# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001410368-26-019497
**Filing Date:** 2026-2
**Character Count:** 116959
**Document Hash:** 94366ff38b665798cf02377c6b573ce8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019497.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019497

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 26688057

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

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

## Series and Classes Contracts Data

### MML Short-Duration Bond Fund (Series ID: S000028330)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MML Series Investment Fund II

- **b. Investment Company Act file number:** 811-21714

- **c. CIK number of Registrant:** 0001317146

- **d. LEI of Registrant:** XSZQMOMB2JPNHA01JH98

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

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

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $110858251.71

**Total Liabilities:** $3206542.88

**Net Assets:** $107651708.83

**Cash Not Reported:** $338476.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -198.62000000 | **1-Year:** -3602.89000000 | **5-Year:** -7396.79000000 | **10-Year:** -241.59000000 | **30-Year:** -2.83000000

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

- **3-Month:** -232.29000000 | **1-Year:** -3044.88000000 | **5-Year:** -4059.17000000 | **10-Year:** -1007.33000000 | **30-Year:** -338.18000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086554 | 0.22%                | 0.44%                | 0.43%                |
| Class ID C000086555 | 0.22%                | 0.33%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $34217.01                | $-31555.40                                 |
| Month 2  | $30202.08                | $53976.03                                  |
| Month 3  | $5644.93                 | $-11566.21                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** IYFL_BM

### Schedule of Portfolio Investments

| Name                                          | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                            | A&D Mortgage Trust 2023-NQM3                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696439 | PA      | $701288.63    | 0.65%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                            | Advance Auto Parts Inc                                                          | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331936.99    | 0.31%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2025-X1                                       | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501589.65    | 0.47%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                    | Affirm Asset Securitization Trust 2024-B                                        | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601701.84    | 0.56%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                       | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    290000 | PA      | $296052.99    | 0.28%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $285336.78    | 0.27%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| ALLIANT ENERGY FINANCE                        | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258260.03    | 0.24%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                            | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290422.62    | 0.27%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                   | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $368804.69    | 0.34%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                          | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $558851.31    | 0.52%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                      | Angel Oak Mortgage Trust 2020-5                                                 | CUSIP: 03464WAC6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     30866 | PA      | $29852.38     | 0.03%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                        | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    400000 | PA      | $388054.94    | 0.36%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                             | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602750.07    | 0.56%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                              | Antares Holdings LP                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302965.55    | 0.28%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                         | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278807.10    | 0.26%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                    | Apidos CLO XXX                                                                  | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500088.00    | 0.46%             | 2031-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238924.48    | 0.22%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102583.08    | 0.10%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                             | Ares Capital Corp                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313071.76    | 0.29%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                      | Ares Strategic Income Fund                                                      | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    538000 | PA      | $553590.10    | 0.51%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                      | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    264000 | PA      | $275218.35    | 0.26%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                         | Athene Global Funding                                                           | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208681.71    | 0.19%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446749.21    | 0.41%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $446106.96    | 0.41%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    114000 | PA      | $117033.13    | 0.11%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                 | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569494.10    | 0.53%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                         | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $509414.43    | 0.47%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer           | BRE Grand Islander Timeshare Issuer 2019-A LLC                                  | CUSIP: 05588UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46840 | PA      | $46391.58     | 0.04%             | 2033-09-26      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                      | Brex Commercial Charge Card Master Trust                                        | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $902718.09    | 0.84%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $292544.24    | 0.27%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited              | Bain Capital Credit CLO 2020-3 Ltd                                              | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500062.00    | 0.46%             | 2034-10-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $306316.26    | 0.28%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $306980.94    | 0.29%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                         | Becton Dickinson & Co                                                           | CUSIP: 07588MA63<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999364.30    | 0.93%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                   | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 07787QC38<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1986738.80   | 1.85%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust | BHG Securitization Trust 2021-B                                                 | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448000 | PA      | $432174.31    | 0.40%             | 2034-10-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                        | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    490000 | PA      | $481379.17    | 0.45%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                       | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345880.89    | 0.32%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                       | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298358.47    | 0.28%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust               | BRAVO Residential Funding Trust 2020-NQM1                                       | CUSIP: 105699AC6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     23829 | PA      | $23410.90     | 0.02%             | 2060-05-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-3                            | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401010.80    | 0.37%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                       | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $536473.84    | 0.50%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                       | Buttermilk Park CLO Ltd                                                         | CUSIP: 124166AU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500145.00    | 0.46%             | 2031-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                       | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90845 | PA      | $56451.76     | 0.05%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2017-IV Ltd                                                        | CUSIP: 12551JAN6<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499900.50    | 0.46%             | 2030-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                     | CIM Trust 2019-INV3                                                             | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223927 | PA      | $214724.18    | 0.20%             | 2049-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                      | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259109.38    | 0.24%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2021-NQM2                                                                  | CUSIP: 12662EAC7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    345055 | PA      | $312297.26    | 0.29%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289598.99    | 0.27%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                        | Canyon CLO 2020-1 Ltd                                                           | CUSIP: 13876LAW7<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000094.00   | 0.93%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-N1                                          | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78050 | PA      | $76448.94     | 0.07%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2021-P3                                          | CUSIP: 14687JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $825516.61    | 0.77%             | 2028-09-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N1                                          | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231967 | PA      | $232483.59    | 0.22%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500221.90    | 0.46%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | Celanese US Holdings LLC                                                        | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    555000 | PA      | $580610.66    | 0.54%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290724.84    | 0.27%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304310.24    | 0.28%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $271106.21    | 0.25%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                      | Chevron Phillips Chemical Co LLC                                                | CUSIP: 16677BA78<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997759.90   | 2.78%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332722.64    | 0.31%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Avenue Student Loans LLC                                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92973 | PA      | $92655.00     | 0.09%             | 2046-11-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Avenue Student Loans LLC                                                | CUSIP: 194204AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140797 | PA      | $135305.32    | 0.13%             | 2046-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2018-A LLC                                            | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139025 | PA      | $139319.86    | 0.13%             | 2047-12-26      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                     | College Ave Student Loans 2021-A LLC                                            | CUSIP: 19424KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454788 | PA      | $420109.92    | 0.39%             | 2051-07-25      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                      | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $282572.18    | 0.26%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2017-A-GS                                         | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     38224 | PA      | $36140.54     | 0.03%             | 2041-05-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-C-GS                                         | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |      8415 | PA      | $7539.66      | 0.01%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-BGS                                          | CUSIP: 20268MAD8<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     17651 | PA      | $14408.54     | 0.01%             | 2045-09-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                 | Commonbond Student Loan Trust 2018-A-GS                                         | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     15872 | PA      | $12426.34     | 0.01%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $435788.70    | 0.40%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                        | Cox Communications Inc                                                          | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262545.66    | 0.24%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                            | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $395225.33    | 0.37%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    290000 | PA      | $296162.52    | 0.28%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                           | DataBank Issuer                                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    991000 | PA      | $986721.06    | 0.92%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                      | Dayton Power & Light Co/The                                                     | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273937.71    | 0.25%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust          | Deephaven Residential Mortgage Trust 2021-1                                     | CUSIP: 24380VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55070 | PA      | $53492.01     | 0.05%             | 2065-05-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279600.37    | 0.26%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467544.14    | 0.43%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                   | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1106391.88   | 1.03%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                          | ERAC USA Finance LLC                                                            | CUSIP: 26882SA89<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998273.80   | 1.86%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    450000 | PA      | $450687.27    | 0.42%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    125000 | PA      | $121096.71    | 0.11%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                    | Elara HGV Timeshare Issuer 2019-A LLC                                           | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97787 | PA      | $97124.32     | 0.09%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                      | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $296384.32    | 0.28%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                              | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $539247.95    | 0.50%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                  | Entergy Corp                                                                    | CUSIP: 29366GCD1<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992244.00    | 0.92%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                      | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285165.55    | 0.26%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2024-3                                      | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492647 | PA      | $494287.31    | 0.46%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2021-1                                      | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245816 | PA      | $244990.91    | 0.23%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                      | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    575000 | PA      | $510003.27    | 0.47%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                            | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270570.55    | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust                   | FCCU Auto Receivables Trust 2024-1                                              | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508988.90    | 0.47%             | 2030-04-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                       | Flagstar Mortgage Trust 2021-6INV                                               | CUSIP: 33851GAU9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    476289 | PA      | $395691.92    | 0.37%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                    | FNA VI LLC                                                                      | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385297 | PA      | $360911.92    | 0.34%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust      | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401206.60    | 0.37%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    470000 | PA      | $473235.91    | 0.44%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297689.54    | 0.28%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                      | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    269000 | PA      | $280186.59    | 0.26%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                      | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    247000 | PA      | $247048.68    | 0.23%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                         | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588350.90    | 0.55%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                       | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230687.47    | 0.21%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                               | CUSIP: 36210JPG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       207 | PA      | $212.34       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                               | CUSIP: 36210SPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       259 | PA      | $265.01       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae I Pool                                                               | CUSIP: 36211DUG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        14 | PA      | $14.30        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Ginnie Mae II Pool                                                              | CUSIP: 36225CEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        17 | PA      | $17.26        | 0.00%             | 2027-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317995.05    | 0.30%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                      | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    277000 | PA      | $289343.26    | 0.27%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                              | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263578.63    | 0.24%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                       | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    485000 | PA      | $472244.06    | 0.44%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                        | Global Atlantic Fin Co                                                          | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344317.98    | 0.32%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2025-3                                        | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $325676.55    | 0.30%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD       | Goldentree Loan Management US CLO 1 Ltd                                         | CUSIP: 38136FBW2<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500141.50    | 0.46%             | 2034-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD       | Goldentree Loan Management US Clo 8 Ltd                                         | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500478.00    | 0.46%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD       | Goldentree Loan Management US Clo 18 Ltd                                        | CUSIP: 38139LAN7<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500861.50    | 0.47%             | 2037-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust   | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust                           | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85981 | PA      | $84399.68     | 0.08%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                             | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265891.20    | 0.25%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                             | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    621000 | PA      | $634930.53    | 0.59%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201368 | PA      | $205472.14    | 0.19%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust        | GreenSky Home Improvement Issuer Trust 2025-1                                   | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198427 | PA      | $199350.55    | 0.19%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $294232.90    | 0.27%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315951.64    | 0.29%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                      | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    368000 | PA      | $384348.87    | 0.36%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                        | Harvest Midstream I LP                                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237498.77    | 0.22%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                         | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588814.71    | 0.55%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                            | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281120.95    | 0.26%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266341.46    | 0.25%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                          | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278487.64    | 0.26%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HIGHWOODS REALTY LP                           | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    300000 | PA      | $295408.18    | 0.27%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2024-2                                             | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165484 | PA      | $169017.07    | 0.16%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                    | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258471.18    | 0.24%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                      | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287653.13    | 0.27%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319074.12    | 0.30%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust       | Hyundai Auto Lease Securitization Trust 2024-A                                  | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294234 | PA      | $294904.32    | 0.27%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $295876.56    | 0.27%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                             | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $390642.16    | 0.36%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                      | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336839.25    | 0.31%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                 | JG Wentworth XXII LLC                                                           | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23736 | PA      | $23600.49     | 0.02%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436879.12    | 0.41%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278914.53    | 0.26%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                         | KKR CLO 20 Ltd                                                                  | CUSIP: 48251TAG6<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500054.50    | 0.46%             | 2030-10-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                          | KIND Trust 2021-KIND                                                            | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545520 | PA      | $542210.89    | 0.50%             | 2038-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                             | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $891167.85    | 0.83%             | 2039-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                          | Keurig Dr Pepper Inc                                                            | CUSIP: 49271KAG9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2994936.00   | 2.78%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                          | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273820.18    | 0.25%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                    | LAD Auto Receivables Trust 2024-2                                               | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510116.35    | 0.47%             | 2029-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                  | Laurel Road Prime Student Loan Trust 2017-B                                     | CUSIP: 518887AD6<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |     72548 | PA      | $72457.98     | 0.07%             | 2042-08-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust          | Laurel Road Prime Student Loan Trust 2019-A                                     | CUSIP: 51889RAC3<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |    195694 | PA      | $191814.74    | 0.18%             | 2048-10-25      | Fixed         | 3.00%                 | 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        |    260400 | PA      | $258377.19    | 0.24%             | 2038-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                      | Lincoln Financial Global Funding                                                | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281667.81    | 0.26%             | 2030-08-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $274142.11    | 0.25%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                    | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAC5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    249268 | PA      | $227498.15    | 0.21%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                 | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8472 | PA      | $8451.30      | 0.01%             | 2038-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                      | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    324000 | PA      | $339518.45    | 0.32%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    455000 | PA      | $440348.97    | 0.41%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                      | Magyar Export-Import Bank Zrt                                                   | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $411263.53    | 0.38%             | 2027-12-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                      | Marble Point Clo XXV Ltd                                                        | CUSIP: 565923BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500623.00    | 0.47%             | 2036-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                   | Marble Point CLO XXIII Ltd                                                      | CUSIP: 56607TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500196.50    | 0.46%             | 2035-01-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust         | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404698.36    | 0.38%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                       | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283835.31    | 0.26%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loans 2017-1 LLC                                                   | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     17277 | PA      | $16992.02     | 0.02%             | 2042-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                        | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87133 | PA      | $81839.84     | 0.08%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                     | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575607.11    | 0.53%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                    | NLT 2021-INV2 Trust                                                             | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491131 | PA      | $430874.69    | 0.40%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550696.85    | 0.51%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NP SPE LP                                     | NP SPE II LLC                                                                   | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |     57950 | PA      | $56182.99     | 0.05%             | 2047-10-21      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                       | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $272140.16    | 0.25%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                             | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $287420.84    | 0.27%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2020-B                                | CUSIP: 63941GAC8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $1928587.32   | 1.79%             | 2069-01-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                    | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    882250 | PA      | $811757.29    | 0.75%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 49 Ltd                                       | CUSIP: 64135JAW2<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500724.50    | 0.47%             | 2037-12-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     73679 | PA      | $70794.55     | 0.07%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                         | Newark BSL CLO 2 Ltd                                                            | CUSIP: 65023PAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.23%             | 2030-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                     | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    425000 | PA      | $412363.30    | 0.38%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                       | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    570000 | PA      | $556183.60    | 0.52%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2015-9 Ltd                                                              | CUSIP: 67091YBE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499829.00    | 0.46%             | 2037-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAX4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    102786 | PA      | $91791.24     | 0.09%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAC4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    574138 | PA      | $480947.72    | 0.45%             | 2061-07-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund    | Oak Street Investment Grade Net Lease Fund Series 2020-1                        | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390932 | PA      | $359546.11    | 0.33%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund    | Oak Street Investment Grade Net Lease Fund Series 2020-1                        | CUSIP: 67181DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396167 | PA      | $348284.61    | 0.32%             | 2050-11-20      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302372.22    | 0.28%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                      | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    575000 | PA      | $585167.74    | 0.54%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP            | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616000 | PA      | $590612.55    | 0.55%             | 2036-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP            | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414000 | PA      | $390861.04    | 0.36%             | 2036-01-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283717.45    | 0.26%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp                                                                     | CUSIP: 6840C3B28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996468.10    | 0.93%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                        | Oscar US Funding XIV LLC                                                        | CUSIP: 68784HAD3<br>LEI: 353800FUC565GTX73583 | Long             | ABS-O            | CORP              | JP        |    204004 | PA      | $202241.34    | 0.19%             | 2029-04-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                        | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647442.65    | 0.60%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP II                      | Blue Owl Capital Corp II                                                        | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282764.32    | 0.26%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                      | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    627000 | PA      | $641288.69    | 0.60%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PFS Financing Corp.                           | PFS Financing Corp                                                              | CUSIP: 69335PEU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    561000 | PA      | $563708.84    | 0.52%             | 2028-03-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PVOne LLC                                     | PVOne 2023-2 LLC                                                                | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65974 | PA      | $66259.78     | 0.06%             | 2035-09-17      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464297.18    | 0.43%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya AI Debt Grantor Trust 2024-5                                             | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269582 | PA      | $271349.40    | 0.25%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                | Pagaya Ai Debt Trust 2025-R1                                                    | CUSIP: 69547CAB4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503702.95    | 0.47%             | 2032-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                   | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275994.54    | 0.26%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                      | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    535000 | PA      | $528958.21    | 0.49%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust           | PenFed Auto Receivables Owner Trust                                             | CUSIP: 70687FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304689.75    | 0.28%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                      | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226534.60    | 0.21%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                      | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    575000 | PA      | $635333.90    | 0.59%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                      | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $179003.65    | 0.17%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                     | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $384009.20    | 0.36%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                          | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    186000 | PA      | $186586.00    | 0.17%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                    | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245165 | PA      | $245769.72    | 0.23%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                           | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222271 | PA      | $223259.27    | 0.21%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                            | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310338.88    | 0.29%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                  | SK hynix Inc                                                                    | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200629.58    | 0.19%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                               | SBA Tower Trust                                                                 | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    287000 | PA      | $286680.45    | 0.27%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                      | SCCU Auto Receivables Trust 2024-1                                              | CUSIP: 78436RAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400847.72    | 0.37%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-6                                                   | CUSIP: 78442GQA7<br>LEI: 5493009EHEQ0QZ0DQN39 | Long             | ABS-O            | CORP              | US        |    199024 | PA      | $189218.60    | 0.18%             | 2044-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                        | SLM Student Loan Trust 2005-9                                                   | CUSIP: 78442GRC2<br>LEI: SCSW2GRYW6ZPGKE5DL61 | Long             | ABS-O            | CORP              | US        |    266601 | PA      | $252285.02    | 0.23%             | 2041-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2018-C                                         | CUSIP: 78449QAC1<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     58629 | PA      | $58436.73     | 0.05%             | 2035-11-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust              | SMB Private Education Loan Trust 2023-D                                         | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417090 | PA      | $423983.22    | 0.39%             | 2053-09-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                      | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270540.53    | 0.25%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                      | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $516091.71    | 0.48%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                            | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $304530.07    | 0.28%             | 2031-04-29      | Fixed         | 3.65%                 | 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        |    186725 | PA      | $189220.26    | 0.18%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIGMA FINANCE NL                              | Sigma Finance Netherlands BV                                                    | CUSIP: 8265QNAA0<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $353288.01    | 0.33%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                          | Sitios Latinoamerica SAB de CV                                                  | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $414600.00    | 0.39%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                          | Smithfield Foods Inc                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523180.81    | 0.49%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196940.67    | 0.18%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST              | SoFi Consumer Loan Program 2025-3 Trust                                         | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242988 | PA      | $243719.03    | 0.23%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust           | Starwood Mortgage Residential Trust 2019-INV1                                   | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77849 | PA      | $77283.66     | 0.07%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust           | STAR 2021-1 Trust                                                               | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287686 | PA      | $274905.20    | 0.26%             | 2065-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust           | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136087 | PA      | $122341.10    | 0.11%             | 2056-06-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1233221 | PA      | $1233220.65   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    300000 | PA      | $300914.66    | 0.28%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                             | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    275000 | PA      | $250364.33    | 0.23%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                     | Sunoco LP                                                                       | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193483.08    | 0.18%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                           | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    350000 | PA      | $360463.26    | 0.33%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                        | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233602.26    | 0.22%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                               | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    523000 | PA      | $534208.24    | 0.50%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563915.17    | 0.52%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                              | Symphony CLO XXII Ltd                                                           | CUSIP: 87167GCM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500027.50    | 0.46%             | 2033-04-18      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                              | Symphony CLO XXXII Ltd                                                          | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $500067.50    | 0.46%             | 2035-10-23      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148410.93    | 0.14%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                          | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAC5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $400865.83    | 0.37%             | 2028-11-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                     | Trinity Rail Leasing 2019-1 LLC                                                 | CUSIP: 89657BAA2<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    276179 | PA      | $275334.67    | 0.26%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $446470.27    | 0.41%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                              | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    325000 | PA      | $292814.03    | 0.27%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds         | Mexico Government International Bonds                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $267000.00    | 0.25%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                 | VW Credit Inc                                                                   | CUSIP: 91842KAN6<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997641.60    | 0.93%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                 | VW Credit Inc                                                                   | CUSIP: 91842KC38<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2979998.10   | 2.77%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                         | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $385106.26    | 0.36%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                       | Verdant Receivables 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    621142 | PA      | $631820.32    | 0.59%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                          | Verizon Master Trust                                                            | CUSIP: 92348KBJ1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302363.64    | 0.28%             | 2029-01-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAC7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    139103 | PA      | $122059.38    | 0.11%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2024-8                                               | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |    237667 | PA      | $239106.27    | 0.22%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378605.44    | 0.35%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                      | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    284000 | PA      | $287257.48    | 0.27%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281316.04    | 0.26%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                             | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    310000 | PA      | $306582.95    | 0.28%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287734.39    | 0.27%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321121.83    | 0.30%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274884.21    | 0.26%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601801.14    | 0.56%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2022-2                                    | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993864 | PA      | $996988.42    | 0.93%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    207149 | PA      | $209596.41    | 0.19%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                            | Whitebox CLO III Ltd                                                            | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500004.50    | 0.46%             | 2035-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                          | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    555000 | PA      | $569895.68    | 0.53%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                      | Adani Transmission Step-One Ltd                                                 | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    350000 | PA      | $347245.20    | 0.32%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PT TOWER BERSAMA INFRAST                      | PT Tower Bersama Infrastructure Tbk                                             | CUSIP: 000000000<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195166.19    | 0.18%             | 2027-05-02      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG                       | KT&G Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204056.58    | 0.19%             | 2028-05-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -13 | NC      | $10488.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -219 | NC      | $78488.49     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       299 | NC      | $-35432.73    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-1345.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                  | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    611745 | NS      | $611745.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $405042.80    | 0.38%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-15

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

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer