19%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       187 | NC      | $39841.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49447.90     | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | 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      | $1134802.90   | 0.13%             | 2056-01-31      | Fixed         | 6.50%                 | 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        |   2195335 | PA      | $2177178.32   | 0.25%             | 2055-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                           | BGC Group Inc                                                                   | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1306278.34   | 0.15%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QPHU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8817238 | PA      | $8127108.34   | 0.94%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                          | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $1564668.14   | 0.18%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1172974 | PA      | $1130665.54   | 0.13%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1878294 | PA      | $1879220.15   | 0.22%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                 | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2242259.65   | 0.26%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                    | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    873000 | PA      | $894606.75    | 0.10%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                | Ares Strategic Income Fund                                                      | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2756561.30   | 0.32%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1320000 | PA      | $1163379.76   | 0.13%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1748576 | PA      | $1579801.86   | 0.18%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                     | MidOcean Credit CLO XIV Ltd                                                     | CUSIP: 59803FAA9<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2004216.00   | 0.23%             | 2037-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                         | Nordea Bank Abp                                                                 | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3302000 | PA      | $3336195.51   | 0.39%             | 2031-09-25      | Fixed         | 6.30%                 | 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      | $2297534.93   | 0.27%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                          | LAMAR TX CONSOL INDEP SCH DIST                                                  | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $215569.37    | 0.02%             | 2058-02-15      | Fixed         | 5.00%                 | 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      | $3632100.00   | 0.42%             | 2054-02-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5042.47      | 0.00%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                             | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1450236.02   | 0.17%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                 | Flagstar Mortgage Trust 2021-6INV                                               | CUSIP: 33851GAU9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   3938379 | PA      | $3243624.24   | 0.38%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                  | Mosaic Solar Loan Trust 2018-1                                                  | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101808 | PA      | $97286.76     | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                           | Ballyrock CLO 26 Ltd                                                            | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1708370.80   | 0.20%             | 2037-07-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1397058.41   | 0.16%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1045387.08   | 0.12%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                               | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1468522.74   | 0.17%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987980 | PA      | $962950.00    | 0.11%             | 2032-06-01      | Fixed         | 3.00%                 | 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      | $4012116.00   | 0.46%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1809788 | PA      | $1830646.50   | 0.21%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                  | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2515237.29   | 0.29%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1513519.60   | 0.17%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QNU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5652794 | PA      | $5030464.38   | 0.58%             | 2052-04-01      | Fixed         | 3.00%                 | 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      | $640556.77    | 0.07%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                      | Macquarie Bank Ltd                                                              | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2900000 | PA      | $2618396.17   | 0.30%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    213000 | PA      | $189229.20    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $2061986.93   | 0.24%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                          | HarborView Mortgage Loan Trust 2007-6                                           | CUSIP: 41165BAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   2038753 | PA      | $1743798.95   | 0.20%             | 2037-08-19      | Floating      | 4.45%                 | 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        |   1204898 | PA      | $1221109.01   | 0.14%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2167266.68   | 0.25%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733643 | PA      | $1639341.65   | 0.19%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   2141000 | PA      | $1874731.88   | 0.22%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971X6R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1033000 | PA      | $1063312.46   | 0.12%             | 2035-02-01      | Fixed         | 5.13%                 | 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      | $1768686.85   | 0.20%             | 2038-03-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6109595 | PA      | $5239005.36   | 0.61%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   2272000 | PA      | $2522816.87   | 0.29%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133KHXL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4088983 | PA      | $3775324.96   | 0.44%             | 2050-06-01      | Fixed         | 3.50%                 | 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      | $2006926.80   | 0.23%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                  | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $2030029.12   | 0.23%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DVA39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21434540 | PA      | $18306533.40  | 2.12%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3280130 | PA      | $3283797.26   | 0.38%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $314081.28    | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    157000 | PA      | $154362.47    | 0.02%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3298705 | PA      | $3337485.11   | 0.39%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344152 | PA      | $335261.54    | 0.04%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                 | AEP Transmission Co LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160367.10    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FIN                                                 | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   2083000 | PA      | $2149062.74   | 0.25%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1491166.04   | 0.17%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    540000 | PA      | $509975.96    | 0.06%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2970048 | PA      | $3008676.85   | 0.35%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2019-5                                                | CUSIP: 64034EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2246987.60   | 0.26%             | 2067-10-25      | Fixed         | 3.45%                 | 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      | $623897.33    | 0.07%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JWQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2410157 | PA      | $2161198.43   | 0.25%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                | Ajax Mortgage Loan Trust 2019-F                                                 | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978564 | PA      | $958654.17    | 0.11%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                        | GWT 2024-WLF2                                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1532000 | PA      | $1536785.97   | 0.18%             | 2041-05-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                  | Goldentree Loan Management US Clo 8 Ltd                                         | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998602.00   | 0.35%             | 2034-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                             | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    202000 | PA      | $182892.65    | 0.02%             | 2038-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2443139.72   | 0.28%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    195000 | PA      | $183469.10    | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1933384.47   | 0.22%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2005-A5                                                | CUSIP: 466247SE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51175 | PA      | $50200.69     | 0.01%             | 2035-08-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21585000 | PA      | $21476470.62  | 2.48%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2025-INV2 Trust                                                            | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1624857 | PA      | $1647833.76   | 0.19%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                  | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2104540.17   | 0.24%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                  | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2     | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324094 | PA      | $321786.87    | 0.04%             | 2035-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                    | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2648000 | PA      | $2803031.61   | 0.32%             | 2029-03-15      | Fixed         | 8.00%                 | 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      | $1087381.15   | 0.13%             | 2054-05-26      | Floating      | 5.97%                 | 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        |    956024 | PA      | $923192.27    | 0.11%             | 2048-12-28      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                                | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2463682.04   | 0.28%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -17 | NC      | $19066.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL LLC                                                       | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   1965000 | PA      | $1951645.29   | 0.23%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106580.42    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                    | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1500254.42   | 0.17%             | 2025-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1954404 | PA      | $1584103.91   | 0.18%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    365000 | PA      | $325637.52    | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                      | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1825000 | PA      | $2007093.03   | 0.23%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    885000 | PA      | $839758.64    | 0.10%             | 2029-06-01      | Fixed         | 2.07%                 | 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      | $1075787.05   | 0.12%             | 2056-08-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $222000.00    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd                                                     | Harbor Park CLO Ltd                                                             | CUSIP: 41154XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301170.00   | 0.15%             | 2031-01-20      | Floating      | 6.03%                 | 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      | $1186011.66   | 0.14%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    975000 | PA      | $998716.49    | 0.12%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                               | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2375000 | PA      | $2503928.13   | 0.29%             | 2034-11-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140W0C94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9598973 | PA      | $9878143.39   | 1.14%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    580000 | PA      | $576535.96    | 0.07%             | 2032-11-01      | Fixed         | 5.00%                 | 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      | $1202230.90   | 0.14%             | 2043-02-01      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NatWest Group PLC                                                               | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $823482.00    | 0.10%             | 2031-06-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                      | HERO Funding Trust 2017-2                                                       | CUSIP: 42771LAB8<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |     83911 | PA      | $77593.91     | 0.01%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                          | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1771000 | PA      | $1722931.34   | 0.20%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3187216.87   | 0.37%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                         | Global Atlantic Fin Co                                                          | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3605442.03   | 0.42%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                | Plains All American Pipeline LP                                                 | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2593882.41   | 0.30%             | 2025-10-30      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258058.75    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                            | ING Groep NV                                                                    | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3163727.82   | 0.37%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3566627 | PA      | $3613015.12   | 0.42%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                      | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2290395.95   | 0.26%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                 | American Home Mortgage Investment Trust 2006-1                                  | CUSIP: 02660TJB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125140 | PA      | $1031927.49   | 0.12%             | 2046-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1325000 | PA      | $1402044.26   | 0.16%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1377663.06   | 0.16%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                          | Galaxy XXVI CLO Ltd                                                             | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000477.00   | 0.12%             | 2031-11-22      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    960000 | PA      | $960606.30    | 0.11%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                  | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1155000 | PA      | $1205527.79   | 0.14%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1925647 | PA      | $1916365.97   | 0.22%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1961475.92   | 0.23%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    585000 | PA      | $475493.91    | 0.05%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                                  | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1142000 | PA      | $769480.55    | 0.09%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2597000 | PA      | $2744849.16   | 0.32%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-22

**Name of Applicant:** MASSMUTUAL PREMIER FUNDS

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer